public void DoExperiment() { string [,] event_table = ToolsIOCSV.ReadCSVFile(@"D:\GoogleDrive\TestData\Trading\events.csv", Delimiter.SemiColon); //Load events //ToolsTradingCalendarEvent.GetTradingCalendarEvents(new string[] { "EUR", "USD" }, start_date, end_date); //Load candles ToolsPrice.GetPriceCandles("EUR_USD", TimeScale.Minute1, start_date, end_date, 0.07); // }
public void DoExperiment() { List <PriceCandle> all_data = ToolsPrice.GetPriceCandles(); // new DateTime(2016, 9, 3) PlotLine2D line_plot_2d = new PlotLine2D(); for (int month_index = 1; month_index < 9; month_index++) { DateTimeUTC nfp_date = null;// ToolsTradingCalendarEvent.GetNFPDatetime(2016, month_index); DateTimeUTC nfp_date_begin = nfp_date.AddMinutes(-100); DateTimeUTC nfp_date_end = nfp_date.AddMinutes(100); List <double> nfp_time = new List <double>(); List <double> nfp_bid = new List <double>(); double candle_time = 0; double subtract = 0; foreach (PriceCandle candle in all_data) { if ((nfp_date_begin <= candle.OpenTime) && (candle.OpenTime < nfp_date_end)) { if (candle_time == 0) { subtract = candle.OpenBid; } nfp_time.Add(candle_time); nfp_time.Add(candle_time); nfp_time.Add(candle_time); nfp_time.Add(candle_time); nfp_bid.Add(candle.OpenBid); nfp_bid.Add(candle.LowBid); nfp_bid.Add(candle.HighBid); nfp_bid.Add(candle.CloseBid); candle_time++; } } line_plot_2d.AddSeries(nfp_time, nfp_bid, Color.Black); } ToolsPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "nfp.png", line_plot_2d, 800, 800); }
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 TestGetPriceCandles() { ToolsPrice.GetPriceCandles(ToolsPrice.DefaultSymbolGBPUSD, TimeScale.Second1); }