static void pricesForWeek()
{
/*
* var dtToday = DateTime.Now;
* var dayOfWeek = Convert.ToInt16(dtToday.DayOfWeek);
* var sun = dtToday.AddDays(dayOfWeek * -1);
* var sat = sun.AddDays(6);
*/
// downloadMissingPriceFiles();
// var dt = DateTime.Now;
var dr = DateTime.Now.ThisWeek();
var dr1 = DateTime.Now.AddDays(-11).WeekOf();
ForexiteFile fx = new ForexiteFile(DateTime.Now.Previous(DayOfWeek.Saturday));
dr = DateTime.Now.PreviousWeek();
ForexPrices fxp = new ForexPrices();
foreach (var dt in dr)
{
fxp.PriceRecords.AddRange(fx.GetForexPrices(dt).PriceRecords);
}
int t = 0;
// fx.DownloadFile();
var csv = fxp.SymbolTimeStats.ToCsv(true);
File.WriteAllLines("symbolTimeStats.csv", csv);
int u = 0;
}
static void splitSymbols()
{
var files = Directory.GetFiles(appConfig.ZipPath, "*.zip").ToList();
var symbolPricesList = new List <ForexSymbolPrices>();
foreach (var file in files)
{
var finfo = new FileInfo(file);
var recs = new List <ForexPriceRecord>().UnzipPrices(file);
recs = recs.OrderBy(r => r.Symbol).ThenBy(r => r.PriceDateTime).ToList();
var symbols = recs.OrderBy(r => r.Symbol).Select(r => r.Symbol).Distinct();
foreach (var symbol in symbols)
{
var symbolPrices = new ForexSymbolPrices();
symbolPrices.Symbol = symbol;
symbolPrices.Prices = recs.Where(r => r.Symbol == symbol).ToList();
var fxp = new ForexPrices();
fxp.PriceRecords = recs;
int z = 2;
// symbolPricesList.Add(symbolPrices);
}
Console.WriteLine(finfo.Name);
}
}
private static void SetOutputResult(int inputDimensionLocal, int offset, int numRecordLocal)
{
double[] priceHigh = ForexPrices.GetHigh(inputDimensionLocal, offset);
double[] priceLow = ForexPrices.GetLow(inputDimensionLocal, offset);
double diffSize = 0.00133;
if (priceHigh[inputDimensionLocal - (priceHigh.Length > Configuration.OutputIndex ? Configuration.OutputIndex : priceHigh.Length - 1)] -
priceLow[inputDimensionLocal - 1] > diffSize)
{
outputSets[numRecordLocal][0] = 1;
outputSets[numRecordLocal][1] = -1;
class1++;
}
else if (priceHigh[inputDimensionLocal - (priceHigh.Length > Configuration.OutputIndex ? Configuration.OutputIndex : priceHigh.Length - 1)] -
priceLow[inputDimensionLocal - 1] < diffSize)
{
outputSets[numRecordLocal][0] = -1;
outputSets[numRecordLocal][1] = 1;
class2++;
}
else
{
outputSets[numRecordLocal][0] = -1;
outputSets[numRecordLocal][1] = -1;
class0++;
}
}
public ForexPrices GetForexPrices(DateTime dt, string symbol = "")
{
this.PricesDate = dt;
var recs = this.GetPriceRecords(symbol);
var fxp = new ForexPrices(recs);
return(fxp);
}
public static async Task <IndicatorPrices> Load(this IndicatorPrices indicatorPrices, string country, string indicator)
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = new List <IndicatorData>();
recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
indicatorPrices = new IndicatorPrices();
indicatorPrices.Currency = "USD";
indicatorPrices.Indicator = "Non-Farm Employment Change";
indicatorPrices.IndicatorDetails = (from r in recs
select new IndicatorDetail
{
Actual = r.Actual,
EventId = r.EventId,
Forecast = r.Forecast,
Id = r.Id,
Previous = r.Previous,
ReleaseDate = r.ReleaseDate,
