/// <summary>
/// Read already downloaded OHLC data
/// </summary>
/// <param name="curPair"></param>
/// <param name="freq"></param>
/// <param name="item"></param>
/// <returns></returns>
private GetOHLCResult ReadOHLC(CurrencyPair curPair, Frequency freq, string item = "Close")
{
string pathLib = GetOHLCLibraryPath(curPair, freq);
GetOHLCResult res = new GetOHLCResult
{
Pairs = new Dictionary <string, List <OHLC> > {
{ curPair.GetRequestID(), new List <OHLC> {
} }
}
};
List <string[]> csv = StaticLibrary.LoadCsvFile(pathLib);
bool isHeaders = true;
string[] headers = null;
foreach (string[] array in csv)
{
if (isHeaders)
{
headers = array; isHeaders = false;
}
else
{
OHLC ohlc = DataLibraryStaticLibrary.ReadOHLCItems(array, headers);
res.Pairs[curPair.GetRequestID()].Add(ohlc);
}
}
return(res);
}
public void CurPair_RequestID()
{
CurrencyPair cp = new CurrencyPair(Currency.EUR, Currency.BCH);
string reqID = cp.GetRequestID();
CurrencyPair cp2 = CurrencyPair.RequestIDToCurrencyPair(reqID);
Assert.IsTrue(cp.Equals(cp2));
}
/// <summary>
/// Request the OHLC data from Kraken (looping requests if needed)
/// </summary>
/// <param name="curPair"></param>
/// <param name="freq"></param>
/// <param name="count"></param>
/// <returns></returns>
private GetOHLCResult GetKrakenOHLC(CurrencyPair curPair, Frequency freq = Frequency.Hour4, int count = 10)
{
this.PublishInfo($"Kraken API Request : OHLC {curPair.ToString()} - {freq.ToString()}");
try { return(KrakenApi.GetOHLC(curPair.GetRequestID(), freq.GetFrequency())); }
catch (System.Net.WebException wex)
{
this.PublishError(wex.Message); // No Internet => wex.Message = "The remote name could not be resolved: 'api.kraken.com'"
count--;
if (count < 1)
{
throw new Exception($"Unable to Download Krarken OHLC for: {curPair.ToString()}");
}
else
{
System.Threading.Thread.Sleep(5000);
} return(GetKrakenOHLC(curPair, freq, count));
}
}
public string GetTimeSeriesKey()
{
return($"{CurPair.GetRequestID()}{Sep}{Freq.ToString()}");
}
public string GetOHLCLibraryPath(CurrencyPair curPair, Frequency freq)
{
return($"{Path}OHLC\\{curPair.GetRequestID()}_{freq.GetFrequency()}.csv");
}
/// <summary>
/// Create, Update and Save OHLC data as much as needed
/// </summary>
/// <param name="cpts"></param>
private void LoadOHLCCore(CurrencyPairTimeSeries cpts)
{
CurrencyPair ccyPair = cpts.CurPair;
Frequency freq = cpts.Freq;
if (OHLCData.ContainsKey(cpts.GetTimeSeriesKey()))
{
UpdateAndSaving(cpts);
}
else
{
if (SaveableFrequency(freq) && File.Exists(GetOHLCLibraryPath(ccyPair, freq)))
{
OHLCData[cpts.GetTimeSeriesKey()] = ReadOHLC(ccyPair, freq).Pairs[ccyPair.GetRequestID()];
UpdateAndSaving(cpts);
}
else
{
OHLCData[cpts.GetTimeSeriesKey()] = GetKrakenOHLC(ccyPair, freq).Pairs[ccyPair.GetRequestID()];
SaveOHLC(cpts);
}
}
}
