mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 23:58:04 +00:00
updates from mac
This commit is contained in:
Miha Kralj
+254
-254
@@ -1,254 +1,254 @@
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using Xunit;
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namespace QuanTAlib.Tests;
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public class CsvFeedTests
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{
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private const string TestCsvPath = "daily_IBM.csv";
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[Fact]
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public void Constructor_ValidFile_LoadsData()
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{
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var feed = new CsvFeed(TestCsvPath);
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Assert.NotNull(feed);
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}
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[Fact]
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public void Constructor_NonExistentFile_ThrowsFileNotFoundException()
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{
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Assert.Throws<FileNotFoundException>(() => new CsvFeed("nonexistent.csv"));
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}
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[Fact]
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public void Constructor_NullPath_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new CsvFeed(null!));
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}
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[Fact]
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public void Constructor_EmptyPath_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new CsvFeed(""));
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}
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[Fact]
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public void Next_StreamsDataChronologically()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Get first bar
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var bar1 = feed.Next(isNew: true);
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Assert.True(bar1.Time > 0);
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// Get second bar - should be later in time
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var bar2 = feed.Next(isNew: true);
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Assert.True(bar2.Time > bar1.Time);
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// Get third bar
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var bar3 = feed.Next(isNew: true);
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Assert.True(bar3.Time > bar2.Time);
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}
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[Fact]
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public void Next_WithRefParameter_StreamsCorrectly()
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{
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var feed = new CsvFeed(TestCsvPath);
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bool isNew = true;
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var bar1 = feed.Next(ref isNew);
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Assert.True(isNew); // Should still be true
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Assert.True(bar1.Time > 0);
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isNew = true;
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var bar2 = feed.Next(ref isNew);
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Assert.True(isNew);
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Assert.True(bar2.Time > bar1.Time);
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}
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[Fact]
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public void Next_UpdateCurrentBar_ReturnsSameBar()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Get first bar
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var bar1 = feed.Next(isNew: true);
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// Update current bar (should return same bar)
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var bar2 = feed.Next(isNew: false);
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Assert.Equal(bar1.Time, bar2.Time);
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Assert.Equal(bar1.Close, bar2.Close);
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// Get next bar
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var bar3 = feed.Next(isNew: true);
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Assert.True(bar3.Time > bar1.Time);
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}
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[Fact]
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public void Next_EndOfData_SignalsNoMoreData()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Stream through all data
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TBar lastBar = default;
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bool isNew = true;
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int count = 0;
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while (isNew && count < 200) // Safety limit
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{
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lastBar = feed.Next(ref isNew);
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count++;
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}
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// Should have reached end and isNew should be false
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Assert.False(isNew);
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Assert.True(lastBar.Time > 0);
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// Calling again should return same bar with isNew=false
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isNew = true;
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var finalBar = feed.Next(ref isNew);
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Assert.False(isNew);
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Assert.Equal(lastBar.Time, finalBar.Time);
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}
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[Fact]
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public void Fetch_ReturnsCorrectNumberOfBars()
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{
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var feed = new CsvFeed(TestCsvPath);
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var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var interval = TimeSpan.FromDays(1);
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var series = feed.Fetch(10, startTime, interval);
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Assert.True(series.Count > 0);
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Assert.True(series.Count <= 10);
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}
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[Fact]
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public void Fetch_InvalidCount_ThrowsArgumentException()
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{
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var feed = new CsvFeed(TestCsvPath);
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var startTime = DateTime.UtcNow.Ticks;
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var interval = TimeSpan.FromDays(1);
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Assert.Throws<ArgumentException>(() => feed.Fetch(0, startTime, interval));
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Assert.Throws<ArgumentException>(() => feed.Fetch(-1, startTime, interval));
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}
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[Fact]
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public void Fetch_ResetsStreamingPosition()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Stream a few bars
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feed.Next(isNew: true);
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feed.Next(isNew: true);
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feed.Next(isNew: true);
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// Fetch from start
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var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
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// Next should now stream from fetched position
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var bar = feed.Next(isNew: true);
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Assert.True(bar.Time >= startTime);
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}
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[Fact]
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public void LoadFromCsv_ParsesValuesCorrectly()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Get first bar (oldest in chronological order)
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var bar = feed.Next(isNew: true);
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// Verify it has valid OHLCV data
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Assert.True(bar.Open > 0);
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Assert.True(bar.High >= bar.Open);
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Assert.True(bar.High >= bar.Close);
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Assert.True(bar.Low <= bar.Open);
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Assert.True(bar.Low <= bar.Close);
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Assert.True(bar.Close > 0);
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Assert.True(bar.Volume > 0);
