public void Start()
{
new List <TimeSpan> {
FinancialTimeSpans.M1
}.ForEach(timeFrame => {
IBarsCreator creator = new BarsCreator(null, null, timeFrame, @"C:\quotes\EURUSD\Dukascopy\");
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
int lastMonth = -1;
while (reader.Next(out dateTime, out ask, out bid))
{
creator.AddQuote(dateTime, ask);
#if _VERBOSE
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1}/{2} -> {3}", dateTime, ask, bid, creator.BarsCount);
lastMonth = dateTime.Month;
}
#endif
}
creator.Finish();
});
}
public void TestMethod()
{
IBarsCreator creator = new BarsCreator(null, null, TimeSpan.FromMinutes(1), null);
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
while (reader.Next(out dateTime, out ask, out bid))
{
creator.AddQuote(dateTime, ask);
}
}
public List <IBar> ReadAll()
{
IBarsCreator creator = new BarsCreator(null, null, TimeSpan.FromMinutes(1), null);
DateTime[] dateTimes;
double[] prices;
ReadAll(out dateTimes, out prices);
int count = prices.Count();
if (count != dateTimes.Count())
{
throw new Exception("Wrong samples qty");
}
for (int i = 0; i < count; i++)
{
creator.AddQuote(dateTimes[i], (decimal)prices[i]);
}
return(creator.GetBars());
}
