public LoginViewModel()
{
Address = "tp.dev.soft-fx.eu";
Login = 100106;
Password = "******";
Wrapper = new FdkWrapper();
}
static void Main()
{
var wrapper = new FdkWrapper
{
Address = "tpdemo.fxopen.com",
Login = "******",
Password = "******"
};
REngine.SetEnvironmentVariables();
// There are several options to initialize the engine, but by default the following suffice:
var engine = REngine.GetInstance();
wrapper.SetupBuilder ();
wrapper.Connect();
var bars = wrapper.ConnectLogic.Storage.Online.GetBars("EURUSD", PriceType.Ask, BarPeriod.M1, DateTime.Now, -1000000).ToArray();
WriteCsv(bars, "process.csv");
// .NET Framework array to R vector.
var group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
engine.SetSymbol("group1", group1);
// Direct parsing from R script.
var lows = engine.CreateNumericVector(bars.Select(b => b.Low).ToArray());
engine.SetSymbol("bar_lows", lows);
var high = engine.CreateNumericVector(bars.Select(b => b.High).ToArray());
engine.SetSymbol("bar_high", high);
var opens = engine.CreateNumericVector(bars.Select(b => b.Open).ToArray());
engine.SetSymbol("bar_opens", opens);
var volumes = engine.CreateNumericVector(bars.Select(b => b.Volume).ToArray());
engine.SetSymbol("bar_volumes", volumes);
var group2 = engine.Evaluate("group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)").AsNumeric();
var dataR = engine.Evaluate("data <- read.csv('process.csv')");
var meanHigh = engine.Evaluate("meanHigh <- mean(data$High)").AsNumeric();
// Test difference of mean and get the P-value.
var testResult = engine.Evaluate("t.test(group1, group2)").AsList();
var p = testResult["p.value"].AsNumeric().First();
Console.WriteLine("Group1: [{0}]", string.Join(", ", group1));
Console.WriteLine("Group2: [{0}]", string.Join(", ", group2));
Console.WriteLine("Meanhigh: [{0}]", string.Join(", ", meanHigh));
Console.WriteLine("P-value = {0:0.000}", p);
// you should always dispose of the REngine properly.
// After disposing of the engine, you cannot reinitialize nor reuse it
engine.Dispose();
}