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}
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[Fact]
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public void LoadFromCsv_DataInChronologicalOrder()
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{
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var feed = new CsvFeed(TestCsvPath);
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var bars = new List<TBar>();
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bool isNew = true;
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// Collect first 10 bars
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for (int i = 0; i < 10 && isNew; i++)
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{
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bars.Add(feed.Next(ref isNew));
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}
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// Verify chronological order (each bar later than previous)
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for (int i = 1; i < bars.Count; i++)
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{
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Assert.True(bars[i].Time > bars[i - 1].Time,
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$"Bar {i} time ({bars[i].AsDateTime}) should be after bar {i-1} time ({bars[i-1].AsDateTime})");
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}
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}
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[Fact]
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public void CsvFeed_WorksWithIFeedInterface()
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{
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IFeed feed = new CsvFeed(TestCsvPath);
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var bar1 = feed.Next(isNew: true);
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Assert.True(bar1.Time > 0);
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var bar2 = feed.Next(isNew: true);
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Assert.True(bar2.Time > bar1.Time);
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}
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[Fact]
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public void Next_MixedNewAndUpdate_WorksCorrectly()
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{
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var feed = new CsvFeed(TestCsvPath);
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var bar1 = feed.Next(isNew: true);
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var bar1Update = feed.Next(isNew: false);
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Assert.Equal(bar1.Time, bar1Update.Time);
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var bar2 = feed.Next(isNew: true);
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Assert.True(bar2.Time > bar1.Time);
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var bar2Update = feed.Next(isNew: false);
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Assert.Equal(bar2.Time, bar2Update.Time);
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var bar3 = feed.Next(isNew: true);
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Assert.True(bar3.Time > bar2.Time);
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}
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[Fact]
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public void Fetch_WithEarlyStartTime_ReturnsData()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Start from very early date (before any data)
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var startTime = new DateTime(2020, 1, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
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// Should return data starting from first available bar
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Assert.True(series.Count > 0);
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}
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[Fact]
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public void Fetch_WithFutureStartTime_ReturnsEmpty()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Start from future date (after all data)
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var startTime = new DateTime(2030, 1, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
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// Should return empty or minimal data
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Assert.True(series.Count == 0);
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}
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}
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using Xunit;
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namespace QuanTAlib.Tests;
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public class CsvFeedTests
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{
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private const string TestCsvPath = "daily_IBM.csv";
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[Fact]
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public void Constructor_ValidFile_LoadsData()
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{
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var feed = new CsvFeed(TestCsvPath);
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Assert.NotNull(feed);
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}
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[Fact]
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public void Constructor_NonExistentFile_ThrowsFileNotFoundException()
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{
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Assert.Throws<FileNotFoundException>(() => new CsvFeed("nonexistent.csv"));
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}
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[Fact]
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public void Constructor_NullPath_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new CsvFeed(null!));
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}
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[Fact]
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public void Constructor_EmptyPath_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new CsvFeed(""));
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}
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[Fact]
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public void Next_StreamsDataChronologically()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Get first bar
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var bar1 = feed.Next(isNew: true);
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Assert.True(bar1.Time > 0);
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// Get second bar - should be later in time
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var bar2 = feed.Next(isNew: true);
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Assert.True(bar2.Time > bar1.Time);
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// Get third bar
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var bar3 = feed.Next(isNew: true);
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Assert.True(bar3.Time > bar2.Time);
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}
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[Fact]
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public void Next_WithRefParameter_StreamsCorrectly()
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{
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var feed = new CsvFeed(TestCsvPath);
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bool isNew = true;
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var bar1 = feed.Next(ref isNew);
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Assert.True(isNew); // Should still be true
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Assert.True(bar1.Time > 0);
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isNew = true;
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var bar2 = feed.Next(ref isNew);
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Assert.True(isNew);
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Assert.True(bar2.Time > bar1.Time);
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}
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[Fact]
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public void Next_UpdateCurrentBar_ReturnsSameBar()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Get first bar
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var bar1 = feed.Next(isNew: true);
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// Update current bar (should return same bar)
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var bar2 = feed.Next(isNew: false);
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Assert.Equal(bar1.Time, bar2.Time);
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Assert.Equal(bar1.Close, bar2.Close);
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// Get next bar
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var bar3 = feed.Next(isNew: true);
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Assert.True(bar3.Time > bar1.Time);
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}
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[Fact]
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public void Next_EndOfData_SignalsNoMoreData()
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{
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var feed = new CsvFeed(TestCsvPath);
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// Stream through all data
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TBar lastBar = default;
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bool isNew = true;
