public CandleChart GetCandles(DateTime startTime, int timeInterval)
{
//Create a list of CandleSticks
List <CandleStick> candles = new List <CandleStick>();
DateTime currentTime = startTime;
DateTime endInterval = startTime.AddMinutes(timeInterval);
TimeSpan span = DateTime.Now.Subtract(startTime);
int maxIntervals = Convert.ToInt32(Math.Ceiling(((decimal)span.Minutes / (decimal)timeInterval)));
int currentIndex = 0;
//int lastIndex = 0;
int currentDataCount = CurrentData.Count;
//Generate the data for each candle stick
for (int i = 0; i < maxIntervals;)
{
if (currentIndex >= currentDataCount)
{
break;
}
List <CandleStickDataPoint> candleStickDataPoints = new List <CandleStickDataPoint>();
for (int ii = currentIndex; ii < currentDataCount; ii++)
{
CurrentData data = CurrentData.ElementAt <CurrentData>(ii);
if (data != null)
{
if (data.LastUpdate >= startTime && data.LastUpdate < endInterval)
{
candleStickDataPoints.Add(new CandleStickDataPoint()
{
Price = data.Price, Time = data.LastUpdate
});
}
if (data.LastUpdate >= endInterval)
{
break;
}
}
currentIndex++;
}
if (candleStickDataPoints != null && candleStickDataPoints.Count > 0)
{
candles.Add(new CandleStick(candleStickDataPoints)
{
Index = i
});
i++;
}
}
return(new CandleChart(candles, this.Instrument));
}
