public async Task CalculateUpToIndex(int upToIndex) // UNUSED
{
#if !cAlgo
bool failedToGetHistoricalData = false;
//if (CalculatedCount == 0 && !Account.IsBacktesting)
//{
// var minIndex = Math.Max(upToIndex, MarketSeries.LastIndex - Periods);
// //for (int index = MarketSeries.MinIndex; index < minIndex; index++)
// for (int index = MarketSeries.FirstIndex; index < upToIndex - 1; index++)
// {
// // Skip unneeded sections
// SetBlank(index); // MEMORYOPTIMIZE use sparse arrays instead of filling with blanks
// }
//}
#endif
var lastIndex = LastIndex == int.MinValue ? -1 : LastIndex;
for (int index = lastIndex + 1; index <= upToIndex; index++)
{
#if !cAlgo
#region Get Historical Data if needed (REFACTOR to base class)
var lookbackIndex = index - Periods;
if (lookbackIndex < MarketSeries.FirstIndex)
{
if (!failedToGetHistoricalData)
{
Debug.WriteLine($"[indicator for {MarketSeries}] Index needed: {lookbackIndex} + but MarketSeries.MinIndex: {MarketSeries.FirstIndex}. Requesting {2 + MarketSeries.FirstIndex - lookbackIndex} bars from {MarketSeries.OpenTime.First()}");
await MarketSeries.EnsureDataAvailable(null, MarketSeries.OpenTime.First(), 2 + MarketSeries.FirstIndex - lookbackIndex).ConfigureAwait(false);
}
if (lookbackIndex < MarketSeries.FirstIndex)
{
failedToGetHistoricalData = true; // REVIEW
// Market data not available
SetBlank(index);
continue;
}
}
#endregion
#endif
await CalculateIndex(index).ConfigureAwait(false);
}
}