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int count = 0;
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|
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while (isNew && count < 200) // Safety limit
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{
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lastBar = feed.Next(ref isNew);
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count++;
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}
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// Should have reached end and isNew should be false
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Assert.False(isNew);
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Assert.True(lastBar.Time > 0);
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// Calling again should return same bar with isNew=false
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isNew = true;
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var finalBar = feed.Next(ref isNew);
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Assert.False(isNew);
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Assert.Equal(lastBar.Time, finalBar.Time);
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}
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[Fact]
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public void Fetch_ReturnsCorrectNumberOfBars()
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{
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var feed = new CsvFeed(TestCsvPath);
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var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var interval = TimeSpan.FromDays(1);
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var series = feed.Fetch(10, startTime, interval);
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Assert.True(series.Count > 0);
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Assert.True(series.Count <= 10);
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}
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[Fact]
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||||
public void Fetch_InvalidCount_ThrowsArgumentException()
|
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{
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||||
var feed = new CsvFeed(TestCsvPath);
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var startTime = DateTime.UtcNow.Ticks;
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||||
var interval = TimeSpan.FromDays(1);
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||||
|
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Assert.Throws<ArgumentException>(() => feed.Fetch(0, startTime, interval));
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Assert.Throws<ArgumentException>(() => feed.Fetch(-1, startTime, interval));
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}
|
||||
|
||||
[Fact]
|
||||
public void Fetch_ResetsStreamingPosition()
|
||||
{
|
||||
var feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
// Stream a few bars
|
||||
feed.Next(isNew: true);
|
||||
feed.Next(isNew: true);
|
||||
feed.Next(isNew: true);
|
||||
|
||||
// Fetch from start
|
||||
var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
|
||||
var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
|
||||
|
||||
// Next should now stream from fetched position
|
||||
var bar = feed.Next(isNew: true);
|
||||
Assert.True(bar.Time >= startTime);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LoadFromCsv_ParsesValuesCorrectly()
|
||||
{
|
||||
var feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
// Get first bar (oldest in chronological order)
|
||||
var bar = feed.Next(isNew: true);
|
||||
|
||||
// Verify it has valid OHLCV data
|
||||
Assert.True(bar.Open > 0);
|
||||
Assert.True(bar.High >= bar.Open);
|
||||
Assert.True(bar.High >= bar.Close);
|
||||
Assert.True(bar.Low <= bar.Open);
|
||||
Assert.True(bar.Low <= bar.Close);
|
||||
Assert.True(bar.Close > 0);
|
||||
Assert.True(bar.Volume > 0);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LoadFromCsv_DataInChronologicalOrder()
|
||||
{
|
||||
var feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
var bars = new List<TBar>();
|
||||
bool isNew = true;
|
||||
|
||||
// Collect first 10 bars
|
||||
for (int i = 0; i < 10 && isNew; i++)
|
||||
{
|
||||
bars.Add(feed.Next(ref isNew));
|
||||
}
|
||||
|
||||
// Verify chronological order (each bar later than previous)
|
||||
for (int i = 1; i < bars.Count; i++)
|
||||
{
|
||||
Assert.True(bars[i].Time > bars[i - 1].Time,
|
||||
$"Bar {i} time ({bars[i].AsDateTime}) should be after bar {i-1} time ({bars[i-1].AsDateTime})");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CsvFeed_WorksWithIFeedInterface()
|
||||
{
|
||||
IFeed feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
var bar1 = feed.Next(isNew: true);
|
||||
Assert.True(bar1.Time > 0);
|
||||
|
||||
var bar2 = feed.Next(isNew: true);
|
||||
Assert.True(bar2.Time > bar1.Time);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Next_MixedNewAndUpdate_WorksCorrectly()
|
||||
{
|
||||
var feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
var bar1 = feed.Next(isNew: true);
|
||||
var bar1Update = feed.Next(isNew: false);
|
||||
Assert.Equal(bar1.Time, bar1Update.Time);
|
||||
|
||||
var bar2 = feed.Next(isNew: true);
|
||||
Assert.True(bar2.Time > bar1.Time);
|
||||
|
||||
var bar2Update = feed.Next(isNew: false);
|
||||
Assert.Equal(bar2.Time, bar2Update.Time);
|
||||
|
||||
var bar3 = feed.Next(isNew: true);
|
||||
Assert.True(bar3.Time > bar2.Time);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Fetch_WithEarlyStartTime_ReturnsData()
|
||||
{
|
||||
var feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
// Start from very early date (before any data)
|
||||
var startTime = new DateTime(2020, 1, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
|
||||
var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
|
||||
|
||||
// Should return data starting from first available bar
|
||||
Assert.True(series.Count > 0);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Fetch_WithFutureStartTime_ReturnsEmpty()
|
||||
{
|
||||
var feed = new CsvFeed(TestCsvPath);
|
||||
|
||||
// Start from future date (after all data)
|
||||
var startTime = new DateTime(2030, 1, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
|
||||
var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
|
||||
|
||||
// Should return empty or minimal data
|
||||
Assert.True(series.Count == 0);
|
||||
}
|
||||
}
|
||||
|
||||
+196
-196
@@ -1,196 +1,196 @@
|
||||
using System.Globalization;
|
||||
using System.Runtime.CompilerServices;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// CSV file feed for loading historical OHLCV data.
|
||||
/// Loads data in constructor and streams through it with Next() or returns batches with Fetch().
|
||||
/// CSV format: timestamp,open,high,low,close,volume (header required)
|
||||
/// Timestamp format: YYYY-MM-DD (UTC midnight assumed)
|
||||
/// </summary>
|
||||
public class CsvFeed : IFeed
|
||||
{
|
||||
private readonly TBarSeries _data;
|
||||
|
||||
// Streaming state
|
||||
private int _currentIndex;
|
||||
private TBar _currentBar;
|
||||
private bool _hasCurrentBar;
|
||||
|
||||
/// <summary>
|
||||
/// Loads CSV file and prepares data for streaming.
|
||||
/// Data is reversed to chronological order (oldest first).
|
||||
/// </summary>
|
||||
/// <param name="filePath">Path to CSV file</param>
|
||||
public CsvFeed(string filePath)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(filePath))
|
||||
throw new ArgumentException("File path cannot be null or empty", nameof(filePath));
|
||||
|
||||
if (!File.Exists(filePath))
|
||||
throw new FileNotFoundException($"CSV file not found: {filePath}", filePath);
|
||||
|
||||
_data = LoadFromCsv(filePath);
|
||||
_currentIndex = 0;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Parses CSV file into TBarSeries.
|
||||
/// Expected format: timestamp,open,high,low,close,volume
|
||||
/// </summary>
|
||||
private static TBarSeries LoadFromCsv(string filePath)
|
||||
{
|
||||
var lines = File.ReadAllLines(filePath);
|
||||
|
||||
if (lines.Length == 0)
|
||||
throw new InvalidDataException("CSV file is empty");
|
||||
|
||||
// Skip header, reverse to chronological order (oldest first)
|
||||
var dataLines = lines.Skip(1).Reverse().ToArray();
|
||||
|
||||
if (dataLines.Length == 0)
|
||||
throw new InvalidDataException("CSV file contains only header, no data");
|
||||
|
||||
var series = new TBarSeries(dataLines.Length);
|
||||
|
||||
for (int i = 0; i < dataLines.Length; i++)
|
||||
{
|
||||
var line = dataLines[i];
|
||||
if (string.IsNullOrWhiteSpace(line))
|
||||
continue;
|
||||
|
||||
var parts = line.Split(',');
|
||||
if (parts.Length != 6)
|
||||
throw new FormatException($"Invalid CSV format at line {i + 2}. Expected 6 columns, found {parts.Length}");
|
||||
|
||||
try
|
||||
{
|
||||
// Parse timestamp (YYYY-MM-DD format, assume UTC midnight)
|
||||
var timestamp = DateTime.ParseExact(parts[0].Trim(), "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal | DateTimeStyles.AdjustToUniversal);
|
||||
|
||||
// Parse OHLCV values
|
||||
double open = double.Parse(parts[1].Trim(), CultureInfo.InvariantCulture);
|
||||
double high = double.Parse(parts[2].Trim(), CultureInfo.InvariantCulture);
|
||||
double low = double.Parse(parts[3].Trim(), CultureInfo.InvariantCulture);
|
||||
double close = double.Parse(parts[4].Trim(), CultureInfo.InvariantCulture);
|
||||
double volume = double.Parse(parts[5].Trim(), CultureInfo.InvariantCulture);
|
||||
|
||||
series.Add(timestamp, open, high, low, close, volume, isNew: true);
|
||||
}
|
||||
catch (Exception ex) when (ex is FormatException or OverflowException)
|
||||
{
|
||||
throw new FormatException($"Failed to parse CSV line {i + 2}: {line}", ex);
|
||||
}
|
||||
}
|
||||
|
||||
return series;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the next bar with full bidirectional control.
