public AggregatedData AgregateTrades(DateTime date, SessionInfo sessionInfo, IEnumerable <Trade> trades)
{
AggregatedData ad = new AggregatedData();
ad.TradingDate = date;
ad.SessionStart = sessionInfo.SessionStart;
foreach (var t in trades)
{
foreach (var p in t.Periods)
{
ad.AddVolumeToPaticularPeriod(p.Period, p.Volume);
}
}
return(ad);
}
public CsvData CreateCsvData(AggregatedData data)
{
CsvData report = new CsvData(new[] { "Local Time", "Volume" });
DateTime utcSessionStart = data.TradingDate.AddDays(-1).Add(data.SessionStart);
for (int i = 0; i < data.Volumes.Length; i++)
{
DateTime localTime = utcSessionStart.Add(TimeSpan.FromHours(i)).ToLocalTime();
string time = localTime.TimeOfDay.ToString(@"hh\:mm");
string volume = data.Volumes[i].ToString(CultureInfo.InvariantCulture);
report.AddRow(new[] { time, volume });
}
return(report);
}
/// <summary>
/// Creates report and save it to file
/// </summary>
/// <param name="utcTime"></param>
/// <returns>File name of report</returns>
public string MakeReport(DateTime utcTime)
{
DataAcquisition da = new DataAcquisition();
DateTime tradingDate = da.GetTradingDay(utcTime, Config.SessionInfo);
AggregatedData ad = da.GetAggregatedTrades(tradingDate, Config.SessionInfo);
ReportBuilder rb = new ReportBuilder();
Directory.CreateDirectory(Config.ReportingDirrectory);
string reportFileName = Path.Combine(Config.ReportingDirrectory, rb.GetCsvReportFileName(utcTime));
CsvData csvData = rb.CreateCsvData(ad);
CsvWriter w = new CsvWriter();
w.Write(reportFileName, csvData);
return(reportFileName);
}
