/// <summary>
/// Loads, filters and saves all data files.
/// </summary>
private void LoadSaveData()
{
string[] files = Directory.GetFiles(Data.OfflineDataDir, "*.csv");
foreach (string file in files)
{
string symbol = GetSymbolFromFileName(file);
int period = GetPeriodFromFileName(file);
if (string.IsNullOrEmpty(symbol) || period == 0)
{
continue;
}
InstrumentProperties instrProperties = Instruments.InstrumentList[symbol].Clone();
var instrument = new Instrument(instrProperties, period)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxBars,
StartTime = Configs.DataStartTime,
EndTime = Configs.DataEndTime,
UseStartTime = Configs.UseStartTime,
UseEndTime = Configs.UseEndTime
};
int loadDataResult = instrument.LoadData();
if (instrument.Bars > 0 && loadDataResult == 0)
{
var stringBuilder = new StringBuilder(instrument.Bars);
for (int bar = 0; bar < instrument.Bars; bar++)
{
stringBuilder.AppendLine(
instrument.Time(bar).ToString("yyyy-MM-dd") + "\t" +
instrument.Time(bar).ToString("HH:mm") + "\t" +
instrument.Open(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.High(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Low(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Close(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Volume(bar).ToString(CultureInfo.InvariantCulture)
);
}
try
{
var sw = new StreamWriter(file);
sw.Write(stringBuilder.ToString());
sw.Close();
TbxOutput.Text += symbol + period + " bars: " + instrument.Bars + Environment.NewLine;
}
catch (Exception exc)
{
MessageBox.Show(exc.Message);
}
}
}
}
/// <summary>
/// LoadInstrument
/// </summary>
private void LoadInstrument()
{
const string symbol = "EURUSD";
const DataPeriod dataPeriod = DataPeriod.D1;
var instrProperties = new InstrumentProperties(symbol);
var instrument = new Instrument(instrProperties, (int)dataPeriod);
int loadResourceData = instrument.LoadResourceData();
if (instrument.Bars <= 0 || loadResourceData != 0)
{
return;
}
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.Open[bar] = instrument.Open(bar);
Data.High[bar] = instrument.High(bar);
Data.Low[bar] = instrument.Low(bar);
Data.Close[bar] = instrument.Close(bar);
Data.Time[bar] = instrument.Time(bar);
Data.Volume[bar] = instrument.Volume(bar);
}
Data.IsData = true;
}
/// <summary>
/// Loads, filters and saves all data files.
/// </summary>
private void LoadSaveData()
{
string[] files = Directory.GetFiles(Data.OfflineDataDir, "*.csv");
foreach (string file in files)
{
string symbol = GetSymbolFromFileName(file);
int period = GetPeriodFromFileName(file);
if (string.IsNullOrEmpty(symbol) || period == 0)
continue;
InstrumentProperties instrProperties = Instruments.InstrumentList[symbol].Clone();
var instrument = new Instrument(instrProperties, period)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxBars,
StartTime = Configs.DataStartTime,
EndTime = Configs.DataEndTime,
UseStartTime = Configs.UseStartTime,
UseEndTime = Configs.UseEndTime
};
int loadDataResult = instrument.LoadData();
if (instrument.Bars > 0 && loadDataResult == 0)
{
var stringBuilder = new StringBuilder(instrument.Bars);
for (int bar = 0; bar < instrument.Bars; bar++)
{
stringBuilder.AppendLine(
instrument.Time(bar).ToString("yyyy-MM-dd") + "\t" +
instrument.Time(bar).ToString("HH:mm") + "\t" +
instrument.Open(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.High(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Low(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Close(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Volume(bar).ToString(CultureInfo.InvariantCulture)
);
}
try
{
var sw = new StreamWriter(file);
sw.Write(stringBuilder.ToString());
sw.Close();