|
||||
/// When end of data reached, returns last bar and sets isNew=false.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar Next(ref bool isNew)
|
||||
{
|
||||
if (_data.Count == 0)
|
||||
{
|
||||
isNew = false;
|
||||
return default;
|
||||
}
|
||||
|
||||
if (isNew || !_hasCurrentBar)
|
||||
{
|
||||
// Request for new bar
|
||||
if (_currentIndex >= _data.Count)
|
||||
{
|
||||
// End of data - return last bar and signal no more data
|
||||
isNew = false;
|
||||
return _currentBar;
|
||||
}
|
||||
|
||||
_currentBar = _data[_currentIndex];
|
||||
_currentIndex++;
|
||||
_hasCurrentBar = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Update current bar - CSV has no intra-bar updates, return same bar
|
||||
// No change to _currentBar or _currentIndex
|
||||
}
|
||||
|
||||
return _currentBar;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the next bar with simple control.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar Next(bool isNew = true)
|
||||
{
|
||||
return Next(ref isNew);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns a filtered subset of data matching the criteria.
|
||||
/// Resets streaming position to start of returned data.
|
||||
/// </summary>
|
||||
public TBarSeries Fetch(int count, long startTime, TimeSpan interval)
|
||||
{
|
||||
if (count <= 0)
|
||||
throw new ArgumentException("Count must be positive", nameof(count));
|
||||
|
||||
var result = new TBarSeries(count);
|
||||
|
||||
// Find starting index
|
||||
int startIndex = 0;
|
||||
for (int i = 0; i < _data.Count; i++)
|
||||
{
|
||||
if (_data[i].Time >= startTime)
|
||||
{
|
||||
startIndex = i;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// Collect bars matching interval
|
||||
long expectedTime = startTime;
|
||||
int collected = 0;
|
||||
|
||||
for (int i = startIndex; i < _data.Count && collected < count; i++)
|
||||
{
|
||||
var bar = _data[i];
|
||||
|
||||
// Check if bar time matches expected time (within tolerance)
|
||||
long timeDiff = Math.Abs(bar.Time - expectedTime);
|
||||
long tolerance = interval.Ticks / 2; // Allow 50% tolerance
|
||||
|
||||
if (timeDiff <= tolerance)
|
||||
{
|
||||
result.Add(bar, isNew: true);
|
||||
collected++;
|
||||
expectedTime += interval.Ticks;
|
||||
}
|
||||
else if (bar.Time > expectedTime)
|
||||
{
|
||||
// Gap in data - skip forward
|
||||
long gaps = (bar.Time - expectedTime) / interval.Ticks;
|
||||
expectedTime += (gaps + 1) * interval.Ticks;
|
||||
|
||||
if (Math.Abs(bar.Time - expectedTime + interval.Ticks) <= tolerance)
|
||||
{
|
||||
result.Add(bar, isNew: true);
|
||||
collected++;
|
||||
expectedTime += interval.Ticks;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Reset streaming to start of returned data
|
||||
_currentIndex = startIndex;
|
||||
_hasCurrentBar = false;
|
||||
|
||||
return result;
|
||||
}
|
||||
}
|
||||
using System.Globalization;
|
||||
using System.Runtime.CompilerServices;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// CSV file feed for loading historical OHLCV data.
|
||||
/// Loads data in constructor and streams through it with Next() or returns batches with Fetch().
|
||||
/// CSV format: timestamp,open,high,low,close,volume (header required)
|
||||
/// Timestamp format: YYYY-MM-DD (UTC midnight assumed)
|
||||
/// </summary>
|
||||
public class CsvFeed : IFeed
|
||||
{
|
||||
private readonly TBarSeries _data;
|
||||
|
||||
// Streaming state
|
||||
private int _currentIndex;
|
||||
private TBar _currentBar;
|
||||
private bool _hasCurrentBar;
|
||||
|
||||
/// <summary>
|
||||
/// Loads CSV file and prepares data for streaming.
|
||||
/// Data is reversed to chronological order (oldest first).
|
||||
/// </summary>
|
||||
/// <param name="filePath">Path to CSV file</param>
|
||||
public CsvFeed(string filePath)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(filePath))
|
||||
throw new ArgumentException("File path cannot be null or empty", nameof(filePath));
|
||||
|
||||
if (!File.Exists(filePath))
|
||||
throw new FileNotFoundException($"CSV file not found: {filePath}", filePath);
|
||||
|
||||
_data = LoadFromCsv(filePath);
|
||||
_currentIndex = 0;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Parses CSV file into TBarSeries.
