コード例 #1
0
        public PriceSeries Clip(int startIndex, int endIndex)
        {
            var result = new PriceSeries(endIndex - startIndex);

            for (int i = startIndex; i < endIndex; i++)
            {
                result.Add(this[i]);
            }
            return(result);
        }
コード例 #2
0
ファイル: DataManager.cs プロジェクト: AlienJust/RPD
        public PriceSeries GetPriceData(string dataset)
        {
            if (_dataSets.ContainsKey(dataset))
            {
                return(_dataSets[dataset]);
            }

            // e.g. resource format: Abt.Controls.SciChart.Example.Resources.EURUSD_Daily.csv
            var csvResource = string.Format("{0}.{1}", ResourceDirectory, Path.ChangeExtension(dataset, "csv"));

            var priceSeries = new PriceSeries();

            priceSeries.Symbol = dataset;

            var assembly = typeof(DataManager).Assembly;

            // Debug.WriteLine(string.Join(", ", assembly.GetManifestResourceNames()));
            using (var stream = assembly.GetManifestResourceStream(csvResource))
                using (var streamReader = new StreamReader(stream))
                {
                    string line = streamReader.ReadLine();
                    while (line != null)
                    {
                        var priceBar = new PriceBar();
                        // Line Format:
                        // Date, Open, High, Low, Close, Volume
                        // 2007.07.02 03:30, 1.35310, 1.35310, 1.35280, 1.35310, 12
                        var tokens = line.Split(',');
                        priceBar.DateTime = DateTime.Parse(tokens[0], DateTimeFormatInfo.InvariantInfo);
                        priceBar.Open     = double.Parse(tokens[1], NumberFormatInfo.InvariantInfo);
                        priceBar.High     = double.Parse(tokens[2], NumberFormatInfo.InvariantInfo);
                        priceBar.Low      = double.Parse(tokens[3], NumberFormatInfo.InvariantInfo);
                        priceBar.Close    = double.Parse(tokens[4], NumberFormatInfo.InvariantInfo);
                        priceBar.Volume   = long.Parse(tokens[5], NumberFormatInfo.InvariantInfo);
                        priceSeries.Add(priceBar);

                        line = streamReader.ReadLine();
                    }
                }

            _dataSets.Add(dataset, priceSeries);

            return(priceSeries);
        }