FastQuant.TimeSeries.OpTwoTimeSeries C# (CSharp) Method

        private static TimeSeries OpTwoTimeSeries(TimeSeries ts1, TimeSeries ts2, string name, Func<double, double, double> op, bool checkZero = false)
        {
            var ts = new TimeSeries(name, "", -1);
            for (int i = 0; i < ts1.Count; ++i)
            {
                var datetime = ts1.GetDateTime(i);
                if (ts2.Contains(datetime))
                {
                    var d2 = ts2[datetime, SearchOption.ExactFirst];
                    if (!checkZero || d2 != 0.0)
                        ts.Add(datetime, op(ts1[datetime, 0, SearchOption.ExactFirst], d2));
                }
            }
            return ts;
        }