public void Setup()
{
var symbol = "SPY";
var date = new DateTime(2013, 10, 4);
var file = VolumeProfileStorageConvention.GetVolumeProfileFileName(symbol, date);
sut = new VolumeProfileBuilderFactory().CreateVolumeProfileReader(symbol, date, "../" + file);
}
public IVolumeProfileBuilder CreateVolumeProfileBuilder(string symbol, DateTime referenceDate, string outputFile = null)
{
outputFile = outputFile ?? VolumeProfileStorageConvention.GetVolumeProfileFileName(symbol, referenceDate);
return(new Internals.VolumeProfileBuilder(new VolumeProfileCsvReadWriter(outputFile)));
}
public IVolumeProfileReader CreateVolumeProfileReader(string symbol, DateTime referenceDate, string csvFile = null)
{
csvFile = csvFile ?? VolumeProfileStorageConvention.GetVolumeProfileFileName(symbol, referenceDate);
return(new VolumeProfileCsvReadWriter(csvFile));
}