static TicksFactory CreateFactory(string symbol)
{
TicksFactory result = new TicksFactory();
string path = Config.QuoteDirectory + "\\" + symbol;
string[] files = Directory.GetFiles(path);
foreach (var element in files)
{
if (element.Contains("2010"))
{
result.LoadDukas(element);
Console.WriteLine("{0} has been loaded", element);
}
}
Console.WriteLine("factory is preparing...");
result.Prepare();
Console.WriteLine("factory is prepared...");
return(result);
}
private static void Run(string path, StreamWriter stream)
{
Console.WriteLine(path);
TicksFactory factory = new TicksFactory();
factory.LoadDukas(path);
factory.Prepare();
List <KeyValuePair <DateTime, double> > bids = factory.Bids;
List <KeyValuePair <DateTime, double> > asks = factory.Asks;
int count = bids.Count;
double average = 0;
for (int index = 0; index < count; ++index)
{
average += (bids[index].Value + asks[index].Value) / 2;
}
average /= count;
string name = Path.GetFileNameWithoutExtension(path);
string st = string.Format("{0} = {1}", name, average);
stream.WriteLine(st);
}