sclass G22CandleBasedStrategy extends G22TradingStrategy {
  settableWithVar double granularity = 1; // candle granularity in minutes
  settableWithVar TradingCandleMaker candleMaker;
  
  // first (usually partial) candle that will be ignored
  settableWithVar TradingCandle firstCandle;
  
  // Last completed candle
  settableWithVar TradingCandle completedCandle;
  
  // A candle has been completed
  event candleCompleted(TradingCandle candle);
  
  event newPrice(double price);
  
  // For testing - feed candles directly
  void feed(Iterable<TradingCandle> candles) {
    fOr (candle : candles) try {
      currentTime(candle.endTime.toLong());
      completedCandle(candle);
      candleCompleted(candle);
    } finally {
      afterStep();
    }
  }
  
  // Normal operation from ticker
  void price(double price) {
    currentPrice = price;
    if (hasClosedItself()) ret;
    
    newPrice(price);
    
    //printVars("G22CandleBasedStrategy.price", +price);
    try {
      if (candleMaker == null)
        candleMaker(new TradingCandleMaker().candleLength(granularity));
        
      var completed = candleMaker.completedCandle();
      candleMaker.add(price, currentTime());
      var candle = candleMaker.currentCandle();
      if (firstCandle == null)
        firstCandle(candle);
      else if (candle != firstCandle) {
        if (completed != completedCandle()) {
          completedCandle(completed);
          candleCompleted(completed);
        }
      }
    } finally {
      afterStep();
    }
  }
  
  void reset :: after {
    resetFields(this, "candleMaker firstCandle completedCandle");
  }
  
  L<TradingCandle> candles() { ret candleMaker().candles(); }
}