Can anyone help me to write a c# script in the Tools -> script editor that interpolates data into weekends and holidays for a symbol.
Ex:
If the price closes at $100 on Friday and at $103 on Monday, prices for Saturday and Sunday would be $101 and $102 respectively.
If $100.04 is the closing price on Thursday and $100 on Monday, $100.03 $100.02 $100.01 would be for Friday, Saturday and Sunday respectively.
My database in question already have continuous dates only that the values for Saturday, Sunday and holidays are zero or N/A.
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