// where fileSubPath like @"\Binance\BTCUSDT-12h-20210211-102146.csv"
// where timePeriod like 7
static void CreateCsvCryptoTA(string fileSubPath, int timePeriod = 14)
{
var csvFilepath = Path.Join($"{rootDataPath}", fileSubPath);
var csv = new Csv(new Uri(csvFilepath));
var time = csv.ColumnData <string>("OpenTime");
var close = csv.ColumnData <decimal>("Close");
var ta = new TechnicalAnalysis(close);
var rvRsi = ta.Rsi(timePeriod);
var rsi = rvRsi.Values;
var rvRoc = ta.Roc(timePeriod);
var roc = rvRoc.Values;
var rvMacd = ta.Macd();
var macd = rvMacd.Values;
var filepath = $"{rootDataPath}\\ta{timePeriod}.csv";
using (var f = new StreamWriter(filepath))
{
f.Write("OpenTime,Close,RSI,ROC%,MACDHist\n");
for (int i = 0; i < close.Count; ++i)
{
f.Write("{0},{1},{2:n2},{3:n2},{4:n2}", nullZero(time, i), nullZero(close, i), nullZero(rsi, i), nullZero(roc, i), nullZero(macd, i));
if (i < close.Count - 1)
{
f.Write("\n");
}
}
f.Flush();
}
}
// where csvFilepath like @"C:\Users\mhatm\Downloads\data\BTCUSDT-1d-20210208-070457.csv"
static void DemoCsvTA1(string csvFilepath)
{
// Read from historical: Prices in csv are OLDEST to NEWEST
var csvUri = new Uri(csvFilepath);
var hist = new Csv(csvUri, reverseOrder: true);
Console.WriteLine(hist.Headers);
//var str = hist["Close"];
//Console.WriteLine("{0} {1} {2}", str[0], str[1], str[2]);
var closes = hist.ColumnData <decimal>("Close");
var highs = hist.ColumnData <decimal>("High");
var lows = hist.ColumnData <decimal>("Low");
//var closes = new List<decimal>() { 109, 108, 107, 106, 105, 104, 103, 102, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112, 113, 114, 115, 116, 117, 118, 119, 120 };
//PrintColumnData(closes);
//var ta = new TechnicalAnalysis(closes);
var ta = new TechnicalAnalysis(closes, highs, lows);
var rvRsi = ta.Rsi(14);
var rsi = rvRsi.Values;
var rvRoc = ta.Roc(14);
var roc = rvRoc.Values;
var rvMacd = ta.Macd();
var macd = rvMacd.Values;
for (int i = 0; i < closes.Count; ++i)
{
Console.WriteLine("{0} {1:n2} {2:n2} % {3:n2}", i < closes.Count ? closes[i] : 0, i < rsi.Count ? rsi[i] : 0, i < roc.Count ? roc[i] : 0, i < macd.Count ? macd[i] : 0);
}
}
// where code like "CME_MGC1"
// where timePeriod like 7
static void CreateCsvContinuousFuturesTA(string code, int timePeriod = 14)
{
var cfDir = $"{rootDataPath}\\Quandl\\ContinuousFutures";
var csv = new Csv(new Uri($"{cfDir}\\{code}.csv"));
var date = csv.ColumnData <string>("Date");
var settle = csv.ColumnData <decimal>("Settle");
var ta = new TechnicalAnalysis(settle);
var rvRsi = ta.Rsi(timePeriod);
var rsi = rvRsi.Values;
var rvRoc = ta.Roc(timePeriod);
var roc = rvRoc.Values;
var rvMacd = ta.Macd();
var macd = rvMacd.Values;
var filepath = $"{rootDataPath}\\ta{timePeriod}.csv";
using (var f = new StreamWriter(filepath))
{
f.Write("Date,Settle,RSI,ROC%,MACDHist\n");
for (int i = 0; i < settle.Count; ++i)
{
f.Write("{0},{1},{2:n2},{3:n2},{4:n2}", nullZero(date, i), nullZero(settle, i), nullZero(rsi, i), nullZero(roc, i), nullZero(macd, i));
if (i < settle.Count - 1)
{
f.Write("\n");
}
}
f.Flush();
}
}