/// <summary>
/// Reads the CSV and call loader.
/// Used internally to load the csv and place data in the marketdataset.
/// </summary>
/// <param name="symbol">The symbol.</param>
/// <param name="neededTypes">The needed types.</param>
/// <param name="from">From.</param>
/// <param name="to">To.</param>
/// <param name="File">The file.</param>
/// <returns></returns>
ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IEnumerable<MarketDataType> neededTypes, DateTime from, DateTime to, string File)
{
//We got a file, lets load it.
ICollection<LoadedMarketData> result = new List<LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, CSVFormat.English);
//In case we want to use a different date format...and have used the SetDateFormat method, our DateFormat must then not be null..
//We will use the ?? operator to check for nullables.
csv.DateFormat = DateFormat ?? "yyyy-MM-dd HH:mm:ss";
csv.TimeFormat = "HH:mm:ss";
DateTime ParsedDate = from;
bool writeonce = true;
while (csv.Next())
{
DateTime date = csv.GetDate(0);
ParsedDate = date;
if (writeonce)
{
Console.WriteLine(@"First parsed date in csv:" + ParsedDate.ToShortDateString());
Console.WriteLine(@"Stopping at date:" + to.ToShortDateString());
Console.WriteLine(@"Current DateTime:" + ParsedDate.ToShortDateString() + @" Time:" +
ParsedDate.ToShortTimeString() + @" Asked Start date was " +
from.ToShortDateString());
writeonce = false;
}
if (ParsedDate >= from && ParsedDate <= to)
{
DateTime datex = csv.GetDate(0);
double open = csv.GetDouble(1);
double close = csv.GetDouble(2);
double high = csv.GetDouble(3);
double low = csv.GetDouble(4);
double volume = csv.GetDouble(5);
double range = Math.Abs(open - close);
double HighLowRange = Math.Abs(high - low);
double DirectionalRange = close - open;
LoadedMarketData data = new LoadedMarketData(datex, symbol);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Close, close);
data.SetData(MarketDataType.Volume, volume);
data.SetData(MarketDataType.RangeHighLow, Math.Round(HighLowRange, 6));
data.SetData(MarketDataType.RangeOpenClose, Math.Round(range, 6));
data.SetData(MarketDataType.RangeOpenCloseNonAbsolute, Math.Round(DirectionalRange, 6));
result.Add(data);
}
}
csv.Close();
return result;
}
public ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IList<MarketDataType> neededTypes, DateTime from, DateTime to, string File)
{
try
{
//We got a file, lets load it.
ICollection<LoadedMarketData> result = new List<LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, CSVFormat.English);
csv.DateFormat = "yyyy.MM.dd HH:mm:ss";
DateTime ParsedDate = from;
// Time,Open,High,Low,Close,Volume
while (csv.Next() && ParsedDate >= from && ParsedDate <= to )
{
DateTime date = csv.GetDate("Time");
double Bid= csv.GetDouble("Bid");
double Ask = csv.GetDouble("Ask");
double AskVolume = csv.GetDouble("AskVolume");
double BidVolume= csv.GetDouble("BidVolume");
double _trade = ( Bid + Ask ) /2;
double _tradeSize = (AskVolume + BidVolume) / 2;
LoadedMarketData data = new LoadedMarketData(date, symbol);
data.SetData(MarketDataType.Trade, _trade);
data.SetData(MarketDataType.Volume, _tradeSize);
result.Add(data);
Console.WriteLine("Current DateTime:"+ParsedDate.ToShortDateString()+ " Time:"+ParsedDate.ToShortTimeString() +" Start date was "+from.ToShortDateString());
Console.WriteLine("Stopping at date:" + to.ToShortDateString() );
ParsedDate = date;
//double open = csv.GetDouble("Open");
//double close = csv.GetDouble("High");
//double high = csv.GetDouble("Low");
//double low = csv.GetDouble("Close");
//double volume = csv.GetDouble("Volume");
//LoadedMarketData data = new LoadedMarketData(date, symbol);
//data.SetData(MarketDataType.Open, open);
//data.SetData(MarketDataType.High, high);
//data.SetData(MarketDataType.Low, low);
//data.SetData(MarketDataType.Close, close);
//data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
return result;
}
catch (Exception ex)
{
Console.WriteLine("Something went wrong reading the csv");
Console.WriteLine("Something went wrong reading the csv:" + ex.Message);
}
Console.WriteLine("Something went wrong reading the csv");
return null;
}
public ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IList<MarketDataType> neededTypes, DateTime from, DateTime to,string File)
{
try
{
//We got a file, lets load it.
