public CandleByTicker(CandleByTicker history)
{
Ticker = history.Ticker;
Timeframe = history.Timeframe;
candles.AddRange(history.candles.Select(c => new CandleData(c)));
StartTime = history.StartTime;
}
public bool ReadCandlesFromFile(CandleByTicker candles, string path, out int timeframe)
{
timeframe = 0;
using (var sr = new FileStream(path, FileMode.Open, FileAccess.Read))
{
var header = sr.ReadStruct<HstFileHeader>();
if (!header.HasValue)
return false;
var mt4StartDate = new DateTime(1970, 1, 1);
timeframe = header.Value.period;
while (true)
{
var record = sr.ReadStruct<HstFileRecord>();
if (!record.HasValue) break;
var candle = new CandleData
{
timeOpen = mt4StartDate.AddSeconds(record.Value.ctm),
open = (float)record.Value.open,
high = (float)record.Value.high,
low = (float)record.Value.low,
close = (float)record.Value.close
};
candle.timeClose = candle.timeOpen.AddMinutes(candles.Timeframe);
candles.candles.Add(candle);
}
}
if (candles.candles.Count > 0)
candles.StartTime = candles.candles.Min(c => c.timeOpen);
return true;
}
public CandleByTicker(CandleByTicker history)
{
Ticker = history.Ticker;
Timeframe = history.Timeframe;
candles.AddRange(history.candles.Select(c => new CandleData(c)));
StartTime = history.StartTime;
}
private void ReadCandles()
{
var fileExtension = Path.GetExtension(QuoteFilePath).Trim('.');
var candlesByTicker = new CandleByTicker();
if (fileExtension == "fxh")
{
var reader = new Mt4CandleReader();
reader.ReadCandlesFromFile(candlesByTicker, QuoteFilePath, out timeframe);
}
if (fileExtension == "hst")
{
var reader = new HstFileReader();
reader.ReadCandlesFromFile(candlesByTicker, QuoteFilePath, out timeframe);
}
candles = candlesByTicker.candles;
LogMessage("Прочитано {0} свечей", candles.Count);
}
public bool ReadCandlesFromFile(CandleByTicker candles, string path, out int timeframe)
{
timeframe = 0;
using (var sr = new FileStream(path, FileMode.Open, FileAccess.Read))
{
var header = sr.ReadStruct <DataBaseHeader>();
if (!header.HasValue)
{
return(false);
}
var denominator = (float)Math.Pow(10, -header.Value.digits);
var mt4StartDate = new DateTime(1970, 1, 1);
timeframe = header.Value.period;
while (true)
{
var record = sr.ReadStruct <RateInfo>();
if (!record.HasValue)
{
break;
}
var candle = new CandleData
{
timeOpen = mt4StartDate.AddSeconds(record.Value.ctm),
open = record.Value.open * denominator
};
candle.high = candle.open + record.Value.high * denominator;
candle.low = candle.open + record.Value.low * denominator;
candle.close = candle.open + record.Value.close * denominator;
candle.timeClose = candle.timeOpen.AddMinutes(candles.Timeframe);
candles.candles.Add(candle);
}
}
if (candles.candles.Count > 0)
{
candles.StartTime = candles.candles.Min(c => c.timeOpen);
}
return(true);
}
public bool ReadCandlesFromFile(CandleByTicker candles, string path, out int timeframe)
{
timeframe = 0;
using (var sr = new FileStream(path, FileMode.Open, FileAccess.Read))
{
var header = sr.ReadStruct <HstFileHeader>();
if (!header.HasValue)
{
return(false);
}
var mt4StartDate = new DateTime(1970, 1, 1);
timeframe = header.Value.period;
while (true)
{
var record = sr.ReadStruct <HstFileRecord>();
if (!record.HasValue)
{
break;
}
var candle = new CandleData
{
timeOpen = mt4StartDate.AddSeconds(record.Value.ctm),
open = (float)record.Value.open,
high = (float)record.Value.high,
low = (float)record.Value.low,
close = (float)record.Value.close
};
candle.timeClose = candle.timeOpen.AddMinutes(candles.Timeframe);
candles.candles.Add(candle);
}
}
if (candles.candles.Count > 0)
{
candles.StartTime = candles.candles.Min(c => c.timeOpen);
}
return(true);
}
public List <CandleByTicker> ReadCandles()
{
var allCandles = new List <CandleByTicker>();
int fileTimeframe;
foreach (var ticker in tickers)
{
foreach (var timeframe in timeframes)
{
var candles = new CandleByTicker(ticker, timeframe);
allCandles.Add(candles);
var path = Path.Combine(mt4QuotePath, ticker + timeframe + ".fxh");
if (!File.Exists(path))
{
continue;
}
ReadCandlesFromFile(candles, path, out fileTimeframe);
}
}
return(allCandles);
}
private void ReadCandles()
{
var fileExtension = Path.GetExtension(QuoteFilePath).Trim('.');
var candlesByTicker = new CandleByTicker();
if (fileExtension == "fxh")
{
var reader = new Mt4CandleReader();
reader.ReadCandlesFromFile(candlesByTicker, QuoteFilePath, out timeframe);
}
if (fileExtension == "hst")
{
var reader = new HstFileReader();
reader.ReadCandlesFromFile(candlesByTicker, QuoteFilePath, out timeframe);
}
candles = candlesByTicker.candles;
LogMessage("Прочитано {0} свечей", candles.Count);
}
