private void LoadNews(IStrategyLogger stategyLogger)
{
List <string> currencyList = GetCurrenciesFromSymbol(Symbol);
List <News> allNewsCollection = News.Load(NewsPath, stategyLogger);
if (stategyLogger != null)
{
stategyLogger.AddMessage("{0} news were loaded.", allNewsCollection.Count);
}
List <TimeRange> timeRangeNewsCollection = new List <TimeRange>();
List <TimeRange> timeRangeHolidayCollection = new List <TimeRange>();
int gmt = IsCacheNews ? 0 : this.GMT;
foreach (News currNews in allNewsCollection)
{
//if (stategyLogger != null)
// stategyLogger.AddMessage("{0}, {1}", currNews.currency.ToLower(), currNews.Importance.ToString());
if (currencyList.Contains(currNews.currency.ToLower()) && currNews.Importance == NewsImportance.High)
{
timeRangeNewsCollection.Add(new TimeRange(currNews.DateTime.AddMinutes(-MinutesBefore), currNews.DateTime.AddMinutes(MinutesAfter), currNews.Desription));
}
}
DateTime firstDate = timeRangeNewsCollection.Count > 0 ? timeRangeNewsCollection[0].StartDateTime.Date : DateTime.Now.Date.AddYears(-1);
DateTime lastDate = timeRangeNewsCollection.Count > 0 ? timeRangeNewsCollection[timeRangeNewsCollection.Count - 1].EndDateTime.Date : DateTime.Now.Date.AddYears(-1).AddDays(1);
while (firstDate.DayOfWeek != DayOfWeek.Saturday)
{
firstDate = firstDate.AddDays(-1);
}
while (lastDate.DayOfWeek != DayOfWeek.Saturday)
{
lastDate = lastDate.AddDays(1);
}
DateTime iteratorDateTime = firstDate;
while (iteratorDateTime <= lastDate)
{
if (iteratorDateTime.DayOfWeek == DayOfWeek.Saturday)
{
timeRangeHolidayCollection.Add(new TimeRange(iteratorDateTime.AddHours(-gmt).AddMinutes(-MinutesBefore), iteratorDateTime.AddHours(-gmt).AddMinutes(MinutesAfter), "DayOfWeek.Saturday"));
}
if (iteratorDateTime.DayOfWeek == DayOfWeek.Sunday)
{
timeRangeHolidayCollection.Add(new TimeRange(iteratorDateTime.AddDays(1).AddHours(-gmt).AddMinutes(-MinutesBefore), iteratorDateTime.AddDays(1).AddHours(-gmt).AddMinutes(MinutesAfter), "DayOfWeek.Sunday"));
}
iteratorDateTime = iteratorDateTime.AddDays(1);
}
int iterNews = 0;
int iterHolidays = 0;
for (int i = 0; i < timeRangeHolidayCollection.Count + timeRangeNewsCollection.Count; i++)
{
if (iterNews >= timeRangeNewsCollection.Count)
{
timeRangeCollection.Add(timeRangeHolidayCollection[iterHolidays++]);
continue;
}
if (iterHolidays >= timeRangeHolidayCollection.Count)
{
timeRangeCollection.Add(timeRangeNewsCollection[iterNews++]);
continue;
}
if (timeRangeHolidayCollection[iterHolidays].StartDateTime < timeRangeNewsCollection[iterNews].StartDateTime)
{
timeRangeCollection.Add(timeRangeHolidayCollection[iterHolidays++]);
}
else
{
timeRangeCollection.Add(timeRangeNewsCollection[iterNews++]);
}
}
if (stategyLogger != null)
{
foreach (TimeRange currTimeRange in timeRangeCollection)
{
stategyLogger.AddMessage("{0} - {1}, {2}", currTimeRange.StartDateTime, currTimeRange.EndDateTime, currTimeRange.Description);
}
}
}