ICollection<LoadedMarketData> result = new List<LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true,LoadedFormat);
csv.DateFormat = DateTimeFormat.Normalize();
// Time,Open,High,Low,Close,Volume
while (csv.Next())
{
DateTime date = csv.GetDate("Time");
double open = csv.GetDouble("Open");
double close = csv.GetDouble("High");
double high = csv.GetDouble("Low");
double low = csv.GetDouble("Close");
double volume = csv.GetDouble("Volume");
LoadedMarketData data = new LoadedMarketData(date, symbol);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Close, close);
data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
return result;
}
catch (Exception ex)
{
Console.WriteLine("Something went wrong reading the csv");
Console.WriteLine("Something went wrong reading the csv:"+ex.Message);
}
Console.WriteLine("Something went wrong reading the csv");
return null;
}
/// <summary>
/// Load the specified financial data.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="dataNeeded">The financial data needed.</param>
/// <param name="from">The beginning date to load data from.</param>
/// <param name="to">The ending date to load data to.</param>
/// <returns>A collection of LoadedMarketData objects that represent the data
/// loaded.</returns>
public ICollection<LoadedMarketData> Load(TickerSymbol ticker,
IList<MarketDataType> dataNeeded, DateTime from,
DateTime to)
{
ICollection<LoadedMarketData> result =
new List<LoadedMarketData>();
Uri url = BuildURL(ticker, from, to);
WebRequest http = WebRequest.Create(url);
var response = (HttpWebResponse) http.GetResponse();
using (Stream istream = response.GetResponseStream())
{
var csv = new ReadCSV(istream, true, CSVFormat.DecimalPoint);
while (csv.Next())
{
DateTime date = csv.GetDate("date");
double adjClose = csv.GetDouble("adj close");
double open = csv.GetDouble("open");
double close = csv.GetDouble("close");
double high = csv.GetDouble("high");
double low = csv.GetDouble("low");
double volume = csv.GetDouble("volume");
var data =
new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.AdjustedClose, adjClose);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.Close, close);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
istream.Close();
}
return result;
}
/// <summary>
/// Load financial data from a CSV file.
/// </summary>
/// <param name="ticker">The ticker being loaded, ignored for a CSV load.</param>
/// <param name="dataNeeded">The data needed.</param>
/// <param name="from">The starting date.</param>
/// <param name="to">The ending date.</param>
/// <returns></returns>
public ICollection<LoadedMarketData> Load(TickerSymbol ticker, IList<MarketDataType> dataNeeded, DateTime from,
DateTime to)
{
try
{
if (File.Exists(TheFile))
{
//We got a file, lets load it.
TheFile = TheFile;
ICollection<LoadedMarketData> result = new List<LoadedMarketData>();
var csv = new ReadCSV(TheFile, true, CSVFormat.English);
// Time,Open,High,Low,Close,Volume
while (csv.Next())
{
DateTime date = csv.GetDate("Time");
double open = csv.GetDouble("Open");
double close = csv.GetDouble("High");
double high = csv.GetDouble("Low");
double low = csv.GetDouble("Close");
double volume = csv.GetDouble("Volume");
var data = new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.Volume, close);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
return result;
}
}
catch (Exception ex)
{
throw new LoaderError(ex);
}
throw new LoaderError(@"Something went wrong reading the csv");
}
/// <summary>
/// Reads and parses CSV data from file
/// </summary>
/// <param name="ticker">Ticker associated with CSV file</param>
/// <param name="neededTypes">Columns to parse (headers)</param>
/// <param name="from">DateTime from</param>
/// <param name="to">DateTime to</param>
/// <param name="File">Filepath to CSV</param>
/// <returns>Marketdata</returns>
public ICollection <LoadedMarketData> ReadAndCallLoader(TickerSymbol ticker, IList <MarketDataType> neededTypes, DateTime from, DateTime to, string File)
{
try
{
LoadedFile = File;
Console.WriteLine("Loading instrument: " + ticker.Symbol + " from: " + File);
//We got a file, lets load it.
