static async Task getNfpTimeStats()
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
List <DateTime> dts = new List <DateTime>();
foreach (var rec in recs)
{
var dt = DateTime.Parse(rec.ReleaseDate + " " + rec.ReleaseTime).AddHours(6).AddMinutes(1);
dts.Add(dt);
}
SymbolTimeStatsUtils utils = new SymbolTimeStatsUtils();
var tstats = utils.GetSymbolTimePeriodStats(dts);
var tJson = (from r in tstats
select new
{
r.Symbol,
r.DateTimeBeginAnchor,
r.DateTimeBegin,
r.DateTimeEnd,
r.DateTimeEndAnchor,
r.Open,
r.High,
r.Low,
r.Close,
r.PipMultiplier,
r.PipsHigh,
r.PipsLow,
r.PipsRange
}).ToList();
//foreach (var r in tJson)
//{
// var x = string.Format("{0}",
// r.Symbol,
// r.DateTimeBeginAnchor,
// r.DateTimeBegin,
// r.DateTimeEnd,
// r.DateTimeEndAnchor,
// r.Open,
// r.High,
// r.Low,
// r.Close,
// r.PipMultiplier,
// r.PipsHigh,
// r.PipsLow,
// r.PipsRange);
//}
var jsonTimeStats = JsonConvert.SerializeObject(tJson, Formatting.Indented);
// var jsonTimeStats = tstats.ToJson();
File.WriteAllText(Path.Combine(Directory.GetCurrentDirectory(), "nfpTimeStats.json"), jsonTimeStats);
}
public static async Task <IndicatorPrices> Load(this IndicatorPrices indicatorPrices, string country, string indicator)
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = new List <IndicatorData>();
recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
indicatorPrices = new IndicatorPrices();
indicatorPrices.Currency = "USD";
indicatorPrices.Indicator = "Non-Farm Employment Change";
indicatorPrices.IndicatorDetails = (from r in recs
select new IndicatorDetail
{
Actual = r.Actual,
EventId = r.EventId,
Forecast = r.Forecast,
Id = r.Id,
Previous = r.Previous,
ReleaseDate = r.ReleaseDate,
ReleaseDateTime = DateTime.Parse(r.ReleaseDate + " " + r.ReleaseTime).AddHours(6).AddMinutes(1), // r.ReleaseDateTime,
ReleaseTime = r.ReleaseTime
}).ToList();;
foreach (var rec in indicatorPrices.IndicatorDetails)
{
var fxp = new ForexPrices();
fxp.Read(rec.ReleaseDateTime.Date);
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= rec.ReleaseDateTime.TimeOfDay && r.PriceDateTime.TimeOfDay <= rec.ReleaseDateTime.AddMinutes(180).TimeOfDay)
.ToList();
foreach (var symbol in fxp.Symbols)
{
IndicatorDetailPrices idp = new IndicatorDetailPrices();
idp.Symbol = symbol;
idp.PricesDetail = (from r in fxp.PriceRecords where r.Symbol == symbol select new IndicatorDetailPricesDetail
{
Close = r.Close,
High = r.High,
Low = r.Low,
Open = r.Open,
PriceDateTime = r.PriceDateTime.DateTime
}).ToList();
rec.IndicatorDetailPrices.Add(idp);
}
// rec.ForexPrices.Add(fxp);
Console.WriteLine(rec.ReleaseDateTime.Date);
}
return(indicatorPrices);
}
static async Task getIndicators()
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
List <string> csvList = new List <string>();
List <string> csvStats = new List <string>();
csvStats.Add(ForexTimePeriodStats.ToTimeStatCsvHeader());
foreach (var rec in recs)
{
// Console.WriteLine(rec.ReleaseDateTime.AddHours(2));
var dt = DateTime.Parse(rec.ReleaseDate + " " + rec.ReleaseTime).AddHours(6).AddMinutes(1);
rec.ReleaseDateTime = dt;
Console.WriteLine(rec.ReleaseDateTime);
var fxp = new ForexPrices();
try
{
fxp.Read(dt, "EURUSD");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
continue;
}
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= rec.ReleaseDateTime.TimeOfDay && r.PriceDateTime.TimeOfDay <= rec.ReleaseDateTime.AddMinutes(180).TimeOfDay)
.ToList();
Console.WriteLine("price recs: " + fxp.PriceRecords.Count());
Console.WriteLine("");
//csvList.AddRange(fxp.PriceRecords.ToCsvListOHLC());
//csvList.Add("");
if (fxp.SymbolTimeStats.Count() > 0)
{
csvStats.AddRange(fxp.SymbolTimeStats.ToCsv());
}
else
{
Console.WriteLine("no recs");
}
}
// File.WriteAllLines("nfpList.csv", csvList.ToArray());
File.WriteAllLines("nfpListTimeStats.csv", csvStats.ToArray());
}