public override async Task Prepare(DataContainer dataContainer)
{
// Delete old data
if (Reload)
{
Directory.Delete(Folder, true);
}
// Create folder
Directory.CreateDirectory(Folder);
// Inernal data
_InternalData internalData = new _InternalData();
// Draw header
base.DrawHeader();
// Find usd pairs
await FindUsdPairs(internalData);
// Download historical prices
await DownloadUsdPairs(internalData);
// Parse
ParsePairs(internalData);
// Clean
Clean(internalData);
// SeDeSerialize
Cache(dataContainer, internalData);
// End info
Console.WriteLine();
}
private void Cache(DataContainer dataContainer, _InternalData internalData)
{
string prefix = "5/5 Caching...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
try
{
// Serialize or deserialize
_Cache cache = null;
if (Reload || !File.Exists(SerializedFile))
{
cache = new _Cache(internalData);
Serializer.Serialize(SerializedFile, cache);
}
else
{
cache = (_Cache)Serializer.Deserialize(SerializedFile);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 50), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(cache.Pair.Count * 2);
// Save to datacontainer
for (int i = 0; i < cache.Pair.Count; ++i)
{
// Create forex data
_ForexData fd = new _ForexData()
{
Price = cache.Price[i]
};
// Add to data container
dataContainer.GetEvent(new DateTime(cache.Date[i])).ForexDatas.Add(cache.Pair[i], fd);
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 50 + (double)i / cache.Pair.Count * 50), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
public _Cache(_InternalData internalData)
{
Pair = new List <string>();
Date = new List <long>();
Price = new List <double>();
for (int i = 0; i < internalData.Events.Count; ++i)
{
Pair.Add(internalData.Events[i].Pair);
Date.Add(internalData.Events[i].Date.Ticks);
Price.Add(internalData.Events[i].Price);
}
}
private async Task DownloadUsdPairs(_InternalData internalData)
{
string prefix = "2/5 Downloading pairs...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(internalData.Pairs.Count);
// Download
try
{
for (int i = 0; i < internalData.Pairs.Count; ++i)
{
string url = "https://www.quandl.com/api/v3/datasets/CURRFX/" + internalData.Pairs[i] + ".csv?api_key=" + DataManager.Config.QuandlApiKey;
string targetFile = Path.Combine(Folder, internalData.Pairs[i] + ".csv");
// Download if needed
if (Reload || !File.Exists(targetFile))
{
await Downloader.DownloadFileAsync(url, targetFile, null, null);
}
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / internalData.Pairs.Count * 100.0), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private async Task FindUsdPairs(_InternalData internalData)
{
string prefix = "1/5 Finding USD pairs...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
// Download
try
{
string allUrl = "https://www.quandl.com/collections/usa/usa-currency-exchange-rate";
string targetFile = Path.Combine(Folder, "All.html");
// Download if needed
if (Reload || !File.Exists(targetFile))
{
await Downloader.DownloadFileAsync(allUrl, targetFile, null, null);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 50), ConsoleColor.Gray);
// Get links to USD pairs
string fileContent = File.ReadAllText(targetFile);
string[] linksString = fileContent.AllSubstrings("/CURRFX/", "/CURRFX/".Length + 6);
linksString = linksString.Where((x, i) => i % 2 == 0).ToArray();
// Save urls
internalData.Pairs = linksString.Select(x => x.Substring(x.LastIndexOf("/") + 1)).Distinct().ToList();
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private void Clean(_InternalData internalData)
{
string prefix = "4/5 Cleaning...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(internalData.Pairs.Count);
// Get max data length
int maxDataLength = 0;
foreach (string pair in internalData.Pairs)
{
maxDataLength = Math.Max(maxDataLength, internalData.Events.Where(x => x.Pair == pair).Count());
}
// Download
try
{
for (int i = 0; i < internalData.Pairs.Count; ++i)
{
// Get events of pair
List <_Event> pairsEvents = internalData.Events.Where(x => x.Pair == internalData.Pairs[i]).OrderBy(x => x.Date).ToList();
// Remove pair if not many data
if (pairsEvents.Count < 0.6 * maxDataLength)
{
internalData.Events.RemoveAll(x => x.Pair == internalData.Pairs[i]);
}
// Remove if not many changes
int zeros = 0;
for (int k = 1; k < pairsEvents.Count; ++k)
{
if (Math.Abs(pairsEvents[k].Price - pairsEvents[k - 1].Price) < 0.0000000001)
{
++zeros;
}
}
if (zeros > 0.15 * maxDataLength)
{
internalData.Events.RemoveAll(x => x.Pair == internalData.Pairs[i]);
}
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / internalData.Pairs.Count * 100.0), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private void ParsePairs(_InternalData internalData)
{
string prefix = "3/5 Parsing...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
// Count when we update progress bar
int drawEvery = Utils.PercentIntervalByLength(internalData.Pairs.Count);
// Parsing
try
{
if (Reload || !File.Exists(SerializedFile))
{
for (int i = 0; i < internalData.Pairs.Count; ++i)
{
// Pair name
string pairName = internalData.Pairs[i];
string fileName = Path.Combine(Folder, pairName + ".csv");
// Load lines
string[] lines = File.ReadAllLines(fileName);
// Process each line
for (int k = 1; k < lines.Length; ++k)
{
// Split line
string[] columns = lines[k].Split(new char[] { ',' });
// Parse date
DateTime date = DateTime.ParseExact(columns[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
// Too old data
if (date < DataManager.Config.DataFrom)
{
continue;
}
// Parse price
double price = double.Parse(columns[1], CultureInfo.InvariantCulture);
// Set price for date
internalData.Events.Add(new _Event()
{
Pair = pairName,
Date = date,
Price = price
});
}
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / internalData.Pairs.Count * 100.0), ConsoleColor.Gray);
}
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
