Ejemplo n.º 1
0
        /// <summary>
        /// Get quotes portion from file
        /// </summary>
        /// <param name="symbol"></param>
        /// <returns></returns>
        protected List <Quote> LoadQuotesFromFile(string fileName)
        {
            string filePath = string.Concat(TradeRobotics.DataProviders.DataContext.DataDirectory, fileName);

            /*string filePath = string.Format(quotesHistoryFileName, symbol);
             * filePath = string.Concat(DataContext.DataDirectory, filePath);*/

            string[]     lines  = File.ReadAllLines(filePath);
            int          i      = 0;
            List <Quote> quotes = new List <Quote>();

            // Add bars
            foreach (string line in lines)
            {
                // First line is a header, no parse
                if (i++ == 0)
                {
                    continue;
                }
                Quote quote = ConverterHelper.LoadQuote(line);
                quotes.Add(quote);
            }
            return(quotes);
        }
Ejemplo n.º 2
0
        /// <summary>
        /// Get bars from file
        /// </summary>
        /// <param name="symbol"></param>
        /// <param name="period"></param>
        public StockDataSeries LoadBars(string filePath)
        {
            // Load from file
            //string filePath = string.Format(historyFileName, symbol, period);
            Tuple <string, int, bool> dataInfo = GetDataFileInfo(filePath);

            filePath = string.Concat(DataContext.DataDirectory, filePath);

            string[] lines = File.ReadAllLines(filePath);
            int      i     = 0;

            // Init quik bar
            DataSeries        = new StockDataSeries();
            DataSeries.Symbol = dataInfo.Item1;
            DataSeries.Period = dataInfo.Item2;;
            // Add bars
            foreach (string line in lines)
            {
                // First line is a header, no parse
                if (i++ == 0)
                {
                    continue;
                }
                Bar bar = ConverterHelper.LoadBar(line);

                DataSeries.Bars.Add(bar);
                DataSeries.Times.Add(bar.Time);
                DataSeries.Open.Add(bar.Open);
                DataSeries.Low.Add(bar.Low);
                DataSeries.High.Add(bar.High);
                DataSeries.Close.Add(bar.Close);
                DataSeries.Volume.Add(bar.Volume);
            }

            return(DataSeries);
        }