public static List <Candle> ConvertCandleToCandle(List <Candle> candles, CandleType type)
{
var result = new List <Candle>();
DateTime currentCandleTime = CandleHelper.GetCandleTime(candles[0].CandleTime, candles[0].TradingDay, type);
var currentCandle = new List <Candle>()
{
candles[0]
};
for (int i = 1; i < candles.Count; i++)
{
Candle item = candles[i];
DateTime newCandleTime = CandleHelper.GetCandleTime(item.CandleTime, item.TradingDay, type);
if (newCandleTime != currentCandleTime)
{
Candle newCandle = CombineCandle(currentCandle, currentCandleTime);
result.Add(newCandle);
currentCandleTime = newCandleTime;
currentCandle.Clear();
currentCandle.Add(item);
}
currentCandle.Add(item);
}
result.Add(CombineCandle(currentCandle, currentCandleTime));
return(result);
}
public bool ProcessQuotation(Quotation quotation, int volume)
{
DateTime newCandleTime = CandleHelper.GetCandleTime(quotation.Time, quotation.TradingDay, this.type);
if (this.LastData == null || this.LastData.CandleTime != newCandleTime)
{
this.LastData = new Candle(quotation, newCandleTime, volume);
return(true);
}
else
{
this.LastData.UpdateCandle(quotation, volume);
return(false);
}
}