|
||||
/// Expected format: timestamp,open,high,low,close,volume
|
||||
/// </summary>
|
||||
private static TBarSeries LoadFromCsv(string filePath)
|
||||
{
|
||||
var lines = File.ReadAllLines(filePath);
|
||||
|
||||
if (lines.Length == 0)
|
||||
throw new InvalidDataException("CSV file is empty");
|
||||
|
||||
// Skip header, reverse to chronological order (oldest first)
|
||||
var dataLines = lines.Skip(1).Reverse().ToArray();
|
||||
|
||||
if (dataLines.Length == 0)
|
||||
throw new InvalidDataException("CSV file contains only header, no data");
|
||||
|
||||
var series = new TBarSeries(dataLines.Length);
|
||||
|
||||
for (int i = 0; i < dataLines.Length; i++)
|
||||
{
|
||||
var line = dataLines[i];
|
||||
if (string.IsNullOrWhiteSpace(line))
|
||||
continue;
|
||||
|
||||
var parts = line.Split(',');
|
||||
if (parts.Length != 6)
|
||||
throw new FormatException($"Invalid CSV format at line {i + 2}. Expected 6 columns, found {parts.Length}");
|
||||
|
||||
try
|
||||
{
|
||||
// Parse timestamp (YYYY-MM-DD format, assume UTC midnight)
|
||||
var timestamp = DateTime.ParseExact(parts[0].Trim(), "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal | DateTimeStyles.AdjustToUniversal);
|
||||
|
||||
// Parse OHLCV values
|
||||
double open = double.Parse(parts[1].Trim(), CultureInfo.InvariantCulture);
|
||||
double high = double.Parse(parts[2].Trim(), CultureInfo.InvariantCulture);
|
||||
double low = double.Parse(parts[3].Trim(), CultureInfo.InvariantCulture);
|
||||
double close = double.Parse(parts[4].Trim(), CultureInfo.InvariantCulture);
|
||||
double volume = double.Parse(parts[5].Trim(), CultureInfo.InvariantCulture);
|
||||
|
||||
series.Add(timestamp, open, high, low, close, volume, isNew: true);
|
||||
}
|
||||
catch (Exception ex) when (ex is FormatException or OverflowException)
|
||||
{
|
||||
throw new FormatException($"Failed to parse CSV line {i + 2}: {line}", ex);
|
||||
}
|
||||
}
|
||||
|
||||
return series;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the next bar with full bidirectional control.
|
||||
/// When end of data reached, returns last bar and sets isNew=false.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar Next(ref bool isNew)
|
||||
{
|
||||
if (_data.Count == 0)
|
||||
{
|
||||
isNew = false;
|
||||
return default;
|
||||
}
|
||||
|
||||
if (isNew || !_hasCurrentBar)
|
||||
{
|
||||
// Request for new bar
|
||||
if (_currentIndex >= _data.Count)
|
||||
{
|
||||
// End of data - return last bar and signal no more data
|
||||
isNew = false;
|
||||
return _currentBar;
|
||||
}
|
||||
|
||||
_currentBar = _data[_currentIndex];
|
||||
_currentIndex++;
|
||||
_hasCurrentBar = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Update current bar - CSV has no intra-bar updates, return same bar
|
||||
// No change to _currentBar or _currentIndex
|
||||
}
|
||||
|
||||
return _currentBar;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the next bar with simple control.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar Next(bool isNew = true)
|
||||
{
|
||||
return Next(ref isNew);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns a filtered subset of data matching the criteria.
|
||||
/// Resets streaming position to start of returned data.
|
||||
/// </summary>
|
||||
public TBarSeries Fetch(int count, long startTime, TimeSpan interval)
|
||||
{
|
||||
if (count <= 0)
|
||||
throw new ArgumentException("Count must be positive", nameof(count));
|
||||
|
||||
var result = new TBarSeries(count);
|
||||
|
||||
// Find starting index
|
||||
int startIndex = 0;
|
||||
for (int i = 0; i < _data.Count; i++)
|
||||
{
|
||||
if (_data[i].Time >= startTime)
|
||||
{
|
||||
startIndex = i;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// Collect bars matching interval
|
||||
long expectedTime = startTime;
|
||||
int collected = 0;
|
||||
|
||||
for (int i = startIndex; i < _data.Count && collected < count; i++)
|
||||
{
|
||||
var bar = _data[i];
|
||||
|
||||
// Check if bar time matches expected time (within tolerance)
|
||||
long timeDiff = Math.Abs(bar.Time - expectedTime);
|
||||
long tolerance = interval.Ticks / 2; // Allow 50% tolerance
|
||||
|
||||
if (timeDiff <= tolerance)
|
||||
{
|
||||
result.Add(bar, isNew: true);
|
||||
collected++;
|
||||
expectedTime += interval.Ticks;
|
||||
}
|
||||
else if (bar.Time > expectedTime)
|
||||
{
|
||||
// Gap in data - skip forward
|
||||
long gaps = (bar.Time - expectedTime) / interval.Ticks;
|
||||
expectedTime += (gaps + 1) * interval.Ticks;
|
||||
|
||||
if (Math.Abs(bar.Time - expectedTime + interval.Ticks) <= tolerance)
|
||||
{
|
||||
result.Add(bar, isNew: true);
|
||||
collected++;
|
||||
expectedTime += interval.Ticks;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Reset streaming to start of returned data
|
||||
_currentIndex = startIndex;
|
||||
_hasCurrentBar = false;
|
||||
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
+68
-68
@@ -1,68 +1,68 @@
|
||||
# CsvFeed Class
|
||||
|
||||
`CsvFeed` is a file-based feed implementation that loads historical OHLCV data from CSV files. It supports both streaming access (simulating real-time playback) and batch retrieval.
|
||||
|
||||
## Key Features
|
||||
|
||||
- **Historical Data Loading**: Reads standard OHLCV CSV files.
|
||||
- **Chronological Ordering**: Automatically reverses data if needed (assumes newest-first in file, provides oldest-first).
|
||||
- **Streaming Interface**: Implements `IFeed` for consistent usage with other feed types.
|
||||
- **Batch Retrieval**: Supports fetching specific time ranges via `Fetch()`.
