/// <summary>
/// Load financial data from Google.
/// </summary>
/// <param name="ticker">The ticker to load from.</param>
/// <param name="dataNeeded">The data needed.</param>
/// <param name="from">The starting time.</param>
/// <param name="to">The ending time.</param>
/// <returns>The loaded data.</returns>
public ICollection <LoadedMarketData> Load(TickerSymbol ticker, IList <MarketDataType> dataNeeded, DateTime from,
DateTime to)
{
ICollection <LoadedMarketData> result = new List <LoadedMarketData>();
Uri url = BuildUrl(ticker, from, to);
WebRequest http = WebRequest.Create(url);
var response = (HttpWebResponse)http.GetResponse();
if (response != null)
{
using (Stream istream = response.GetResponseStream())
{
var csv = new ReadCSV(istream, true, CSVFormat.DecimalPoint);
while (csv.Next())
{
DateTime date = csv.GetDate("date");
double open = csv.GetDouble("open");
double close = csv.GetDouble("close");
double high = csv.GetDouble("high");
double low = csv.GetDouble("low");
double volume = csv.GetDouble("volume");
var data =
new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.Close, close);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
if (istream != null)
{
istream.Close();
}
}
}
return(result);
}
public ICollection <LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IList <MarketDataType> neededTypes, DateTime from, DateTime to, string File)
{
try
{
//We got a file, lets load it.
ICollection <LoadedMarketData> result = new List <LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, LoadedFormat);
csv.DateFormat = DateTimeFormat.Normalize();
// Time,Open,High,Low,Close,Volume
while (csv.Next())
{
DateTime date = csv.GetDate("Time");
double open = csv.GetDouble("Open");
double close = csv.GetDouble("High");
double high = csv.GetDouble("Low");
double low = csv.GetDouble("Close");
double volume = csv.GetDouble("Volume");
LoadedMarketData data = new LoadedMarketData(date, symbol);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Close, close);
data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
return(result);
}
catch (Exception ex)
{
Console.WriteLine("Something went wrong reading the csv");
Console.WriteLine("Something went wrong reading the csv:" + ex.Message);
}
Console.WriteLine("Something went wrong reading the csv");
return(null);
}
/// <summary>
/// Load financial data from a CSV file.
/// </summary>
/// <param name="ticker">The ticker being loaded, ignored for a CSV load.</param>
/// <param name="dataNeeded">The data needed.</param>
/// <param name="from">The starting date.</param>
/// <param name="to">The ending date.</param>
/// <returns></returns>
public ICollection <LoadedMarketData> Load(TickerSymbol ticker, IList <MarketDataType> dataNeeded, DateTime from,
DateTime to)
{
try
{
if (File.Exists(TheFile))
{
//We got a file, lets load it.
TheFile = TheFile;
ICollection <LoadedMarketData> result = new List <LoadedMarketData>();
var csv = new ReadCSV(TheFile, true, CSVFormat.English);
// Time,Open,High,Low,Close,Volume
while (csv.Next())
{
DateTime date = csv.GetDate("Time");
double open = csv.GetDouble("Open");
double close = csv.GetDouble("High");
double high = csv.GetDouble("Low");
double low = csv.GetDouble("Close");
double volume = csv.GetDouble("Volume");
var data = new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.Volume, close);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
return(result);
}
}
catch (Exception ex)
{
throw new LoaderError(ex);
}
throw new LoaderError(@"Something went wrong reading the csv");
}
/// <summary>
/// Reads the CSV and call loader.
/// Used internally to load the csv and place data in the marketdataset.
/// </summary>
/// <param name="symbol">The symbol.</param>
/// <param name="neededTypes">The needed types.</param>
/// <param name="from">From.</param>
/// <param name="to">To.</param>
/// <param name="File">The file.</param>
/// <returns></returns>
private ICollection <LoadedMarketData> ReadAndCallLoader(
TickerSymbol symbol,
IEnumerable <MarketDataType> neededTypes,
DateTime from,
DateTime to,
string File)
{
//We got a file, lets load it.
ICollection <LoadedMarketData> result = new List <LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, CSVFormat.English);
//In case we want to use a different date format...and have used the SetDateFormat method, our DateFormat must then not be null..
