public void DoExperiment()
{
string [,] event_table = ToolsIOCSV.ReadCSVFile(@"D:\GoogleDrive\TestData\Trading\events.csv", Delimiter.SemiColon);
//Load events
//ToolsTradingCalendarEvent.GetTradingCalendarEvents(new string[] { "EUR", "USD" }, start_date, end_date);
//Load candles
ToolsPrice.GetPriceCandles("EUR_USD", TimeScale.Minute1, start_date, end_date, 0.07);
//
}
public void DoExperiment()
{
List <PriceCandle> all_data = ToolsPrice.GetPriceCandles();
// new DateTime(2016, 9, 3)
PlotLine2D line_plot_2d = new PlotLine2D();
for (int month_index = 1; month_index < 9; month_index++)
{
DateTimeUTC nfp_date = null;// ToolsTradingCalendarEvent.GetNFPDatetime(2016, month_index);
DateTimeUTC nfp_date_begin = nfp_date.AddMinutes(-100);
DateTimeUTC nfp_date_end = nfp_date.AddMinutes(100);
List <double> nfp_time = new List <double>();
List <double> nfp_bid = new List <double>();
double candle_time = 0;
double subtract = 0;
foreach (PriceCandle candle in all_data)
{
if ((nfp_date_begin <= candle.OpenTime) && (candle.OpenTime < nfp_date_end))
{
if (candle_time == 0)
{
subtract = candle.OpenBid;
}
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_bid.Add(candle.OpenBid);
nfp_bid.Add(candle.LowBid);
nfp_bid.Add(candle.HighBid);
nfp_bid.Add(candle.CloseBid);
candle_time++;
}
}
line_plot_2d.AddSeries(nfp_time, nfp_bid, Color.Black);
}
ToolsPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "nfp.png", line_plot_2d, 800, 800);
}
public void DoExperiment()
{
IReadOnlyList <PriceCandle> candles = ToolsPrice.GetPriceCandles(ToolsPrice.DefaultSymbolUSDEUR, TimeScale.Second1);
DictionaryCount <int> dic = new DictionaryCount <int>();
foreach (PriceCandle candle in candles)
{
dic.Increment((int)Math.Round((candle.OpenAsk - candle.OpenBid) / TradingConstants.POINT));
}
List <int> keys = new List <int>(dic.Keys);
keys.Sort();
string[,] spread_table = new string[keys.Count, 2];
for (int i = 0; i < keys.Count; i++)
{
Console.WriteLine(keys[i] + " " + dic[keys[i]]);
spread_table[i, 0] = keys[i].ToString(CultureInfo.InvariantCulture);
spread_table[i, 1] = dic[keys[i]].ToString(CultureInfo.InvariantCulture);
}
ToolsIOCSV.WriteCSVFile(@"D:\GoogleDrive\TestData\Trading\Spreads.csv", spread_table);
}
public void TestGetPriceCandles()
{
ToolsPrice.GetPriceCandles(ToolsPrice.DefaultSymbolGBPUSD, TimeScale.Second1);
}