/// <summary>
/// the data loader for openquant.
/// </summary>
/// <param name="instrument">The instrument.</param>
/// <param name="dtfrom">The dtfrom.</param>
/// <param name="dtto">The dtto.</param>
/// <param name="barsize">The barsize.</param>
/// <returns></returns>
public static LoaderTypes OpenquantDataLoader(string instrument, DateTime dtfrom, DateTime dtto,
Data.Data.BarType bartype, long barsize)
{
var BarSerie = new DataArray();
Console.WriteLine("Initialized the Openquant-Encog Loader");
try
{
// BarSerie = this.GetHistoricalBars(dtfrom, dtto, BarType.Time, barsize);
// BarSerie = this.GetHistoricalBars(this.MarketDataProvider,Instrument,dtfrom,dtto,(int)barsize);
// BarSerie = DataManager.GetHistoricalBars(instrument, Data.Data.BarType.Time, 3600);
var typeLoaded = new LoaderTypes(instrument, dtfrom, dtto, bartype, barsize);
Console.WriteLine("Loaded Types instrument:" + typeLoaded.Instrument);
return(typeLoaded);
}
catch (Exception ex)
{
var er = new EncogError(ex);
Console.WriteLine("Error :" + ex.Message);
Console.WriteLine("Error :" + ex.StackTrace);
Console.WriteLine("Error:" + ex.InnerException);
Console.WriteLine("Full message:" + ex);
return(null);
}
}
public LoaderTypes(string instrument, DateTime StartingDate, DateTime ToDate, Data.Data.BarType Type, long SizeOfBars)
{
this.from = StartingDate;
this.to = ToDate;
this.Barsize = SizeOfBars;
this.Instrument = instrument;
this.TypeBar = Type;
}
public LoaderTypes(string instrument, DateTime StartingDate, DateTime ToDate,Data.Data.BarType Type, long SizeOfBars)
{
this.from = StartingDate;
this.to = ToDate;
this.Barsize = SizeOfBars;
this.Instrument = instrument;
this.TypeBar = Type;
}
