//TODO make unit tests
private static List <Price> CreatePriceListClean(IReadOnlyList <Price> price_list_unclean)
{
//Build price
List <Price> clean_price_list = new List <Price>();
DateTimeUTC time = price_list_unclean[0].Time;
double bid = price_list_unclean[0].Bid;
double ask = price_list_unclean[0].Ask;
int price_index = 0;
while (price_index < price_list_unclean.Count)
{
if (time < price_list_unclean[price_index].Time)
{
//Create new price
clean_price_list.Add(new Price(time, bid, ask));
time = time.AddSeconds(1);
}
else
{
//Save and scroll
ask = price_list_unclean[price_index].Ask;
bid = price_list_unclean[price_index].Bid;
price_index++;
}
}
//TODO make last
clean_price_list.Add(new Price(time, bid, ask));
return(clean_price_list);
}
private static IReadOnlyList <Price> CreatePrices(DateTimeUTC open_time, DateTimeUTC final_time)
{
List <Price> price = new List <Price>();
while (open_time <= final_time)
{
price.Add(new Price(open_time, 0, 0));
open_time = open_time.AddSeconds(1);
}
return(price);
}
private static IReadOnlyList <PriceCandle> CreateSecond1(DateTimeUTC open_time, DateTimeUTC final_time)
{
List <PriceCandle> candles = new List <PriceCandle>();
while (open_time < final_time)
{
candles.Add(new PriceCandle(open_time, 0, 0));
open_time = open_time.AddSeconds(1);
}
return(candles);
}
public static DateTimeUTC GetCloseTime(DateTimeUTC time, TimeScale time_scale)
{
DateTimeUTC open_time = GetOpenTime(time, time_scale);
switch (time_scale)
{
case TimeScale.Second1:
return(open_time.AddSeconds(1));
case TimeScale.Minute1:
return(open_time.AddMinutes(1));
case TimeScale.Minute15:
return(open_time.AddMinutes(15));
case TimeScale.Minute30:
return(open_time.AddMinutes(30));
case TimeScale.Hour1:
return(open_time.AddHours(1));
case TimeScale.Hour4:
return(open_time.AddHours(4));
case TimeScale.Day1:
return(open_time.AddDays(1));
case TimeScale.Week1:
return(open_time.AddDays(7));
case TimeScale.Month1:
return(open_time.AddMonths(1));
default:
throw new Exception("Unknown Timescale");
}
}