public void ImportFromCsv()
{
var importer = new CsvImporter("fb.csv", new CultureInfo("en-US"));
var candles = importer.ImportAsync("FB").Result;
Assert.AreEqual(candles.Count(), 1342);
var firstIOhlcvData = candles.First();
Assert.AreEqual(firstIOhlcvData.DateTime, new DateTime(2012, 5, 18));
}
protected async Task <IEnumerable <Candle> > ImportCandlesAsync()
{
var csvImporter = new CsvImporter("fb.csv", new CultureInfo("en-US"));
return(await csvImporter.ImportAsync("fb"));
//var yahooImporter = new YahooFinanceImporter();
//var candles = await yahooImporter.ImportAsync("FB");
//File.WriteAllLines("fb.csv", candles.Select(c => $"{c.DateTime.ToString("d")},{c.Open},{c.High},{c.Low},{c.Close},{c.Volume}"));
//return candles;
}
protected async Task <IEnumerable <IOhlcv> > ImportIOhlcvDatasAsync(string fileName = "fb.csv")
{
// Last record: 09/18/2017
var csvImporter = new CsvImporter(fileName, CultureInfo.GetCultureInfo("en-US"));
return(await csvImporter.ImportAsync(string.Empty));
//var yahooImporter = new YahooFinanceImporter();
//var candles = await yahooImporter.ImportAsync("FB");
//File.WriteAllLines("fb.csv", candles.Select(c => $"{c.DateTime.ToString("d")},{c.Open},{c.High},{c.Low},{c.Close},{c.Volume}"));
//return candles;
}
public Benchmark()
{
var config = new CsvImportConfiguration()
{
Culture = "en-US",
Delimiter = ";",
DateFormat = "yyyyMMdd HHmmss",
HasHeaderRecord = false
};
var importer = new CsvImporter("Data/EURUSD.csv", config);
_data = importer.ImportAsync("EURUSD").Result.ToArray();
}
public void ImportFromCsvWithTime()
{
var config = new CsvImportConfiguration()
{
Culture = "en-US",
Delimiter = ";",
DateFormat = "yyyyMMdd HHmmss",
HasHeaderRecord = false
};
var importer = new CsvImporter("EURUSD.csv", config);
var candles = importer.ImportAsync("EURUSD").Result;
Assert.AreEqual(744, candles.Count);
var firstIOhlcvData = candles.First();
Assert.AreEqual(new DateTime(2000, 5, 30, 17, 27, 00), firstIOhlcvData.DateTime);
}
public Benchmark()
{
var config = new CsvImportConfiguration()
{
Culture = "en-US",
Delimiter = ";",
DateFormat = "yyyyMMdd HHmmss",
HasHeaderRecord = false
};
var importer = new CsvImporter("Data/EURUSD.csv", config);
_data = importer.ImportAsync("EURUSD").Result.ToArray();
_tradeData = new ITickTrade[_n];
var d = DateTimeOffset.Now;
for (int i = 0; i < _n; i++)
{
_tradeData[i] = new Trade(d.AddSeconds(i), 1, 1);
}
}
public async Task <IEnumerable <Candle> > ImportCandlesAsync()
{
var csvImporter = new CsvImporter("fb.csv", new CultureInfo("en-US"));
return(await csvImporter.ImportAsync("fb"));
}
public async Task <IEnumerable <IOhlcv> > ImportIOhlcvDatasAsync()
{
var csvImporter = new CsvImporter("fb.csv", CultureInfo.GetCultureInfo("en-US"));
return(await csvImporter.ImportAsync("fb"));
}
protected async Task <IEnumerable <IOhlcv> > ImportCCiIOhlcvDatasAsync()
{
var csvImporter = new CsvImporter("cci_test.csv", CultureInfo.GetCultureInfo("en-US"));
return(await csvImporter.ImportAsync("cci_test"));
}
protected async static Task <IEnumerable <IOhlcv> > importData(string file, string symbol)
{
var csvImport = new CsvImporter(file, CultureInfo.GetCultureInfo("en-US"));
return(await csvImport.ImportAsync(symbol));
}
public async Task <IEnumerable <IOhlcv> > ImportIOhlcvDatasAsync(string script)
{
var csvImporter = new CsvImporter(@"Data/" + script + ".csv", CultureInfo.GetCultureInfo("en-US"));
return(await csvImporter.ImportAsync(script));
}
protected async Task <IEnumerable <IOhlcv> > ImportCandlesAsync()
{
var csvImporter = new CsvImporter("fb.csv", CultureInfo.GetCultureInfo("en-US"));
return(await csvImporter.ImportAsync("fb"));
}