/// <summary>
/// 3. READER METHOD: Read 1 line from data source and convert it into Object.
/// Each line of the CSV File is presented in here. The backend downloads your file, loads it into memory and then line by line
/// feeds it into your algorithm
/// </summary>
/// <param name="line">string line from the data source file submitted above</param>
/// <param name="config">Subscription data, symbol name, data type</param>
/// <param name="date">Current date we're requesting. This allows you to break up the data source into daily files.</param>
/// <param name="datafeed">Datafeed type - Backtesting or LiveTrading</param>
/// <returns>New Weather Object which extends BaseData.</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
//New weather object
Bitcoin coin = new Bitcoin();
try
{
//Example File Format:
//Date, Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0]);
coin.Open = Convert.ToDecimal(data[1]);
coin.High = Convert.ToDecimal(data[2]);
coin.Low = Convert.ToDecimal(data[3]);
coin.Close = Convert.ToDecimal(data[4]);
coin.VolumeBTC = Convert.ToDecimal(data[5]);
coin.VolumeUSD = Convert.ToDecimal(data[6]);
coin.WeightedPrice = Convert.ToDecimal(data[7]);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, skip first title row */ }
return(coin);
}
/// <summary>
/// Backtesting & Live Bitcoin Decoder:
/// </summary>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
Bitcoin coin = new Bitcoin();
switch (datafeed)
{
//Example Line Format:
//Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
case DataFeedEndpoint.FileSystem:
case DataFeedEndpoint.Backtesting:
try
{
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0]);
coin.Open = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture);
coin.High = Convert.ToDecimal(data[2], CultureInfo.InvariantCulture);
coin.Low = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture);
coin.Close = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture);
coin.VolumeBTC = Convert.ToDecimal(data[5], CultureInfo.InvariantCulture);
coin.WeightedPrice = Convert.ToDecimal(data[7], CultureInfo.InvariantCulture);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, skip first title row */ }
break;
//Example Line Format:
//{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
case DataFeedEndpoint.LiveTrading:
try
{
var liveBTC = JsonConvert.DeserializeObject <LiveBitcoin>(line);
coin.Time = DateTime.Now;
coin.Open = liveBTC.Last;
coin.High = liveBTC.High;
coin.Low = liveBTC.Low;
coin.Close = liveBTC.Last;
coin.VolumeBTC = liveBTC.Volume;
coin.WeightedPrice = liveBTC.VWAP;
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, possible error in json decoding */ }
break;
}
System.Console.WriteLine(DateTime.Now.ToString("u") + " READER >> " + line + " COIN >> " + coin.Time.ToString("u"));
return(coin);
}
/// <summary>
/// Event Handler for Bitcoin Data Events: These weather objects are created from our
/// "Weather" type below and fired into this event handler.
/// </summary>
/// <param name="data">One(1) Weather Object, streamed into our algorithm synchronised in time with our other data streams</param>
public void OnData(Bitcoin data)
{
//If we don't have any weather "SHARES" -- invest"
if (!Portfolio.Invested)
{
//Weather used as a tradable asset, like stocks, futures etc.
if (data.Close != 0)
{
Order("BTC", (Portfolio.Cash / Math.Abs(data.Close + 1)));
}
Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close);
}
Console.WriteLine("Time: " + Time.ToLongDateString() + " " + Time.ToLongTimeString() + data.Close.ToString());
}
/// <summary>
/// Clone the bitcoin object, required for live data.
/// </summary>
/// <returns></returns>
public override BaseData Clone()
{
Bitcoin coin = new Bitcoin();
coin.Close = this.Close;
coin.High = this.High;
coin.Low = this.Low;
coin.Open = this.Open;
coin.Symbol = this.Symbol;
coin.Value = this.Close;
coin.Time = this.Time;
coin.VolumeBTC = this.VolumeBTC;
coin.WeightedPrice = this.WeightedPrice;
return coin;
}
/// <summary>
/// Event Handler for Bitcoin Data Events: These weather objects are created from our
/// "Weather" type below and fired into this event handler.
/// </summary>
/// <param name="data">One(1) Weather Object, streamed into our algorithm synchronised in time with our other data streams</param>
public void OnData(Bitcoin data)
{
//If we don't have any weather "SHARES" -- invest"
if (!Portfolio.Invested)
{
//Weather used as a tradable asset, like stocks, futures etc.
if (data.Close != 0)
{
Order("BTC", (Portfolio.Cash / Math.Abs(data.Close + 1)));
}
Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close);
}
Console.WriteLine("Time: " + Time.ToLongDateString() + " " + Time.ToLongTimeString() + data.Close.ToString());
}
/// <summary>
/// Clone the bitcoin object, required for live data.