ICollection <LoadedMarketData> result = new List <LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, LoadedFormat);
if (DateTimeDualColumn)
{
csv.DateFormat = DateFormat;
csv.TimeFormat = TimeFormat;
}
else
{
csv.DateFormat = DateFormat;
}
//"Date","Time","Open","High","Low","Close","Volume"
while (csv.Next())
{
string datetime = "";
if (DateTimeDualColumn)
{
datetime = csv.GetDate("Date").ToShortDateString() + " " +
csv.GetTime("Time").ToShortTimeString();
}
else
{
datetime = csv.GetDate("Date").ToShortDateString();
}
DateTime date = DateTime.Parse(datetime);
if (date > from && date < to)
{
// CSV columns
double open = csv.GetDouble("Open");
double high = csv.GetDouble("High");
double low = csv.GetDouble("Low");
double close = csv.GetDouble("Close");
double volume = csv.GetDouble("Volume");
LoadedMarketData data = new LoadedMarketData(date, ticker);
foreach (MarketDataType marketDataType in neededTypes)
{
switch (marketDataType.ToString())
{
case "Open":
data.SetData(MarketDataType.Open, open);
break;
case "High":
data.SetData(MarketDataType.High, high);
break;
case "Low":
data.SetData(MarketDataType.Low, low);
break;
case "Close":
data.SetData(MarketDataType.Close, close);
break;
case "Volume":
data.SetData(MarketDataType.Volume, volume);
break;
case "RangeHighLow":
data.SetData(MarketDataType.RangeHighLow, Math.Round(Math.Abs(high - low), 6));
break;
case "RangeOpenClose":
data.SetData(MarketDataType.RangeOpenClose, Math.Round(Math.Abs(close - open), 6));
break;
case "RangeOpenCloseNonAbsolute":
data.SetData(MarketDataType.RangeOpenCloseNonAbsolute, Math.Round(close - open, 6));
break;
case "Weighted":
data.SetData(MarketDataType.Weighted, Math.Round((high + low + 2 * close) / 4, 6));
break;
}
}
result.Add(data);
}
}
csv.Close();
return(result);
}
catch (Exception ex)
{
Console.WriteLine("Something went wrong reading the csv: " + ex.Message);
}
return(null);
}
/// <summary>
/// Load the specified financial data.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="dataNeeded">The financial data needed.</param>
/// <param name="from">The beginning date to load data from.</param>
/// <param name="to">The ending date to load data to.</param>
/// <returns>A collection of LoadedMarketData objects that represent the data
/// loaded.</returns>
public ICollection<LoadedMarketData> Load(TickerSymbol ticker,
IList<MarketDataType> dataNeeded, DateTime from,
DateTime to)
{
ICollection<LoadedMarketData> result =
new List<LoadedMarketData>();
Uri url = buildURL(ticker, from, to);
WebRequest http = HttpWebRequest.Create(url);
HttpWebResponse response = (HttpWebResponse)http.GetResponse();
using (Stream istream = response.GetResponseStream())
{
ReadCSV csv = new ReadCSV(istream, true, CSVFormat.DECIMAL_POINT);
while (csv.Next())
{
DateTime date = csv.GetDate("date");
double adjClose = csv.GetDouble("adj close");
double open = csv.GetDouble("open");
double close = csv.GetDouble("close");
double high = csv.GetDouble("high");
double low = csv.GetDouble("low");
double volume = csv.GetDouble("volume");
LoadedMarketData data =
new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.ADJUSTED_CLOSE, adjClose);
data.SetData(MarketDataType.OPEN, open);
data.SetData(MarketDataType.CLOSE, close);
data.SetData(MarketDataType.HIGH, high);
data.SetData(MarketDataType.LOW, low);
data.SetData(MarketDataType.OPEN, open);
data.SetData(MarketDataType.VOLUME, volume);
result.Add(data);
}
csv.Close();
istream.Close();
}
return result;
}
/// <summary>
/// Load one point of market data.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="point">The point to load at.</param>
/// <param name="item">The item being loaded.</param>
private void LoadPointFromMarketData(TickerSymbol ticker,
