static void Main(string[] args)
{
// Test if input arguments were supplied:
Arguments CommandLine = new Arguments(args);
if (CommandLine["source"] != null)
{
Console.WriteLine("DataSource is " + CommandLine["source"] + "\n");
}
else
{
Console.WriteLine("Source was not defined");
}
// DateTime s = new DateTime(2009,11,12);
// DateTime e = new DateTime(2009, 11, 13);
// BarList bar = TradeLink.Common.BarListImpl.DayFromYahoo("GOOG",s,e);
BarList bar = TradeLink.Common.BarListImpl.DayFromYahoo("GOOG");
TradeLink.Common.TikWriter tw = new TradeLink.Common.TikWriter("GOOG");
Tick t = null;
CultureInfo provider = CultureInfo.InvariantCulture;
for (int i = bar.Count; i >= 0; i--)
{
string[] bardata = new string[] { bar[i].Open.ToString(), bar[i].High.ToString(), bar[i].Low.ToString(), bar[i].Close.ToString() };
string mydate = bar[i].Bardate.ToString().Replace("-", "");
mydate = mydate.Replace("/", "");
for (int n = 0; n <= 3; n++)
{
t = new TradeLink.Common.TickImpl("GOOG");
t.time = 160000;
t.size = Convert.ToInt32(bar[i].Volume / 4);
t.date = int.Parse(mydate);
t.trade = decimal.Parse(bardata[n]);
Console.WriteLine(n + " " + mydate + " " + t.trade);
tw.newTick(t);
}
}
tw.Close();
}
static void Main(string[] args)
{
// Test if input arguments were supplied:
Arguments CommandLine = new Arguments(args);
if (CommandLine["source"] != null)
{
Console.WriteLine("DataSource is " + CommandLine["source"] + "\n");
} else {
Console.WriteLine("Source was not defined");
}
// DateTime s = new DateTime(2009,11,12);
// DateTime e = new DateTime(2009, 11, 13);
// BarList bar = TradeLink.Common.BarListImpl.DayFromYahoo("GOOG",s,e);
BarList bar = TradeLink.Common.BarListImpl.DayFromYahoo("GOOG");
TradeLink.Common.TikWriter tw = new TradeLink.Common.TikWriter("GOOG");
Tick t = null;
CultureInfo provider = CultureInfo.InvariantCulture;
for (int i = bar.Count; i >= 0; i--)
{
string[] bardata = new string[] { bar[i].Open.ToString(), bar[i].High.ToString(), bar[i].Low.ToString(), bar[i].Close.ToString() };
string mydate = bar[i].Bardate.ToString().Replace("-", "");
mydate = mydate.Replace("/", "");
for (int n = 0; n <= 3; n++)
{
t = new TradeLink.Common.TickImpl("GOOG");
t.time = 160000;
t.size = Convert.ToInt32(bar[i].Volume / 4);
t.date = int.Parse(mydate);
t.trade = decimal.Parse(bardata[n]);
Console.WriteLine(n + " " + mydate + " " + t.trade);
tw.newTick(t);
}
}
tw.Close();
}
/// <summary>
/// returns true if more data to process, false otherwise
/// </summary>
/// <returns></returns>
public bool NextTick()
{
if (!_haveheader)
{
ReadHeader();
}
try
{
// get tick type
byte type = ReadByte();
// prepare a tick
TickImpl k = new TradeLink.Common.TickImpl(_realsymbol);
// get the tick
switch (type)
{
case TikConst.EndData: return(false);
case TikConst.EndTick: return(true);
case TikConst.StartData: return(true);
case TikConst.Version: return(true);
case TikConst.TickAsk:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._ask = ReadUInt64();
k.os = ReadInt32();
k.oe = ReadString();
k.depth = ReadInt32();
break;
}
case TikConst.TickBid:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._bid = ReadUInt64();
k.bs = ReadInt32();
k.be = ReadString();
k.depth = ReadInt32();
}
break;
case TikConst.TickFull:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._trade = ReadUInt64();
k.size = ReadInt32();
k.ex = ReadString();
k._bid = ReadUInt64();
k.bs = ReadInt32();
k.be = ReadString();
k._ask = ReadUInt64();
k.os = ReadInt32();
k.oe = ReadString();
k.depth = ReadInt32();
}
break;
case TikConst.TickQuote:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._bid = ReadUInt64();
k.bs = ReadInt32();
k.be = ReadString();
k._ask = ReadUInt64();
k.os = ReadInt32();
k.oe = ReadString();
k.depth = ReadInt32();
}
break;
case TikConst.TickTrade:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._trade = ReadUInt64();
k.size = ReadInt32();
k.ex = ReadString();
}
break;
default:
// weird data, try to keep reading
ReadByte();
// but don't send this tick, just get next record
return(true);
}
// send any tick we have
if (gotTick != null)
{
gotTick(k);
}
// read end of tick
ReadByte();
// count it
Count++;
// assume there is more
return(true);
}
catch (EndOfStreamException)
{
Close();
return(false);
}
catch (ObjectDisposedException)
{
return(false);
}
}
/// <summary>
/// returns true if more data to process, false otherwise
/// </summary>
/// <returns></returns>
public bool NextTick()
{
if (!_haveheader)
ReadHeader();
try
{
// get tick type
byte type = ReadByte();
// prepare a tick
TickImpl k = new TradeLink.Common.TickImpl(_realsymbol);
// get the tick
switch (type)
{
case TikConst.EndData: return false;
case TikConst.EndTick: return true;
case TikConst.StartData: return true;
case TikConst.Version: return true;
case TikConst.TickAsk:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._ask = ReadUInt64();
k.os = ReadInt32();
k.oe = ReadString();
k.depth = ReadInt32();
break;
}
case TikConst.TickBid:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._bid = ReadUInt64();
k.bs = ReadInt32();
k.be = ReadString();
k.depth = ReadInt32();
}
break;
case TikConst.TickFull:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._trade = ReadUInt64();
k.size = ReadInt32();
k.ex = ReadString();
k._bid = ReadUInt64();
k.bs = ReadInt32();
k.be = ReadString();
k._ask = ReadUInt64();
k.os = ReadInt32();
k.oe = ReadString();
k.depth = ReadInt32();
}
break;
case TikConst.TickQuote:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._bid = ReadUInt64();
k.bs = ReadInt32();
k.be = ReadString();
k._ask = ReadUInt64();
k.os = ReadInt32();
k.oe = ReadString();
k.depth = ReadInt32();
}
break;
case TikConst.TickTrade:
{
k.date = ReadInt32();
k.time = ReadInt32();
k.datetime = ((long)k.date * 1000000) + (long)k.time;
k._trade = ReadUInt64();
k.size = ReadInt32();
k.ex = ReadString();
}
break;
default:
// weird data, try to keep reading
ReadByte();
// but don't send this tick, just get next record
return true;
}
// send any tick we have
if (gotTick != null)
gotTick(k);
// read end of tick
ReadByte();
// count it
Count++;
// assume there is more
return true;
}
catch (EndOfStreamException)
{
Close();
return false;
}
catch (ObjectDisposedException)
{
return false;
}
}
