/// <summary> /// Read the daily equity date from file /// </summary> /// <param name="pathForDailyEquityData">Path the the daily data</param> /// <returns>A list of <see cref="TradeBar"/> read from file</returns> private List <TradeBar> ReadDailyEquityData(string pathForDailyEquityData) { using (var zipToOpen = new FileStream(pathForDailyEquityData, FileMode.Open)) { using (var archive = new ZipArchive(zipToOpen, ZipArchiveMode.Read)) { foreach (var entry in archive.Entries) { var parser = new LeanParser(); var stream = entry.Open(); return(parser.Parse(pathForDailyEquityData, stream) .OrderByDescending(x => x.Time) .Select(x => (TradeBar)x) .ToList()); } } } return(new List <TradeBar>()); }
/// <summary> /// Read the daily equity date from file /// </summary> /// <param name="pathForDailyEquityData">Path the the daily data</param> /// <returns>A list of <see cref="TradeBar"/> read from file</returns> private List<TradeBar> ReadDailyEquityData(string pathForDailyEquityData) { using (var zipToOpen = new FileStream(pathForDailyEquityData, FileMode.Open)) { using (var archive = new ZipArchive(zipToOpen, ZipArchiveMode.Read)) { foreach (var entry in archive.Entries) { var parser = new LeanParser(); var stream = entry.Open(); return parser.Parse(pathForDailyEquityData, stream) .OrderByDescending(x => x.Time) .Select(x => (TradeBar)x) .ToList(); } } } return new List<TradeBar>(); }