/// <summary>
/// Save the dataset to a CSV file.
/// </summary>
/// <param name="targetFile">The target file.</param>
/// <param name="format">The format to use.</param>
/// <param name="set">The data set.</param>
public static void SaveCSV(FileInfo targetFile, CSVFormat format, IMLDataSet set)
{
try
{
var file = new StreamWriter(targetFile.ToString());
foreach (IMLDataPair data in set)
{
var line = new StringBuilder();
for (int i = 0; i < data.Input.Count; i++)
{
double d = data.Input[i];
BasicFile.AppendSeparator(line, format);
line.Append(format.Format(d, EncogFramework.DefaultPrecision));
}
for (int i = 0; i < data.Ideal.Count; i++)
{
double d = data.Ideal[i];
BasicFile.AppendSeparator(line, format);
line.Append(format.Format(d, EncogFramework.DefaultPrecision));
}
file.WriteLine(line);
}
file.Close();
}
catch (IOException ex)
{
throw new EncogError(ex);
}
}
/// <summary>
/// Load financial data.
/// </summary>
/// <param name="ticker">The ticker symbol.</param>
/// <param name="output">The output file.</param>
/// <param name="outputFormat">The output format.</param>
/// <param name="from">Starting date.</param>
/// <param name="to">Ending date.</param>
public void LoadAllData(String ticker, String output, CSVFormat outputFormat, DateTime from,
DateTime to)
{
try
{
Uri urlData = BuildURL(ticker, from, to);
WebRequest httpData = WebRequest.Create(urlData);
var responseData = (HttpWebResponse)httpData.GetResponse();
if (responseData != null)
{
Stream istreamData = responseData.GetResponseStream();
var csvData = new ReadCSV(istreamData, true, CSVFormat.English);
TextWriter tw = new StreamWriter(output);
tw.WriteLine("date,time,open price,high price,low price,close price,volume,adjusted price");
while (csvData.Next())
{
DateTime date = csvData.GetDate("date");
double adjustedClose = csvData.GetDouble("adj close");
double open = csvData.GetDouble("open");
double close = csvData.GetDouble("close");
double high = csvData.GetDouble("high");
double low = csvData.GetDouble("low");
var volume = (long)csvData.GetDouble("volume");
var line = new StringBuilder();
line.Append(NumericDateUtil.DateTime2Long(date));
line.Append(outputFormat.Separator);
line.Append(NumericDateUtil.Time2Int(date));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(open, Precision));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(high, Precision));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(low, Precision));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(close, Precision));
line.Append(outputFormat.Separator);
line.Append(volume);
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(adjustedClose, Precision));
tw.WriteLine(line.ToString());
}
tw.Close();
}
}
catch (WebException ex)
{
throw new QuantError(ex);
}
}
/// <summary>
/// Save the specified matrix.
/// </summary>
/// <param name="matrix">The matrix to save.</param>
/// <param name="xmlOut">The XML writer.</param>
public static void SaveMatrix(Matrix matrix, WriteXML xmlOut)
{
xmlOut.AddAttribute(PersistorUtil.ATTRIBUTE_MATRIX_ROWS, ""
+ matrix.Rows);
xmlOut.AddAttribute(PersistorUtil.ATTRIBUTE_MATRIX_COLS, ""
+ matrix.Cols);
xmlOut.BeginTag("Matrix");
CSVFormat format = CSVFormat.EG_FORMAT;
for (int row = 0; row < matrix.Rows; row++)
{
StringBuilder builder = new StringBuilder();
for (int col = 0; col < matrix.Cols; col++)
{
if (col > 0)
{
builder.Append(',');
}
double d = matrix[row, col];
builder.Append(format.Format(d, 20));
}
xmlOut.BeginTag(PersistorUtil.ROW);
xmlOut.AddText(builder.ToString());
xmlOut.EndTag();
}
xmlOut.EndTag();
}
/// <summary>
/// Construct a loaded row from an IMLData.
/// </summary>
/// <param name="format">The format to store the numbers in.</param>
/// <param name="data">The data to use.</param>
/// <param name="extra">The extra positions to allocate.</param>
public LoadedRow(CSVFormat format, IMLData data, int extra)
{
int count = data.Count;
_data = new String[count + extra];
for (int i = 0; i < count; i++)
{
_data[i] = format.Format(data[i], 5);
}
}
/// <summary>
/// Construct a loaded row from an array.
/// </summary>
/// <param name="format">The format to store the numbers in.</param>
/// <param name="data">The data to use.</param>
/// <param name="extra">The extra positions to allocate.</param>
public LoadedRow(CSVFormat format, double[] data, int extra)
{
int count = data.Length;
_data = new String[count + extra];
for (int i = 0; i < count; i++)
{
_data[i] = format.Format(data[i], 5);
}
}
/// <summary>
/// Store a column.
/// </summary>
/// <param name="name">The name of the column.</param>
/// <param name="d">The value to store.</param>
public void StoreColumn(String name, double d)
{
if (line == null)
{
throw new EncogError("Must call BeginBar first.");
}
if (line.Length > 0)
{
line.Append(format.Separator);
}
line.Append(format.Format(d, Percision));
if (!columnsDefined)
{
columns.Add(name);
}
}
