public static void AddFileToPriceList(List <Price> price_list, string file)
{
string[,] table = ToolsIOCSV.ReadCSVFile(file);
for (int index_0 = 0; index_0 < table.GetLength(0); index_0++)
{
//TODO duplicate date_times can exist both on the server and on the client
DateTimeUTC date_time = ToolsTime.UnixTimeStampToDateTimeUTC(int.Parse(table[index_0, 1]));
double bid = double.Parse(table[index_0, 2], CultureInfo.InvariantCulture);
double ask = double.Parse(table[index_0, 3], CultureInfo.InvariantCulture);
price_list.Add(new Price(date_time, bid, ask));
}
}
private PriceSet ImportSecondData(string file_path)
{
string symbol = Path.GetFileName(file_path).Substring(0, 6);
TradingSymbol trading_symbol = new TradingSymbol("TradersWay", "MT4.VAR.DEMO", symbol, "The one we mine on the VM");
List <Price> price_list = new List <Price>();
string[,] table = ToolsIOCSV.ReadCSVFile(file_path);
for (int index_0 = 0; index_0 < table.GetLength(0); index_0++)
{
//TODO duplicate date_times can exist both on the server and on the client
DateTimeUTC date_time = ToolsTime.UnixTimeStampToDateTimeUTC(int.Parse(table[index_0, 0]));
double bid = double.Parse(table[index_0, 2], CultureInfo.InvariantCulture);
double ask = double.Parse(table[index_0, 3], CultureInfo.InvariantCulture);
price_list.Add(new Price(date_time, bid, ask));
}
return(new PriceSet(trading_symbol, price_list));
}
private static List <PriceCandle> ReadHST400(BinaryReader reader, long file_size, TimeScale time_scale, double spread)
{
// bars array(single-byte justification) . . . total 44 bytes
long line_count = (file_size - 148) / 44;
List <PriceCandle> data = new List <PriceCandle>();
for (int i = 0; i < line_count; i++)
{
reader.ReadBytes(4);
DateTimeUTC open_date_time = ToolsTime.UnixTimeStampToDateTimeUTC(reader.ReadInt32());
double open = reader.ReadDouble(); // open price 8 bytes
double low = reader.ReadDouble(); // lowest price 8 bytes
double high = reader.ReadDouble(); // highest price 8 bytes
double close = reader.ReadDouble(); // close price 8 bytes
double volume = reader.ReadDouble(); // tick count 8 bytes
data.Add(new PriceCandle(open_date_time, time_scale, open, high, low, close, volume, spread));
}
return(data);
}
private static List <PriceCandle> ReadHST401(BinaryReader reader, long file_size, TimeScale time_scale)
{
//then the bars array(single-byte justification) . . . total 60 bytes
long line_count = (file_size - 148) / 60;
List <PriceCandle> data = new List <PriceCandle>();
for (int i = 0; i < line_count; i++)
{
DateTimeUTC open_date_time = ToolsTime.UnixTimeStampToDateTimeUTC(reader.ReadInt64()); // bar start time 8 bytes
double open = reader.ReadDouble(); // open price 8 bytes
double high = reader.ReadDouble(); // highest price 8 bytes
double low = reader.ReadDouble(); // lowest price 8 bytes
double close = reader.ReadDouble(); // close price 8 bytes
long volume = reader.ReadInt64(); // tick count 8 bytes
int spread = reader.ReadInt32();; // spread 4 bytes
long real_volume = reader.ReadInt64(); // real volume 8 bytes
data.Add(new PriceCandle(open_date_time, time_scale, open, high, low, close, volume, spread, real_volume));
}
return(data);
}
private static void CreateEventCSV()
{
// read CSV
string[,] source = ToolsIOCSV.ReadCSVFile(ToolsTradingDataSet.GetPath() + "events.csv", Delimiter.SemiColon);
//Allocate new array
List <string[]> result_list = new List <string[]>();
string[] exclusion = new string[] { "day", "Day", "Data" };
//For each other column
for (int index_0 = 0; index_0 < source.GetLength(0); index_0++)
{
if (!ExtensionsString.ContainsAny(source[index_0, 2], exclusion))
{
string[] result = new string[3]; // Date symbol impact
//Find dat
DateTime week_start = DateTime.Parse(source[index_0, 0]);
int year = week_start.Year;
int month = ToolsForexFactory.MonthToInt(source[index_0, 1].Split(' ')[0]);
int day = int.Parse(source[index_0, 1].Split(' ')[1]);
if ((week_start.Month == 12) && (month == 1))
{
year++;
}
int hour = int.Parse(source[index_0, 2].Split(':')[0]);
int minute = int.Parse(source[index_0, 2].Split(':')[1].Substring(0, 2));
if (source[index_0, 2].Contains("pm"))
{
hour = hour + 12;
}
if (hour == 24)
{
hour = 0;
DateTime date_time = new DateTime(year, month, day, hour, minute, 0);
date_time = date_time.AddDays(1);
result[0] = ToolsTime.DateTimeToUnixTimestampInt32(date_time).ToString();
}
else
{
DateTime date_time = new DateTime(year, month, day, hour, minute, 0);
result[0] = ToolsTime.DateTimeToUnixTimestampInt32(date_time).ToString();
}
result[1] = source[index_0, 3];
switch (source[index_0, 4])
{
case "Non-Economic":
result[2] = "0"; // Impacs
break;
case "Low Impact Expected":
result[2] = "1"; // Impacs
break;
case "Medium Impact Expected":
result[2] = "2"; // Impacs
break;
case "High Impact Expected":
result[2] = "3"; // Impacs
break;
default:
throw new Exception("Unknown impact");
}
result_list.Add(result);
}
}
ToolsIOCSV.WriteCSVFile(ToolsTradingDataSet.GetPath() + "events_small.csv", ToolsCollection.ConvertToArray2D(result_list));
}
