public void CanGetByTimeSpan()
{
OHLCVIntervalRepository repository = new OHLCVIntervalRepository();
var intervals = repository.GetByTimeSpan("FakeExchange","OHLCIntervalRepositoryTests", DateTime.Now.AddDays(-9) , DateTime.Now);
var intevalList = intervals.ToList<OHLCVInterval>();
Assert.That(intevalList.Count > 0);
}
public void CanSaveOHLCInterval()
{
OHLCVInterval newOHLCVInterval = new OHLCVInterval();
newOHLCVInterval.DateTime = DateTime.Now;
newOHLCVInterval.Open = 1234f;
newOHLCVInterval.High =1235f;
newOHLCVInterval.Low = 1233f;
newOHLCVInterval.Close = 1234.5f;
newOHLCVInterval.Volume = 1234567890;
newOHLCVInterval.Index = 0;
//newOHLCVInterval.DataSource = "EODData";
newOHLCVInterval.Instrument ="OHLCIntervalRepositoryTests";
newOHLCVInterval.Exchange = "FakeExchange";
// newOHLCVInterval.Id = Guid.NewGuid();// newOHLCVInterval.Instrument + newOHLCVInterval.DateTime.Ticks.ToString();
OHLCVIntervalRepository repository = new OHLCVIntervalRepository();
repository.Save(newOHLCVInterval);
}
private int EnumerateExtractedDataForYear(string targetFolder, string exchange)
{
// Stopwatch stopwatch = new Stopwatch();
int fileCount = 0;
foreach (var extractedFile in new DirectoryInfo(targetFolder).EnumerateFiles())
{
fileCount++;
//stopwatch.Reset();
// stopwatch.Start();
//Parse & Save OHLCVIntervals
OHLCVIntervalReader reader = new OHLCVIntervalReader(
extractedFile.OpenText(),
new EODDataOHLVCIntervalParser(exchange),
false);
OHLCVIntervalRepository repository = new OHLCVIntervalRepository();
int lineCount = 0;
try
{
foreach (var interval in reader)
{
lineCount++;
repository.Save(interval);
}
}
catch (Exception e)
{
logger.ErrorFormat("Parser Error in file: {0}, @line: {1}, exception: {2}", extractedFile.Name, lineCount, e.Message);
}
logger.InfoFormat("Parsed file: {0}, sucessfully parsed {1} lines", extractedFile.Name, lineCount);
// stopwatch.Stop();
// Console.WriteLine("Finished parsing file: {0} in: {1} seconds.", extractedFile.Name,stopwatch.ElapsedMilliseconds/1000);
}
return fileCount;
}
