public bool AppendTick(Tick tick)
{
if ((Ticks.Any() && tick.DateTime <= Ticks[Ticks.Count - 1].DateTime))
throw new Exception("Appended tick time is lower then last");
if ((tick.DateTime - Ticks.First().DateTime).TotalMinutes > PeriodMins)
return true;
//throw new Exception("Too long ticks interval");
Ticks.Add(tick);
High = Math.Max(tick.Value, High);
Low = Math.Min(tick.Value, Low);
Close = tick.Value;
return false;
}
public Candle AddTick(Tick tick)
{
try
{
if (candle.AppendTick(tick))
{
var res = candle;
candle = new Candle(new List<Tick> { tick }, periodMins);
return res;
}
}
catch (Exception ex)
{
Logger.Warn(ex);
}
return candle;
}
public static List<Tick> ReadTicks(string filename)
{
var readed = File.ReadAllLines(filename);
var result = new List<Tick>();
var lastTick = new Tick(new DateTime(), 0);
foreach (var row in readed)
{
var nextTick = ParseTick(row);
if (nextTick.Equals(lastTick))
continue;
lastTick = nextTick;
result.Add(nextTick);
}
return result;
}
private static Tick ParseTick(string row)
{
var fields = row.Split('\t');
var dateTime = ParseDateTime(fields[0], fields[1]);
var nextTick = new Tick(dateTime, (int)decimal.Parse(fields[2], new CultureInfo("en-us")));
return nextTick;
}