public void Start() { new List <TimeSpan> { FinancialTimeSpans.M1 }.ForEach(timeFrame => { IBarsCreator creator = new BarsCreator(null, null, timeFrame, @"C:\quotes\EURUSD\Dukascopy\"); string path = new SeriesDescriptor() .InstrumentDescriptors.Single(x => x.Name == "EURUSD") .ProviderDescriptors.Single(x => x.Name == "Dukascopy") .Path; SeriesReader reader = new SeriesReader(path); DateTime dateTime; decimal ask, bid; int lastMonth = -1; while (reader.Next(out dateTime, out ask, out bid)) { creator.AddQuote(dateTime, ask); #if _VERBOSE if (dateTime.Month != lastMonth) { Console.WriteLine("{0} -> {1}/{2} -> {3}", dateTime, ask, bid, creator.BarsCount); lastMonth = dateTime.Month; } #endif } creator.Finish(); }); }
static void Main(string[] args) { //string rootFolder = @"C:\quotes\EURUSD\Dukascopy\"; //DateTime begin = new DateTime(2003, 06, 01, 15, 31, 49); //DateTime end = new DateTime(2013, 06, 15, 18, 55, 16); //ISeriesReader reader = new SeriesReader(rootFolder, begin, end); //DateTime dateTime; //decimal ask, bid; //while (reader.Next(out dateTime, out ask, out bid)) { // Console.WriteLine("{0} -> {1}/{2}", dateTime, ask, bid); //} string path = new SeriesDescriptor() .InstrumentDescriptors.Single(x => x.Name == "EURUSD") .ProviderDescriptors.Single(x => x.Name == "Dukascopy") .Path; SeriesReader reader = new SeriesReader(path); DateTime dateTime; decimal ask, bid; int lastMonth = -1; while (reader.Next(out dateTime, out ask, out bid)) { if (dateTime.Month != lastMonth) { Console.WriteLine("{0} -> {1}/{2}", dateTime, ask, bid); lastMonth = dateTime.Month; } } Console.ReadLine(); }
public void TestMethod() { IBarsCreator creator = new BarsCreator(null, null, TimeSpan.FromMinutes(1), null); string path = new SeriesDescriptor() .InstrumentDescriptors.Single(x => x.Name == "EURUSD") .ProviderDescriptors.Single(x => x.Name == "Dukascopy") .Path; SeriesReader reader = new SeriesReader(path); DateTime dateTime; decimal ask, bid; while (reader.Next(out dateTime, out ask, out bid)) { creator.AddQuote(dateTime, ask); } }
private void DaysPanel_SelectionChanged(object sender, SelectionChangedEventArgs e) { if (e.AddedItems.Count > 0) { DayDescriptor descriptor = (DayDescriptor)e.AddedItems[0]; this.ValuesGrid.Items.Clear(); SeriesReader reader = SeriesReader.CreateReaderForSingleFile(descriptor.Path); DateTime dateTime; decimal ask, bid; while (reader.Next(out dateTime, out ask, out bid)) { this.ValuesGrid.Items.Add(new { DateTime = dateTime, Ask = ask, Bid = bid }); } this.StatusText.Text = string.Format("{0} samples...", this.ValuesGrid.Items.Count); } }
public void TestMethod() { string rootFolder = @"C:\quotes\EURUSD\Dukascopy\"; DateTime begin = new DateTime(2003, 06, 01, 15, 31, 49); DateTime end = new DateTime(2003, 06, 15, 18, 55, 16); ISeriesReader reader = new SeriesReader(rootFolder, begin, end); DateTime dateTime; decimal ask, bid; while (reader.Next(out dateTime, out ask, out bid)) { Assert.IsTrue(dateTime > begin); Assert.IsTrue(dateTime <= end); Assert.IsTrue(ask >= bid); } }