/// <summary>
/// returns ohlc stats for the price series - all symbols
/// </summary>
/// <param name="records"></param>
/// <param name="symbol"></param>
/// <returns></returns>
public static ForexTimePeriodStats OHLCStats(this List <ForexPriceRecord> records)
{
string symbol;
if (records.Count == 0)
{
return(new ForexTimePeriodStats());
}
symbol = records[0].Symbol;
ForexTimePeriodStats stats =
new ForexTimePeriodStats()
{
SymbolId = records[0].SymbolId,
Symbol = symbol,
DateTimeBegin = records[0].PriceDateTime,
DateTimeEnd = records[records.Count - 1].PriceDateTime,
Open = records.Open(),
High = records.High(),
Low = records.Low(),
Close = records.Close(),
BidOpen = records.BidOpen(),
BidHigh = records.BidHigh(),
BidLow = records.BidLow(),
BidClose = records.BidClose(),
AskOpen = records.AskOpen(),
AskHigh = records.AskHigh(),
AskLow = records.AskLow(),
AskClose = records.AskClose()
};
return(stats);
}
public static List <string> ToCsv(this List <ForexTimePeriodStats> timeStats, bool withHeader = false)
{
List <string> csv = new List <string>();
if (withHeader)
{
csv.Add(ForexTimePeriodStats.ToTimeStatCsvHeader());
}
foreach (ForexTimePeriodStats rec in timeStats)
{
csv.Add(rec.ToTimeStatCsv());
}
return(csv);
}
static async Task getIndicators()
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
List <string> csvList = new List <string>();
List <string> csvStats = new List <string>();
csvStats.Add(ForexTimePeriodStats.ToTimeStatCsvHeader());
foreach (var rec in recs)
{
// Console.WriteLine(rec.ReleaseDateTime.AddHours(2));
var dt = DateTime.Parse(rec.ReleaseDate + " " + rec.ReleaseTime).AddHours(6).AddMinutes(1);
rec.ReleaseDateTime = dt;
Console.WriteLine(rec.ReleaseDateTime);
var fxp = new ForexPrices();
try
{
fxp.Read(dt, "EURUSD");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
continue;
}
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= rec.ReleaseDateTime.TimeOfDay && r.PriceDateTime.TimeOfDay <= rec.ReleaseDateTime.AddMinutes(180).TimeOfDay)
.ToList();
Console.WriteLine("price recs: " + fxp.PriceRecords.Count());
Console.WriteLine("");
//csvList.AddRange(fxp.PriceRecords.ToCsvListOHLC());
//csvList.Add("");
if (fxp.SymbolTimeStats.Count() > 0)
{
csvStats.AddRange(fxp.SymbolTimeStats.ToCsv());
}
else
{
Console.WriteLine("no recs");
}
}
// File.WriteAllLines("nfpList.csv", csvList.ToArray());
File.WriteAllLines("nfpListTimeStats.csv", csvStats.ToArray());
}
