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();
}
public virtual void setup(Tick[] ticks)
{
this.ticks = ticks;
closingPrices = ticks.getOneMinuteClosingPrices();
setupIndicators();
}