Method timeSeriesToOhlc

3rdparty/qcustomplot/qcustomplot.cpp:27405–27442

! A convenience function that converts time series data (\a value against \a time) to OHLC binned data points. The return value can then be passed on to \ref QCPFinancialDataContainer::set(const QCPFinancialDataContainer&). The size of the bins can be controlled with \a timeBinSize in the same units as \a time is given. For example, if the unit of \a time is seconds and single OHLC/Ca

  data.
*/
QCPFinancialDataContainer QCPFinancial::timeSeriesToOhlc(const QVector<double> &time, const QVector<double> &value, double timeBinSize, double timeBinOffset)
{
  QCPFinancialDataContainer data;
  int count = qMin(time.size(), value.size());
  if (count == 0)
    return QCPFinancialDataContainer();
  
  QCPFinancialData currentBinData(0, value.first(), value.first(), value.first(), value.first());
  int currentBinIndex = qFloor((time.first()-timeBinOffset)/timeBinSize+0.5);
  for (int i=0; i<count; ++i)
  {
    int index = qFloor((time.at(i)-timeBinOffset)/timeBinSize+0.5);
    if (currentBinIndex == index) // data point still in current bin, extend high/low:
    {
      if (value.at(i) < currentBinData.low) currentBinData.low = value.at(i);
      if (value.at(i) > currentBinData.high) currentBinData.high = value.at(i);
      if (i == count-1) // last data point is in current bin, finalize bin:
      {
        currentBinData.close = value.at(i);
        currentBinData.key = timeBinOffset+(index)*timeBinSize;
        data.add(currentBinData);
      }
    } else // data point not anymore in current bin, set close of old and open of new bin, and add old to map:
    {
      // finalize current bin:
      currentBinData.close = value.at(i-1);
      currentBinData.key = timeBinOffset+(index-1)*timeBinSize;
      data.add(currentBinData);
      // start next bin:
      currentBinIndex = index;
      currentBinData.open = value.at(i);
      currentBinData.high = value.at(i);
      currentBinData.low = value.at(i);
    }
  }
  
  return data;
}

/* inherits documentation from base class */
void QCPFinancial::draw(QCPPainter *painter)