romiko
06 Oct 2012, 13:36

Fixed

I have it working now :)

using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.IO;

namespace cAlgo.Robots
{
    [Robot]
    public class DataExtract : Robot
    {
        StreamWriter _fileWriter;
    	
        protected override void OnStart()
        {
  			var symbol = Symbol.Code;
			var desktopFolder = Environment.GetFolderPath(Environment.SpecialFolder.DesktopDirectory);  
			var filePath = Path.Combine(desktopFolder, symbol + ".csv"); 
			
			bool isExistingFile = File.Exists(filePath);
			_fileWriter = File.AppendText(filePath);//creating file
			
			if(!isExistingFile)
				_fileWriter.WriteLine("Date,Time,Open,High,Low,Close,Volume");
			
			_fileWriter.AutoFlush = true;//file will be saved on each change
        }
        
        protected override void OnBar()
        {
    		var openTime = MarketSeries.OpenTime[MarketSeries.OpenTime.Count-2];
       		Print("Time = {0} extracted", openTime);

			//Extract Date,Time,Open,High,Low,Close,Volume
			var date = MarketSeries.OpenTime[MarketSeries.OpenTime.Count-2].ToString("yyyy-MM-dd");
			var time = MarketSeries.OpenTime[MarketSeries.OpenTime.Count-2].ToString("HHmmss");	
			double close = MarketSeries.Close[MarketSeries.Close.Count-2];
			double high = MarketSeries.High[MarketSeries.High.Count-2];
			double low = MarketSeries.Low[MarketSeries.Low.Count-2];
			double open = MarketSeries.Open[MarketSeries.Open.Count-2];
		    var volume = 0;
			_fileWriter.WriteLine("{0},{1},{2},{3},{4},{5},{6}", date, time, open, high, low, close, volume);
        }
        
        protected override void OnStop()
        {
        	_fileWriter.Close();
        }
    }
}

romiko
05 Oct 2012, 12:44

Awesome, thank you! This solution will work for me :)

romiko
05 Oct 2012, 10:58

close thread

sorry posted in wrong forum.

romiko
30 Sep 2012, 10:36

Referencing Time

Is this ok to use, I use this condition to trade and specfic times. I tried to stay away from the index accessor.

        protected override void OnBar()

        {

            if (MarketSeries.OpenTime.LastValue.Hour >= 21 || (MarketSeries.OpenTime.LastValue.Hour >= 0 && MarketSeries.OpenTime.LastValue.Hour <= 13))

                Initialize();

        }

romiko
30 Sep 2012, 10:29

Automated BackTesting

Hi,

I use VIsual Studio and reference the Calgo API. The ultimate is writing unit tests and integration tests to run algorithms throught and bypass the program itself, this way we can have full testing in Visual Studio. I am keen to offer support if you are willing to add this. Just need an Interface that we can use to send FAKE data series data to. Then use something like NSubstitute or fake the concrete implementations.

e.g. IDataSeries.Returns = new FakeDataSeries ......

The we can instantiate our algorithm, with the FakeDataSeries. All we then need is an event trigger for the onTick event :)

What you reckon?

romiko
26 Sep 2012, 14:28

Referencing Time

Hi,

This is flawed, since backtesting needs the time off the reference data, so how can we use time that is back testable?