public virtual BarSeries Compress(long newBarSize, TimeSpan sessionStart, TimeSpan sessionEnd, BarSlycing mode, bool weeklySlicingEnabled, bool clubWithPrevBar)
{
BarSeries barSeries = this.GetType().GetConstructor(new Type[0]).Invoke(new object[0]) as BarSeries;
if (this.Count <= 0)
return barSeries;
long size = this[0].Size;
if (newBarSize < size)
throw new ArgumentException("newBarSize < size");
if (sessionStart >= sessionEnd)
throw new ArgumentException("sessionStart >= sessionEnd");
long result;
Math.DivRem(newBarSize, size, out result);
// if (result != 0L)
// throw new ArgumentException(oK6F3TB73XXXGhdieP.wF6SgrNUO(12074));
if (newBarSize == size)
return this;
double num1 = 0.0;
double num2 = 0.0;
double open = 0.0;
double close = 0.0;
long volume = 0L;
long num3 = 0L;
bool flag1 = true;
DateTime datetime = this[0].DateTime.Date.Add(sessionStart);
DateTime index1 = DateTime.MaxValue;
long ticks1 = (sessionEnd - sessionStart).Ticks;
int num4 = 0;
bool flag2 = false;
while (flag1)
{
if (flag2)
{
datetime = index1.AddDays(2.0).Date.Add(sessionStart);
flag2 = false;
}
index1 = datetime.AddSeconds((double)newBarSize);
DateTime dateTime = datetime.Date.Add(sessionEnd);
if (index1 > dateTime)
{
long ticks2 = (index1 - dateTime).Ticks;
index1 = datetime.Date.AddDays(1.0).Add(sessionStart);
if (mode == BarSlycing.Equally)
{
index1 = index1.AddDays((double)(ticks2 / ticks1));
index1 = index1.AddTicks(ticks2 % ticks1);
}
if (this.LastDateTime > index1)
{
DateTime date = this[index1, EIndexOption.Next].DateTime.Date;
while (index1 < date && (index1.DayOfWeek != DayOfWeek.Saturday || !weeklySlicingEnabled))
index1 = index1.AddDays(1.0);
if (index1.DayOfWeek == DayOfWeek.Saturday && weeklySlicingEnabled)
flag2 = true;
}
}
int index2 = this.GetIndex(index1.AddTicks(-1L), EIndexOption.Prev);
Bar bar1 = (Bar)null;
for (int index3 = num4; index3 <= index2; ++index3)
{
bar1 = this[index3];
if (index3 == num4)
{
num1 = bar1.High;
num2 = bar1.Low;
open = bar1.Open;
close = bar1.Close;
volume = bar1.Volume;
num3 = bar1.OpenInt;
}
else
{
num1 = Math.Max(num1, bar1.High);
num2 = Math.Min(num2, bar1.Low);
close = bar1.Close;
volume += bar1.Volume;
num3 += bar1.OpenInt;
}
}
if (bar1 != null)
{
Bar bar2 = new Bar(datetime, open, num1, num2, close, volume, newBarSize);
bar2.EndTime = !flag2 ? index1 : index1.Date.AddDays(-1.0).Add(sessionEnd);
if (mode == BarSlycing.Normal && index1 > dateTime)
bar2.EndTime = dateTime;
bar2.OpenInt = num3;
if (flag2 && clubWithPrevBar && (bar2.Duration.TotalSeconds * 2.0 < (double)newBarSize && barSeries.Count > 0))
{
Bar last = barSeries.Last;
bar2.Open = last.Open;
bar2.High = Math.Max(bar2.High, last.High);
bar2.Low = Math.Min(bar2.Low, last.Low);
bar2.Volume += last.Volume;
bar2.OpenInt += last.OpenInt;
bar2.DateTime = last.BeginTime;
}
barSeries.Add(bar2);
}
num4 = index2 + 1;
if (num4 > this.Count - 1)
flag1 = false;
datetime = index1;
}
return barSeries;
}
public virtual BarSeries Compress(long newBarSize, TimeSpan sessionStart, TimeSpan sessionEnd, BarSlycing mode)
{
return this.Compress(newBarSize, sessionStart, sessionEnd, mode, true, true);
}
