public static List <string> ToCsv(this List <ForexTimePeriodStats> timeStats, bool withHeader = false)
{
List <string> csv = new List <string>();
if (withHeader)
{
csv.Add(ForexTimePeriodStats.ToTimeStatCsvHeader());
}
foreach (ForexTimePeriodStats rec in timeStats)
{
csv.Add(rec.ToTimeStatCsv());
}
return(csv);
}
static async Task getIndicators()
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
List <string> csvList = new List <string>();
List <string> csvStats = new List <string>();
csvStats.Add(ForexTimePeriodStats.ToTimeStatCsvHeader());
foreach (var rec in recs)
{
// Console.WriteLine(rec.ReleaseDateTime.AddHours(2));
var dt = DateTime.Parse(rec.ReleaseDate + " " + rec.ReleaseTime).AddHours(6).AddMinutes(1);
rec.ReleaseDateTime = dt;
Console.WriteLine(rec.ReleaseDateTime);
var fxp = new ForexPrices();
try
{
fxp.Read(dt, "EURUSD");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
continue;
}
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= rec.ReleaseDateTime.TimeOfDay && r.PriceDateTime.TimeOfDay <= rec.ReleaseDateTime.AddMinutes(180).TimeOfDay)
.ToList();
Console.WriteLine("price recs: " + fxp.PriceRecords.Count());
Console.WriteLine("");
//csvList.AddRange(fxp.PriceRecords.ToCsvListOHLC());
//csvList.Add("");
if (fxp.SymbolTimeStats.Count() > 0)
{
csvStats.AddRange(fxp.SymbolTimeStats.ToCsv());
}
else
{
Console.WriteLine("no recs");
}
}
// File.WriteAllLines("nfpList.csv", csvList.ToArray());
File.WriteAllLines("nfpListTimeStats.csv", csvStats.ToArray());
}