/// <summary>
/// Group items by time
/// </summary>
/// <param name="nextPoint"></param>
/// <param name="previousPoint"></param>
/// <param name="span"></param>
/// <returns></returns>
protected T CreateGroup(T nextPoint, T previousPoint, TimeSpan?span)
{
if (nextPoint.Ask == null && nextPoint.Bid == null)
{
return(nextPoint);
}
var nextGroup = nextPoint.Clone() as IPointModel;
nextGroup.AskSize ??= nextPoint.AskSize ?? 0.0;
nextGroup.BidSize ??= nextPoint.BidSize ?? 0.0;
nextGroup.Ask ??= nextPoint.Ask ?? nextPoint.Bid;
nextGroup.Bid ??= nextPoint.Bid ?? nextPoint.Ask;
nextGroup.Bar.Open ??= previousPoint?.Last ?? nextGroup.Ask;
nextGroup.Bar.Close ??= previousPoint?.Last ?? nextGroup.Bid;
nextGroup.Last ??= nextGroup.Bar.Close;
nextGroup.TimeFrame = span;
nextGroup.Time = ConversionManager.Cut(nextPoint.Time, span);
nextGroup.Bar.Low ??= Math.Min(nextGroup.Bid.Value, nextGroup.Ask.Value);
nextGroup.Bar.High ??= Math.Max(nextGroup.Ask.Value, nextGroup.Bid.Value);
return((T)nextGroup);
}
/// <summary>
/// Update or add item to the collection depending on its date and time
/// </summary>
public virtual void Add(T item, TimeSpan?span)
{
var currentTime = ConversionManager.Cut(item.Time, span);
var previousTime = ConversionManager.Cut(item.Time - span.Value, span);
var currentGroup = _dateIndexes.TryGetValue(currentTime.Value.Ticks, out int currentIndex) ? this[currentIndex] : default;
var previousGroup = _dateIndexes.TryGetValue(previousTime.Value.Ticks, out int previousIndex) ? this[previousIndex] : default;
if (currentGroup != null)
{
this[currentIndex] = UpdateGroup(item, currentGroup);
return;
}
base.Add(CreateGroup(item, previousGroup, span));
_dateIndexes[currentTime.Value.Ticks] = Count - 1;
}
/// <summary>
/// Update or add item to the collection depending on its date and time
/// </summary>
public virtual void Add(T item, TimeSpan span)
{
var previous = this.LastOrDefault();
if (previous != null)
{
var nextTime = ConversionManager.Cut(item.Time, span);
var previousTime = ConversionManager.Cut(previous.Time, span);
if (Equals(previousTime, nextTime))
{
this[Count - 1] = item;
return;
}
}
base.Add(item);
}