private List <CandleData> GetCandles(BarSettings timeframe, string symbol, DateTime date, int candlesCount)
{
var startTime = timeframe.GetDistanceTime(candlesCount, -1, date);
var minuteCandles = AtomCandleStorage.Instance.GetAllMinuteCandles(symbol, startTime, date) ?? new List <CandleData>();
var packer = new CandlePacker(timeframe);
var candles = new List <CandleData>();
foreach (var minuteCandle in minuteCandles)
{
var candle = packer.UpdateCandle(minuteCandle);
if (candle != null)
{
candles.Add(candle);
}
}
var tail = minuteCandles.Where(x => x.timeOpen > candles.Last().timeClose).ToArray();
if (tail.Length > 0)
{
float open = tail.First().open;
float close = tail.Last().close;
float high = tail.Max(x => x.high);
float low = tail.Min(x => x.low);
DateTime timeOpen = tail.First().timeOpen;
DateTime timeClose = tail.Last().timeClose;
var currentCandel = new CandleData(open, high, low, close, timeOpen, timeClose);
candles.Add(currentCandel);
}
return(candles);
}
public CandleDataBidAsk UpdateCandle(QuoteData q)
{
var candleBid = packerBid.UpdateCandle(q.bid, q.time) ?? packerBid.CurrentCandle;
var candleAsk = packerAsk.UpdateCandle(q.ask, q.time) ?? packerAsk.CurrentCandle;
return(new CandleDataBidAsk(candleBid, candleAsk)
{
timeClose = q.time
});
}
/// <summary>
/// упаковать котировки в свечки
/// </summary>
public void UpdateCandles(List<CandleData> minuteCandles)
{
chart.StockSeries.Data.Clear();
// родной интервал равен m1 - не производить никаких действий
if (Timeframe.IsAtomic)
{
foreach (var candle in minuteCandles)
chart.StockSeries.Data.Candles.Add(new CandleData(candle));
return;
}
// упаковать m1 в свечи нужного ТФ
candlePacker = new CandlePacker(chart.Timeframe);
foreach (var minuteCandle in minuteCandles)
{
var candle = candlePacker.UpdateCandle(minuteCandle);
if (candle != null) chart.StockSeries.Data.Candles.Add(candle);
}
// добавить незавершенную свечу
var shouldAdd = true;
if (chart.StockSeries.Data.Candles.Count > 0)
if (chart.StockSeries.Data.Candles[chart.StockSeries.Data.Candles.Count - 1].timeOpen ==
candlePacker.CurrentCandle.timeOpen) shouldAdd = false;
if (shouldAdd && candlePacker.CurrentCandle != null)
chart.StockSeries.Data.Candles.Add(candlePacker.CurrentCandle);
}
private List<float> GetTargetCandlesLengths(int candleLength)
{
var candlesM1 = AtomCandleStorage.Instance.GetAllMinuteCandles(chart.Symbol);
if (candlesM1.Count < candleLength * 50) return null;
var packer = new CandlePacker(new BarSettings { Intervals = new List<int> { candleLength } });
var lengths = new List<float>();
foreach (var cm1 in candlesM1)
{
var candle = packer.UpdateCandle(cm1);
if (candle != null)
lengths.Add((float)Math.Log(candle.close / candle.open));
}
return lengths;
}
private List<CandleData> MakeCandlesFromM1(BarSettings timeframe, string ticker, DateTime timeStart)
{
var result = new List<CandleData>();
var minutes = candles[barSettingsCodeM1][ticker];
var packer = new CandlePacker(timeframe);
foreach (var canM1 in minutes)
{
var candle = packer.UpdateCandle(canM1);
if (candle != null)
result.Add(candle);
}
return result.Where(c => c.timeOpen >= timeStart).ToList();
}