public void Merge(PreCalculatedFeatures newPcs)
{
foreach (KeyValuePair <DateTime, Dictionary <string, double?> > bar in newPcs.Data)
{
if (!Data.ContainsKey(bar.Key))
{
Data.Add(bar.Key, bar.Value);
}
else
{
Data[bar.Key] = bar.Value;
}
}
}
public static void LoadExternalFeatureBinary(Asset asset, ExternalFeatureData externalFeature, MessageDelegate messageDelegate)
{
//Read the results into the bars from the binary file that python has written over
PreCalculatedFeatures pcFeatures = new PreCalculatedFeatures();
//[ASSET] is used as a placeholder so insert the assetname here
string filename = externalFeature.BinaryFilepath.Replace("[ASSET]", asset.Name);
byte[] bytes = File.ReadAllBytes(filename);
//Traverse the byte array to add in the values to the Data attribute of the corresponding bar
int i = 0;
while (i < bytes.Length)
{
//Read the required data from the byte array and increment the index
long timestamp = BitConverter.ToInt64(bytes, i);
i += 8;
//convert from python to .net date
DateTime dt = DateTime.FromBinary(timestamp / 100).AddYears(1969);
//Add a new bar
Dictionary <string, double?> barData = new Dictionary <string, double?>();
pcFeatures.Data.Add(dt, barData);
foreach (string field in externalFeature.FieldNames)
{
double val = BitConverter.ToDouble(bytes, i);
barData.Add(field, val);
i += 8;
}
}
//add this data to the asset (or overwrite if exists)
if (!asset.Data.ContainsKey(externalFeature.Timeframe))
{
asset.Data.Add(externalFeature.Timeframe, pcFeatures);
}
else
{
asset.Data[externalFeature.Timeframe] = pcFeatures;
}
}