Exemple #1
0
        private static void OptimizeTicksFiles()
        {
            var files = Directory.GetFiles(@"..\..\History\SBER-3.15", "*.txt");

            foreach (var filename in files)
            {
                HistoryReader.OptimizeFile(filename);
            }
        }
        private void FillByTicks(string toolName)
        {
            Days = new List <Day>();

            var files = HistoryReader.GetTicksFiles(toolName);

            if (!files.Any())
            {
                throw new Exception("Empty history");
            }

            foreach (var filename in files)
            {
                var ticks     = HistoryReader.ReadTicks(filename);
                var dayCandle = GetCandles(ticks, 60 * 24).Single();
                var fiveMins  = GetCandles(ticks, 5);

                Days.Add(new Day(dayCandle, fiveMins));
            }

            Days = Days.OrderBy(day => day.Params.Date).Distinct().ToList();
        }
 private void ReadCandles(string toolName)
 {
     Days = HistoryReader.ReadCandles(toolName, 5);
 }