|
||||
|
||||
## CSV Format Requirements
|
||||
|
||||
The file must have a header row and follow this column order:
|
||||
`timestamp, open, high, low, close, volume`
|
||||
|
||||
- **Timestamp**: `YYYY-MM-DD` (assumed UTC midnight)
|
||||
- **Prices/Volume**: Numeric values
|
||||
|
||||
Example:
|
||||
```csv
|
||||
Date,Open,High,Low,Close,Volume
|
||||
2024-01-01,100.0,105.0,99.0,102.5,10000
|
||||
2024-01-02,102.5,103.0,101.0,101.5,8500
|
||||
```
|
||||
|
||||
## Class Definition
|
||||
|
||||
```csharp
|
||||
public class CsvFeed : IFeed
|
||||
{
|
||||
public CsvFeed(string filePath);
|
||||
public TBar Next(bool isNew = true);
|
||||
public TBarSeries Fetch(int count, long startTime, TimeSpan interval);
|
||||
}
|
||||
```
|
||||
|
||||
## Usage
|
||||
|
||||
### 1. Loading Data
|
||||
```csharp
|
||||
var feed = new CsvFeed("path/to/data.csv");
|
||||
```
|
||||
|
||||
### 2. Streaming Data (Simulation)
|
||||
```csharp
|
||||
// Get first bar
|
||||
var bar = feed.Next(isNew: true);
|
||||
|
||||
// Loop through all data
|
||||
while (true)
|
||||
{
|
||||
// Process bar...
|
||||
Console.WriteLine(bar);
|
||||
|
||||
// Get next bar
|
||||
bool isNew = true;
|
||||
bar = feed.Next(ref isNew);
|
||||
|
||||
// Stop if no more new data
|
||||
if (!isNew) break;
|
||||
}
|
||||
```
|
||||
|
||||
### 3. Fetching a Batch
|
||||
```csharp
|
||||
long startTime = new DateTime(2024, 1, 1).Ticks;
|
||||
var batch = feed.Fetch(10, startTime, TimeSpan.FromDays(1));
|
||||
# CsvFeed Class
|
||||
|
||||
`CsvFeed` is a file-based feed implementation that loads historical OHLCV data from CSV files. It supports both streaming access (simulating real-time playback) and batch retrieval.
|
||||
|
||||
## Key Features
|
||||
|
||||
- **Historical Data Loading**: Reads standard OHLCV CSV files.
|
||||
- **Chronological Ordering**: Automatically reverses data if needed (assumes newest-first in file, provides oldest-first).
|
||||
- **Streaming Interface**: Implements `IFeed` for consistent usage with other feed types.
|
||||
- **Batch Retrieval**: Supports fetching specific time ranges via `Fetch()`.
|
||||
|
||||
## CSV Format Requirements
|
||||
|
||||
The file must have a header row and follow this column order:
|
||||
`timestamp, open, high, low, close, volume`
|
||||
|
||||
- **Timestamp**: `YYYY-MM-DD` (assumed UTC midnight)
|
||||
- **Prices/Volume**: Numeric values
|
||||
|
||||
Example:
|
||||
```csv
|
||||
Date,Open,High,Low,Close,Volume
|
||||
2024-01-01,100.0,105.0,99.0,102.5,10000
|
||||
2024-01-02,102.5,103.0,101.0,101.5,8500
|
||||
```
|
||||
|
||||
## Class Definition
|
||||
|
||||
```csharp
|
||||
public class CsvFeed : IFeed
|
||||
{
|
||||
public CsvFeed(string filePath);
|
||||
public TBar Next(bool isNew = true);
|
||||
public TBarSeries Fetch(int count, long startTime, TimeSpan interval);
|
||||
}
|
||||
```
|
||||
|
||||
## Usage
|
||||
|
||||
### 1. Loading Data
|
||||
```csharp
|
||||
var feed = new CsvFeed("path/to/data.csv");
|
||||
```
|
||||
|
||||
### 2. Streaming Data (Simulation)
|
||||
```csharp
|
||||
// Get first bar
|
||||
var bar = feed.Next(isNew: true);
|
||||
|
||||
// Loop through all data
|
||||
while (true)
|
||||
{
|
||||
// Process bar...
|
||||
Console.WriteLine(bar);
|
||||
|
||||
// Get next bar
|
||||
bool isNew = true;
|
||||
bar = feed.Next(ref isNew);
|
||||
|
||||
// Stop if no more new data
|
||||
if (!isNew) break;
|
||||
}
|
||||
```
|
||||
|
||||
### 3. Fetching a Batch
|
||||
```csharp
|
||||
long startTime = new DateTime(2024, 1, 1).Ticks;
|
||||
var batch = feed.Fetch(10, startTime, TimeSpan.FromDays(1));
|
||||
|
||||
+101
-101
@@ -1,101 +1,101 @@
|
||||
timestamp,open,high,low,close,volume
|
||||
2025-11-25,304.1250,306.0000,297.0600,304.4800,2825322
|
||||
2025-11-24,299.1800,307.1800,297.5100,304.1200,6050640
|
||||
2025-11-21,293.4800,300.4800,291.8900,297.4400,5710903
|
||||
2025-11-20,294.6400,300.7100,290.1600,290.4000,5597028
|
||||
2025-11-19,290.5000,291.1099,288.0700,288.5300,3595912
|
||||
2025-11-18,297.0000,297.0000,289.9200,289.9500,4861928
|
||||
2025-11-17,305.5900,306.0000,296.5100,297.1700,3909741
|
||||
