static List <MarketDay> PopulateDays(List <MarketDataPoint> marketDataPoints)
{
List <MarketDay> marketDays = new List <MarketDay>();
MarketDataPoint currentDP = new MarketDataPoint("", DateTime.Now, 0, 0, 0, 0, 0);
MarketDataPoint previousDP;
MarketDay day = new MarketDay();
bool firstDP = true;
double totalCount = marketDataPoints.Count;
double count = 0;
double per = 0;
double previousPer = 0;
foreach (MarketDataPoint dataPoint in marketDataPoints)
{
count++;
per = count / totalCount;
if (per > previousPer + 0.05)
{
previousPer = per;
Console.Write("|");
}
if (firstDP)
{
firstDP = false;
currentDP = dataPoint;
day = new MarketDay();
day.AddDataPoint(currentDP);
}
else
{
previousDP = currentDP;
currentDP = dataPoint;
if (currentDP.Ticker == previousDP.Ticker)
{
day.AddDataPoint(currentDP);
}
else
{
marketDays.Add(day);
day = new MarketDay();
day.AddDataPoint(currentDP);
}
}
}
return(marketDays);
}
public override string ToString()
{
StringBuilder sb = new StringBuilder();
sb.AppendLine(MarketDay.ToStringNice(false));
sb.AppendLine($"Action:{MarketAction} {BoundsMarketAction} Volumes:{FirstVolume.Volume}-{SecondVolume.Volume} {FirstVolume.VolumeClass}-{SecondVolume.VolumeClass} VolumeChange:{VolumeChange.ToString("f4")} LowHigh:{LocalLow}-{LocalHigh} Bounds:{LowBound}-{HighBound} BuyPrice:{BuyPrice}");
sb.AppendLine($"Long:{LongPoints.Count} Highest:{HighestSellPoint?.High ?? 0} at {HighestSellPoint?.DateTime.TimeOfDay ?? new TimeSpan(0)} {HighestSellPercentage.ToString("f4")}");
sb.AppendLine($"Short:{ShortPoints.Count} Lowest:{LowestShortPoint?.Low ?? 0} at {LowestShortPoint? .DateTime.TimeOfDay ?? new TimeSpan(0)} {LowestShortPercentage.ToString("f4")}");
return(sb.ToString());
}
public static List <MarketDay> ExtractSimulationData()
{
var file = File.ReadLines("output.txt");
List <MarketDay> days = new List <MarketDay>();
MarketDay day = new MarketDay();
MarketDataPoint dataPoint = new MarketDataPoint("", DateTime.Now, 0, 0, 0, 0, 0);
bool first = true;
foreach (var s in file)
{
if (s != "")
{
if (!s.Contains("\t"))
{
if (!first)
{
days.Add(day);
}
day = new MarketDay();
day.Gap = double.Parse(s.Split(',')[7]);
first = false;
}
else
{
day.AddDataPoint(ExtractDataString(s));
}
}
}
foreach (var marketDay in days)
{
if (marketDay.DateTime < new DateTime(2016, 10, 31))
{
foreach (var marketDataPoint in marketDay.DataPoints)
{
marketDataPoint.DateTime = marketDataPoint.DateTime.AddHours(-1);
}
}
}
return(days);
}