public static ForexTimePeriodStats OHLCStats(this List <ForexPriceRecord> records)
{
string symbol;
if (records.Count == 0)
{
return(new ForexTimePeriodStats());
}
symbol = records[0].Symbol;
ForexTimePeriodStats stats =
new ForexTimePeriodStats()
{
SymbolId = records[0].SymbolId,
Symbol = symbol,
DateTimeBegin = records[0].PriceDateTime,
DateTimeEnd = records[records.Count - 1].PriceDateTime,
Open = records.Open(),
High = records.High(),
Low = records.Low(),
Close = records.Close()
};
return(stats);
}
public static void ToCsvFile(this List <ForexTimePeriodStats> records, string Filepath, bool IncludeHeader)
{
try
{
List <string> recs = (from r in records select r.ToCsv(true)).ToList();
if (IncludeHeader)
{
recs.Insert(0, ForexTimePeriodStats.CsvHeader());
}
File.WriteAllLines(Filepath, recs.ToArray());
}
catch (Exception ex)
{
throw ex;
}
}
