/// <summary>
/// Loads, filters and saves all data files.
/// </summary>
private void LoadSaveData()
{
var files = Directory.GetFiles(Data.OfflineDataDir, "*.csv");
foreach (var file in files)
{
var symbol = GetSymbolFromFileName(file);
var 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>
int LoadInstrument(bool useResource)
{
string symbol;
DataPeriods dataPeriod;
Cursor = Cursors.WaitCursor;
// Takes the instrument symbol and period
symbol = tscbSymbol.Text;
dataPeriod = (DataPeriods)Enum.GetValues(typeof(DataPeriods)).GetValue(tscbPeriod.SelectedIndex);
Instrument_Properties instrProperties = Instruments.InstrumentList[symbol].Clone();
// Makes an instance of class Instrument
Instrument instrument = new Instrument(instrProperties, (int)dataPeriod);
instrument.DataDir = Data.OfflineDataDir;
instrument.FormatDate = DateFormat.Unknown;
instrument.MaxBars = Configs.MaxBars;
instrument.StartYear = Configs.StartYear;
instrument.StartMonth = Configs.StartMonth;
instrument.StartDay = Configs.StartDay;
instrument.EndYear = Configs.EndYear;
instrument.EndMonth = Configs.EndMonth;
instrument.EndDay = Configs.EndDay;
instrument.UseStartDate = Configs.UseStartDate;
instrument.UseEndDate = Configs.UseEndDate;
// Loads the data
int iLoadDataResult = 0;
if (useResource)
{
iLoadDataResult = instrument.LoadResourceData();
}
else
{
iLoadDataResult = instrument.LoadData();
}
if (instrument.Bars > 0 && iLoadDataResult == 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();
infpnlMarketStatistics.Update(Data.MarketStatsParam, Data.MarketStatsValue,
Data.MarketStatsFlag, Language.T("Market Statistics"));
infpnlAccountStatistics.Update(Backtester.AccountStatsParam, Backtester.AccountStatsValue,
Backtester.AccountStatsFlags, Language.T("Account Statistics"));
}
else if (iLoadDataResult == -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>
int LoadInstrument(bool useResource)
{
string symbol;
DataPeriods dataPeriod;
Cursor = Cursors.WaitCursor;
// Takes the instrument symbol and period
symbol = tscbSymbol.Text;
dataPeriod = (DataPeriods)Enum.GetValues(typeof(DataPeriods)).GetValue(tscbPeriod.SelectedIndex);
Instrument_Properties instrProperties = Instruments.InstrumentList[symbol].Clone();
// Makes an instance of class Instrument
Instrument instrument = new Instrument(instrProperties, (int)dataPeriod);
instrument.DataDir = Data.OfflineDataDir;
instrument.FormatDate = DateFormat.Unknown;
instrument.MaxBars = Configs.MaxBars;
instrument.StartYear = Configs.StartYear;
instrument.StartMonth = Configs.StartMonth;
instrument.StartDay = Configs.StartDay;
instrument.EndYear = Configs.EndYear;
instrument.EndMonth = Configs.EndMonth;
instrument.EndDay = Configs.EndDay;
instrument.UseStartDate = Configs.UseStartDate;
instrument.UseEndDate = Configs.UseEndDate;
// Loads the data
int iLoadDataResult = 0;
if (useResource)
iLoadDataResult = instrument.LoadResourceData();
else
iLoadDataResult = instrument.LoadData();
if (instrument.Bars > 0 && iLoadDataResult == 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();
infpnlMarketStatistics.Update(Data.MarketStatsParam, Data.MarketStatsValue,
Data.MarketStatsFlag, Language.T("Market Statistics"));
infpnlAccountStatistics.Update(Backtester.AccountStatsParam, Backtester.AccountStatsValue,
Backtester.AccountStatsFlags, Language.T("Account Statistics"));
}
else if (iLoadDataResult == -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>
/// Loads the Intrabar data.
/// </summary>
private int LoadIntrabarData(DataPeriods period)
{
var instrument = new Instrument(Data.InstrProperties.Clone(), (int)period)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxIntraBars
};
// Loads the data
int loadingResult = instrument.LoadData();
int loadedIntrabars = instrument.Bars;
if (loadingResult == 0 && loadedIntrabars > 0)
{
if (Data.Period != DataPeriods.week)
{
if (instrument.DaysOff > 5)
{
_warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Maximum days off:") +
" " + instrument.DaysOff;
}
if (Data.Update - instrument.Update > new TimeSpan(24, 0, 0))
{
_warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Updated on:") + " " +
instrument.Update.ToString(CultureInfo.InvariantCulture);
}
}
int startBigBar;
for (startBigBar = 0; startBigBar < Data.Bars; startBigBar++)
{
if (Data.Time[startBigBar] >= instrument.Time(0))
{
break;
}
}
int stopBigBar;
for (stopBigBar = startBigBar; stopBigBar < Data.Bars; stopBigBar++)
{
if (Data.IntraBarsPeriods[stopBigBar] != Data.Period)
{
break;
}
}
// Seek for a place to put the intrabars.
