public void Start()
{
FinancialTimeSpans.All.ForEach(timeFrame => {
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
BarsReader reader = BarsReader.Create(timeFrame, path);
if (reader != null)
{
IndicatorsCreator creator = new IndicatorsCreator(timeFrame, path);
creator.AddIndicator(new RSI(15));
creator.AddIndicator(new RSI(20));
creator.AddIndicator(new RSI(25));
DateTime dateTime;
decimal price;
int lastMonth = -1;
while (reader.Next(out dateTime, out price))
{
creator.Update(dateTime, price);
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1} -> {2}", dateTime, price, CreateString(creator.Values));
lastMonth = dateTime.Month;
}
}
creator.Finish();
}
});
}
static void Main(string[] args)
{
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
BarsReader reader = BarsReader.Create(TimeSpan.FromHours(1), path /*, new DateTime(2010, 1, 1), new DateTime(2010, 2, 1)*/);
DateTime dateTime;
decimal price;
while (reader.Next(out dateTime, out price))
{
Console.WriteLine("{0} -> {1}", dateTime, price);
}
Console.ReadLine();
}