//We will use the ?? operator to check for nullables.
csv.DateFormat = DateFormat ?? "yyyy-MM-dd HH:mm:ss";
csv.TimeFormat = "HH:mm:ss";
DateTime ParsedDate = from;
bool writeonce = true;
while (csv.Next())
{
DateTime date = csv.GetDate(0);
ParsedDate = date;
if (writeonce)
{
Console.WriteLine(@"First parsed date in csv:" + ParsedDate.ToShortDateString());
Console.WriteLine(@"Stopping at date:" + to.ToShortDateString());
Console.WriteLine(@"Current DateTime:" + ParsedDate.ToShortDateString() + @" Time:" +
ParsedDate.ToShortTimeString() + @" Asked Start date was " +
from.ToShortDateString());
writeonce = false;
}
if (ParsedDate >= from && ParsedDate <= to)
{
DateTime datex = csv.GetDate(0);
double open = csv.GetDouble(1);
double close = csv.GetDouble(2);
double high = csv.GetDouble(3);
double low = csv.GetDouble(4);
double volume = csv.GetDouble(5);
double range = Math.Abs(open - close);
double HighLowRange = Math.Abs(high - low);
double DirectionalRange = close - open;
LoadedMarketData data = new LoadedMarketData(datex, symbol);
data.SetData(MarketDataType.Open, open);
data.SetData(MarketDataType.High, high);
data.SetData(MarketDataType.Low, low);
data.SetData(MarketDataType.Close, close);
data.SetData(MarketDataType.Volume, volume);
data.SetData(MarketDataType.RangeHighLow, Math.Round(HighLowRange, 6));
data.SetData(MarketDataType.RangeOpenClose, Math.Round(range, 6));
data.SetData(MarketDataType.RangeOpenCloseNonAbsolute, Math.Round(DirectionalRange, 6));
result.Add(data);
}
}
csv.Close();
return(result);
}
public ICollection <LoadedMarketData> ReadAndCallLoader(TickerSymbol symbol, IList <MarketDataType> neededTypes, DateTime from, DateTime to, string File)
{
try
{
//We got a file, lets load it.
ICollection <LoadedMarketData> result = new List <LoadedMarketData>();
ReadCSV csv = new ReadCSV(File, true, CSVFormat.DecimalComma);
csv.DateFormat = "yyyy.MM.dd HH:mm";
DateTime ParsedDate = from;
// Time,Open,High,Low,Close,Volume
while (csv.Next() /*&& ParsedDate >= from && ParsedDate <= to*/)
{
DateTime date = csv.GetDate("Date");
if (date > to)
{
break;
}
if (date < from)
{
continue;
}
double close = csv.GetDouble("Close");
//double Bid= csv.GetDouble("Bid");
//double Ask = csv.GetDouble("Ask");
//double AskVolume = csv.GetDouble("AskVolume");
//double BidVolume= csv.GetDouble("BidVolume");
//double _trade = ( Bid + Ask ) /2;
//double _tradeSize = (AskVolume + BidVolume) / 2;
LoadedMarketData data = new LoadedMarketData(date, symbol);
data.SetData(MarketDataType.Close, close);
//data.SetData(MarketDataType.Trade, _trade);
//data.SetData(MarketDataType.Volume, _tradeSize);
result.Add(data);
Console.WriteLine("Current DateTime:" + date.ToShortDateString() + " Time:" + date.ToShortTimeString() + " Start date was " + from.ToShortDateString());
Console.WriteLine("Stopping at date:" + to.ToShortDateString());
//double open = csv.GetDouble("Open");
//double close = csv.GetDouble("High");
//double high = csv.GetDouble("Low");
//double low = csv.GetDouble("Close");
//double volume = csv.GetDouble("Volume");
//LoadedMarketData data = new LoadedMarketData(date, symbol);
//data.SetData(MarketDataType.Open, open);
//data.SetData(MarketDataType.High, high);
//data.SetData(MarketDataType.Low, low);
//data.SetData(MarketDataType.Close, close);
//data.SetData(MarketDataType.Volume, volume);
result.Add(data);
}
csv.Close();
return(result);
}
catch (Exception ex)
{
Console.WriteLine("Something went wrong reading the csv");
Console.WriteLine("Something went wrong reading the csv:" + ex.Message);
}
Console.WriteLine("Something went wrong reading the csv");
return(null);
}
