public void TestQuotesLevel2WideSpreadLastMinute()
{
//Assert.AreEqual(0, FdkHelper.ConnectToFdk("tp.dev.soft-fx.eu", "100106", "123qwe123", ""));
Assert.AreEqual(0, FdkHelper.ConnectToFdk("", "", "", @"c:\FdkCaches\Cache1"));
var time = DateTime.UtcNow;
var prevHour = time.AddMinutes(-1);
var quotes = FdkLevel2.GetQuotePacked("AUDUSD", prevHour, time, 2);
var volumesAsk = FdkLevel2.QuotesVolumeBid(quotes);
var volumesBid = FdkLevel2.QuotesVolumeAsk(quotes);
Assert.AreNotEqual(0, volumesAsk.Length);
Assert.AreNotEqual(0, volumesBid.Length);
FdkVars.Unregister(quotes);
}
static void Main()
{
/*
* FdkHelper.Address = "tpdemo.fxopen.com";
* FdkHelper.Login = "******";
* FdkHelper.Password = "******";
*/
while (true)
{
Console.WriteLine("Enter 1-ttConnect, 2-BarHistory, 3-disconnect, 4-exit");
try {
var command = Console.ReadLine();
switch (command)
{
case "1":
FdkStatic.ConnectToFdk("", "", "", "");
break;
case "2":
//var history = FdkBars.ComputeBarsRangeTime("EURUSD", "Bid", "M1", DateTime.Now.AddDays(-5), DateTime.Now, 0);
var history = FdkLevel2.GetQuotePacked("EURUSD", new DateTime(2016, 02, 18), new DateTime(2016, 02, 20), 100);
Console.WriteLine(history);
break;
case "3": FdkStatic.Disconnect();
break;
case "4": return;
}
}
catch (Exception ex)
{
//Console.WriteLine(ex.Message);
}
}
//FdkHelper.Reconnect("");
//REngine.SetEnvironmentVariables();
//// There are several options to initialize the engine, but by default the following suffice:
//var engine = REngine.GetInstance();
//var bars = FdkHelper.Storage.Online.GetBars("EURUSD", PriceType.Ask, BarPeriod.M1, DateTime.Now, -1000000).ToArray();
//WriteCsv(bars, "process.csv");
//// .NET Framework array to R vector.
//var group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
//engine.SetSymbol("group1", group1);
//// Direct parsing from R script.
//var lows = engine.CreateNumericVector(bars.Select(b => b.Low).ToArray());
//engine.SetSymbol("bar_lows", lows);
//var high = engine.CreateNumericVector(bars.Select(b => b.High).ToArray());
//engine.SetSymbol("bar_high", high);
//var opens = engine.CreateNumericVector(bars.Select(b => b.Open).ToArray());
//engine.SetSymbol("bar_opens", opens);
//var volumes = engine.CreateNumericVector(bars.Select(b => b.Volume).ToArray());
//engine.SetSymbol("bar_volumes", volumes);
//var group2 = engine.Evaluate("group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)").AsNumeric();
//var dataR = engine.Evaluate("data <- read.csv('process.csv')");
//var meanHigh = engine.Evaluate("meanHigh <- mean(data$High)").AsNumeric();
//// Test difference of mean and get the P-value.
//var testResult = engine.Evaluate("t.test(group1, group2)").AsList();
//var p = testResult["p.value"].AsNumeric().First();
//Console.WriteLine("Group1: [{0}]", string.Join(", ", group1));
//Console.WriteLine("Group2: [{0}]", string.Join(", ", group2));
//Console.WriteLine("Meanhigh: [{0}]", string.Join(", ", meanHigh));
//Console.WriteLine("P-value = {0:0.000}", p);
//// you should always dispose of the REngine properly.
//// After disposing of the engine, you cannot reinitialize nor reuse it
//engine.Dispose();
}