/// </summary>
/// <returns></returns>
public override BaseData Clone()
{
Bitcoin coin = new Bitcoin();
coin.Close = this.Close;
coin.High = this.High;
coin.Low = this.Low;
coin.Open = this.Open;
coin.Symbol = this.Symbol;
coin.Value = this.Close;
coin.Time = this.Time;
coin.VolumeBTC = this.VolumeBTC;
coin.WeightedPrice = this.WeightedPrice;
return(coin);
}
/// <summary>
/// 3. READER METHOD: Read 1 line from data source and convert it into Object.
/// Each line of the CSV File is presented in here. The backend downloads your file, loads it into memory and then line by line
/// feeds it into your algorithm
/// </summary>
/// <param name="line">string line from the data source file submitted above</param>
/// <param name="config">Subscription data, symbol name, data type</param>
/// <param name="date">Current date we're requesting. This allows you to break up the data source into daily files.</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
/// <returns>New Bitcoin Object which extends BaseData.</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
var coin = new Bitcoin();
if (isLiveMode)
{
//Example Line Format:
//{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
try
{
var liveBTC = JsonConvert.DeserializeObject <LiveBitcoin>(line);
coin.Time = DateTime.Now;
coin.Open = liveBTC.Last;
coin.High = liveBTC.High;
coin.Low = liveBTC.Low;
coin.Close = liveBTC.Last;
coin.VolumeBTC = liveBTC.Volume;
coin.WeightedPrice = liveBTC.VWAP;
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, possible error in json decoding */ }
return(coin);
}
//Example Line Format:
//Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
try
{
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0], CultureInfo.InvariantCulture);
coin.Open = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture);
coin.High = Convert.ToDecimal(data[2], CultureInfo.InvariantCulture);
coin.Low = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture);
coin.Close = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture);
coin.VolumeBTC = Convert.ToDecimal(data[5], CultureInfo.InvariantCulture);
coin.VolumeUSD = Convert.ToDecimal(data[6], CultureInfo.InvariantCulture);
coin.WeightedPrice = Convert.ToDecimal(data[7], CultureInfo.InvariantCulture);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, skip first title row */ }
return(coin);
}
//New Bitcoin Data Event:
public void OnData(Bitcoin data)
{
if (LiveMode) //Live Mode Property
{
//Configurable title header statistics numbers
SetRuntimeStatistic("BTC", data.Close.ToString("C"));
}
if (!Portfolio.HoldStock)
{
Order("BTC", 100);
//Send a notification email/SMS/web request on events:
Notify.Email("*****@*****.**", "Test", "Test Body", "test attachment");
Notify.Sms("+11233456789", Time.ToString("u") + ">> Test message from live BTC server.");
Notify.Web("http://api.quantconnect.com", Time.ToString("u") + ">> Test data packet posted from live BTC server.");
}
}
/// <summary>
/// New Bitcoin Data Event.
/// </summary>
/// <param name="data">Data.</param>
public void OnData(Bitcoin data)
{
if (LiveMode) //Live Mode Property
{
//Configurable title header statistics numbers
SetRuntimeStatistic("BTC", data.Close.ToString("C"));
}
if (!Portfolio.HoldStock)
{
Order("BTC", 100);
//Send a notification email/SMS/web request on events:
Notify.Email("*****@*****.**", "Test", "Test Body", "test attachment");
Notify.Sms("+11233456789", Time.ToString("u") + ">> Test message from live BTC server.");
Notify.Web("http://api.quantconnect.com", Time.ToString("u") + ">> Test data packet posted from live BTC server.");
}
}
//Bitcoin Handler:
public void OnData(Bitcoin data)
{
Debug(Time.ToLongTimeString() + " >> ALGO >> OnData(BTC) >> BTC: " + data.Close);
}
/// <summary>
/// 3. READER METHOD: Read 1 line from data source and convert it into Object.
