/// <summary>
/// Write this file to disk.
/// </summary>
/// <param name="filePath">The full path to the new file</param>
/// <param name="data">The data to write as a string</param>
/// <param name="date">The date the data represents</param>
private void WriteFile(string filePath, string data, DateTime date)
{
var tempFilePath = filePath + ".tmp";
data = data.TrimEnd();
if (File.Exists(filePath) && !_appendToZips)
{
File.Delete(filePath);
Log.Trace("LeanDataWriter.Write(): Existing deleted: " + filePath);
}
// Create the directory if it doesnt exist
Directory.CreateDirectory(Path.GetDirectoryName(filePath));
if (_appendToZips)
{
var entryName = LeanData.GenerateZipEntryName(_symbol, date, _resolution, _tickType);
Compression.ZipCreateAppendData(filePath, entryName, data, true);
Log.Trace("LeanDataWriter.Write(): Appended: " + filePath);
}
else
{
// Write out this data string to a zip file
Compression.Zip(data, tempFilePath, LeanData.GenerateZipEntryName(_symbol, date, _resolution, _tickType));
// Move temp file to the final destination with the appropriate name
File.Move(tempFilePath, filePath);
Log.Trace("LeanDataWriter.Write(): Created: " + filePath);
}
}
private void WriteHourAndDailyData(IEnumerable <BaseData> data)
{
var sb = new StringBuilder();
var volData = data.Cast <FxcmVolume>();
foreach (var obs in volData)
{
sb.AppendLine(string.Format("{0:yyyyMMdd HH:mm},{1},{2}", obs.Time, obs.Value,
obs.Transactions));
}
var data_to_save = sb.ToString();
var filename = _symbol.Value.ToLower() + "_volume";
var csvFilePath = Path.Combine(FolderPath, filename + ".csv");
var zipFilePath = csvFilePath.Replace(".csv", ".zip");
if (File.Exists(zipFilePath))
{
File.Delete(zipFilePath);
}
File.WriteAllText(csvFilePath, data_to_save);
// Write out this data string to a zip file
Compression.Zip(csvFilePath, Path.GetFileName(csvFilePath));
}
/// <summary>
/// Write this file to disk
/// </summary>
private void WriteFile(string data, string filename, DateTime time)
{
filename = filename.TrimEnd();
if (File.Exists(data))
{
File.Delete(data);
Log.Trace("LeanDataWriter.Write(): Existing deleted: " + data);
}
// Create the directory if it doesnt exist
Directory.CreateDirectory(Path.GetDirectoryName(data));
// Write out this data string to a zip file
Compression.Zip(filename, data, Compression.CreateZipEntryName(_symbol, _securityType, time, _resolution, _dataType));
Log.Trace("LeanDataWriter.Write(): Created: " + data);
}
private void WriteHourAndDailyData(IEnumerable <BaseData> data)
{
var sb = new StringBuilder();
var volData = data.Cast <FxcmVolume>();
foreach (var obs in volData)
{
sb.AppendLine(string.Format("{0:yyyyMMdd HH:mm},{1},{2}", obs.Time, obs.Value,
obs.Transactions));
}
var filename = _symbol.Value.ToLower() + "_volume.csv";
var filePath = Path.Combine(_folderPath, filename);
File.WriteAllText(filePath, sb.ToString());
// Write out this data string to a zip file
Compression.Zip(filePath, filename);
}
private void WriteMinuteData(IEnumerable <BaseData> data)
{
var sb = new StringBuilder();
var volData = data.Cast <FxcmVolume>();
var dataByDay = volData.GroupBy(o => o.Time.Date);
foreach (var dayOfData in dataByDay)
{
foreach (var obs in dayOfData)
{
sb.AppendLine($"{obs.Time.TimeOfDay.TotalMilliseconds.ToStringInvariant()},{obs.Value.ToStringInvariant()},{obs.Transactions}");
}
var filename = $"{dayOfData.Key.ToStringInvariant("yyyyMMdd")}_volume.csv";
var filePath = Path.Combine(FolderPath, filename);
File.WriteAllText(filePath, sb.ToString());
// Write out this data string to a zip file
Compression.Zip(filePath, filename);
sb.Clear();
}
}
private void WriteMinuteData(IEnumerable <BaseData> data)
{
var sb = new StringBuilder();
var volData = data.Cast <FxcmVolume>();
var dataByDay = volData.GroupBy(o => o.Time.Date);
foreach (var dayOfData in dataByDay)
{
foreach (var obs in dayOfData)
{
sb.AppendLine(string.Format("{0},{1},{2}", obs.Time.TimeOfDay.TotalMilliseconds, obs.Value,
obs.Transactions));
}
var filename = string.Format("{0:yyyyMMdd}_volume.csv", dayOfData.Key);
var filePath = Path.Combine(_folderPath, filename);
File.WriteAllText(filePath, sb.ToString());
// Write out this data string to a zip file
Compression.Zip(filePath, filename);
sb.Clear();
}
}
/// <summary>
/// Write this file to disk.
/// </summary>
/// <param name="filePath">The full path to the new file</param>
/// <param name="data">The data to write as a string</param>
/// <param name="date">The date the data represents</param>
private void WriteFile(string filePath, string data, DateTime date)
{
var tempFilePath = filePath + ".tmp";
data = data.TrimEnd();
if (File.Exists(filePath))
{
File.Delete(filePath);
Log.Trace("LeanDataWriter.Write(): Existing deleted: " + filePath);
}
// Create the directory if it doesnt exist
Directory.CreateDirectory(Path.GetDirectoryName(filePath));
// Write out this data string to a zip file
Compression.Zip(data, tempFilePath, LeanData.GenerateZipEntryName(_symbol.Value, _securityType, date, _resolution, _dataType));
// Move temp file to the final destination with the appropriate name
File.Move(tempFilePath, filePath);
Log.Trace("LeanDataWriter.Write(): Created: " + filePath);
}
