/// <summary>
/// Sets StartTime and EndTime of a target range
/// </summary>
/// <param name="range">Target range</param>
public void Convert(ITimeRange range)
{
DateTime now = DateTime.UtcNow;
try
{
range.StartTime = DateTimeExtension.Max(MinValue, ConvertStartTime(now));
}
catch (ArgumentOutOfRangeException)
{
range.StartTime = MinValue;
}
try
{
range.EndTime = DateTimeExtension.Min(MaxValue, ConvertEndTime(now));
}
catch (ArgumentOutOfRangeException)
{
range.EndTime = MaxValue;
}
}
public static OandaCandle[] LoadCandles(string instrument, string granularity, DateTime from)
{
List <OandaCandle> result = new List <OandaCandle>();
DateTimeOffset date = from.ToUniversalTime().Date;
while (date.Date < DateTimeOffset.Now.AddDays(-1).Date)
{
Console.Write($"Loading {date.Date}");
string filename = $"{instrument}{granularity}{date.Year}{date.Month.ToString("D2")}{date.Day.ToString("D2")}.csv";
if (!File.Exists(filename))
{
DateTimeOffset iterator = date;
if (date.Date.DayOfWeek == DayOfWeek.Sunday || date.Date.DayOfWeek == DayOfWeek.Saturday)
{
Console.WriteLine($" SKIPED");
date = date.AddDays(1);
continue;
}
//date = date.AddSeconds(1);
List <OandaCandle> daycandles = new List <OandaCandle>();
do
{
var candles = GetCandles(instrument, granularity, iterator.DateTime);
daycandles.AddRange(candles.Candles);
Console.WriteLine($" receive {candles.Candles.Count()} from {candles.Candles.Min(c => c.Time)} to {candles.Candles.Max(c => c.Time)}");
var max = daycandles.Max(c => c.Time);
Console.WriteLine($"max date {max}");
iterator = DateTimeExtension.Max(date, candles.Candles.Max(c => c.Time));
} while (iterator.Date < date.Date.AddDays(1));
daycandles = daycandles.Where(c => c.Time.Date == date.Date).ToList();
if (daycandles.Count() > 0)
{
Console.WriteLine($" loaded {daycandles.Count} from {daycandles.Min(c => c.Time)} to {daycandles.Max(c => c.Time)}");
using (var writer = new StreamWriter(filename))
using (var csv = new CsvWriter(writer))
{
csv.WriteRecords(daycandles);
}
result.AddRange(daycandles);
}
}
else
{
using (var reader = new StreamReader(filename))
using (var csv = new CsvReader(reader))
{
var records = csv.GetRecords <OandaCandle>();
result.AddRange(records);
}
}
Console.WriteLine($" OK");
date = date.AddDays(1);
}
return(result.ToArray());
}
