public void SaveState()
{
List <string[]> array_list = new List <string[]>();
array_list.Add(new string[]
{
LastUpdateDateTime.ToString(),
"",
"",
"",
""
});
foreach (TradingCalenderEvent trading_calender_event in event_list)
{
array_list.Add(new string[]
{
trading_calender_event.EventTimeUTC.ToString(),
trading_calender_event.Symbol,
trading_calender_event.Description,
trading_calender_event.IsAllDay.ToString(),
ToolsString.DictionaryToString(trading_calender_event.Tags)
});
}
ToolsIOCSV.WriteCSVFile(database_path, ToolsCollection.ConvertToArray2D(array_list));
}
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 void DoExperiment()
{
IReadOnlyList <PriceCandle> candles = ToolsPrice.GetPriceCandles(ToolsPrice.DefaultSymbolUSDEUR, TimeScale.Second1);
DictionaryCount <int> dic = new DictionaryCount <int>();
foreach (PriceCandle candle in candles)
{
dic.Increment((int)Math.Round((candle.OpenAsk - candle.OpenBid) / TradingConstants.POINT));
}
List <int> keys = new List <int>(dic.Keys);
keys.Sort();
string[,] spread_table = new string[keys.Count, 2];
for (int i = 0; i < keys.Count; i++)
{
Console.WriteLine(keys[i] + " " + dic[keys[i]]);
spread_table[i, 0] = keys[i].ToString(CultureInfo.InvariantCulture);
spread_table[i, 1] = dic[keys[i]].ToString(CultureInfo.InvariantCulture);
}
ToolsIOCSV.WriteCSVFile(@"D:\GoogleDrive\TestData\Trading\Spreads.csv", spread_table);
}
public void DoExperiment()
{
ToolsPrice.ComposeBinary(ToolsPrice.DefaultSymbolGBPUSD);
PriceSet price_set = ToolsPrice.GetPriceSet(ToolsPrice.DefaultSymbolGBPUSD).SubSet(new DateTimeUTC(2016, 10, 17), new DateTimeUTC(2016, 10, 20));
IIndicator indicator_feature = new IndicatorSuperBollinger();
IIndicator indicator_label = new IndicatorMagicProfit(60);
MarketModelSimulation market0 = new MarketModelSimulation(10000, price_set);
MarketModelSimulation market1 = new MarketModelSimulation(10000, price_set);
double[] time = new double[price_set.Prices.Count];
for (int price_index = 0; price_index < price_set.Prices.Count; price_index++)
{
time[price_index] = price_set.Prices[price_index].Time.Ticks;
}
Tuple <double[, ], bool[]> tuple0 = indicator_feature.ComputeAll(market0, price_set.Second1.Count);
Tuple <double[, ], bool[]> tuple1 = indicator_label.ComputeAll(market1, price_set.Second1.Count);
List <string[]> list_string = new List <string[]>();
for (int index_0 = 0; index_0 < tuple0.Item2.Length; index_0++)
{
if (tuple0.Item2[index_0] && tuple1.Item2[index_0])
{
double[] array_double = ToolsCollection.Append(tuple0.Item1.Select1DIndex0(index_0), tuple1.Item1.Select1DIndex0(index_0));
string[] array_string = new string[array_double.Length];
for (int index_1 = 0; index_1 < array_double.Length; index_1++)
{
array_string[index_1] = array_double[index_1].ToString(CultureInfo.InvariantCulture);
}
list_string.Add(array_string);
}
}
ToolsIOCSV.WriteCSVFile(ToolsTradingDataSet.GetPath() + "data.csv", ToolsCollection.ConvertToArray2D(list_string));
}
//Layout: open, high, low, close, year, month, day_of_month, day of week, minute_of_day,
public static void ExportDataSet(IList <PriceCandle> prices, DateTimeUTC first_day, DateTimeUTC last_day, string file_path)
{
IList <string[]> lines = new List <string[]>();
foreach (PriceCandle price_candle in prices)
{
if ((first_day.Date <= price_candle.OpenTime.Date) && (price_candle.OpenTime.Date <= last_day.Date))
{
string[] line = new string[9];
line[0] = price_candle.OpenBid.ToString(CultureInfo.InvariantCulture);
line[1] = price_candle.HighBid.ToString(CultureInfo.InvariantCulture);
line[2] = price_candle.LowBid.ToString(CultureInfo.InvariantCulture);
line[3] = price_candle.CloseBid.ToString(CultureInfo.InvariantCulture);
line[4] = price_candle.OpenTime.Year.ToString(CultureInfo.InvariantCulture);
line[5] = price_candle.OpenTime.Month.ToString(CultureInfo.InvariantCulture);
line[6] = price_candle.OpenTime.Day.ToString(CultureInfo.InvariantCulture);
line[7] = ((int)price_candle.OpenTime.DayOfWeek).ToString();
line[8] = ((price_candle.OpenTime.Hour * 60) + price_candle.OpenTime.Minute).ToString();
lines.Add(line);
}
}
ToolsIOCSV.WriteCSVFile(file_path, ToolsCollection.ConvertToArray2D(lines));
}
private void ExecuteParseAll()
{
if (PageFileSelected == null)
{
return;
}
bitmapSource = new Bitmap(PageFileSelected);
if (bitmapSource == null)
{
return;
}
if ((bitmapSource.PixelFormat == System.Drawing.Imaging.PixelFormat.Format8bppIndexed) ||
(bitmapSource.PixelFormat == System.Drawing.Imaging.PixelFormat.Format32bppArgb))
