private static IReadOnlyList <Price> CombinePrices(IList <PriceSet> price_set_list)
{
TradingSymbol symbol = price_set_list[0].Symbol;
for (int index = 1; index < price_set_list.Count; index++)
{
if (!price_set_list[index].Symbol.Equals(symbol))
{
throw new Exception("Symbols do not match");
}
if (price_set_list[index].OpenDateTime < price_set_list[index - 1].CloseDateTime)
{
throw new Exception("PriceSet show overlap");
}
}
List <Price> price_unclean_list = new List <Price>(price_set_list[0].Prices);
for (int index = 1; index < price_set_list.Count; index++)
{
price_unclean_list.AddRange(price_set_list[index].Prices);
}
return(price_unclean_list);
}
public override bool Equals(object other)
{
if (other is TradingSymbol)
{
TradingSymbol other_typed = (TradingSymbol)other;
if (Broker != other_typed.Broker)
{
return(false);
}
if (Account != other_typed.Account)
{
return(false);
}
if (Symbol != other_typed.Symbol)
{
return(false);
}
if (Description != other_typed.Description)
{
return(false);
}
return(true);
}
return(false);
}
//Primary constucter
public PriceSet(TradingSymbol symbol, IReadOnlyList <Price> prices, IReadOnlyList <PriceCandle> second_1)
{
this.Symbol = symbol;
this.Prices = prices;
this.Second1 = second_1;
//Build rest from prices and second data
this.Ticks = CreateTicks(Prices);
this.Minute1 = CreatePriceCandleList(Second1, TimeScale.Minute1);
this.Minute15 = CreatePriceCandleList(Second1, TimeScale.Minute15);
this.Minute30 = CreatePriceCandleList(Second1, TimeScale.Minute30);
this.Hour1 = CreatePriceCandleList(Second1, TimeScale.Hour1);
this.Hour4 = CreatePriceCandleList(Second1, TimeScale.Hour4);
this.Day1 = CreatePriceCandleList(Second1, TimeScale.Day1);
this.Week1 = CreatePriceCandleList(Second1, TimeScale.Week1);
this.Month1 = CreatePriceCandleList(Second1, TimeScale.Month1);
}
public static PriceSet Read(BinaryReader reader)
{
TradingSymbol symbol = TradingSymbol.Read(reader);
int price_list_clean_count = reader.ReadInt32();
List <Price> price_list_clean = new List <Price>();
for (int price_index = 0; price_index < price_list_clean_count; price_index++)
{
price_list_clean.Add(Price.Read(reader));
}
int second1_count = reader.ReadInt32();
List <PriceCandle> second1 = new List <PriceCandle>();
for (int price_index = 0; price_index < second1_count; price_index++)
{
second1.Add(PriceCandle.Read(reader));
}
return(new PriceSet(symbol, price_list_clean, second1));
}
//Primary constucter
public PriceSet(TradingSymbol symbol, DateTimeUTC open_time, DateTimeUTC close_time)
: this(symbol, CreatePrices(open_time, close_time), CreateSecond1(open_time, close_time))
{
}
//Read initial constucter
public PriceSet(TradingSymbol symbol, IReadOnlyList <Price> price_list_unclean)
: this(symbol, CreatePriceListClean(price_list_unclean), CreateSecond1(price_list_unclean))
{
}