private PriceBar GeneratePriceBar(long startSecsSinceMidnight, long endSecsSinceMidnight)
{
var priceBar = new PriceBar(_timeGenerator.GetDayStart().AddSeconds(startSecsSinceMidnight),
GetMidPrice(startSecsSinceMidnight),
Decimal.MaxValue, 0, 0);
for (long s = startSecsSinceMidnight; s < endSecsSinceMidnight; s += 10)
{
decimal midPrice = GetMidPrice(s);
if (priceBar.High < midPrice)
{
priceBar.High = midPrice;
}
if (priceBar.Low > midPrice)
{
priceBar.Low = midPrice;
}
}
priceBar.Close = GetMidPrice(endSecsSinceMidnight);
return priceBar;
}
