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Limits.cs
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46 lines (33 loc) · 1.25 KB
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using cAlgo.API;
namespace Limits
{
public class Limits
{
private readonly Robot _cbot;
public double Highest { get; private set; }
public double Lowest { get; private set; }
public TimeFrame TimeFrame { get; private set; }
public Limits(Robot robot, TimeFrame timeFrame)
{
_cbot = robot;
TimeFrame = timeFrame ?? TimeFrame.Minute;
Highest = double.MinValue;
Lowest = double.MinValue;
}
public void Get(int periods)
{
if (periods < 1) { _cbot.Print($"Periods arg '{periods}' under 1"); return; }
var bars = _cbot.MarketData.GetBars(TimeFrame);
Highest = bars.HighPrices.Maximum(periods);
Lowest = bars.LowPrices.Minimum(periods);
}
public void Get(DateTime start, DateTime end)
{
if (start >= end) { _cbot.Print($"Time inverted, start {start} over end {end}"); return; }
var bars = _cbot.MarketData.GetBars(TimeFrame);
var filteredBars = bars.Where(bar => bar.OpenTime >= start && bar.OpenTime <= end);
Highest = filteredBars.Max(bar => bar.High);
Lowest = filteredBars.Min(bar => bar.Low);
}
}
}