TemporalPoint point, LoadedMarketData item)
{
foreach (TemporalDataDescription desc in Descriptions)
{
var mdesc = (MarketDataDescription) desc;
if (mdesc.Ticker.Equals(ticker))
{
point.Data[mdesc.Index] = item.Data[mdesc.DataType];
}
}
}
public void SetStats(LoadedMarketData data)
{
this.open = data.GetData(MarketDataType.Open);
this.close = data.GetData(MarketDataType.Close);
this.high = data.GetData(MarketDataType.High);
this.low = data.GetData(MarketDataType.Low);
this.bodyTop = Math.Max(this.open, this.close);
this.bodyBottom = Math.Min(this.open, this.close);
}
/// <summary>
/// Reads and parses CSV data from file
/// </summary>
/// <param name="ticker">Ticker associated with CSV file</param>
/// <param name="neededTypes">Columns to parse (headers)</param>
/// <param name="from">DateTime from</param>
/// <param name="to">DateTime to</param>
/// <param name="File">Filepath to CSV</param>
/// <returns>Marketdata</returns>
public ICollection<LoadedMarketData> ReadAndCallLoader(TickerSymbol ticker, IList<MarketDataType> neededTypes, DateTime from, DateTime to, string File)
{
try
{
LoadedFile = File;
Console.WriteLine("Loading instrument: " + ticker.Symbol + " from: " + File);
//We got a file, lets load it.
ICollection<LoadedMarketData> result = new List<LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, LoadedFormat);
if (DateTimeDualColumn)
{
csv.DateFormat = DateFormat;
csv.TimeFormat = TimeFormat;
}
else
{
csv.DateFormat = DateFormat;
}
//"Date","Time","Open","High","Low","Close","Volume"
while (csv.Next())
{
string datetime = "";
if (DateTimeDualColumn)
{
datetime = csv.GetDate("Date").ToShortDateString() + " " +
csv.GetTime("Time").ToShortTimeString();
}
else
{
datetime = csv.GetDate("Date").ToShortDateString();
}
DateTime date = DateTime.Parse(datetime);
if (date > from && date < to)
{
// CSV columns
double open = csv.GetDouble("Open");
double high = csv.GetDouble("High");
double low = csv.GetDouble("Low");
double close = csv.GetDouble("Close");
double volume = csv.GetDouble("Volume");
LoadedMarketData data = new LoadedMarketData(date, ticker);
foreach (MarketDataType marketDataType in neededTypes)
{
switch (marketDataType.ToString())
{
case "Open":
data.SetData(MarketDataType.Open, open);
break;
case "High":
data.SetData(MarketDataType.High, high);
break;
case "Low":
data.SetData(MarketDataType.Low, low);
break;
case "Close":
data.SetData(MarketDataType.Close, close);
break;
case "Volume":
data.SetData(MarketDataType.Volume, volume);
break;
case "RangeHighLow":
data.SetData(MarketDataType.RangeHighLow, Math.Round(Math.Abs(high - low), 6));
break;
case "RangeOpenClose":
data.SetData(MarketDataType.RangeOpenClose, Math.Round(Math.Abs(close - open), 6));
break;
case "RangeOpenCloseNonAbsolute":
data.SetData(MarketDataType.RangeOpenCloseNonAbsolute, Math.Round(close - open, 6));
break;
case "Weighted":
data.SetData(MarketDataType.Weighted, Math.Round((high + low + 2 * close) / 4, 6));
break;
}
}
result.Add(data);
}
}
csv.Close();
return result;
}
catch (Exception ex)
{
Console.WriteLine("Something went wrong reading the csv: " + ex.Message);
}
return null;
}
private void xd619c0bf81b12658(TickerSymbol x96e4701dec47675e, TemporalPoint x2f7096dac971d6ec, LoadedMarketData xccb63ca5f63dc470)
{
foreach (TemporalDataDescription description in this.Descriptions)
{
MarketDataDescription description2 = (MarketDataDescription) description;
if (description2.Ticker.Equals(x96e4701dec47675e))
{
x2f7096dac971d6ec.Data[description2.Index] = xccb63ca5f63dc470.Data[description2.DataType];
}
}
}
public ICollection<LoadedMarketData> Load(
TickerSymbol ticker,
IList<MarketDataType> dataNeeded,
DateTime from,
DateTime to)
{
// TODO: nyyyyyyyaaagh!
