/// <summary/>
public override double GetTimeframeRatio(Timeframe tf)
{
if (tf is Timeframe1Min)
{
return(60 * 2); // 8 hours approximatively
}
if (tf is Timeframe5Min)
{
return(12 * 2);
}
if (tf is Timeframe10Min)
{
return(6 * 2);
}
if (tf is Timeframe30Min)
{
return(2 * 2);
}
if (tf is TimeframeHour)
{
return(1 * 2);
}
throw new ArgumentOutOfRangeException("tf wrong: " + tf);
}
/// <summary/>
public override double GetTimeframeRatio(Timeframe tf)
{
if (tf == Timeframes.DAY)
{
return(5);
}
return(Timeframes.DAY.GetTimeframeRatio(tf) * 5);
}
/// <summary/>
public override double GetTimeframeRatio(Timeframe tf)
{
if (tf == Timeframes.DAY)
{
return(30 * 5 / 7);
}
if (tf == Timeframes.WEEK)
{
return(30 / 7);
}
return(Timeframes.DAY.GetTimeframeRatio(tf) * 30 * 5 / 7);
}
/// <summary>
/// Returns how many times the second timeframe fits in the first one.
/// </summary>
public static double GetTimeframeRatio(Timeframe first, Timeframe second)
{
if (first == second)
{
return(1);
}
if (first < second)
{
return(1 / GetTimeframeRatio(second, first));
}
return(first.GetTimeframeRatio(second));
}
/// <summary/>
public override double GetTimeframeRatio(Timeframe tf)
{
if (tf is TimeframeMonth)
{
return(12);
}
if (tf is TimeframeWeek)
{
return(52);
}
if (tf is TimeframeDay)
{
return(250);
}
return(Timeframes.DAY.GetTimeframeRatio(tf) * 250);
}
/// <summary>
/// This function does convert the given date from the $orig_timeframe in a
/// date of the $dest_timeframe. Take care that the destination timeframe must be
/// bigger than the original timeframe.
/// </summary>
public static DateTime ConvertDate( DateTime date, Timeframe orig, Timeframe dest )
{
// #WAR# WARN "the destination time frame must be bigger" if ( $orig <= $dest);
return dest.ConvertToDateTime( orig.ConvertToString( date ) );
}
/// <summary/>
public override double GetTimeframeRatio( Timeframe tf )
{
if ( tf == Timeframes.DAY ) return 30 * 5 / 7;
if ( tf == Timeframes.WEEK ) return 30 / 7;
return Timeframes.DAY.GetTimeframeRatio( tf ) * 30 * 5 / 7;
}
/// <summary/>
public override double GetTimeframeRatio( Timeframe tf )
{
if ( tf is Timeframe1Min ) return 60; // 8 hours approximatively
if ( tf is Timeframe5Min ) return 12;
if ( tf is Timeframe10Min ) return 6;
if ( tf is Timeframe30Min ) return 2;
if ( tf is TimeframeHour ) return 1;
throw new ArgumentOutOfRangeException( "tf wrong: " + tf );
}
/// <summary> /// Returns how many times the second timeframe fits in the first one. /// </summary> public abstract double GetTimeframeRatio( Timeframe other );
/// <summary/>
public bool Equals( Timeframe tf )
{
return tf != null && tf.Id == Id;
}
/// <summary/>
public override double GetTimeframeRatio( Timeframe tf )
{
if ( tf is TimeframeMonth ) return 12;
if ( tf is TimeframeWeek ) return 52;
if ( tf is TimeframeDay ) return 250;
return Timeframes.DAY.GetTimeframeRatio( tf ) * 250;
}
/// <summary>
/// This function does convert the given date from the $orig_timeframe in a
/// date of the $dest_timeframe. Take care that the destination timeframe must be
/// bigger than the original timeframe.
/// </summary>
public static DateTime ConvertDate(DateTime date, Timeframe orig, Timeframe dest)
{
// #WAR# WARN "the destination time frame must be bigger" if ( $orig <= $dest);
return(dest.ConvertToDateTime(orig.ConvertToString(date)));
}
/// <summary/>
public override double GetTimeframeRatio(Timeframe tf)
{
throw new Exception("Cannot set timeframe ratio for tick data");
}
/// <summary/>
public bool Equals(Timeframe tf)
{
return(tf != null && tf.Id == Id);
}
/// <summary> /// Returns how many times the second timeframe fits in the first one. /// </summary> public abstract double GetTimeframeRatio(Timeframe other);
/// <summary>
/// Returns how many times the second timeframe fits in the first one.
/// </summary>
public static double GetTimeframeRatio( Timeframe first, Timeframe second )
{
if ( first == second ) return 1;
if ( first < second )
{
return ( 1 / GetTimeframeRatio( second, first ) );
}
return first.GetTimeframeRatio( second );
}
/// <summary/>
public override double GetTimeframeRatio( Timeframe tf )
{
throw new Exception( "Cannot set timeframe ratio for tick data" );
}
/// <summary/>
public override double GetTimeframeRatio( Timeframe tf )
{
if ( tf == Timeframes.DAY ) return 5;
return Timeframes.DAY.GetTimeframeRatio( tf ) * 5;
}
