private static PriceSeries GetPriceBarsFromPath(string path)
{
var priceSeries = new PriceSeries();
var assembly = typeof(DataManager).GetTypeInfo().Assembly;
var stream = assembly.GetManifestResourceStream(path);
using (var reader = new StreamReader(stream))
{
string line;
while ((line = reader.ReadLine()) != 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);
}
}
return(priceSeries);
}
public PriceSeries Clip(int startIndex, int endIndex)
{
var result = new PriceSeries(endIndex - startIndex);
for (var i = startIndex; i < endIndex; i++)
{
result.Add(this[i]);
}
return(result);
}
