public List <StockIntervalData> ParseStockData(byte[] data)
{
List <StockIntervalData> result = new List <StockIntervalData>();
StreamReader reader = new StreamReader(new MemoryStream(data), Encoding.ASCII);
reader.ReadLine();
string line;
while ((line = reader.ReadLine()) != null)
{
try
{
StockIntervalData d = new StockIntervalData();
CultureInfo provider = CultureInfo.InvariantCulture;
string[] tokens = line.Split(new char[] { ',' });
d.date = DateTime.ParseExact(tokens[0], "yyyy-MM-dd", provider);
d.open = System.Decimal.Parse(tokens[1], provider);
d.high = System.Convert.ToDecimal(tokens[2], provider);
d.low = System.Convert.ToDecimal(tokens[3], provider);
d.close = System.Convert.ToDecimal(tokens[4], provider);
d.volume = System.Convert.ToDecimal(tokens[5], provider);
result.Insert(0, d);
}
catch (FormatException fex)
{
Console.WriteLine(fex.Message);
}
}
return(result);
}
public List <StockIntervalData> ConvertTimeFrame(List <StockIntervalData> intervals, TimeFrame timeFrame)
{
if (timeFrame == TimeFrame.Day)
{
return(intervals);
}
else if (timeFrame == TimeFrame.Week)
{
bool first = true;
StockIntervalData weekData = new StockIntervalData();
List <StockIntervalData> weeksIntervals = new List <StockIntervalData>();
foreach (StockIntervalData dayData in intervals)
{
if (first || (dayData.date - weekData.date).Days >= 7)
{
if (!first)
{
weeksIntervals.Add(weekData);
}
weekData = dayData;
weekData.date.AddDays(-(int)(weekData.date.DayOfWeek)); /// откат даты на воскресенье
first = false;
}
else
{
weekData.close = dayData.close;
if (dayData.low < weekData.low)
{
weekData.low = dayData.low;
}
if (dayData.high > weekData.high)
{
weekData.high = dayData.high;
}
weekData.volume += dayData.volume;
}
}
if (!first)
{
weeksIntervals.Add(weekData);
}
return(weeksIntervals);
}
else if (timeFrame == TimeFrame.Month)
{
bool first = true;
StockIntervalData monthData = new StockIntervalData();
List <StockIntervalData> monthsIntervals = new List <StockIntervalData>();
foreach (StockIntervalData dayData in intervals)
{
if (first || monthData.date.Month != dayData.date.Month || monthData.date.Year != dayData.date.Year)
{
if (!first)
{
monthsIntervals.Add(monthData);
}
monthData = dayData;
monthData.date = new DateTime(dayData.date.Year, dayData.date.Month, 1);
first = false;
}
else
{
monthData.close = dayData.close;
if (dayData.low < monthData.low)
{
monthData.low = dayData.low;
}
if (dayData.high > monthData.high)
{
monthData.high = dayData.high;
}
monthData.volume += dayData.volume;
}
}
if (!first)
{
monthsIntervals.Add(monthData);
}
return(monthsIntervals);
}
else
{
return(intervals);
}
}
public List<StockIntervalData> ConvertTimeFrame(List<StockIntervalData> intervals ,TimeFrame timeFrame )
{
if (timeFrame == TimeFrame.Day)
{
return intervals;
}
else if (timeFrame == TimeFrame.Week)
{
bool first = true;
StockIntervalData weekData = new StockIntervalData();
List<StockIntervalData> weeksIntervals = new List<StockIntervalData>();
foreach (StockIntervalData dayData in intervals)
{
if(first || (dayData.date - weekData.date).Days>=7 )
{
if (!first)
weeksIntervals.Add(weekData);
weekData = dayData;
weekData.date.AddDays(-(int)(weekData.date.DayOfWeek)); /// откат даты на воскресенье
first = false;
}
else
{
weekData.close = dayData.close;
if (dayData.low < weekData.low)
weekData.low = dayData.low;
if (dayData.high > weekData.high)
weekData.high = dayData.high;
weekData.volume += dayData.volume;
}
}
if (!first)
{
weeksIntervals.Add(weekData);
}
return weeksIntervals;
}
else if (timeFrame == TimeFrame.Month)
{
bool first = true;
StockIntervalData monthData = new StockIntervalData();
List<StockIntervalData> monthsIntervals = new List<StockIntervalData>();
foreach (StockIntervalData dayData in intervals)
{
if (first || monthData.date.Month != dayData.date.Month || monthData.date.Year != dayData.date.Year)
{
if (!first)
monthsIntervals.Add(monthData);
monthData = dayData;
monthData.date = new DateTime(dayData.date.Year, dayData.date.Month, 1);
first = false;
}
else
{
monthData.close = dayData.close;
if (dayData.low < monthData.low)
monthData.low = dayData.low;
if (dayData.high > monthData.high)
monthData.high = dayData.high;
monthData.volume += dayData.volume;
}
}
if (!first)
{
monthsIntervals.Add(monthData);
}
return monthsIntervals;
}
else
{
return intervals;
}
}
public List<StockIntervalData> ParseStockData(byte[] data)
{
List<StockIntervalData> result = new List<StockIntervalData>();
StreamReader reader = new StreamReader(new MemoryStream(data), Encoding.ASCII);
reader.ReadLine();
string line;
while ((line = reader.ReadLine()) != null)
{
try
{
StockIntervalData d = new StockIntervalData();
CultureInfo provider = CultureInfo.InvariantCulture;
string[] tokens = line.Split(new char[] { ',' });
d.date = DateTime.ParseExact(tokens[0], "yyyy-MM-dd", provider);
d.open = System.Decimal.Parse(tokens[1], provider);
d.high = System.Convert.ToDecimal(tokens[2], provider);
d.low = System.Convert.ToDecimal(tokens[3], provider);
d.close = System.Convert.ToDecimal(tokens[4], provider);
d.volume = System.Convert.ToDecimal(tokens[5], provider);
result.Insert(0, d);
}
catch (FormatException fex)
{
Console.WriteLine(fex.Message);
}
}
return result;
}
