static void Main(string[] args)
{
string path = "C:\\Users\\Тимофей\\Documents\\!ТИМА\\УНИВЕР\\!ПРЕДМЕТЫ\\Программирование\\КДЗ_2\\mtcars.csv";
int[] arr = { 1, 2, 3 };
//CSVProcessor processor = new CSVProcessor(path);
//foreach (string str in processor)
//{
// Console.WriteLine(str);
//}
//TypeConverter converter = TypeDescriptor.GetConverter(typeof(int));
CarAttribute <double> attr = new CarAttribute <double>(-1.0, 15.0, "1,9");
Car car = new Car();
string str = "\"ccccccc RX4\",21,6,160,110,3.9,2.62,16.46,0,1,4,4";
List <string> l = str.Split(',').ToList <string>();
//Console.WriteLine("13".T)
car.SetFromStringList(l, CultureInfo.GetCultureInfo("en-US"));
List <Car> cars = new List <Car>();
cars.Add(car);
CSVProcessor processor = new CSVProcessor(@"C:\Users\Тимофей\Documents\!ТИМА\УНИВЕР\!ПРЕДМЕТЫ\Программирование\КДЗ_2\new1.csv");
bool r = processor.TrySaveRecords(cars);
Console.WriteLine(r);
}
public void TestMethod1()
{
using (var sr = new StreamReader(@"Files\csvwitherrors.csv"))
{
var processor = new CSVProcessor <CSVRecord>();
processor.Validate(sr);
}
}
static void Main(string[] args)
{
// CSV Processor Test
CSVProcessor csvProcessor = new CSVProcessor(TestCSVFilePath);
List <List <string> > stringTable = csvProcessor.GetStringTable();
List <Credential> credentials = csvProcessor.ParseCredentialsFromFile(CSVProcessor.CSVFileFormat.KeePass, stringTable).ToList();
// JSON Processor Test
JSONProcessor jsonProcessor = new JSONProcessor(TestJSONFilePath);
List <Credential> credentials1 = jsonProcessor.ParseCredentialsFromFile().ToList();
}
private void buttonImportFile_Click(object sender, EventArgs e)
{
using (OpenFileDialog openFileDialog = new OpenFileDialog())
{
openFileDialog.InitialDirectory = "C:\\";
openFileDialog.Filter = "Dashlane-Files (*.json)|*.json|KeePass-Files (*.csv)|*.csv";
openFileDialog.FilterIndex = 1;
if (openFileDialog.ShowDialog() == DialogResult.OK)
{
string filePath = openFileDialog.FileName;
List <Credential> userPasswords = new List <Credential>();
switch (openFileDialog.FilterIndex)
{
case 1:
JSONProcessor jsonProcessor = new JSONProcessor(filePath);
userPasswords = jsonProcessor.ParseCredentialsFromFile().ToList();
break;
case 2:
CSVProcessor csvProcessor = new CSVProcessor(filePath);
userPasswords = csvProcessor.
ParseCredentialsFromFile(CSVProcessor.CSVFileFormat.KeePass, csvProcessor.GetStringTable()).ToList();
break;
}
if (userPasswords.Count == 0)
{
return;
}
foreach (Credential credential in userPasswords)
{
credentialQueue.Enqueue(credential);
}
byte[] command =
{
(byte)SerialCommandLimiter.COMM_BEGIN,
(byte)SerialCommand.COMM_GET_UNIQUE_ID,
(byte)SerialCommandLimiter.COMM_END
};
SerialSafeWrite(command, 3);
}
}
}
public void ProcessEmptyFile()
{
var mockLogger = new Mock <ILogger <CSVProcessor> >();
CSVProcessor processor = new CSVProcessor(mockLogger.Object, this.emptyFileReader, this.config);
processor.Init(new FoundCSVItem()
{
FilePath = (this.folderPath + "TOU_5.csv")
});
TaskResult result = null;
Assert.DoesNotThrowAsync(async() => { result = await processor.ProcessAsync(); });
Assert.True(result.LowerBoundsValues.Count == 0);
Assert.True(result.UpperBoundsValues.Count == 0);
Assert.True(result.Median == 0.0);
}
public void ProcessKnownResultFile3()
{
var mockLogger = new Mock <ILogger <CSVProcessor> >();
CSVProcessor processor = new CSVProcessor(mockLogger.Object, this.emptyFileReader, this.config);
processor.Init(new FoundCSVItem()
