/// <summary>
/// uses LINQ to generate monthly and weekly data from daily data
/// </summary>
/// <param name="pt"></param>
/// <returns></returns>
public aStock generateOtherPeriod(aPeriodType pt)
{
//// create new aCandlestick object and set it to cStick
List<aCandlestick> candlesticks = new List<aCandlestick>();
// create new aStock object
aStock newstock = new aStock(startingDate, endingDate, pt, candlesticks);
if (pt == (aStock.aPeriodType)Enum.Parse(typeof(aStock.aPeriodType), "MONTHLY"))
{
// group candlesticks by year and month using LINQ
var dateGroup = from candlestick in cStick // take the candlesticks...
group candlestick by candlestick.StartingDate.Year into ygroup // and GROUP them by year (LINQ)
from mgroup in
(from candlestick in ygroup // take year groups...
group candlestick by candlestick.StartingDate.Month)
group mgroup by ygroup.Key; // and GROUP them by month (LINQ)
// now add the grouped candlesticks to a list
foreach (var candlestickYear in dateGroup)
{
// for each inner month group inside of outer year group
foreach (var candlestickMonth in candlestickYear)
{
// set candlestick values
decimal newlow = 1000000;
decimal newhigh = 0;
DateTime newdate = candlestickMonth.Last().StartingDate;
decimal newopen = candlestickMonth.First().Open;
decimal newclose = candlestickMonth.Last().Close;
double newvolume = 0;
// find the highest, lowest, and sum the volumes
foreach (var stick in candlestickMonth)
{
newvolume += stick.Volume;
if (stick.Low < newlow)
{
newlow = stick.Low;
}
if (stick.High > newhigh)
{
newhigh = stick.High;
}
}
// create a new aCandlestick and populate it with candlestick data
aCandlestick outputStick = new aCandlestick(newdate, newopen, newhigh, newlow, newclose, newvolume);
// add it to the newstock object
newstock.Candlestick.Add(outputStick);
}
}
}
else if (pt == (aStock.aPeriodType)Enum.Parse(typeof(aStock.aPeriodType), "WEEKLY")) // if period is weekly
{
// set calendar
Calendar cal = new GregorianCalendar();
DayOfWeek firstDay = DayOfWeek.Sunday;
// set calendar rule
CalendarWeekRule rule;
rule = CalendarWeekRule.FirstDay;
// group candlesticks by year and week using LINQ
var dateGroup = from candlestick in cStick // take the candlesticks...
group candlestick by candlestick.StartingDate.Year into ygroup // and GROUP them by year (LINQ)
from wgroup in
(from candlestick in ygroup // take the year groups...
group candlestick by cal.GetWeekOfYear(candlestick.StartingDate, rule, firstDay))
group wgroup by ygroup.Key; // and GROUP them by week of the year (LINQ)
// now add the grouped candlesticks to a list
foreach (var candlestickYear in dateGroup)
{
// for each inner week group inside of outer year group
foreach (var candlestickWeek in candlestickYear)
{
// set candlesick values
decimal newlow = 1000000;
decimal newhigh = 0;
DateTime newdate = candlestickWeek.Last().StartingDate;
decimal newopen = candlestickWeek.First().Open;
decimal newclose = candlestickWeek.Last().Close;
double newvolume = 0;
// find the highest, lowest, and sum the volumes
foreach (var stick in candlestickWeek)
{
newvolume += stick.Volume;
if (stick.Low < newlow)
{
newlow = stick.Low;
}
if (stick.High > newhigh)
{
newhigh = stick.High;
}
}
// create a new aCandlestick and populate it with candlestick data
aCandlestick outputStick = new aCandlestick(newdate, newopen, newhigh, newlow, newclose, newvolume);
// add it to the newstock object
newstock.Candlestick.Add(outputStick);
}
}
}
// return the newstock to the caller, to be displayed
return newstock;
}
/// <summary>
/// read aStock data from a CSV file
/// </summary>
/// <param name="filename"></param>
public void ReadFromFile(string filename)
{
// read data from CSV file using StreamReader
using (StreamReader sr = new StreamReader(filename))
{
sr.ReadLine();
string current;
while ((current = sr.ReadLine()) != null)
{
string[] csv_value = current.Split(','); //parse each line and pull the high/low/open/close values from it
List<string> csv_values = new List<string>();
// only read lines that have a date that are between the start and end dates
if (DateTime.Parse(csv_value[0]) <= endingDate && DateTime.Parse(csv_value[0]) >= startingDate)
{
csv_value[0] = csv_value[0].Replace(" 0:00", ""); // remove the time from date
for (int i = 0; i < 6; ++i) // read first 6 columns (date - volume)
{
csv_values.Add(csv_value[i]);
}
// add data from csv list to aCandlestick object
aCandlestick candlestick = new aCandlestick(DateTime.Parse(csv_values[0]), decimal.Parse(csv_values[1]), decimal.Parse(csv_values[2]), decimal.Parse(csv_values[3]), decimal.Parse(csv_values[4]), double.Parse(csv_values[5]));
Candlestick.Add(candlestick);
} // end if
} // end while
} // end using StreamReader
}
