/// <summary>
/// Gets a single candle of a DateTime range
/// </summary>
/// <param name="candleType"></param>
/// <param name="tickStart"></param>
/// <param name="nextTickStart"></param>
/// <param name="pair"></param>
/// <returns></returns>
public CandleSummary GenerateSingleCandle(CandleTypes candleType, DateTime tickStart, DateTime nextTickStart, BasePair pair)
{
CandleSummary result = null;
using (var cxt = DataStore.CreateDataStore())
{
var data = (
from t in cxt.Tick
join p in cxt.Pair on t.PairID equals p.PairID
where p.PairID == (int)pair &&
t.TickTime >= tickStart &&
t.TickTime < nextTickStart
select t
).OrderBy(x => x.TickTime).ToList();
if (data.Count > 0)
{
result = new CandleSummary();
result.High = data.Aggregate((x, y) => x.Bid > y.Bid ? x : y);
result.Low = data.Aggregate((x, y) => x.Bid < y.Bid ? x : y);
result.Open = data.FirstOrDefault();
result.Close = data.LastOrDefault();
result.FromTime = tickStart;
result.ToTime = nextTickStart;
result.BasePairID = (int)pair;
result.CandleTypeID = (int)candleType;
}
return(result);
}
}
public CandleSummary GetCandle(CandleTypes candleType, DateTime tickStart, BasePair pair)
{
using (var cxt = DataStore.CreateDataStore())
{
var data = cxt.Candle.FirstOrDefault(x => x.CandleTypeID == (int)candleType && x.FromTime == tickStart && x.PairID == (int)pair);
CandleSummary result = null;
if (data != null)
{
result = (
from c in cxt.Candle
join ht in cxt.Tick on c.HighTickID equals ht.TickID
join lt in cxt.Tick on c.LowTickID equals lt.TickID
join ot in cxt.Tick on c.LowTickID equals ot.TickID
join ct in cxt.Tick on c.LowTickID equals ct.TickID
where c.CandleID == data.CandleID
select new CandleSummary
{
BasePairID = (int)pair,
CandleTypeID = (int)candleType,
Close = ct,
FromTime = tickStart,
High = ht,
Low = lt,
Open = ot
}
).FirstOrDefault();
}
return(result);
}
}