public void TestImportQuotes()
{
ISeriesConverter converter = new SeriesConverter();
QuotesProcessor processor = new QuotesProcessor(@"C:\quotes\EURUSD\Dukascopy\");
DateTime begin = new DateTime(2010, 1, 1);
DateTime end = new DateTime(2010, 7, 1);
converter.ImportQuotes(@"C:\hfdata\Temp\EURUSD_DUKAS_TICKS.csv", processor, begin, end);
}
static void Main(string[] args)
{
ISeriesConverter converter = new SeriesConverter();
QuotesProcessor processor = new QuotesProcessor(@"C:\quotes\EURUSD\Dukascopy\");
DateTime begin = new DateTime(2012, 1, 1);
DateTime end = new DateTime(2013, 1, 1);
converter.ImportQuotes(@"C:\quotes\EURUSD\Dukascopy\EURUSD_DUKAS_TICKS.csv", processor, begin, end);
}
private void Convert(string providerPath)
{
Directory.GetFiles(providerPath, "*.xml").ToList().ForEach(reportFile => {
string dataFile = reportFile.Replace(".xml", ".csv");
if (File.Exists(dataFile))
{
VerificationReport verificationReport = VerificationReport.LoadFromFile(reportFile);
if (verificationReport.Verified && !verificationReport.TransformationCompleted)
{
ISeriesConverter converter = new SeriesConverter();
QuotesProcessor processor = new QuotesProcessor(providerPath);
RawDataInformation information = RawDataInformation.FromPath(reportFile);
Console.WriteLine("Creating prices from {0}", dataFile);
converter.ImportQuotes(dataFile, processor, information.Begin, information.End);
verificationReport.TransformationCompleted = true;
verificationReport.SaveToFile(reportFile);
}
}
else
{
Console.WriteLine("{0} file does not exist!", dataFile);
}
});
}