public StockData Normalize(InputParams features, StockData minData, StockData maxData)
{
var normalizedData = new StockData
{
Date = Date
};
if (features.open)
{
normalizedData.Open = NormalizeData(Open.Value, minData.Open.Value, maxData.Open.Value);
}
if (features.close)
{
normalizedData.Close = NormalizeData(Close.Value, minData.Close.Value, maxData.Close.Value);
}
if (features.high)
{
normalizedData.High = NormalizeData(High.Value, minData.High.Value, maxData.High.Value);
}
if (features.low)
{
normalizedData.Low = NormalizeData(Low.Value, minData.Low.Value, maxData.Low.Value);
}
return normalizedData;
}
private bool NormalizeYahooStockFile(string filePath, string stockSymbol, int linesToSkipInStockFile,
int wantedLines)
{
var allFileLines = File.ReadAllLines(filePath).Skip(linesToSkipInStockFile).ToList();
allFileLines = allFileLines.Take(Math.Min(wantedLines, allFileLines.Count)).ToList();
if (allFileLines.Count < wantedLines)
{
return false;
}
var fileFeatures = allFileLines.Select(line =>
{
var stringFeatures = line.Split(',');
var stockData = new StockData
{
Date = stringFeatures[0]
};
if (_inputParams.open)
{
stockData.Open = double.Parse(stringFeatures[1]);
}
if (_inputParams.high)
{
stockData.High = double.Parse(stringFeatures[2]);
}
if (_inputParams.low)
{
stockData.Low = double.Parse(stringFeatures[3]);
}
if (_inputParams.close)
{
stockData.Close = double.Parse(stringFeatures[4]);
}
return stockData;
}).ToList();
allStocksData.Add(stockSymbol,new Stock(stockSymbol,fileFeatures));
var minData = new StockData();
var maxData = new StockData();
if (_inputParams.open)
{
minData.Open = fileFeatures.Min(stockData => stockData.Open);
maxData.Open = fileFeatures.Max(stockData => stockData.Open);
}
if (_inputParams.high)
{
minData.High = fileFeatures.Min(stockData => stockData.High);
maxData.High = fileFeatures.Max(stockData => stockData.High);
}
if (_inputParams.low)
{
minData.Low = fileFeatures.Min(stockData => stockData.Low);
maxData.Low = fileFeatures.Max(stockData => stockData.Low);
}
if (_inputParams.close)
{
minData.Close = fileFeatures.Min(stockData => stockData.Close);
maxData.Close = fileFeatures.Max(stockData => stockData.Close);
}
var normalizedData =
fileFeatures.Select(stockData => stockData.Normalize(_inputParams, minData, maxData));
var normalizedDataLines = normalizedData.Select(stockData =>
{
var stringBuilder = new StringBuilder();
stringBuilder.AppendFormat("{0},", stockData.Date);
if (_inputParams.open)
{
stringBuilder.AppendFormat("{0},", stockData.Open);
}
if (_inputParams.high)
{
stringBuilder.AppendFormat("{0},", stockData.High);
}
if (_inputParams.low)
{
stringBuilder.AppendFormat("{0},", stockData.Low);
}
if (_inputParams.close)
{
stringBuilder.AppendFormat("{0}", stockData.Close);
}
return stringBuilder.ToString().TrimEnd(',');
});
File.WriteAllLines(filePath, normalizedDataLines);
return true;
}