2025-11-14,300.0000,307.7200,297.5900,305.6900,3592455
|
||||
2025-11-13,312.2900,314.6000,303.6800,304.8600,5310150
|
||||
2025-11-12,319.8900,324.9000,314.5324,314.9800,6042686
|
||||
2025-11-11,309.0000,317.9100,308.4300,313.7200,4381913
|
||||
2025-11-10,306.8200,309.9400,304.2300,309.1300,2975188
|
||||
2025-11-07,309.6800,310.0000,302.6301,306.3800,5070773
|
||||
2025-11-06,306.7500,315.4400,301.0900,312.4200,6818521
|
||||
2025-11-05,301.3800,307.2000,299.7100,306.7700,4633195
|
||||
2025-11-04,300.0000,303.1700,296.0000,300.8500,5677330
|
||||
2025-11-03,308.0000,312.1411,304.2300,304.7300,4957958
|
||||
2025-10-31,312.0000,313.5000,301.6300,307.4100,7697499
|
||||
2025-10-30,306.6500,313.7500,305.0200,310.0600,4694275
|
||||
2025-10-29,312.7900,314.3300,307.5200,308.2100,4135948
|
||||
2025-10-28,312.6000,319.3500,311.4100,312.5700,6044770
|
||||
2025-10-27,307.8000,313.5000,302.8800,313.0900,9868151
|
||||
2025-10-24,283.7700,310.7500,282.2100,307.4600,16914243
|
||||
2025-10-23,264.9500,285.5791,263.5623,285.0000,16676394
|
||||
2025-10-22,281.9900,289.1700,281.3500,287.5100,10538480
|
||||
2025-10-21,283.3100,285.3100,281.6000,282.0500,4080981
|
||||
2025-10-20,281.2500,285.5000,280.9600,283.6500,3494336
|
||||
2025-10-17,276.1500,283.4000,275.3500,281.2800,5309565
|
||||
2025-10-16,281.1100,282.5600,275.6000,275.9700,2956923
|
||||
2025-10-15,278.3800,285.4500,277.0000,280.7500,3346753
|
||||
2025-10-14,275.5200,277.5300,272.5469,276.1500,3058149
|
||||
2025-10-13,279.7900,282.4399,274.6400,277.2200,4333836
|
||||
2025-10-10,288.9700,290.3850,277.5000,277.8200,4508506
|
||||
2025-10-09,289.8200,290.1300,283.3200,288.2300,4912375
|
||||
2025-10-08,294.1600,294.2000,286.4730,289.4600,5297030
|
||||
2025-10-07,295.5500,301.0425,293.2850,293.8700,7190126
|
||||
2025-10-06,288.6100,291.4500,287.8000,289.4200,2881947
|
||||
2025-10-03,287.5000,293.3200,287.3000,288.3700,4375082
|
||||
2025-10-02,285.7900,288.5400,282.7900,286.7200,3814232
|
||||
2025-10-01,280.2000,286.5900,280.1500,286.4900,4381338
|
||||
2025-09-30,280.8800,286.0250,280.5200,282.1600,5926924
|
||||
2025-09-29,286.0000,286.0000,279.6600,279.8000,6022125
|
||||
2025-09-26,280.5100,288.8500,280.1100,284.3100,9063938
|
||||
2025-09-25,272.9350,284.2300,271.1480,281.4400,11506192
|
||||
2025-09-24,272.6200,273.6499,267.3000,267.5300,3159924
|
||||
2025-09-23,272.7000,273.2962,269.2650,272.2400,5394121
|
||||
2025-09-22,266.6200,272.3100,266.0000,271.3700,5030540
|
||||
2025-09-19,266.0500,267.8700,263.6400,266.4000,9858112
|
||||
2025-09-18,258.8600,265.2300,256.8004,265.0000,4988421
|
||||
2025-09-17,257.4950,260.9644,257.0100,259.0800,3974785
|
||||
2025-09-16,256.2600,258.0000,254.4100,257.5200,2719918
|
||||
2025-09-15,254.0200,259.0500,254.0000,256.2400,4028365
|
||||
2025-09-12,256.9500,257.2500,252.4250,253.4400,3433300
|
||||
2025-09-11,257.5600,258.5450,255.6550,257.0100,3576048
|
||||
2025-09-10,259.6500,260.0800,254.5600,256.8800,5185420
|
||||
2025-09-09,256.1200,260.6600,254.8800,259.1100,4931105
|
||||
2025-09-08,248.6300,257.1500,247.0200,256.0900,6940270
|
||||
2025-09-05,248.2300,249.0300,245.4500,248.5300,3147478
|
||||
2025-09-04,245.4200,249.2800,242.8500,247.1800,4765087
|
||||
2025-09-03,240.0200,244.2500,239.4100,244.1000,3156289
|
||||
2025-09-02,240.9000,241.5500,238.2500,241.5000,3469501
|
||||
2025-08-29,245.2300,245.4599,241.7200,243.4900,2967558
|
||||
2025-08-28,245.4300,245.8800,243.3600,245.7300,2820817
|
||||
2025-08-27,242.8700,245.9600,242.0000,244.8400,3698372
|
||||
2025-08-26,241.0200,244.9800,240.3800,242.6300,5386582
|
||||
2025-08-25,242.5650,242.5650,239.4300,239.4300,3513327
|
||||
2025-08-22,240.7400,243.6800,240.2200,242.0900,3134882
|
||||
2025-08-21,242.2100,242.5000,238.6500,239.4000,2991902
|
||||
2025-08-20,242.1100,242.8800,240.3400,242.5500,3240064
|
||||
2025-08-19,240.0000,242.8300,239.4900,241.2800,3328305
|
||||
2025-08-18,239.5700,241.4200,239.1158,239.4500,3569594
|
||||
2025-08-15,237.6100,240.6200,236.7700,239.7200,4344322
|
||||
2025-08-14,238.2500,239.0000,235.6200,237.1100,4556725
|
||||
2025-08-13,236.2000,240.8411,236.2000,240.0700,5663562
|
||||
2025-08-12,236.5300,237.9600,233.3600,234.7700,8800597