TbxOutput.Text += symbol + period + " bars: " + instrument.Bars + Environment.NewLine;
}
catch (Exception exc)
{
MessageBox.Show(exc.Message);
}
}
}
}
/// <summary>
/// LoadInstrument
/// </summary>
private int LoadInstrument(bool useResource)
{
Cursor = Cursors.WaitCursor;
// Takes the instrument symbol and period
string symbol = ComboBoxSymbol.Text;
var dataPeriod = (DataPeriod) Enum.GetValues(typeof (DataPeriod)).GetValue(ComboBoxPeriod.SelectedIndex);
InstrumentProperties instrProperties = Instruments.InstrumentList[symbol].Clone();
// Makes an instance of class Instrument
var instrument = new Instrument(instrProperties, (int) dataPeriod)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxBars,
StartTime = Configs.DataStartTime,
EndTime = Configs.DataEndTime,
UseStartTime = Configs.UseStartTime,
UseEndTime = Configs.UseEndTime
};
// Loads the data
int loadDataResult = useResource
? instrument.LoadResourceData(Resources.EURUSD1440, DataPeriod.D1)
: instrument.LoadData();
if (instrument.Bars > 0 && loadDataResult == 0)
{
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Update = instrument.Update;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.Open[bar] = instrument.Open(bar);
Data.High[bar] = instrument.High(bar);
Data.Low[bar] = instrument.Low(bar);
Data.Close[bar] = instrument.Close(bar);
Data.Time[bar] = instrument.Time(bar);
Data.Volume[bar] = instrument.Volume(bar);
}
Data.MinPrice = instrument.MinPrice;
Data.MaxPrice = instrument.MaxPrice;
Data.DaysOff = instrument.DaysOff;
Data.AverageGap = instrument.AverageGap;
Data.MaxGap = instrument.MaxGap;
Data.AverageHighLow = instrument.AverageHighLow;
Data.MaxHighLow = instrument.MaxHighLow;
Data.AverageCloseOpen = instrument.AverageCloseOpen;
Data.MaxCloseOpen = instrument.MaxCloseOpen;
Data.DataCut = instrument.Cut;
Data.IsIntrabarData = false;
Data.IsTickData = false;
Data.IsData = true;
Data.IsResult = false;
// Configs.SetAccountExchangeRate();
CheckLoadedData();
Data.GenerateMarketStats();
InfoPanelMarketStatistics.Update(Data.MarketStatsParam, Data.MarketStatsValue,
Data.MarketStatsFlag, Language.T("Market Statistics"));
InfoPanelAccountStatistics.Update(Backtester.AccountStatsParam, Backtester.AccountStatsValue,
Backtester.AccountStatsFlags, Language.T("Account Statistics"));
}
else if (loadDataResult == -1)
{
MessageBox.Show(Language.T("Error in the data file!"), Language.T("Data file loading"),
MessageBoxButtons.OK, MessageBoxIcon.Error);
Cursor = Cursors.Default;
return 1;
}
else
{
MessageBox.Show(
Language.T("There is no data for") + " " + symbol + " " + Data.DataPeriodToString(dataPeriod) + " " +
Language.T("in folder") + " " + Data.OfflineDataDir + Environment.NewLine + Environment.NewLine +
Language.T("Check the offline data directory path (Menu Market -> Data Directory)"),
Language.T("Data File Loading"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
Cursor = Cursors.Default;
return 1;
}
Cursor = Cursors.Default;
return 0;
}
/// <summary>
/// LoadInstrument
/// </summary>
private void LoadInstrument()
{
const string symbol = "EURUSD";
const DataPeriod dataPeriod = DataPeriod.D1;
var instrProperties = new InstrumentProperties(symbol);
var instrument = new Instrument(instrProperties, (int) dataPeriod);
int loadResourceData = instrument.LoadResourceData();
if (instrument.Bars <= 0 || loadResourceData != 0) return;
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.Open[bar] = instrument.Open(bar);
Data.High[bar] = instrument.High(bar);
Data.Low[bar] = instrument.Low(bar);
Data.Close[bar] = instrument.Close(bar);
Data.Time[bar] = instrument.Time(bar);
Data.Volume[bar] = instrument.Volume(bar);
}
Data.IsData = true;
}