public void DoExperiment()
{
DateTimeUTC week_start = new DateTimeUTC(2007, 1, 1);
List <ForexFactoryEvent> all_event_list = new List <ForexFactoryEvent>();
while (week_start < DateTimeUTC.Now)
{
Console.WriteLine(week_start);
all_event_list.AddRange(ToolsForexFactory.GetForexFactoryEvents(week_start));
week_start = week_start.AddDays(7);
Thread.Sleep(1000);
}
string[,] table = new string[all_event_list.Count, 9];
for (int index = 0; index < all_event_list.Count; index++)
{
table[index, 0] = all_event_list[index].WeekStartDay.ToString();
table[index, 1] = all_event_list[index].DateString;
table[index, 2] = all_event_list[index].TimeString;
table[index, 3] = all_event_list[index].Symbol;
table[index, 4] = all_event_list[index].Impact;
table[index, 5] = all_event_list[index].Description;
table[index, 6] = all_event_list[index].Actual;
table[index, 7] = all_event_list[index].Forecast;
table[index, 8] = all_event_list[index].Previous;
}
ToolsIOCSV.WriteCSVFile(@"D:\GoogleDrive\TestData\Trading\events.csv", table, Delimiter.SemiColon);
}
public static DateTimeUTC GetCloseTime(DateTimeUTC time, TimeScale time_scale)
{
DateTimeUTC open_time = GetOpenTime(time, time_scale);
switch (time_scale)
{
case TimeScale.Second1:
return(open_time.AddSeconds(1));
case TimeScale.Minute1:
return(open_time.AddMinutes(1));
case TimeScale.Minute15:
return(open_time.AddMinutes(15));
case TimeScale.Minute30:
return(open_time.AddMinutes(30));
case TimeScale.Hour1:
return(open_time.AddHours(1));
case TimeScale.Hour4:
return(open_time.AddHours(4));
case TimeScale.Day1:
return(open_time.AddDays(1));
case TimeScale.Week1:
return(open_time.AddDays(7));
case TimeScale.Month1:
return(open_time.AddMonths(1));
default:
throw new Exception("Unknown Timescale");
}
}
public static DateTimeUTC GetOpenTime(DateTimeUTC time, TimeScale time_scale)
{
switch (time_scale)
{
case TimeScale.Second1:
return(new DateTimeUTC(time.Year, time.Month, time.Day, time.Hour, time.Minute, time.Second));
case TimeScale.Minute1:
return(new DateTimeUTC(time.Year, time.Month, time.Day, time.Hour, time.Minute, 0));
case TimeScale.Minute15:
return(new DateTimeUTC(time.Year, time.Month, time.Day, time.Hour, time.Minute - time.Minute % 15, 0));
case TimeScale.Minute30:
return(new DateTimeUTC(time.Year, time.Month, time.Day, time.Hour, time.Minute - time.Minute % 30, 0));
case TimeScale.Hour1:
return(new DateTimeUTC(time.Year, time.Month, time.Day, time.Hour, 0, 0));
case TimeScale.Hour4:
return(new DateTimeUTC(time.Year, time.Month, time.Day, time.Hour - time.Hour % 4, 0, 0));
case TimeScale.Day1:
return(new DateTimeUTC(time.Year, time.Month, time.Day, 0, 0, 0));
case TimeScale.Week1:
DateTimeUTC temp = new DateTimeUTC(time.Year, time.Month, time.Day, 0, 0, 0);
return(temp.AddDays(-(int)time.DayOfWeek));
case TimeScale.Month1:
return(new DateTimeUTC(time.Year, time.Month, 1, 0, 0, 0));
default:
throw new Exception("Unknown Timescale");
}
}
