/// <summary>
/// Read the daily equity date from file
/// </summary>
/// <param name="pathForDailyEquityData">Path the the daily data</param>
/// <returns>A list of <see cref="TradeBar"/> read from file</returns>
private List <TradeBar> ReadDailyEquityData(string pathForDailyEquityData)
{
using (var zipToOpen = new FileStream(pathForDailyEquityData, FileMode.Open))
{
using (var archive = new ZipArchive(zipToOpen, ZipArchiveMode.Read))
{
foreach (var entry in archive.Entries)
{
var parser = new LeanParser();
var stream = entry.Open();
return(parser.Parse(pathForDailyEquityData, stream)
.OrderByDescending(x => x.Time)
.Select(x => (TradeBar)x)
.ToList());
}
}
}
return(new List <TradeBar>());
}
/// <summary>
/// Read the daily equity date from file
/// </summary>
/// <param name="pathForDailyEquityData">Path the the daily data</param>
/// <returns>A list of <see cref="TradeBar"/> read from file</returns>
private List<TradeBar> ReadDailyEquityData(string pathForDailyEquityData)
{
using (var zipToOpen = new FileStream(pathForDailyEquityData, FileMode.Open))
{
using (var archive = new ZipArchive(zipToOpen, ZipArchiveMode.Read))
{
foreach (var entry in archive.Entries)
{
var parser = new LeanParser();
var stream = entry.Open();
return parser.Parse(pathForDailyEquityData, stream)
.OrderByDescending(x => x.Time)
.Select(x => (TradeBar)x)
.ToList();
}
}
}
return new List<TradeBar>();
}
