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); }