ReleaseDateTime = DateTime.Parse(r.ReleaseDate + " " + r.ReleaseTime).AddHours(6).AddMinutes(1), // r.ReleaseDateTime,
ReleaseTime = r.ReleaseTime
}).ToList();;
foreach (var rec in indicatorPrices.IndicatorDetails)
{
var fxp = new ForexPrices();
fxp.Read(rec.ReleaseDateTime.Date);
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= rec.ReleaseDateTime.TimeOfDay && r.PriceDateTime.TimeOfDay <= rec.ReleaseDateTime.AddMinutes(180).TimeOfDay)
.ToList();
foreach (var symbol in fxp.Symbols)
{
IndicatorDetailPrices idp = new IndicatorDetailPrices();
idp.Symbol = symbol;
idp.PricesDetail = (from r in fxp.PriceRecords where r.Symbol == symbol select new IndicatorDetailPricesDetail
{
Close = r.Close,
High = r.High,
Low = r.Low,
Open = r.Open,
PriceDateTime = r.PriceDateTime.DateTime
}).ToList();
rec.IndicatorDetailPrices.Add(idp);
}
// rec.ForexPrices.Add(fxp);
Console.WriteLine(rec.ReleaseDateTime.Date);
}
return(indicatorPrices);
}
public static void Read(this ForexPrices fxp, DateTime dt, string symbol = "")
{
// fxp = new ForexPrices();
var zipDir = @"I:\\ForexData\\Forexite\\ARCHIVE_PRICES\\ZIP_ORIGINAL";
var fname = FileUtils.DateToFxiFileName(dt, "zip");
var fpath = Path.Combine(zipDir, fname);
if (string.IsNullOrEmpty(symbol))
{
fxp.PriceRecords = fxp.PriceRecords.UnzipPrices(fpath).ToList();
}
else
{
fxp.PriceRecords = fxp.PriceRecords.UnzipPrices(fpath, symbol).ToList();
}
// return fxp;
}
static async Task getIndicators()
{
var ntpIndicatorData = new NtpIndicatorData();
List <IndicatorData> recs = await ntpIndicatorData.GetIndicatorsForCcyAndName("USD", "Non-Farm Employment Change");
List <string> csvList = new List <string>();
List <string> csvStats = new List <string>();
csvStats.Add(ForexTimePeriodStats.ToTimeStatCsvHeader());
foreach (var rec in recs)
{
// Console.WriteLine(rec.ReleaseDateTime.AddHours(2));
var dt = DateTime.Parse(rec.ReleaseDate + " " + rec.ReleaseTime).AddHours(6).AddMinutes(1);
rec.ReleaseDateTime = dt;
Console.WriteLine(rec.ReleaseDateTime);
var fxp = new ForexPrices();
try
{
fxp.Read(dt, "EURUSD");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
continue;
}
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= rec.ReleaseDateTime.TimeOfDay && r.PriceDateTime.TimeOfDay <= rec.ReleaseDateTime.AddMinutes(180).TimeOfDay)
.ToList();
Console.WriteLine("price recs: " + fxp.PriceRecords.Count());
Console.WriteLine("");
//csvList.AddRange(fxp.PriceRecords.ToCsvListOHLC());
//csvList.Add("");
if (fxp.SymbolTimeStats.Count() > 0)
{
csvStats.AddRange(fxp.SymbolTimeStats.ToCsv());
}
else
{
Console.WriteLine("no recs");
}
}
// File.WriteAllLines("nfpList.csv", csvList.ToArray());
File.WriteAllLines("nfpListTimeStats.csv", csvStats.ToArray());
}
static void jsonPriceTests()
{
DateTime dt = new DateTime(2019, 7, 5);
var fxp = new ForexPrices();
fxp.Read(dt);
fxp.PriceRecords = fxp.PriceRecords
.Where(r => r.PriceDateTime.TimeOfDay >= new TimeSpan(14, 31, 0) && r.PriceDateTime.TimeOfDay <= new TimeSpan(15, 31, 0))
.ToList();
var json = fxp.ToJson();
var jsonTimeStats = fxp.SymbolTimeStats.ToJson();
var jsonPrices = fxp.PriceRecords.ToJson();