/// Each line of the CSV File is presented in here. The backend downloads your file, loads it into memory and then line by line
/// feeds it into your algorithm
/// </summary>
/// <param name="line">string line from the data source file submitted above</param>
/// <param name="config">Subscription data, symbol name, data type</param>
/// <param name="date">Current date we're requesting. This allows you to break up the data source into daily files.</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
/// <returns>New Bitcoin Object which extends BaseData.</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
var coin = new Bitcoin();
if (isLiveMode)
{
//Example Line Format:
//{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
try
{
var liveBTC = JsonConvert.DeserializeObject<LiveBitcoin>(line);
coin.Time = DateTime.Now;
coin.Open = liveBTC.Last;
coin.High = liveBTC.High;
coin.Low = liveBTC.Low;
coin.Close = liveBTC.Last;
coin.VolumeBTC = liveBTC.Volume;
coin.WeightedPrice = liveBTC.VWAP;
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, possible error in json decoding */ }
return coin;
}
//Example Line Format:
//Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
try
{
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0]);
coin.Open = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture);
coin.High = Convert.ToDecimal(data[2], CultureInfo.InvariantCulture);
coin.Low = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture);
coin.Close = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture);
coin.VolumeBTC = Convert.ToDecimal(data[5], CultureInfo.InvariantCulture);
coin.VolumeUSD = Convert.ToDecimal(data[6], CultureInfo.InvariantCulture);
coin.WeightedPrice = Convert.ToDecimal(data[7], CultureInfo.InvariantCulture);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, skip first title row */ }
return coin;
}
/// <summary>
/// Custom data event handler:
/// </summary>
/// <param name="data">Bitcoin - dictionary of TradeBarlike Bars of Bitcoin Data</param>
public void OnData(Bitcoin data)
{
}
/// <summary>
/// Custom data event handler:
/// </summary>
/// <param name="data">Bitcoin - dictionary of TradeBarlike Bars of Bitcoin Data</param>
public void OnData(Bitcoin data)
{
}
//Bitcoin Handler:
public void OnData(Bitcoin data)
{
Debug(Time.ToLongTimeString() + " >> ALGO >> OnData(BTC) >> BTC: " + data.Close);
}
/// <summary>
/// 3. READER METHOD: Read 1 line from data source and convert it into Object.
/// Each line of the CSV File is presented in here. The backend downloads your file, loads it into memory and then line by line
/// feeds it into your algorithm
/// </summary>
/// <param name="line">string line from the data source file submitted above</param>
/// <param name="config">Subscription data, symbol name, data type</param>
/// <param name="date">Current date we're requesting. This allows you to break up the data source into daily files.</param>
/// <param name="datafeed">Datafeed type - Backtesting or LiveTrading</param>
/// <returns>New Weather Object which extends BaseData.</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
//New weather object
Bitcoin coin = new Bitcoin();
try
{
//Example File Format:
//Date, Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0]);
coin.Open = Convert.ToDecimal(data[1]);
coin.High = Convert.ToDecimal(data[2]);
coin.Low = Convert.ToDecimal(data[3]);
coin.Close = Convert.ToDecimal(data[4]);
coin.VolumeBTC = Convert.ToDecimal(data[5]);
coin.VolumeUSD = Convert.ToDecimal(data[6]);
coin.WeightedPrice = Convert.ToDecimal(data[7]);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, skip first title row */ }
return coin;
}
/// <summary>
/// Backtesting & Live Bitcoin Decoder:
/// </summary>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
Bitcoin coin = new Bitcoin();
switch (datafeed)
{
//Example Line Format:
//Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
case DataFeedEndpoint.FileSystem:
case DataFeedEndpoint.Backtesting:
try
{
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0]);
coin.Open = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture);
coin.High = Convert.ToDecimal(data[2], CultureInfo.InvariantCulture);
coin.Low = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture);
coin.Close = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture);
coin.VolumeBTC = Convert.ToDecimal(data[5], CultureInfo.InvariantCulture);
coin.WeightedPrice = Convert.ToDecimal(data[7], CultureInfo.InvariantCulture);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, skip first title row */ }
break;
//Example Line Format:
//{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
case DataFeedEndpoint.LiveTrading:
try
{
var liveBTC = JsonConvert.DeserializeObject<LiveBitcoin>(line);
coin.Time = DateTime.Now;
coin.Open = liveBTC.Last;
coin.High = liveBTC.High;
coin.Low = liveBTC.Low;
coin.Close = liveBTC.Last;
coin.VolumeBTC = liveBTC.Volume;
coin.WeightedPrice = liveBTC.VWAP;
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { /* Do nothing, possible error in json decoding */ }
break;
}
System.Console.WriteLine(DateTime.Now.ToString("u") + " READER >> " + line + " COIN >> " + coin.Time.ToString("u"));
return coin;
}
