Импорт внешних данных
Импорт внешних данных с диска на примере сценария
public override void Run()
{
Instrument instrument = InstrumentManager["AAPL2"];
string filepath = "F:\\dataSample.txt";
using (System.IO.StreamReader sr = new System.IO.StreamReader(filepath))
{
sr.ReadLine(); //header
while(sr.Peek() >= 0)
{
string[] parts = sr.ReadLine().Split(',');
//reducing fraction part to be able use in formatter
string dt_ = parts[0].Substring(0, parts[0].Length-2);
DateTime dt = DateTime.ParseExact(dt_, "yyyy-MM-dd HH:mm:ss.fffffff", null);
if (parts[1] != "NaN") //parse trade
{
double tradePrice = double.Parse(parts[1]);
int tradeSize = int.Parse(parts[2]);
Trade trade = new Trade(dt, 0, instrument.Id, tradePrice, tradeSize);
DataManager.Save(trade);
}
if (parts[4] != "NaN") //parse bid
{
double bidPrice = double.Parse(parts[4]);
int bidSize = int.Parse(parts[5]);
Bid bid = new Bid(dt, 0, instrument.Id, bidPrice, bidSize);
DataManager.Save(bid);
}
if (parts[6] != "NaN") //parse ask
{
double askPrice = double.Parse(parts[6]);
int askSize = int.Parse(parts[7]);
Ask ask = new Ask(dt, 0, instrument.Id, askPrice, askSize);
DataManager.Save(ask);
}
}
}
Console.WriteLine("Finishedd");
}