public void TestImportQuotes() { ISeriesConverter converter = new SeriesConverter(); QuotesProcessor processor = new QuotesProcessor(@"C:\quotes\EURUSD\Dukascopy\"); DateTime begin = new DateTime(2010, 1, 1); DateTime end = new DateTime(2010, 7, 1); converter.ImportQuotes(@"C:\hfdata\Temp\EURUSD_DUKAS_TICKS.csv", processor, begin, end); }
static void Main(string[] args) { ISeriesConverter converter = new SeriesConverter(); QuotesProcessor processor = new QuotesProcessor(@"C:\quotes\EURUSD\Dukascopy\"); DateTime begin = new DateTime(2012, 1, 1); DateTime end = new DateTime(2013, 1, 1); converter.ImportQuotes(@"C:\quotes\EURUSD\Dukascopy\EURUSD_DUKAS_TICKS.csv", processor, begin, end); }
private void Convert(string providerPath) { Directory.GetFiles(providerPath, "*.xml").ToList().ForEach(reportFile => { string dataFile = reportFile.Replace(".xml", ".csv"); if (File.Exists(dataFile)) { VerificationReport verificationReport = VerificationReport.LoadFromFile(reportFile); if (verificationReport.Verified && !verificationReport.TransformationCompleted) { ISeriesConverter converter = new SeriesConverter(); QuotesProcessor processor = new QuotesProcessor(providerPath); RawDataInformation information = RawDataInformation.FromPath(reportFile); Console.WriteLine("Creating prices from {0}", dataFile); converter.ImportQuotes(dataFile, processor, information.Begin, information.End); verificationReport.TransformationCompleted = true; verificationReport.SaveToFile(reportFile); } } else { Console.WriteLine("{0} file does not exist!", dataFile); } }); }