| public GetDate ( String column ) : System.DateTime | ||
| column | String | The specified column. |
| return | System.DateTime | |
/// <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 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>
/// Load financial data from Google.
/// </summary>
/// <param name="ticker">The ticker to load from.</param>
/// <param name="dataNeeded">The data needed.</param>
/// <param name="from">The starting time.</param>
/// <param name="to">The ending time.</param>
/// <returns>The loaded data.</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();
if (response != null)
using (Stream istream = response.GetResponseStream())
{
var csv = new ReadCSV(istream, true, CSVFormat.DecimalPoint);
while (csv.Next())
{
DateTime date = csv.GetDate("date");
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.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();
if (istream != null) istream.Close();
}
return result;
}
/// <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>
/// use this method to find a date in your csv , and it will return the line number..
/// This is useful for evaluation purpose when you need to find the line number so you can check against the real price and the network output prices.
/// You can specifiy which column number you date are with this method.
/// You must specify the DateFormat ("yyyy-MM-dd HH:mm:ss") for example.
/// </summary>
/// <param name="file">The file.</param>
/// <param name="datetoFind">The date to find.</param>
/// <param name="DateFormat">The date format.</param>
/// <param name="Columnnumber">The columnnumber.</param>
/// <returns></returns>
public static int QuickParseCSVForDate(string file, DateTime datetoFind, String DateFormat,int Columnnumber)
{
ReadCSV csv = new ReadCSV(file, true, CSVFormat.English);
int currentLine = 0;
csv.DateFormat = DateFormat;
while (csv.Next())
{
DateTime x = csv.GetDate(Columnnumber);
if (x == datetoFind)
{
return currentLine;
}
else
currentLine++;
}
return currentLine;
}
public void loadSP500(String sp500Filename)
{
var csv = new ReadCSV(sp500Filename, true, CSVFormat.English);
while (csv.Next())
{
var date = csv.GetDate("date");
double amount = csv.GetDouble("adj close");
var sample = new FinancialSample();
sample.setAmount(amount);
sample.setDate(date);
samples.Add(sample);
}
csv.Close();
samples.Sort();
}
public void loadPrime(String primeFilename)
{
var csv = new ReadCSV(primeFilename, true, CSVFormat.English);
while (csv.Next())
{
var date = csv.GetDate("date");
double rate = csv.GetDouble("prime");
var ir = new InterestRate(date, rate);
rates.Add(ir);
}
csv.Close();
rates.Sort();
}