public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
if (finraSerie == null)
{
finraSerie = LoadFINRASerie(rootFolder + FOLDER + "\\FINRA_Bond_Breadth.xml");
}
// Convert from StockFINRASerie to StockSerie
var fields = stockSerie.StockName.Split('.');
StockDailyValue dailyValue = null;
switch (fields[0])
{
case "BOND_AD":
switch (fields[1])
{
case "ALL":
break;
case "IG":
foreach (var val in finraSerie.InvestGrade)
{
float open = -1.0f + (float)val.Advances * 2.0f / (float)val.Total;
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.Volume, val.Date);
stockSerie.Add(val.Date, dailyValue);
}
break;
case "HY":
foreach (var val in finraSerie.HighYield)
{
float open = -1.0f + (float)val.Advances * 2.0f / (float)val.Total;
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.Volume, val.Date);
stockSerie.Add(val.Date, dailyValue);
}
break;
}
break;
case "McClellan":
switch (fields[1])
{
case "ALL":
break;
case "IG":
{
var serie = StockDictionary.StockDictionarySingleton["BOND_AD.IG"];
if (!serie.Initialise()) return false;
FloatSerie ema19 = serie.GetIndicator("EMA(19)").Series[0];
FloatSerie ema39 = serie.GetIndicator("EMA(39)").Series[0];
var diff = ema19 - ema39;
int i = 0;
foreach (var val in serie.Values)
{
float open = diff[i++];
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.VOLUME, val.DATE);
stockSerie.Add(val.DATE, dailyValue);
}
}
break;
case "HY":
{
var serie = StockDictionary.StockDictionarySingleton["BOND_AD.HY"];
if (!serie.Initialise()) return false;
FloatSerie ema19 = serie.GetIndicator("EMA(19)").Series[0];
FloatSerie ema39 = serie.GetIndicator("EMA(39)").Series[0];
var diff = ema19 - ema39;
int i = 0;
foreach (var val in serie.Values)
{
float open = diff[i++];
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.VOLUME, val.DATE);
stockSerie.Add(val.DATE, dailyValue);
}
}
break;
}
break;
}
return true;
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
// Create data folder if not existing
if (!Directory.Exists(rootFolder + FOLDER))
{
Directory.CreateDirectory(rootFolder + FOLDER);
}
string[] names = new string[] { "BOND_AD.ALL", "BOND_AD.HY", "BOND_AD.IG", "McClellan.HY", "McClellan.IG" };
StockSerie stockSerie = null;
if (finraSerie == null)
{
finraSerie = LoadFINRASerie(rootFolder + FOLDER + "\\FINRA_Bond_Breadth.xml");
}
foreach (string name in names)
{
if (!stockDictionary.ContainsKey(name))
{
stockSerie = new StockSerie(name, name, StockSerie.Groups.BREADTH, StockDataProvider.FINRA);
stockDictionary.Add(name, stockSerie);
}
}
if (download)
{
this.DownloadDailyData(rootFolder);
}
}