{
FilePath = (this.folderPath + "LP_BIG.csv")
});
TaskResult result = null;
Assert.DoesNotThrowAsync(async() => { result = await processor.ProcessAsync(); });
Assert.True(result.MedianLowerBound == 1.512);
Assert.True(result.MedianUpperBound == 2.268);
Assert.True(result.LowerBoundsValues.Count == 42);
Assert.True(result.UpperBoundsValues.Count == 59);
Assert.True(result.Median == 1.89);
}
public async Task Run()
{
Console.WriteLine("Updating VIX and SPX data");
await ApplyUpdates(true, false);
Console.WriteLine("Loading VIX file");
vixPrices = CSVProcessor.ProcessVIXFile(VIXPath);
Console.WriteLine("Connecting to alpaca trading API");
alpacaTradingClient = Environments.Paper.GetAlpacaTradingClient(API_KEY, new SecretKey(API_SECRET));
Console.WriteLine("Connecting to alpaca data API");
alpacaDataClient = Environments.Paper.GetAlpacaDataClient(API_KEY, new SecretKey(API_SECRET));
Console.WriteLine("Getting Market Calendars");
var calendars = (await alpacaTradingClient.ListCalendarAsync(StartDate, EndDate)).ToList();
Console.WriteLine("Writing header line in output file");
using (StreamWriter w = File.CreateText(OutputPath))
{
w.WriteLine("Symbol, Date, StartTime, EndTime, PatternAlgFound, PatternVisFound, PosOpenTime, PosCloseTime, PosLong, PosReturn");
}
foreach (var calDate in calendars)
{
List <DateTime> startTimes = new List <DateTime>();
DateTime loopTime = calDate.TradingOpenTime.AddMinutes(15);
TimeSpan timeUntilClose = calDate.TradingCloseTime.Subtract(loopTime);
while (timeUntilClose.TotalMinutes >= 30)
{
startTimes.Add(loopTime);
loopTime = loopTime.Add(new TimeSpan(0, 30, 0));
timeUntilClose = calDate.TradingCloseTime.Subtract(loopTime);
}
// High volatility only.
if (!vixPrices.ContainsKey(calDate.TradingDate.ToString("yyyy-MM-dd")))
{
continue;
}
if (vixPrices[calDate.TradingDate.ToString("yyyy-MM-dd")].Open < 28)
{
continue;
}
foreach (DateTime dateTime in startTimes)
{
var barSet = (await alpacaDataClient.GetBarSetAsync(symbols, TimeFrame.Minute, 60, true, dateTime.Subtract(TimeSpan.FromMinutes(14)), calDate.TradingCloseTime));
foreach (string sym in symbols)
{
if (!barSet.ContainsKey(sym))
{
continue;
}
var bars = barSet[sym].ToList();
// Pattern matching algorithm:
if (bars.Count < 44)
{
continue;
}
int istr = 14;
int endtime = 14;
bool gr = false;
bool found = false;
for (int i = 14; i < 44; i++)
{
var price = bars[i];
if (price.Close - price.Open > 0)
{
if (gr)
{
continue;
}
if (i - istr >= 4)
{
found = true;
endtime = i;
break;
}
istr = i;
gr = true;
}
else
{
if (!gr)
{
continue;
}
if (i - istr >= 6)
{
found = true;
endtime = i;
break;
}
istr = i;
gr = false;
}
}
if (!found)
{
continue;
}
bool lng = !gr;
decimal entPrice = bars[endtime].Close;
decimal exPrice = bars[43].Close;
decimal profit = lng ? exPrice - entPrice : entPrice - exPrice;
decimal pct = profit / entPrice;
// End of Algorithm - Should be a pattern match now
List <PriceData> prices = new List <PriceData>();
for (int i = 0; i < 30; i++)
{
var price = bars[i + 14];
prices.Add(new PriceData(price.Time.ToString("HH:mm"), i, price.Open, price.Close, price.High, price.Low));
}
AlgoResult match = new AlgoResult(prices, sym, dateTime, dateTime.AddMinutes(30), true, res => {
//WriteToOutput(res);
}, dateTime.AddMinutes(14 + endtime), dateTime.AddMinutes(44), lng, pct);
ChartManager.SendToChartQueue(match);
match.PatternVisFound = true;
WriteToOutput(match);
}
}
}
ChartManager.DoneProcessing();
}
