public void Start()
{
new List <TimeSpan> {
FinancialTimeSpans.M1
}.ForEach(timeFrame => {
IBarsCreator creator = new BarsCreator(null, null, timeFrame, @"C:\quotes\EURUSD\Dukascopy\");
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
int lastMonth = -1;
while (reader.Next(out dateTime, out ask, out bid))
{
creator.AddQuote(dateTime, ask);
#if _VERBOSE
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1}/{2} -> {3}", dateTime, ask, bid, creator.BarsCount);
lastMonth = dateTime.Month;
}
#endif
}
creator.Finish();
});
}
static void Main(string[] args)
{
//string rootFolder = @"C:\quotes\EURUSD\Dukascopy\";
//DateTime begin = new DateTime(2003, 06, 01, 15, 31, 49);
//DateTime end = new DateTime(2013, 06, 15, 18, 55, 16);
//ISeriesReader reader = new SeriesReader(rootFolder, begin, end);
//DateTime dateTime;
//decimal ask, bid;
//while (reader.Next(out dateTime, out ask, out bid)) {
// Console.WriteLine("{0} -> {1}/{2}", dateTime, ask, bid);
//}
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
int lastMonth = -1;
while (reader.Next(out dateTime, out ask, out bid))
{
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1}/{2}", dateTime, ask, bid);
lastMonth = dateTime.Month;
}
}
Console.ReadLine();
}
public void TestMethod()
{
IBarsCreator creator = new BarsCreator(null, null, TimeSpan.FromMinutes(1), null);
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
while (reader.Next(out dateTime, out ask, out bid))
{
creator.AddQuote(dateTime, ask);
}
}
private void DaysPanel_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
if (e.AddedItems.Count > 0)
{
DayDescriptor descriptor = (DayDescriptor)e.AddedItems[0];
this.ValuesGrid.Items.Clear();
SeriesReader reader = SeriesReader.CreateReaderForSingleFile(descriptor.Path);
DateTime dateTime;
decimal ask, bid;
while (reader.Next(out dateTime, out ask, out bid))
{
this.ValuesGrid.Items.Add(new { DateTime = dateTime, Ask = ask, Bid = bid });
}
this.StatusText.Text = string.Format("{0} samples...", this.ValuesGrid.Items.Count);
}
}
public void TestMethod()
{
string rootFolder = @"C:\quotes\EURUSD\Dukascopy\";
DateTime begin = new DateTime(2003, 06, 01, 15, 31, 49);
DateTime end = new DateTime(2003, 06, 15, 18, 55, 16);
ISeriesReader reader = new SeriesReader(rootFolder, begin, end);
DateTime dateTime;
decimal ask, bid;
while (reader.Next(out dateTime, out ask, out bid))
{
Assert.IsTrue(dateTime > begin);
Assert.IsTrue(dateTime <= end);
Assert.IsTrue(ask >= bid);
}
}