// File.WriteAllText(Path.Combine(Directory.GetCurrentDirectory(), "fxp.json"), json);
// File.WriteAllText(Path.Combine(Directory.GetCurrentDirectory(), "fxpTimeStats.json"), jsonTimeStats);
File.WriteAllText(Path.Combine(Directory.GetCurrentDirectory(), "fxpPriceRecs.json"), jsonPrices);
fxp.PriceRecords.ToCsvFileOHLC(Path.Combine(Directory.GetCurrentDirectory(), "fxp.csv"), true);
Console.WriteLine(fxp.PriceRecords.Count());
}
public static DataSet ToDataSet(this ForexPrices prices)
{
DataSet ds = new DataSet();
DataTable dt = new DataTable();
try
{
ds.Tables[0].Columns.Add("dblPrevious", System.Type.GetType("System.Double"));
ds.Tables[0].Columns.Add("dblActual", System.Type.GetType("System.Double"));
ds.Tables[0].Columns.Add("dblConsensus", System.Type.GetType("System.Double"));
ds.Tables[0].Columns.Add("dblDifference", System.Type.GetType("System.Double"));
ds.Tables[0].Columns.Add("dblRevised", System.Type.GetType("System.Double"));
ds.Tables[0].Columns.Add("isSelected", System.Type.GetType("System.Boolean"));
prices.PriceRecords.ForEach(r =>
{
});
}
catch (Exception ex)
{
throw ex;
}
return(ds);
}
public static string ToJson(this ForexPrices fxp)
{
return(JsonConvert.SerializeObject(fxp, Formatting.Indented));
}
/*░░ ♡ ▄▀▀▀▄░░░
* ▄███▀░◐░░░▌░░░░░░░
* ░░░░▌░░░░░▐░░░░░░░
* ░░░░▐░░░░░▐░░░░░░░
* ░░░░▌░░░░░▐▄▄░░░░░
* ░░░░▌░░░░▄▀▒▒▀▀▀▀▄
* ░░░▐░░░░▐▒▒▒▒▒▒▒▒▀▀▄
* ░░░▐░░░░▐▄▒▒▒▒▒▒▒▒▒▒▀▄
* ░░░░▀▄░░░░▀▄▒▒▒▒▒▒▒▒▒▒▀▄
* ░░░░░░▀▄▄▄▄▄█▄▄▄▄▄▄▄▄▄▄▄▀▄ <<<---.
* ░░░░░░░░░░░▌▌░▌▌░░░░░
* ░░░░░░░░░░░▌▌░▌▌░░░░░
* ░░░░░░░░░▄▄▌▌▄▌▌░░░░░*/
public FunctionParameters(MethodInfo methodInfo, int numdata, int offset)
{
NumData = numdata;
Offset = offset;
parametersMap = new List <string>();
// DumpParams(methodInfo);
Arguments = new object[methodInfo.GetParameters().Length];
// debug($"function method {methodInfo.Name} offset {offset} numdata {NumData} randomSeed {randomSeed}");
foreach (ParameterInfo param in methodInfo.GetParameters())
{
string paramComment = string.Empty;
switch (param.Name)
{
case "optInVFactor":
Arguments[ParamIndex] = 0;
break;
case "outMACDSignal":
Arguments[ParamIndex] = 0;
break;
case "outMACDHist":
Arguments[ParamIndex] = 0;
break;
case "outMin":
Arguments[ParamIndex] = 0;
break;
case "optInNbDevUp":
Arguments[ParamIndex] = 0.0;
break;
case "outMACD":
Arguments[ParamIndex] = 0.0;
break;
case "outLeadSine":
Arguments[ParamIndex] = 0.0;
break;
case "outSine":
Arguments[ParamIndex] = 0.0;
break;
case "optInMinPeriod":
case "optInMaxPeriod":
case "optInSignalPeriod":
Arguments[ParamIndex] = MaTypeGen.GetRandom();
paramComment = $"MaTypeGen";
// debug($"{param.Name} optInSignalPeriod=" + arguments[paramIndex]);
break;
case "optInMAType":
Arguments[ParamIndex] = MaTypeGen.GetRandom();
paramComment = $"MaTypeGen";
// debug($"{param.Name} optInMAType=" + arguments[paramIndex]);
break;
case "optInNbDev":
Arguments[ParamIndex] = 0.0;
break;
case "inReal0":
case "inReal1":
case "inReal":
var index = XRandom.next(3);
switch (index)
{
case 0:
Arguments[ParamIndex] = ForexPrices.GetOpen(NumData, Offset);
paramComment = $"Open {NumData}";
break;
case 1:
Arguments[ParamIndex] = ForexPrices.GetClose(numdata, Offset);
