private static void ConvertAndResampleSymbol(string sourceDir, string destDir, string symbol, TimeSpan frequency)
{
string sourcePath = Path.Combine(sourceDir, $"{symbol}.txt");
var resampler = new BarDataResampler(frequency);
resampler.AddRange(Kibot.EnumerateBars(sourcePath));
resampler.Finish();
var barData = new List <BarData>();
foreach (var bar in resampler.Data)
{
if (barData.Count > 0 && bar.Timestamp.Year != barData[0].Timestamp.Year)
{
string destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar");
Zorro.Save(destPath, barData, Zorro.DataFormat.Bar);
barData.Clear();
}
barData.Add(bar);
}
if (barData.Count > 0)
{
var destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar");
Zorro.Save(destPath, barData, Zorro.DataFormat.Bar);
}
}
private static void ConvertSymbolDaily(string sourceDir, string destDir, string symbol)
{
string sourcePath = Path.Combine(sourceDir, $"{symbol}.txt");
string destPath = Path.Combine(destDir, $"{symbol}.t6");
var barData = Kibot.Load(sourcePath);
Zorro.Save(destPath, barData, Zorro.DataFormat.T6);
}
private static void ConvertSymbol(string sourceDir, string destDir, string symbol)
{
string sourcePath = Path.Combine(sourceDir, $"{symbol}.txt");
var barData = new List <BarData>();
foreach (var bar in Kibot.EnumerateBars(sourcePath))
{
if (barData.Count > 0 && bar.Timestamp.Year != barData[0].Timestamp.Year)
{
string destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar");
Zorro.Save(destPath, barData, Zorro.DataFormat.Bar);
barData.Clear();
}
barData.Add(bar);
}
if (barData.Count > 0)
{
var destPath = Path.Combine(destDir, $"{symbol}_{barData[0].Timestamp.Year}.bar");
Zorro.Save(destPath, barData, Zorro.DataFormat.Bar);
}
}
