public void Setup() { var symbol = "SPY"; var date = new DateTime(2013, 10, 4); var file = VolumeProfileStorageConvention.GetVolumeProfileFileName(symbol, date); sut = new VolumeProfileBuilderFactory().CreateVolumeProfileReader(symbol, date, "../" + file); }
public IVolumeProfileBuilder CreateVolumeProfileBuilder(string symbol, DateTime referenceDate, string outputFile = null) { outputFile = outputFile ?? VolumeProfileStorageConvention.GetVolumeProfileFileName(symbol, referenceDate); return(new Internals.VolumeProfileBuilder(new VolumeProfileCsvReadWriter(outputFile))); }
public IVolumeProfileReader CreateVolumeProfileReader(string symbol, DateTime referenceDate, string csvFile = null) { csvFile = csvFile ?? VolumeProfileStorageConvention.GetVolumeProfileFileName(symbol, referenceDate); return(new VolumeProfileCsvReadWriter(csvFile)); }