ICollection<LoadedMarketData> result =
new List<LoadedMarketData>();
Uri url = BuildURL(ticker, from, to);
WebRequest http = HttpWebRequest.Create(url);
HttpWebResponse response = http.GetResponse() as HttpWebResponse;
using (Stream istream = response.GetResponseStream())
{
ReadCSV csv = new ReadCSV(
istream,
true,
CSVFormat.DECIMAL_POINT
);
while (csv.Next())
{
// todo: edit headers to match
DateTime date = csv.GetDate("DATE");
date =
date.Add(
new TimeSpan(
csv.GetDate("TIME").Hour,
csv.GetDate("TIME").Minute,
csv.GetDate("TIME").Second
)
);
double open = csv.GetDouble("OPEN");
double high = csv.GetDouble("MIN");
double low = csv.GetDouble("MAX");
double close = csv.GetDouble("CLOSE");
double volume = csv.GetDouble("VOLUME");
LoadedMarketData data =
new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.OPEN, open);
data.SetData(MarketDataType.HIGH, high);
data.SetData(MarketDataType.LOW, low);
data.SetData(MarketDataType.CLOSE, close);
data.SetData(MarketDataType.VOLUME, volume);
result.Add(data);
}
csv.Close();
istream.Close();
}
return result;
}
public ICollection<LoadedMarketData> Load(TickerSymbol ticker, IList<MarketDataType> dataNeeded, DateTime from, DateTime to)
{
ICollection<LoadedMarketData> is2 = new List<LoadedMarketData>();
HttpWebResponse response = (HttpWebResponse) WebRequest.Create(x38c212309d8d5dd3(ticker, from, to)).GetResponse();
using (Stream stream = response.GetResponseStream())
{
DateTime time;
double num;
double num2;
double num3;
double num4;
double num5;
double num6;
LoadedMarketData data;
ReadCSV dcsv = new ReadCSV(stream, true, CSVFormat.DecimalPoint);
goto Label_005B;
Label_003F:
data.SetData(MarketDataType.Open, num2);
Label_0049:
data.SetData(MarketDataType.Volume, num6);
is2.Add(data);
Label_005B:
if (dcsv.Next())
{
goto Label_01AF;
}
dcsv.Close();
stream.Close();
if ((((uint) num) - ((uint) num5)) <= uint.MaxValue)
{
goto Label_0125;
}
if ((((uint) num) & 0) == 0)
{
goto Label_00B0;
}
Label_00A4:
data.SetData(MarketDataType.Low, num5);
goto Label_003F;
Label_00B0:
data.SetData(MarketDataType.AdjustedClose, num);
do
{
data.SetData(MarketDataType.Open, num2);
if ((((uint) num) - ((uint) num6)) > uint.MaxValue)
{
goto Label_0049;
}
data.SetData(MarketDataType.Close, num3);
data.SetData(MarketDataType.High, num4);
}
while ((((uint) num5) - ((uint) num3)) > uint.MaxValue);
if (((uint) num2) >= 0)
{
goto Label_00A4;
}
goto Label_003F;
Label_0125:
if (((uint) num2) >= 0)
{
return is2;
}
goto Label_005B;
Label_013C:
num6 = dcsv.GetDouble("volume");
data = new LoadedMarketData(time, ticker);
if ((((uint) num2) | 2) == 0)
{
goto Label_017C;
}
goto Label_00B0;
Label_016E:
num2 = dcsv.GetDouble("open");
Label_017C:
num3 = dcsv.GetDouble("close");
num4 = dcsv.GetDouble("high");
num5 = dcsv.GetDouble("low");
goto Label_013C;
Label_01AF:
time = dcsv.GetDate("date");
num = dcsv.GetDouble("adj close");
if ((((uint) num3) + ((uint) num6)) <= uint.MaxValue)
{
goto Label_016E;
}
goto Label_00B0;
}
}
