public MarketStats(DataDetails stats, string name = "Unnamed Data")
{
DataStartDate = $"{stats.StartDate:d/M/yy}";
DataEndDate = $"{stats.EndDate:d/M/yy}";
DataHigh = $"{stats.High:N1}";
HighDate = $"{stats.HighDate:d/M/yy}";
DataLow = $"{stats.Low:N1}";
LowDate = $"{stats.LowDate:d/M/yy}";
AverageGapSize = $"{stats.AverageGapSize:N1}";
Name = name;
}
private void GenerateDetails()
{
var startDate = DateTime.MinValue;
var endDate = DateTime.MaxValue;
foreach (var dailyCandle in DailyCandles.Where(dailyCandle => MinuteData.ContainsKey(dailyCandle.Date.Date)))
{
startDate = dailyCandle.Date;
break;
}
for (var i = DailyCandles.Count - 1; i > 0; i--)
{
if (MinuteData.ContainsKey(DailyCandles[i].Date.Date))
{
endDate = DailyCandles[i].Date;
break;
}
}
var high = double.MinValue;
var low = double.MaxValue;
var date = startDate;
var highTime = DateTime.MinValue;
var lowTime = DateTime.MinValue;
while (date <= endDate)
{
if (MinuteData.TryGetValue(date.Date, out var minuteCandles))
{
foreach (var candle in minuteCandles.Where(candle => candle.IsCash))
{
if (candle.AskHigh > high)
{
high = candle.AskHigh;
highTime = candle.DateTime;
}
if (candle.BidLow < low)
{
low = candle.BidLow;
lowTime = candle.DateTime;
}
}
}
date = date.AddDays(1);
}
var openTime = new TimeSpan(14, 30, 00);
var closeTime = new TimeSpan(21, 00, 00);
if (IsUkData)
{
openTime = new TimeSpan(8, 00, 00);
closeTime = new TimeSpan(16, 30, 00);
}
DataDetails = new DataDetails(startDate, endDate, high, highTime, low, lowTime, _averageGapSize, openTime,
closeTime);
}
