public static MarketMLDataSet GrabData(string newfileLoad) { IMarketLoader loader = new CSVLoader(); loader.GetFile(newfileLoad); var result = new MarketMLDataSet(loader, Config.INPUT_WINDOW, Config.PREDICT_WINDOW); // var desc = new MarketDataDescription(Config.TICKER, // MarketDataType.Close, true, true); var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Trade, true, true); result.AddDescription(desc); var end = DateTime.Now; // end today var begin = new DateTime(end.Ticks); // begin 30 days ago begin = begin.AddDays(-150); result.Load(begin, end); result.Generate(); return(result); }