private void initialize()
{
if (BuyOrders.Any())
{
CurrentBuyPrice = BuyOrders.MaxBy(order => order.Price).Price;
}
if (SellOrders.Any())
{
CurrentSellPrice = SellOrders.MinBy(order => order.Price).Price;
}
var high = new List <decimal>();
var low = new List <decimal>();
if (!MarketHistory.Any())
{
return;
}
foreach (MarketHistoryAggregateEntry entry in MarketHistory)
{
high.Add(entry.HighPrice);
low.Add(entry.LowPrice);
if (high.Count > DonchianLength)
{
high.RemoveAt(0);
}
if (low.Count > DonchianLength)
{
low.RemoveAt(0);
}
if (high.Any())
{
entry.DonchianHigh = high.Max();
}
if (low.Any())
{
entry.DonchianLow = low.Min();
}
entry.DonchianCenter = (entry.DonchianHigh + entry.DonchianLow) / 2;
}
}