public static StockPrices ReadStock(string symbol, string dataColumnName, TimeSeries dayOffsets)
{
var prices = new StockPrices(dayOffsets.Count);
string filePath = DataAccess.GetInstance().GetFilePath(symbol);
using (var csv = new CsvReader2(filePath))
{
while (csv.Read())
{
var date = csv.GetDateTime("Date");
int offset = dayOffsets.GetOffsetDaysFromStart(date);
if (offset < 0)
continue;
var price = csv.GetFloat(dataColumnName);
prices.Set(offset, price);
}
}
return prices;
}
static void Main()
{
List<string> symbols;
const string stocksfile = "SP500port.csv";
using (var csv = new CsvReader2(stocksfile))
{
symbols = csv.AsEnumerable().Select(r => r[0]).OrderBy(r => r).ToList();
}
var startday = new DateTime(2008, 1, 1);
var endday = new DateTime(2010, 12, 31);
// symbols = new List<string>(){"PLD", "SPY"};
// var startday = new DateTime(2008, 9, 30);
// var endday = new DateTime(2008, 10, 9);
var eventMatrix = FindEvents(symbols, startday, endday, marketSymbol: "SPY");
var eventProfiler = new EventProfiler(eventMatrix, startday, endday, lookbackDays: window, lookforwardDays: window);
eventProfiler.Study(filename: "MyEventStudy.pdf", plotErrorBars: true, plotMarketNeutral: true,
plotEvents: false, marketSymbol: "SPY");
}