public void Start()
{
new List <TimeSpan> {
FinancialTimeSpans.M1
}.ForEach(timeFrame => {
IBarsCreator creator = new BarsCreator(null, null, timeFrame, @"C:\quotes\EURUSD\Dukascopy\");
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
int lastMonth = -1;
while (reader.Next(out dateTime, out ask, out bid))
{
creator.AddQuote(dateTime, ask);
#if _VERBOSE
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1}/{2} -> {3}", dateTime, ask, bid, creator.BarsCount);
lastMonth = dateTime.Month;
}
#endif
}
creator.Finish();
});
}
public void Start()
{
FinancialTimeSpans.All.ForEach(timeFrame => {
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
BarsReader reader = BarsReader.Create(timeFrame, path);
if (reader != null)
{
IndicatorsCreator creator = new IndicatorsCreator(timeFrame, path);
creator.AddIndicator(new RSI(15));
creator.AddIndicator(new RSI(20));
creator.AddIndicator(new RSI(25));
DateTime dateTime;
decimal price;
int lastMonth = -1;
while (reader.Next(out dateTime, out price))
{
creator.Update(dateTime, price);
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1} -> {2}", dateTime, price, CreateString(creator.Values));
lastMonth = dateTime.Month;
}
}
creator.Finish();
}
});
}
static void Main(string[] args)
{
//string rootFolder = @"C:\quotes\EURUSD\Dukascopy\";
//DateTime begin = new DateTime(2003, 06, 01, 15, 31, 49);
//DateTime end = new DateTime(2013, 06, 15, 18, 55, 16);
//ISeriesReader reader = new SeriesReader(rootFolder, begin, end);
//DateTime dateTime;
//decimal ask, bid;
//while (reader.Next(out dateTime, out ask, out bid)) {
// Console.WriteLine("{0} -> {1}/{2}", dateTime, ask, bid);
//}
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
int lastMonth = -1;
while (reader.Next(out dateTime, out ask, out bid))
{
if (dateTime.Month != lastMonth)
{
Console.WriteLine("{0} -> {1}/{2}", dateTime, ask, bid);
lastMonth = dateTime.Month;
}
}
Console.ReadLine();
}
private void ConvertSeries(SeriesDescriptor seriesDescriptor)
{
seriesDescriptor.InstrumentDescriptors.ForEach(instrumentDescriptor => {
instrumentDescriptor.ProviderDescriptors.ForEach(providerDescriptor => {
Convert(providerDescriptor.Path);
});
});
}
private void SubscribeWatchers(SeriesDescriptor seriesDescriptor)
{
// un watcher por cada carpeta de proveedor de cada instrumento (porque no me anda el watcher con subdirectorios)
seriesDescriptor.InstrumentDescriptors.ForEach(instrumentDescriptor => {
instrumentDescriptor.ProviderDescriptors.ForEach(providerDescriptor => {
// me quedo monitoreando el directorio
_watchers.Add(CreateWatcher(providerDescriptor.Path));
});
});
}
public void TestSMA()
{
var path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
var timeFrame = FinancialTimeSpans.M1;
var reader = BarsReader.Create(timeFrame, path);
List <IBar> bars = reader.ReadAll();
var smaValues = bars.SMA(60);
Assert.AreEqual(bars.Count, smaValues.InstantValues.Count);
}
public void TestMethod()
{
IBarsCreator creator = new BarsCreator(null, null, TimeSpan.FromMinutes(1), null);
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
SeriesReader reader = new SeriesReader(path);
DateTime dateTime;
decimal ask, bid;
while (reader.Next(out dateTime, out ask, out bid))
{
creator.AddQuote(dateTime, ask);
}
}
private void VerifyOldFiles(SeriesDescriptor seriesDescriptor)
{
seriesDescriptor.InstrumentDescriptors.ForEach(instrumentDescriptor => {
instrumentDescriptor.ProviderDescriptors.ForEach(providerDescriptor => {
// si no tiene VerificationReport, lo verifico
Directory.GetFiles(providerDescriptor.Path, "*.csv").ToList().ForEach(csvFileName => {
string reportFileName = csvFileName.Replace(".csv", ".xml");
VerificationReport report = VerificationReport.LoadFromFile(reportFileName);
if (report == null || !report.Verified)
{
Verify(csvFileName);
}
});
});
});
}
static void Main(string[] args)
{
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
BarsReader reader = BarsReader.Create(TimeSpan.FromHours(1), path /*, new DateTime(2010, 1, 1), new DateTime(2010, 2, 1)*/);
DateTime dateTime;
decimal price;
while (reader.Next(out dateTime, out price))
{
Console.WriteLine("{0} -> {1}", dateTime, price);
}
Console.ReadLine();
}
public void TestBBands()
{
var path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
var timeFrame = FinancialTimeSpans.M1;
var reader = BarsReader.Create(timeFrame, path);
DateTime[] dateTimes;
double[] prices;
reader.ReadAll(out dateTimes, out prices);
// corregir
throw new InvalidOperationException();
//var smaValues = prices.Bbands(15, 2, 2, TicTacTec.TA.Library.Core.MAType.Ema);
//Assert.AreEqual(prices.Length, smaValues.Item1.Length);
//Assert.AreEqual(prices.Length, smaValues.Item2.Length);
//Assert.AreEqual(prices.Length, smaValues.Item3.Length);
}
static void Main(string[] args)
{
string path = new SeriesDescriptor()
.InstrumentDescriptors.Single(x => x.Name == "EURUSD")
.ProviderDescriptors.Single(x => x.Name == "Dukascopy")
.Path;
// creo un groupReader para leer los bars e indicadores de forma coordinada
var groupReader = new DateTimeAndPriceGroupReader();
// voy a consumir el barsReader a través del groupReader
BarsReader barsReader = BarsReader.Create(TimeSpan.FromHours(1), path);
groupReader.AddReader(barsReader);
// también los indicadores basados en horas
FinancialTimeSpans.Hours.ForEach(timeFrame => {
IndicatorsReader indicatorsReader = IndicatorsReader.Create(new RSI(25), timeFrame, path);
groupReader.AddReader(indicatorsReader);
});
DateTime groupDateTime;
decimal[] barAndIndicatorsPrices;
while (groupReader.Next(out groupDateTime, out barAndIndicatorsPrices))
{
StringBuilder sb = new StringBuilder();
barAndIndicatorsPrices.ToList().ForEach(price => {
if (sb.Length > 0)
{
sb.Append(", ");
}
sb.AppendFormat("{0:0.000000}", price);
});
Console.WriteLine("{0} -> [{1}]", groupDateTime, sb.ToString());
}
Console.ReadLine();
}
private void Window_Loaded(object sender, RoutedEventArgs e)
{
var seriesDescriptor = new SeriesDescriptor();
this.InstrumentsPanel.ItemsSource = seriesDescriptor.ChildDescriptors;
}