int lastIntraBar = 0;
for (int bar = startBigBar; bar < stopBigBar; bar++)
{
Data.IntraBarData[bar] = new Bar[(int)Data.Period / (int)period];
DateTime endTime = Data.Time[bar] + new TimeSpan(0, (int)Data.Period, 0);
int indexBar = 0;
for (int intrabar = lastIntraBar;
intrabar < loadedIntrabars && instrument.Time(intrabar) < endTime;
intrabar++)
{
if (instrument.Time(intrabar) >= Data.Time[bar])
{
Data.IntraBarData[bar][indexBar].Time = instrument.Time(intrabar);
Data.IntraBarData[bar][indexBar].Open = instrument.Open(intrabar);
Data.IntraBarData[bar][indexBar].High = instrument.High(intrabar);
Data.IntraBarData[bar][indexBar].Low = instrument.Low(intrabar);
Data.IntraBarData[bar][indexBar].Close = instrument.Close(intrabar);
Data.IntraBarsPeriods[bar] = period;
Data.IntraBarBars[bar]++;
indexBar++;
lastIntraBar = intrabar;
}
}
}
}
return(loadedIntrabars);
}
/// <summary>
/// Loads, filters and saves all data files.
/// </summary>
private void LoadSaveData()
{
var files = Directory.GetFiles(Data.OfflineDataDir, "*.csv");
foreach (var file in files)
{
var symbol = GetSymbolFromFileName(file);
var 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>
/// Loads the Intrabar data.
/// </summary>
int LoadIntrabarData(DataPeriods period)
{
Instrument instrument = new Instrument(Data.InstrProperties.Clone(), (int)period);
instrument.DataDir = Data.OfflineDataDir;
instrument.FormatDate = DateFormat.Unknown;
instrument.MaxBars = Configs.MAX_INTRA_BARS;
// Loads the data
int loadingResult = instrument.LoadData();
int loadedIntrabars = instrument.Bars;
if (loadingResult == 0 && loadedIntrabars > 0)
{
if (Data.Period != DataPeriods.week)
{
if (instrument.DaysOff > 5)
{
warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Maximum days off:") + " " + instrument.DaysOff;
}
if (Data.Update - instrument.Update > new TimeSpan(24, 0, 0))
{
warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Updated on:") + " " + instrument.Update.ToString();
}
}
int iStartBigBar = 0;
for (iStartBigBar = 0; iStartBigBar < Data.Bars; iStartBigBar++)
{
if (Data.Time[iStartBigBar] >= instrument.Time(0))
{
break;
}
}
int iStopBigBar = 0;
for (iStopBigBar = iStartBigBar; iStopBigBar < Data.Bars; iStopBigBar++)
{
if (Data.IntraBarsPeriods[iStopBigBar] != Data.Period)
{
break;
}
}
// Seek for the place
int iReachedBar = 0;
for (int bar = iStartBigBar; bar < iStopBigBar; bar++)
{
Data.IntraBarData[bar] = new Bar[(int)Data.Period / (int)period];
DateTime endTime = Data.Time[bar] + new TimeSpan(0, (int)Data.Period, 0);
int iCurrentBar = 0;
for (int intrabar = iReachedBar; intrabar < loadedIntrabars && instrument.Time(intrabar) < endTime; intrabar++)
{
if (instrument.Time(intrabar) >= Data.Time[bar])
{
Data.IntraBarData[bar][iCurrentBar].Time = instrument.Time(intrabar);
Data.IntraBarData[bar][iCurrentBar].Open = instrument.Open(intrabar);
Data.IntraBarData[bar][iCurrentBar].High = instrument.High(intrabar);
Data.IntraBarData[bar][iCurrentBar].Low = instrument.Low(intrabar);
Data.IntraBarData[bar][iCurrentBar].Close = instrument.Close(intrabar);
Data.IntraBarsPeriods[bar] = period;
Data.IntraBarBars[bar]++;
iCurrentBar++;
iReachedBar = intrabar;
}
}
}
}
return(loadedIntrabars);
}
/// <summary>
/// Loads the Intrabar data.
