public static MarketSeries ImportFromFile(string symbolCode, TimeFrame timeFrame, string path, DateTime?startDate = null, DateTime?endDate = null)
{
var series = new MarketSeries(null, symbolCode, timeFrame);
series.ImportFromFile(path, startDate, endDate);
GC.Collect();
if (series != null && series.OpenTime.Count > 0)
{
Console.WriteLine($"Imported {timeFrame} {symbolCode} ({series.OpenTime.Count} data points from {series.OpenTime[0]} to {series.OpenTime.LastValue})");
}
else
{
Console.WriteLine($"Could not import {timeFrame} {symbolCode}");
}
return(series);
}
public MarketSeries GetMarketSeries(string symbolCode, TimeFrame timeFrame, DateTime?startDate = null, DateTime?endDate = null)
{
string file = null;
if (!Directory.Exists(RootDir))
{
throw new ArgumentException($"Historical data source directory missing: {RootDir}");
}
file = Path.Combine(RootDir, symbolCode + "_" + timeFrame.Name.ToUpper() + "_UTC+0_00.csv");
if (!File.Exists(file))
{
file = null;
var dir = SymbolTimeFrameDir(symbolCode, timeFrame);
if (!Directory.Exists(dir))
{
return(null);
}
long longestLength = -1;
string longestPath = null;
foreach (var path in Directory.GetFiles(dir, "*.csv"))
{
var length = new FileInfo(path).Length;
if (length > longestLength)
{
longestLength = length;
longestPath = path;
}
}
if (longestPath == null)
{
return(null);
}
file = longestPath;
}
return(MarketSeries.ImportFromFile(symbolCode, timeFrame, file, startDate, endDate));
}