public CandleStickReader(int timeframe, PriceReader priceReader)
{
Timeframe = timeframe;
PriceReader = priceReader ?? throw new ArgumentNullException();
priceReader.NewPrice += PriceReader_NewPrice;
item = null;
}
private void PriceReader_NewPrice(object sender, NewPriceEventArgs e)
{
// stopper
if (e.NewPrice == null)
{
if (item != null)
{
var e2 = new NewCandleStickEventArgs(item);
NewCandleStick?.Invoke(this, e2);
}
return;
}
double candleIndex = Math.Floor(e.NewPrice.Date.Minute / (double)Timeframe);
// new timeframe block?
if (candleIndex != previousCandleIndex)
{
if (item != null)
{
// raise new candle stick (except first time, because item is null)
var e2 = new NewCandleStickEventArgs(item);
NewCandleStick?.Invoke(this, e2);
}
// create new candle stick
item = new CandleStickItem();
item.Open = item.Close = 0m;
item.High = decimal.MinValue;
item.Low = decimal.MaxValue;
item.Date = (e.NewPrice.Date).Date.AddHours(e.NewPrice.Date.Hour).AddMinutes(candleIndex * Timeframe);
}
// adjust candle stick
if (item.Open == 0)
{
item.Open = e.NewPrice.Last;
}
if (e.NewPrice.Last > item.High)
{
item.High = e.NewPrice.Last;
}
if (e.NewPrice.Last < item.Low)
{
item.Low = e.NewPrice.Last;
}
item.Close = e.NewPrice.Last;
previousCandleIndex = candleIndex;
}
public NewCandleStickEventArgs(CandleStickItem candleStick)
{
CandleStick = candleStick;
}