private List<DateTime> GetDateTimeList(DateTime maxDate, DateTime minDate, IntradayFrequency freq)
{
var finalDateList = new List<DateTime>();
// round maxDate to Frequency for instance if frequency is 15 minutes and mintime is 09:05
var remainderMinutes = maxDate.Minute % Convert.ToInt16(freq);
maxDate = maxDate.AddMinutes(Convert.ToDouble(freq) - remainderMinutes);
maxDate = maxDate.AddSeconds(-maxDate.Second);
maxDate = maxDate.AddMilliseconds(-maxDate.Millisecond);
// round minDate to Frequency for instance if frequency is 15 minutes and mintime is 09:05
remainderMinutes = minDate.Minute % Convert.ToInt16(freq);
var sDate = minDate.AddMinutes(Convert.ToDouble(freq) - remainderMinutes);
sDate = sDate.AddSeconds(-sDate.Second);
sDate = sDate.AddMilliseconds(-sDate.Millisecond);
while (sDate <= maxDate)
{
finalDateList.Add(new DateTime(sDate.Ticks));
sDate = sDate.AddMinutes(Convert.ToDouble(freq));
}
return finalDateList;
}
public IEnumerable<IBaraDate> GetBarData(IntradayFrequency frequency)
{
throw new NotImplementedException();
}