/// </summary>
int LoadIntrabarData(DataPeriods period)
{
Instrument instrument = new Instrument(Data.InstrProperties.Clone(), (int)period);
instrument.DataDir = Data.OfflineDataDir;
instrument.FormatDate = DateFormat.Unknown;
instrument.MaxBars = Configs.MAX_INTRA_BARS;
// Loads the data
int loadingResult = instrument.LoadData();
int loadedIntrabars = instrument.Bars;
if (loadingResult == 0 && loadedIntrabars > 0)
{
if (Data.Period != DataPeriods.week)
{
if (instrument.DaysOff > 5)
warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Maximum days off:") + " " + instrument.DaysOff;
if (Data.Update - instrument.Update > new TimeSpan(24, 0, 0))
warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Updated on:") + " " + instrument.Update.ToString();
}
int iStartBigBar = 0;
for (iStartBigBar = 0; iStartBigBar < Data.Bars; iStartBigBar++)
if (Data.Time[iStartBigBar] >= instrument.Time(0))
break;
int iStopBigBar = 0;
for (iStopBigBar = iStartBigBar; iStopBigBar < Data.Bars; iStopBigBar++)
if (Data.IntraBarsPeriods[iStopBigBar] != Data.Period)
break;
// Seek for the place
int iReachedBar = 0;
for (int bar = iStartBigBar; bar < iStopBigBar; bar++)
{
Data.IntraBarData[bar] = new Bar[(int)Data.Period/(int)period];
DateTime endTime = Data.Time[bar] + new TimeSpan(0, (int)Data.Period, 0);
int iCurrentBar = 0;
for (int intrabar = iReachedBar; intrabar < loadedIntrabars && instrument.Time(intrabar) < endTime; intrabar++)
{
if (instrument.Time(intrabar) >= Data.Time[bar])
{
Data.IntraBarData[bar][iCurrentBar].Time = instrument.Time(intrabar);
Data.IntraBarData[bar][iCurrentBar].Open = instrument.Open(intrabar);
Data.IntraBarData[bar][iCurrentBar].High = instrument.High(intrabar);
Data.IntraBarData[bar][iCurrentBar].Low = instrument.Low(intrabar);
Data.IntraBarData[bar][iCurrentBar].Close = instrument.Close(intrabar);
Data.IntraBarsPeriods[bar] = period;
Data.IntraBarBars[bar]++;
iCurrentBar++;
iReachedBar = intrabar;
}
}
}
}
return loadedIntrabars;
}
/// <summary>
/// Loads the Intrabar data.
/// </summary>
private int LoadIntrabarData(DataPeriods period)
{
var instrument = new Instrument(Data.InstrProperties.Clone(), (int) period)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxIntraBars
};
// Loads the data
int loadingResult = instrument.LoadData();
int loadedIntrabars = instrument.Bars;
if (loadingResult == 0 && loadedIntrabars > 0)
{
if (Data.Period != DataPeriods.week)
{
if (instrument.DaysOff > 5)
_warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Maximum days off:") +
" " + instrument.DaysOff;
if (Data.Update - instrument.Update > new TimeSpan(24, 0, 0))
_warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Updated on:") + " " +
instrument.Update.ToString(CultureInfo.InvariantCulture);
}
int startBigBar;
for (startBigBar = 0; startBigBar < Data.Bars; startBigBar++)
if (Data.Time[startBigBar] >= instrument.Time(0))
break;
int stopBigBar;
for (stopBigBar = startBigBar; stopBigBar < Data.Bars; stopBigBar++)
if (Data.IntraBarsPeriods[stopBigBar] != Data.Period)
break;
// Seek for a place to put the intrabars.
int lastIntraBar = 0;
for (int bar = startBigBar; bar < stopBigBar; bar++)
{
Data.IntraBarData[bar] = new Bar[(int) Data.Period/(int) period];
DateTime endTime = Data.Time[bar] + new TimeSpan(0, (int) Data.Period, 0);
int indexBar = 0;
for (int intrabar = lastIntraBar;
intrabar < loadedIntrabars && instrument.Time(intrabar) < endTime;
intrabar++)
{
if (instrument.Time(intrabar) >= Data.Time[bar])
{
Data.IntraBarData[bar][indexBar].Time = instrument.Time(intrabar);
Data.IntraBarData[bar][indexBar].Open = instrument.Open(intrabar);
Data.IntraBarData[bar][indexBar].High = instrument.High(intrabar);
Data.IntraBarData[bar][indexBar].Low = instrument.Low(intrabar);
Data.IntraBarData[bar][indexBar].Close = instrument.Close(intrabar);
Data.IntraBarsPeriods[bar] = period;
Data.IntraBarBars[bar]++;
indexBar++;
lastIntraBar = intrabar;
}
}
}
}
return loadedIntrabars;
}