public RowdataAll(RowdataAll r)
{
this.datetime = r.datetime;
this.ask1 = r.ask1;
this.bid1 = r.bid1;
this.ask2 = r.ask2;
this.bid2 = r.bid2;
this.ask3 = r.ask3;
this.bid3 = r.bid3;
this.askV = r.askV;
this.bidV = r.bidV;
this.dir = r.dir;
this.isTrade = r.isTrade;
}
public List<RowdataAll> datacollector(string path)
{
StreamReader reader = new StreamReader(path);
Dictionary<String, int> headersIDs = new Dictionary<string, int>();
String line = reader.ReadLine();
String[] headers = line.Split(',');
for (int i = 0; i < headers.Length; i++)
{
headersIDs.Add(headers[i], i);
}
List<RowdataAll> rowdatalist = new List<RowdataAll>();
RowdataAll r = new RowdataAll();
int counter = 0;
bool start = true;
double ask1 = 0;
double ask2 = 0;
double ask3 = 0;
double bid1 = 0;
double bid2 = 0;
double bid3 = 0;
DateTime time = new DateTime();
while ((line = reader.ReadLine()) != null)
{
String[] fields = line.Split(',');
r.datetime = DateTime.Parse(fields[headersIDs["DateTime"]].ToString());
r.ask1 = double.Parse(fields[headersIDs["ask1"]].ToString());
r.bid1 = double.Parse(fields[headersIDs["bid1"]].ToString());
r.ask2 = double.Parse(fields[headersIDs["ask2"]].ToString());
r.bid2 = double.Parse(fields[headersIDs["bid2"]].ToString());
r.ask3 = double.Parse(fields[headersIDs["ask3"]].ToString());
r.bid3 = double.Parse(fields[headersIDs["bid3"]].ToString());
r.isTrade = int.Parse(fields[headersIDs["isTrade"]].ToString());
r.askV = int.Parse(fields[headersIDs["ask1volume"]].ToString());
r.bidV = int.Parse(fields[headersIDs["bid1Volume"]].ToString());
r.dir = 0;
if (start)
{
start = false;
time = new DateTime(r.datetime.Year,r.datetime.Month,r.datetime.Day,r.datetime.Hour,r.datetime.Minute,r.datetime.Second);
counter++;
ask1 += r.ask1;
ask2 += r.ask2;
ask3 += r.ask3;
bid1 += r.bid1;
bid2 += r.bid2;
bid3 += r.bid3;
}
if (time.Minute - r.datetime.Minute < 30)
{
counter++;
ask1 += r.ask1;
ask2 += r.ask2;
ask3 += r.ask3;
bid1 += r.bid1;
bid2 += r.bid2;
bid3 += r.bid3;
}
else
{
RowdataAll finalr = new RowdataAll();
finalr.ask1 = ask1 / counter;
finalr.ask2 = ask2 / counter;
finalr.ask3 = ask3 / counter;
finalr.bid1 = bid1 / counter;
finalr.bid2 = bid2 / counter;
finalr.bid3 = bid3 / counter;
finalr.datetime = time;
counter = 0;
ask1 = r.ask1;
ask2 = r.ask2;
ask3 = r.ask3;
bid1 = r.bid1;
bid2 = r.bid2;
bid3 = r.bid3;
time = new DateTime(r.datetime.Year, r.datetime.Month, r.datetime.Day, r.datetime.Hour, r.datetime.Minute, r.datetime.Second);
rowdatalist.Add(finalr);
}
}
return rowdatalist;
}
