/// <summary>
/// Load history data from file
/// </summary>
/// <param name="filePath"></param>
/// <returns></returns>
public StockDataSeries LoadFromFile(string fileName)
{
string filePath = string.Concat(TradeRobotics.DataProviders.DataContext.DataDirectory, fileName);
DataSeries = new StockDataSeries();
var dataFileInfo = GetDataFileInfo(filePath);
bool isQuotes = dataFileInfo.Item3;
DataSeries.Symbol = dataFileInfo.Item1;
// Load as bars
if (!isQuotes)
{
DataSeries = LoadBars(fileName);
}
// Load as quotes
else
{
DataSeries.Quotes = LoadQuotesFromFile(fileName);
LoadDepth(this.DataSeries.Quotes.Last().Time);
}
return(DataSeries);
}
/// <summary>
/// Get bars from file
/// </summary>
/// <param name="symbol"></param>
/// <param name="period"></param>
public StockDataSeries LoadBars(string filePath)
{
// Load from file
//string filePath = string.Format(historyFileName, symbol, period);
Tuple <string, int, bool> dataInfo = GetDataFileInfo(filePath);
filePath = string.Concat(DataContext.DataDirectory, filePath);
string[] lines = File.ReadAllLines(filePath);
int i = 0;
// Init quik bar
DataSeries = new StockDataSeries();
DataSeries.Symbol = dataInfo.Item1;
DataSeries.Period = dataInfo.Item2;;
// Add bars
foreach (string line in lines)
{
// First line is a header, no parse
if (i++ == 0)
{
continue;
}
Bar bar = ConverterHelper.LoadBar(line);
DataSeries.Bars.Add(bar);
DataSeries.Times.Add(bar.Time);
DataSeries.Open.Add(bar.Open);
DataSeries.Low.Add(bar.Low);
DataSeries.High.Add(bar.High);
DataSeries.Close.Add(bar.Close);
DataSeries.Volume.Add(bar.Volume);
}
return(DataSeries);
}
/// <summary>
/// ctor
/// </summary>
/// <param name="dataSeries">updated data series</param>
/// <param name="i">bar index</param>
public TickEventArgs(StockDataSeries dataSeries, int i)
{
DataSeries = dataSeries;
LastBarIndex = i;
}
