public void FillBackwardThenForwardTest()
{
var sp = new StockPrices(new[] { float.NaN, 1, float.NaN, 2, float.NaN });
sp.ReplaceNanFill(FillDirection.Backward).ReplaceNanFill(FillDirection.Forward);
var expected = new[] { 1f, 1f, 2f, 2f, 2f };
CollectionAssert.AreEqual(expected, sp.Prices);
}
public static StockPrices ReadStock(string symbol, string dataColumnName, TimeSeries dayOffsets)
{
var prices = new StockPrices(dayOffsets.Count);
string filePath = DataAccess.GetInstance().GetFilePath(symbol);
using (var csv = new CsvReader2(filePath))
{
while (csv.Read())
{
var date = csv.GetDateTime("Date");
int offset = dayOffsets.GetOffsetDaysFromStart(date);
if (offset < 0)
continue;
var price = csv.GetFloat(dataColumnName);
prices.Set(offset, price);
}
}
return prices;
}
private void Add(string symbol, StockPrices stockPrices)
{
tickerToIndex.Add(symbol, allPrices.Count);
allPrices.Add(stockPrices);
}
