public static Dictionary <DateTime, double> BuildHistory(IEnumerable <MarketObservation> observations, GapInterpolationMethod interpolationMethod, Func <MarketObservation, int> getPriceFunction)
{
switch (interpolationMethod)
{
case GapInterpolationMethod.Linear:
return(LinearInterpolation(observations.ToArray(), getPriceFunction));
default:
throw new ArgumentOutOfRangeException(nameof(interpolationMethod), interpolationMethod, null);
}
}
public static Dictionary <DateTime, double> BuildHistory(IEnumerable <MarketObservation> observations, GapInterpolationMethod interpolationMethod, Func <MarketObservation, int> getPriceFunction, int maxDays)
{
return(BuildHistory(observations, interpolationMethod, getPriceFunction).Take(maxDays).ToDictionary(p => p.Key, p => p.Value));
}