{
bitmapSource = ToolsConvolution.ConvertTo24(bitmapSource);
}
//Rotate
var bitmapRot = new RotateBilinear(PageLayout.Rotation.Value, true).Apply(bitmapSource);
var linesH = ToolsFindLine.FindLinesH(bitmapRot.Width, bitmapRot.Height, PageLayout.LineSize.Value, PageLayout.LineOffset.Value, PageLayout.LineCount.Value);
var linesV = ToolsFindLine.FindLinesV(bitmapRot.Width, bitmapRot.Height, PageLayout.ColSize.Value, PageLayout.ColOffset.Value, PageLayout.ColCount.Value);
List <RenderLine> rl_list = new List <RenderLine>();
rl_list.AddRange(linesH);
rl_list.AddRange(linesV);
//Convert to gray
Bitmap bitmapTemp = new Grayscale(1, 0, 0).Apply(bitmapRot);
bitmapTemp = new Erosion().Apply(bitmapTemp);
bitmapTemp = new Threshold(160).Apply(bitmapTemp);
bitmapTemp = new Invert().Apply(bitmapTemp);
//Tuple<List<ConnectedComponent>, double, double>[] componentSectionList = new Tuple<List<ConnectedComponent>, double, double>[1];
//Bitmap[] BitmapArray = new Bitmap[1];
Tuple <List <ConnectedComponent>, double, double>[,] componentTable = new Tuple <List <ConnectedComponent>, double, double> [PageLayout.LineCount.Value, PageLayout.ColCount.Value];
for (int lineIndex = 0; lineIndex < PageLayout.LineCount.Value; lineIndex++)
{
for (int colIndex = 0; colIndex < PageLayout.ColCount.Value; colIndex++)
{
//TODO add margin?
int x = (int)((PageLayout.ColSize.Value * colIndex) + PageLayout.ColOffset.Value); // - PageLayout.Margin.Value;
int y = (int)((PageLayout.LineSize.Value * lineIndex) + PageLayout.LineOffset.Value) - PageLayout.Margin.Value;
int w = (int)PageLayout.ColSize.Value; // + (PageLayout.Margin.Value * 2);
int h = (int)PageLayout.LineSize.Value + (PageLayout.Margin.Value * 2);
Bitmap bitmap = new Crop(new Rectangle(x, y, w, h)).Apply(bitmapTemp);
List <ConnectedComponent> lineComponentList = new List <ConnectedComponent>();
lineComponentList = GetTokens(bitmap);
componentTable[lineIndex, colIndex] = new Tuple <List <ConnectedComponent>, double, double>(lineComponentList, x, y);
}
}
//ImageParse = RenderBitmap(bitmapRot, rl_list, componentTable);
ImageLayout = RenderBitmap(bitmapRot, rl_list, componentTable);
//Create output
string[,] string_table = new string[PageLayout.LineCount.Value, PageLayout.ColCount.Value];
for (int i = 0; i < PageLayout.LineCount.Value; i++)
{
for (int j = 0; j < PageLayout.ColCount.Value; j++)
{
string_table[i, j] = TokensToString(componentTable[i, j].Item1, 3, " ");
}
}
string csvFileSelected = LayoutFileSelected.Replace(".png", ".csv");
ToolsIOCSV.WriteCSVFile(csvFileSelected, string_table, KozzionCore.IO.CSV.Delimiter.SemiColon);
}
private static void CreateEventCSV()
{
// read CSV
string[,] source = ToolsIOCSV.ReadCSVFile(ToolsTradingDataSet.GetPath() + "events.csv", Delimiter.SemiColon);
//Allocate new array
List <string[]> result_list = new List <string[]>();
string[] exclusion = new string[] { "day", "Day", "Data" };
//For each other column
for (int index_0 = 0; index_0 < source.GetLength(0); index_0++)
{
if (!ExtensionsString.ContainsAny(source[index_0, 2], exclusion))
{
string[] result = new string[3]; // Date symbol impact
//Find dat
DateTime week_start = DateTime.Parse(source[index_0, 0]);
int year = week_start.Year;
int month = ToolsForexFactory.MonthToInt(source[index_0, 1].Split(' ')[0]);
int day = int.Parse(source[index_0, 1].Split(' ')[1]);
if ((week_start.Month == 12) && (month == 1))
{
year++;
}
int hour = int.Parse(source[index_0, 2].Split(':')[0]);
int minute = int.Parse(source[index_0, 2].Split(':')[1].Substring(0, 2));
if (source[index_0, 2].Contains("pm"))
{
hour = hour + 12;
}
if (hour == 24)
{
hour = 0;
DateTime date_time = new DateTime(year, month, day, hour, minute, 0);
date_time = date_time.AddDays(1);
result[0] = ToolsTime.DateTimeToUnixTimestampInt32(date_time).ToString();
}
else
{
DateTime date_time = new DateTime(year, month, day, hour, minute, 0);
result[0] = ToolsTime.DateTimeToUnixTimestampInt32(date_time).ToString();
}
result[1] = source[index_0, 3];
switch (source[index_0, 4])
{
case "Non-Economic":
result[2] = "0"; // Impacs
break;
case "Low Impact Expected":
result[2] = "1"; // Impacs
break;
case "Medium Impact Expected":
result[2] = "2"; // Impacs
break;
case "High Impact Expected":
result[2] = "3"; // Impacs
break;
default:
throw new Exception("Unknown impact");
}
result_list.Add(result);
}
}
ToolsIOCSV.WriteCSVFile(ToolsTradingDataSet.GetPath() + "events_small.csv", ToolsCollection.ConvertToArray2D(result_list));
}