private static void WriteCsv(Bar[] bars, string path)
{
CallTimed(() =>
{
using (var w = new StreamWriter(path))
{
w.WriteLine("High,Low,Open,Volume");
foreach (var barId in bars)
{
var sb = new StringBuilder();
sb.Append(barId.High);
sb.Append(",");
sb.Append(barId.Low);
sb.Append(",");
sb.Append(barId.Open);
sb.Append(",");
sb.Append(barId.Volume);
w.WriteLine(sb.ToString());
}
}
}, "Csv generation time");
}
internal static DateTime[] GetBarsTo(Bar[] barData)
{
return barData.SelectToArray(b => b.To.AddUtc());
}
public static double[] GetBarsVolume(Bar[] barData)
{
return barData.SelectToArray(b => b == null ? 0.0 : b.Volume);
}
public static double[] GetBarsOpen(Bar[] barData)
{
return barData.SelectToArray(b => b == null ? 0.0 : b.Open);
}
public static double[] GetBarsHigh(Bar[] barData)
{
return barData.SelectToArray(b => b == null ? 0.0 : b.High);
}
/// <summary>
/// Returns history bars for a specified symbol
/// </summary>
/// <param name="symbol">a requested symbol</param>
/// <param name="period">a requested period</param>
/// <returns></returns>
public Bar[] GetBars(string symbol, BarPeriod period)
{
var request = string.Format("{0}:{1}", symbol, period);
Bar[] result;
this.requestToBars.TryGetValue(request, out result);
if (result != null)
return result;
var priceType = PriceType.Bid;
if (symbol.EndsWith(AskSuffix, StringComparison.InvariantCulture))
{
symbol = symbol.Substring(0, symbol.Length - AskSuffix.Length);
priceType = PriceType.Ask;
}
if (this.ServerDateTime > DateTime.MinValue)
result = storage.Online.GetBars(symbol, priceType, period, this.ServerDateTime, -RequestedBarsNumber);
else
result = new Bar[0];
this.requestToBars[request] = result;
return result;
}
internal static DateTime TimeTo(Bar bar)
{
if (bar == null)
return EmptyTime;
return bar.To.AddUtc();
}
public BarValues(Bar[] bars, Func<Bar, double> selector)
{
this.bars = bars;
this.selector = selector;
}
public static double Time(Bar bar)
{
var time = new datetime(bar.From);
return time.Value;
}
public static double Volume(Bar bar)
{
return bar.Volume;
}
public static double High(Bar bar)
{
return bar.High;
}
public static double Low(Bar bar)
{
return bar.Low;
}
public static double Close(Bar bar)
{
return bar.Open;
}
public static double Open(Bar bar)
{
return bar.Open;
}