public List<Level> levelsActualAtTime(long time) {
List<Level> ret = new LinkedList<Level>();
List<Level> preRet = levels();
List<Bar> atomicDeltas = atomicDeltas(time);
for (Level level : preRet) {
if (level.timeAppeared() < time) {
if (!levelNeutralizedByMovement(level, atomicDeltas)) {
ret.add(level);
}
}
}
return ret;
}
public boolean levelNeutralizedByMovement(Level level, List<Bar> barsToCheck) {
double minPrice = 0;
double maxPrice = 0;
for (Bar bar : barsToCheck) {
if (bar.openTime() > level.timeAppeared()
// || (bar.openTime() == level.timeAppeared() && closeBid() == level.price())
) {
minPrice = Math.min(bar.openBid(), bar.closeBid());
maxPrice = Math.max(bar.openBid(), bar.closeBid());
if (level.price() >= minPrice && level.price() <= maxPrice) {
return true;
}
if (level.direction == 1 && minPrice > level.price()) {
return true;
}
if (level.direction == -1 && maxPrice < level.price()) {
return true;
}
}
}
return false;
}
