Exemple #1
0
 MarketData GetNewMarketData(DateTime startDate, DateTime endDate, MarketData md)
 {
     MarketData newMD = new MarketData(startDate, endDate, md.Ticker);
     DateTime curDate = startDate;
     while (curDate <= endDate)
     {
         if (md.IsExistDate(curDate))
         {
             DOHLC dohlc = md.GetData(curDate);
             newMD.AddDatum(dohlc);
         }
         curDate = curDate.AddDays(1);
     }
     return newMD;
 }
        public MarketData ReadMarketData(
            String ticker, object src, DateTime startDate, DateTime endDate)
        {
            String text = src as String;
            List<DOHLC> dohlcData = new List<DOHLC>();

            try
            {
                StringReader sr = new StringReader(text);
                while (true)
                {
                    String line = sr.ReadLine();
                    if (line == null)
                    {
                        break;
                    }
                    DOHLC data = ParseLine(line, ticker, startDate, endDate);

                    if (data != null)
                    {
                        dohlcData.Add(data);
                        UpdateStartEndDate(data.CurDate);
                    }
                }
            }
            catch (System.Exception ex)
            {
                logger.Error(ex.ToString());
            }

            MarketData marketData = new MarketData(_readStartDate, _readEndDate, ticker);
            foreach (DOHLC dohlc in dohlcData)
            {
                marketData.AddDatum(dohlc);
            }

            return marketData;
        }