public int Run(string[] args)
{
Stopwatch w = Stopwatch.StartNew();
// bear market
//startDate = new DateTime(2017, 6, 11, 17, 0, 0, DateTimeKind.Utc);
//endDate = new DateTime(2017, 7, 18, 0, 0, 0, DateTimeKind.Utc);
startDate = new DateTime(2017, 1, 3, 0, 0, 0, DateTimeKind.Utc);
endDate = new DateTime(2017, 1, 7, 0, 0, 0, DateTimeKind.Utc);
byte[] tradeData = TraderFileReader.GetBytesFromBinFiles(@"../../data/btcusd", startDate, endDate);
tradeReader = new TradeReaderMemory(tradeData);
if (csv.Count != 0)
{
using (StreamWriter csvWriter = new StreamWriter(@"../../data.csv"))
{
csvWriter.WriteLine("{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11},{12},{13},{14}",
"StartCashFlow", "UnitsToBuy", "Interval", "BuyThresholdPercent", "SellThresholdPercent",
"BuyReverseThresholdPercent", "BuyFalseReverseThresholdPercent", "SellReverseThresholdPercent",
"Spend", "Profit", "SpendProfitDiff", "ItemCount", "Buys", "Sells", "CashFlow");
csv.Sort((k1, k2) => k2.Key.CompareTo(k1.Key));
Console.WriteLine("Max: {0}", csv[0].Value);
foreach (var kv in csv)
{
csvWriter.WriteLine(kv.Value);
}
}
}
w.Stop();
Console.WriteLine("Total time: {0}", w.Elapsed);
return(0);
}
/// <summary>
/// Export exchange data to csv and then to optimized bin files
/// </summary>
/// <param name="api">Exchange api, null to just convert existing csv files</param>
/// <param name="symbol">Symbol to export</param>
/// <param name="basePath">Base path to export to, should not contain symbol, symbol will be appended</param>
/// <param name="sinceDateTime">Start date to begin export at</param>
/// <param name="callback">Callback if api is not null to notify of progress</param>
public static void ExportExchangeTrades(IExchangeAPI api, string symbol, string basePath, DateTime sinceDateTime, Action <long> callback = null)
{
basePath = Path.Combine(basePath, symbol);
Directory.CreateDirectory(basePath);
sinceDateTime = sinceDateTime.ToUniversalTime();
if (api != null)
{
long count = 0;
int lastYear = -1;
int lastMonth = -1;
StreamWriter writer = null;
bool innerCallback(IEnumerable <ExchangeTrade> trades)
{
foreach (ExchangeTrade trade in trades)
{
if (trade.Timestamp.Year != lastYear || trade.Timestamp.Month != lastMonth)
{
if (writer != null)
{
writer.Close();
}
lastYear = trade.Timestamp.Year;
lastMonth = trade.Timestamp.Month;
writer = new StreamWriter(basePath + trade.Timestamp.Year + "-" + trade.Timestamp.Month.ToString("00") + ".csv");
}
writer.WriteLine("{0},{1},{2}", CryptoUtility.UnixTimestampFromDateTimeSeconds(trade.Timestamp), trade.Price, trade.Amount);
if (++count % 100 == 0)
{
callback?.Invoke(count);
}
}
return(true);
}
api.GetHistoricalTrades(innerCallback, symbol, sinceDateTime);
writer.Close();
callback?.Invoke(count);
}
TraderFileReader.ConvertCSVFilesToBinFiles(basePath);
}