Exemplo n.º 1
0
 public void WriteData(string directory, BarData[] data)
 {
     using(var sw = new StreamWriter(Path.Combine(directory, "data.csv"), false))
     {
         foreach(var d in data)
         {
             sw.WriteLine(d.ToString());
         }
     }
 }
Exemplo n.º 2
0
        private BarData[] ReadData(string directory)
        {
            var dList = new List<BarData>();
            var files = Directory.GetFiles(directory, "*.csv");

            foreach (var file in files)
            {
                using (var sr = new StreamReader(file))
                {
                    while (!sr.EndOfStream)
                    {
                        var row = sr.ReadLine();
                        var data = new BarData(row);

                        if(data.IsValid)
                        {
                            dList.Add(data);
                        }
                    }
                }
            }

            return dList.ToArray();
        }
Exemplo n.º 3
0
        private BarData[] ReadData(string directory)
        {
            var dList = new List <BarData>();
            var files = Directory.GetFiles(directory, "*.csv");

            foreach (var file in files)
            {
                using (var sr = new StreamReader(file))
                {
                    while (!sr.EndOfStream)
                    {
                        var row  = sr.ReadLine();
                        var data = new BarData(row);

                        if (data.IsValid)
                        {
                            dList.Add(data);
                        }
                    }
                }
            }

            return(dList.ToArray());
        }
Exemplo n.º 4
0
 public void WriteD1Data(BarData[] data)
 {
     this.WriteData(this.Storage.D1Directory, data);
 }
        public void CreateM2Data()
        {
            var output = new List<BarData>();
            var data = this.Reader.ReadM1Data();

            for (var i = 0; i < data.Length; i++)
            {
                if (i == 0)
                {
                    if (data[i].Time.Minute % 2 == 1)
                    {
                        output.Add(data[i]);
                    }
                }
                else if (data[i].Time.Minute % 2 == 1)
                {
                    if (data[i - 1].Time.Minute % 2 == 1)
                    {
                        var d = new BarData()
                        {
                            Time = data[i].Time.AddMinutes(-1),
                            Close = data[i].Close,
                            High = data[i].High,
                            Low = data[i].Low,
                            Open = data[i].Open,
                            Volume = data[i].Volume
                        };

                        output.Add(d);
                    }
                    else
                    {
                        output.Add(this.Combine(data[i], data[i - 1]));
                    }
                }
            }

            this.Writer.WriteM2Data(output.ToArray());
        }