Exemplo n.º 1
0
        public static Tick[] getTicks(string csvPath)
        {
            List<Tick> ticks = new List<Tick>();
            using (StreamReader stream = new StreamReader(csvPath))
            {
                while (!stream.EndOfStream)
                {
                    string currentLine = stream.ReadLine();

                    string[] data = currentLine.Split(new char[] { ';' });

                    Tick currentTick = new Tick()
                    {
                        Timestamp = data[0],
                        openingPrice = Convert.ToDouble(data[1], CultureInfo.InvariantCulture),
                        highPrice = Convert.ToDouble(data[2], CultureInfo.InvariantCulture),
                        lowPrice = Convert.ToDouble(data[3], CultureInfo.InvariantCulture),
                        closePrice = Convert.ToDouble(data[4], CultureInfo.InvariantCulture),
                        Volume = Convert.ToDouble(data[5], CultureInfo.InvariantCulture)
                    };

                    ticks.Add(currentTick);
                }
            }

            return ticks.ToArray();
        }
Exemplo n.º 2
0
        public virtual void setup(Tick[] ticks)
        {
            this.ticks = ticks;

            closingPrices = ticks.getOneMinuteClosingPrices();

            setupIndicators();
        }