Exemplo n.º 1
0
        /// <summary>
        /// Gets a single candle of a DateTime range
        /// </summary>
        /// <param name="candleType"></param>
        /// <param name="tickStart"></param>
        /// <param name="nextTickStart"></param>
        /// <param name="pair"></param>
        /// <returns></returns>
        public CandleSummary GenerateSingleCandle(CandleTypes candleType, DateTime tickStart, DateTime nextTickStart, BasePair pair)
        {
            CandleSummary result = null;

            using (var cxt = DataStore.CreateDataStore())
            {
                var data = (
                    from t in cxt.Tick
                    join p in cxt.Pair on t.PairID equals p.PairID
                    where p.PairID == (int)pair &&
                    t.TickTime >= tickStart &&
                    t.TickTime < nextTickStart
                    select t
                    ).OrderBy(x => x.TickTime).ToList();

                if (data.Count > 0)
                {
                    result              = new CandleSummary();
                    result.High         = data.Aggregate((x, y) => x.Bid > y.Bid ? x : y);
                    result.Low          = data.Aggregate((x, y) => x.Bid < y.Bid ? x : y);
                    result.Open         = data.FirstOrDefault();
                    result.Close        = data.LastOrDefault();
                    result.FromTime     = tickStart;
                    result.ToTime       = nextTickStart;
                    result.BasePairID   = (int)pair;
                    result.CandleTypeID = (int)candleType;
                }

                return(result);
            }
        }
Exemplo n.º 2
0
        public CandleSummary GetCandle(CandleTypes candleType, DateTime tickStart, BasePair pair)
        {
            using (var cxt = DataStore.CreateDataStore())
            {
                var           data   = cxt.Candle.FirstOrDefault(x => x.CandleTypeID == (int)candleType && x.FromTime == tickStart && x.PairID == (int)pair);
                CandleSummary result = null;

                if (data != null)
                {
                    result = (
                        from c in cxt.Candle
                        join ht in cxt.Tick on c.HighTickID equals ht.TickID
                        join lt in cxt.Tick on c.LowTickID equals lt.TickID
                        join ot in cxt.Tick on c.LowTickID equals ot.TickID
                        join ct in cxt.Tick on c.LowTickID equals ct.TickID
                        where c.CandleID == data.CandleID
                        select new CandleSummary
                    {
                        BasePairID = (int)pair,
                        CandleTypeID = (int)candleType,
                        Close = ct,
                        FromTime = tickStart,
                        High = ht,
                        Low = lt,
                        Open = ot
                    }
                        ).FirstOrDefault();
                }

                return(result);
            }
        }