/// <summary>
/// Generate a LEAN Factor File from IVol Dividends.csv and Splits.csv files
/// </summary>
/// <param name="symbol"></param>
/// <param name="factorFilePath"></param>
private static void GenerateFactorFile(Symbol symbol, string factorFilePath)
{
var splitFile = _sourceMetaDirectory + Path.DirectorySeparatorChar + symbol.Value + "Splits.csv";
var dividendFile = _sourceMetaDirectory + Path.DirectorySeparatorChar + symbol.Value + "Dividends.csv";
var list1 = PopulateSplitsAndSpecialDividends(splitFile);
var list2 = PopulateRegularDividends(dividendFile);
var parsedFactors = list1.Concat(list2).ToList();
parsedFactors.OrderByDescending(x => x.Time);
var factorFileGenerator = new FactorFileGenerator(symbol, factorFilePath);
factorFileGenerator.CreateFactorFile(parsedFactors).WriteToCsv(symbol);
}
public void Setup()
{
_factorFileGenerator = new FactorFileGenerator(_symbol, _dataPath);
_yahooDataDownloader = new YahooDataDownloader();
}
