コード例 #1
0
 public void ClearData()
 {
     DailyCandles.Clear();
     MinuteData.Clear();
     UnfilledGaps.Clear();
     GapFibRetraceLevels   = NewFibRetraceDictionary();
     GapFibExtensionLevels = NewFibExtensionDictionary();
 }
コード例 #2
0
        private void UpdateGapFilledFlags()
        {
            for (var i = 0; i < DailyCandles.Count; i++)
            {
                if (DailyCandles[i].Gap.GapFillPercentage == 100)
                {
                    DailyCandles[i].Gap.HasGapBeenFilled = true;
                    DailyCandles[i].Gap.GapFillDate      = Option.Some(DailyCandles[i].Date);
                }
                else
                {
                    if (DailyCandles[i].Gap.GapPoints > 0)
                    {
                        for (var j = i + 1; j < DailyCandles.Count; j++)
                        {
                            if (DailyCandles[j].Low < DailyCandles[i].Open - DailyCandles[i].Gap.GapPoints)
                            {
                                DailyCandles[i].Gap.HasGapBeenFilled = true;
                                DailyCandles[i].Gap.GapFillDate      = Option.Some(DailyCandles[j].Date);
                                break;
                            }
                        }
                    }
                    else
                    {
                        for (var j = i + 1; j < DailyCandles.Count; j++)
                        {
                            if (DailyCandles[j].High > DailyCandles[i].Open - DailyCandles[i].Gap.GapPoints)
                            {
                                DailyCandles[i].Gap.HasGapBeenFilled = true;
                                DailyCandles[i].Gap.GapFillDate      = Option.Some(DailyCandles[j].Date);
                                break;
                            }
                        }
                    }
                }

                if (!DailyCandles[i].Gap.HasGapBeenFilled)
                {
                    UnfilledGaps.Add(DailyCandles[i].Gap);
                }
            }
        }