public void DoExperiment()
{
DateTimeUTC week_start = new DateTimeUTC(2007, 1, 1);
List <ForexFactoryEvent> all_event_list = new List <ForexFactoryEvent>();
while (week_start < DateTimeUTC.Now)
{
Console.WriteLine(week_start);
all_event_list.AddRange(ToolsForexFactory.GetForexFactoryEvents(week_start));
week_start = week_start.AddDays(7);
Thread.Sleep(1000);
}
string[,] table = new string[all_event_list.Count, 9];
for (int index = 0; index < all_event_list.Count; index++)
{
table[index, 0] = all_event_list[index].WeekStartDay.ToString();
table[index, 1] = all_event_list[index].DateString;
table[index, 2] = all_event_list[index].TimeString;
table[index, 3] = all_event_list[index].Symbol;
table[index, 4] = all_event_list[index].Impact;
table[index, 5] = all_event_list[index].Description;
table[index, 6] = all_event_list[index].Actual;
table[index, 7] = all_event_list[index].Forecast;
table[index, 8] = all_event_list[index].Previous;
}
ToolsIOCSV.WriteCSVFile(@"D:\GoogleDrive\TestData\Trading\events.csv", table, Delimiter.SemiColon);
}
private static void CreateEventCSV()
{
// read CSV
string[,] source = ToolsIOCSV.ReadCSVFile(ToolsTradingDataSet.GetPath() + "events.csv", Delimiter.SemiColon);
//Allocate new array
List <string[]> result_list = new List <string[]>();
string[] exclusion = new string[] { "day", "Day", "Data" };
//For each other column
for (int index_0 = 0; index_0 < source.GetLength(0); index_0++)
{
if (!ExtensionsString.ContainsAny(source[index_0, 2], exclusion))
{
string[] result = new string[3]; // Date symbol impact
//Find dat
DateTime week_start = DateTime.Parse(source[index_0, 0]);
int year = week_start.Year;
int month = ToolsForexFactory.MonthToInt(source[index_0, 1].Split(' ')[0]);
int day = int.Parse(source[index_0, 1].Split(' ')[1]);
if ((week_start.Month == 12) && (month == 1))
{
year++;
}
int hour = int.Parse(source[index_0, 2].Split(':')[0]);
int minute = int.Parse(source[index_0, 2].Split(':')[1].Substring(0, 2));
if (source[index_0, 2].Contains("pm"))
{
hour = hour + 12;
}
if (hour == 24)
{
hour = 0;
DateTime date_time = new DateTime(year, month, day, hour, minute, 0);
date_time = date_time.AddDays(1);
result[0] = ToolsTime.DateTimeToUnixTimestampInt32(date_time).ToString();
}
else
{
DateTime date_time = new DateTime(year, month, day, hour, minute, 0);
result[0] = ToolsTime.DateTimeToUnixTimestampInt32(date_time).ToString();
}
result[1] = source[index_0, 3];
switch (source[index_0, 4])
{
case "Non-Economic":
result[2] = "0"; // Impacs
break;
case "Low Impact Expected":
result[2] = "1"; // Impacs
break;
case "Medium Impact Expected":
result[2] = "2"; // Impacs
break;
case "High Impact Expected":
result[2] = "3"; // Impacs
break;
default:
throw new Exception("Unknown impact");
}
result_list.Add(result);
}
}
ToolsIOCSV.WriteCSVFile(ToolsTradingDataSet.GetPath() + "events_small.csv", ToolsCollection.ConvertToArray2D(result_list));
}
