private static void ConvertAndResampleSymbol(string sourceDir, string destDir, string symbol, TimeSpan frequency) { string sourcePath = Path.Combine(sourceDir, $"{symbol}.txt"); var resampler = new BarDataResampler(frequency); resampler.AddRange(Kibot.EnumerateBars(sourcePath)); resampler.Finish(); var barData = new List <BarData>(); foreach (var bar in resampler.Data) { if (barData.Count > 0 && bar.Timestamp.Year != barData[0].Timestamp.Year) { string destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar"); Zorro.Save(destPath, barData, Zorro.DataFormat.Bar); barData.Clear(); } barData.Add(bar); } if (barData.Count > 0) { var destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar"); Zorro.Save(destPath, barData, Zorro.DataFormat.Bar); } }
private static void ConvertSymbolDaily(string sourceDir, string destDir, string symbol) { string sourcePath = Path.Combine(sourceDir, $"{symbol}.txt"); string destPath = Path.Combine(destDir, $"{symbol}.t6"); var barData = Kibot.Load(sourcePath); Zorro.Save(destPath, barData, Zorro.DataFormat.T6); }
private static void ConvertSymbol(string sourceDir, string destDir, string symbol) { string sourcePath = Path.Combine(sourceDir, $"{symbol}.txt"); var barData = new List <BarData>(); foreach (var bar in Kibot.EnumerateBars(sourcePath)) { if (barData.Count > 0 && bar.Timestamp.Year != barData[0].Timestamp.Year) { string destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar"); Zorro.Save(destPath, barData, Zorro.DataFormat.Bar); barData.Clear(); } barData.Add(bar); } if (barData.Count > 0) { var destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar"); Zorro.Save(destPath, barData, Zorro.DataFormat.Bar); } }