GetDate() public method

Read the specified column as a date.
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;
        }
Beispiel #3
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        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();
        }