///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
this.x = point.x;
this.y = point.y;
}
/// <summary>
/// Add a new point to this series:
/// </summary>
/// <param name="time">Time of the chart point</param>
/// <param name="value">Value of the chart point</param>
/// <param name="liveMode">This is a live mode point</param>
public void AddPoint(DateTime time, decimal value, bool liveMode = false)
{
if (Values.Count >= 4000 && !liveMode)
{
// perform rate limiting in backtest mode
return;
}
var chartPoint = new ChartPoint(time, value);
if (Values.Count > 0 && Values[Values.Count - 1].x == chartPoint.x)
{
// duplicate points at the same time, overwrite the value
Values[Values.Count - 1] = chartPoint;
}
else
{
Values.Add(chartPoint);
}
}
///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
x = point.x;
y = point.y.SmartRounding();
}
///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
x = point.x;
y = point.y;
}
/// <summary>
/// Linear interpolation used for sampling
/// </summary>
private static decimal Interpolate(ChartPoint previous, ChartPoint current, long target)
{
var deltaTicks = current.x - previous.x;
// if they're at the same time return the current value
if (deltaTicks == 0)
{
return current.y;
}
double percentage = (target - previous.x) / (double)deltaTicks;
// y=mx+b
return (current.y - previous.y) * (decimal)percentage + previous.y;
}
///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
x = point.x;
y = point.y.SmartRounding();
}
///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
x = point.x;
y = Round(point.y);
}
/// <summary>
/// Linear interpolation used for sampling
/// </summary>
private static decimal Interpolate(ChartPoint previous, ChartPoint current, long target)
{
var deltaTicks = current.x - previous.x;
double percentage = (target - previous.x) / (double)deltaTicks;
// y=mx+b
return (current.y - previous.y) * (decimal)percentage + previous.y;
}
///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
this.x = point.x;
this.y = point.y;
}
///Cloner Constructor:
public ChartPoint(ChartPoint point)
{
x = point.x;
y = point.y;
}
/// <summary>
/// Samples the given series
/// </summary>
/// <param name="series">The series to be sampled</param>
/// <param name="start">The date to start sampling, if before start of data then start of data will be used</param>
/// <param name="stop">The date to stop sampling, if after stop of data, then stop of data will be used</param>
/// <returns>The sampled series</returns>
public Series Sample(Series series, DateTime start, DateTime stop)
{
var sampled = new Series(series.Name, series.SeriesType);
// chart point times are always in universal, so force it here as well
double nextSample = Time.DateTimeToUnixTimeStamp(start.ToUniversalTime());
double unixStopDate = Time.DateTimeToUnixTimeStamp(stop.ToUniversalTime());
// we can't sample a single point and it doesn't make sense to sample scatter plots
// in this case just copy the raw data
if (series.Values.Count < 2 || series.SeriesType == SeriesType.Scatter)
{
// we can minimally verify we're within the start/stop interval
foreach (var point in series.Values)
{
if (point.x >= nextSample && point.x <= unixStopDate)
{
sampled.Values.Add(point);
}
}
return(sampled);
}
var enumerator = series.Values.GetEnumerator();
// initialize current/previous
enumerator.MoveNext();
ChartPoint previous = enumerator.Current;
enumerator.MoveNext();
ChartPoint current = enumerator.Current;
// make sure we don't start sampling before the data begins
if (nextSample < previous.x)
{
nextSample = previous.x;
}
// make sure to advance into the requestd time frame before sampling
while (current.x < nextSample && enumerator.MoveNext())
{
previous = current;
current = enumerator.Current;
}
do
{
// advance our current/previous
if (nextSample > current.x)
{
if (enumerator.MoveNext())
{
previous = current;
current = enumerator.Current;
}
else
{
break;
}
}
// iterate until we pass where we want our next point
while (nextSample <= current.x && nextSample <= unixStopDate)
{
var value = Interpolate(previous, current, (long)nextSample);
sampled.Values.Add(new ChartPoint {
x = (long)nextSample, y = value
});
nextSample += _seconds;
}
// if we've passed our stop then we're finished sampling
if (nextSample > unixStopDate)
{
break;
}
}while (true);
return(sampled);
}
/// <summary>
/// Samples the given series
/// </summary>
/// <param name="series">The series to be sampled</param>
/// <param name="start">The date to start sampling, if before start of data then start of data will be used</param>
/// <param name="stop">The date to stop sampling, if after stop of data, then stop of data will be used</param>
/// <returns>The sampled series</returns>
public Series Sample(Series series, DateTime start, DateTime stop)
{
var sampled = new Series(series.Name, series.SeriesType);
if (series.Values.Count < 2)
{
// return new instance, but keep the same data
sampled.Values.AddRange(series.Values);
return(sampled);
}
double nextSample = Time.DateTimeToUnixTimeStamp(start);
double unixStopDate = Time.DateTimeToUnixTimeStamp(stop);
var enumerator = series.Values.GetEnumerator();
// initialize current/previous
enumerator.MoveNext();
ChartPoint previous = enumerator.Current;
enumerator.MoveNext();
ChartPoint current = enumerator.Current;
// make sure we don't start sampling before the data begins
if (nextSample < previous.x)
{
nextSample = previous.x;
}
// make sure to advance into the requestd time frame before sampling
while (current.x < nextSample && enumerator.MoveNext())
{
previous = current;
current = enumerator.Current;
}
do
{
// advance our current/previous
if (nextSample > current.x)
{
if (enumerator.MoveNext())
{
previous = current;
current = enumerator.Current;
}
else
{
break;
}
}
// iterate until we pass where we want our next point
while (nextSample <= current.x && nextSample <= unixStopDate)
{
var value = Interpolate(previous, current, (long)nextSample);
sampled.Values.Add(new ChartPoint {
x = (long)nextSample, y = value
});
nextSample += _seconds;
}
// if we've passed our stop then we're finished sampling
if (nextSample > unixStopDate)
{
break;
}
}while (true);
return(sampled);
}