paramComment = $"Close {NumData}";
break;
case 2:
Arguments[ParamIndex] = ForexPrices.GetHigh(NumData, Offset);
paramComment = $"High {NumData}";
break;
case 3:
Arguments[ParamIndex] = ForexPrices.GetLow(NumData, Offset);
paramComment = $"Low {NumData}";
break;
}
// debug($"real {param.Name}[0]: " + ((double[])Arguments[ParamIndex])[0]);
break;
case "optInMaximum":
Arguments[ParamIndex] = 0.0;
break;
case "optInSlowD_MAType":
case "optInFastD_MAType":
case "optInSlowK_MAType":
Arguments[ParamIndex] = MaTypeGen.GetRandom();
paramComment = $"MaTypeGen";
// debug($"{param.Name} optMAtype=" + arguments[paramIndex]);
break;
case "optInAccelerationShort":
case "optInAccelerationMaxShort":
case "optInAccelerationInitShort":
case "optInAccelerationMaxLong":
case "optInAccelerationLong":
case "optInAccelerationInitLong":
case "optInAcceleration":
Arguments[ParamIndex] = 0.0;
break;
case "optInOffsetOnReverse":
Arguments[ParamIndex] = 0;
break;
case "optInSlowK_Period":
case "optInFastK_Period":
case "optInSlowD_Period":
case "optInFastD_Period":
Arguments[ParamIndex] = MaGen.GetRandom(NumData);
paramComment = $"MaTypeGen";
break;
case "optInSlowPeriod":
Arguments[ParamIndex] = XRandom.next(Convert.ToInt32(NumData / 2) + 1, NumData - 1);
break;
case "optInFastPeriod":
Arguments[ParamIndex] = MaGen.GetRandom(Convert.ToInt32(NumData / 2));
break;
case "optInTimePeriod":
Arguments[ParamIndex] = 2;
break;
case "optInTimePeriod1":
case "optInTimePeriod3":
case "optInTimePeriod2":
Arguments[ParamIndex] = MaGen.GetRandom(NumData);
break;
case "optInPenetration":
Arguments[ParamIndex] = 0;
break;
case "optInStartValue":
Arguments[ParamIndex] = 0;
break;
case "startIdx":
Arguments[ParamIndex] = 0;
break;
case "endIdx":
Arguments[ParamIndex] = NumData - 1;
break;
case "inOpen":
Arguments[ParamIndex] = ForexPrices.GetOpen(NumData, Offset);
paramComment = $"Open {NumData}";
break;
case "inHigh":
Arguments[ParamIndex] = ForexPrices.GetHigh(NumData, Offset);
paramComment = $"High {NumData}";
break;
case "inLow":
Arguments[ParamIndex] = ForexPrices.GetLow(NumData, Offset);
paramComment = $"Low {NumData}";
break;
case "inClose":
Arguments[ParamIndex] = ForexPrices.GetClose(NumData, Offset);
paramComment = $"Close {NumData}";
break;
case "inVolume":
Arguments[ParamIndex] = ForexPrices.GetVolume(NumData, Offset);
paramComment = $"Volume {NumData}";
break;
case "outBegIdx":
Arguments[ParamIndex] = this.OutBegIdx;
break;
case "outNBElement":
Arguments[ParamIndex] = OutNbElement;
OutNbElement = ParamIndex;
break;
case "outInteger":
Arguments[ParamIndex] = new int[NumData];
OutIndex = ParamIndex;
break;
case "outReal":
Arguments[ParamIndex] = new double[NumData];
OutIndex = ParamIndex;
break;
case "outAroonUp":
Arguments[ParamIndex] = new double[1000];
break;
case "outAroonDown":
Arguments[ParamIndex] = new double[1000];
break;
case "outSlowD":
case "outSlowK":
case "outFastD":
case "outFastK":
Arguments[ParamIndex] = new double[1000];
break;
default:
Tools.debug($"nothing found for {param.Name}");
break;
}
parametersMap.Add($"{ParamIndex}|{param.Name}|{Arguments[ParamIndex]}|{paramComment}");
ParamIndex++;
}
}