|
||||
2025-08-11,242.2400,243.1500,234.7000,236.3000,9381960
|
||||
2025-08-08,248.8800,249.4800,241.6500,242.2700,6828390
|
||||
2025-08-07,252.8100,255.0000,248.8750,250.1600,6251285
|
||||
2025-08-06,251.5300,254.3200,249.2800,252.2800,3692105
|
||||
2025-08-05,252.0000,252.8000,248.9950,250.6700,5823016
|
||||
2025-08-04,251.0500,252.0800,248.1100,251.9800,5280588
|
||||
2025-08-01,251.4050,251.4791,245.6100,250.0500,9683404
|
||||
2025-07-31,259.5700,259.9900,252.2200,253.1500,6739092
|
||||
2025-07-30,261.6000,262.0000,258.9000,260.2600,3718290
|
||||
2025-07-29,264.3000,265.7999,261.0200,262.4100,4627265
|
||||
2025-07-28,260.3000,264.0000,259.6100,263.2100,5192516
|
||||
2025-07-25,260.0200,260.8000,256.3500,259.7200,7758653
|
||||
2025-07-24,261.2500,262.0486,252.7500,260.5100,22647720
|
||||
2025-07-23,284.3000,288.0800,281.4400,282.0100,8105906
|
||||
2025-07-22,284.7400,284.8800,281.2500,281.9600,4824219
|
||||
2025-07-21,286.2900,287.7300,284.3800,284.7100,3051791
|
||||
2025-07-18,283.3800,287.1600,282.2200,285.8700,4478165
|
||||
2025-07-17,281.5000,283.4566,280.9000,282.0000,3337168
|
||||
2025-07-16,282.7500,283.8700,279.8700,281.9200,2804831
|
||||
2025-07-15,283.7700,284.1550,280.7301,282.7000,2864106
|
||||
2025-07-14,282.8300,284.9250,281.7100,283.7900,2857401
|
||||
2025-07-11,285.0100,287.4300,282.9200,283.5900,3790679
|
||||
2025-07-10,288.9000,288.9000,282.2100,287.4300,3489068
|
||||
2025-07-09,291.3900,291.6000,288.6300,290.1400,2971309
|
||||
2025-07-08,293.1000,295.6100,289.4900,290.4200,2925329
|
||||
timestamp,open,high,low,close,volume
|
||||
2025-11-25,304.1250,306.0000,297.0600,304.4800,2825322
|
||||
2025-11-24,299.1800,307.1800,297.5100,304.1200,6050640
|
||||
2025-11-21,293.4800,300.4800,291.8900,297.4400,5710903
|
||||
2025-11-20,294.6400,300.7100,290.1600,290.4000,5597028
|
||||
2025-11-19,290.5000,291.1099,288.0700,288.5300,3595912
|
||||
2025-11-18,297.0000,297.0000,289.9200,289.9500,4861928
|
||||
2025-11-17,305.5900,306.0000,296.5100,297.1700,3909741
|
||||
2025-11-14,300.0000,307.7200,297.5900,305.6900,3592455
|
||||
2025-11-13,312.2900,314.6000,303.6800,304.8600,5310150
|
||||
2025-11-12,319.8900,324.9000,314.5324,314.9800,6042686
|
||||
2025-11-11,309.0000,317.9100,308.4300,313.7200,4381913
|
||||
2025-11-10,306.8200,309.9400,304.2300,309.1300,2975188
|
||||
2025-11-07,309.6800,310.0000,302.6301,306.3800,5070773
|
||||
2025-11-06,306.7500,315.4400,301.0900,312.4200,6818521
|
||||
2025-11-05,301.3800,307.2000,299.7100,306.7700,4633195
|
||||
2025-11-04,300.0000,303.1700,296.0000,300.8500,5677330
|
||||
2025-11-03,308.0000,312.1411,304.2300,304.7300,4957958
|
||||
2025-10-31,312.0000,313.5000,301.6300,307.4100,7697499
|
||||
2025-10-30,306.6500,313.7500,305.0200,310.0600,4694275
|
||||
2025-10-29,312.7900,314.3300,307.5200,308.2100,4135948
|
||||
2025-10-28,312.6000,319.3500,311.4100,312.5700,6044770
|
||||
2025-10-27,307.8000,313.5000,302.8800,313.0900,9868151
|
||||
2025-10-24,283.7700,310.7500,282.2100,307.4600,16914243
|
||||
2025-10-23,264.9500,285.5791,263.5623,285.0000,16676394
|
||||
2025-10-22,281.9900,289.1700,281.3500,287.5100,10538480
|
||||
2025-10-21,283.3100,285.3100,281.6000,282.0500,4080981
|
||||
2025-10-20,281.2500,285.5000,280.9600,283.6500,3494336
|
||||
2025-10-17,276.1500,283.4000,275.3500,281.2800,5309565
|
||||
2025-10-16,281.1100,282.5600,275.6000,275.9700,2956923
|
||||
2025-10-15,278.3800,285.4500,277.0000,280.7500,3346753
|
||||
2025-10-14,275.5200,277.5300,272.5469,276.1500,3058149
|
||||
2025-10-13,279.7900,282.4399,274.6400,277.2200,4333836
|
||||
2025-10-10,288.9700,290.3850,277.5000,277.8200,4508506
|
||||
2025-10-09,289.8200,290.1300,283.3200,288.2300,4912375
|
||||
2025-10-08,294.1600,294.2000,286.4730,289.4600,5297030
|
||||
2025-10-07,295.5500,301.0425,293.2850,293.8700,7190126
|
||||
2025-10-06,288.6100,291.4500,287.8000,289.4200,2881947
|
||||
2025-10-03,287.5000,293.3200,287.3000,288.3700,4375082
|
||||
2025-10-02,285.7900,288.5400,282.7900,286.7200,3814232
|
||||
2025-10-01,280.2000,286.5900,280.1500,286.4900,4381338
|
||||
2025-09-30,280.8800,286.0250,280.5200,282.1600,5926924
|
||||
2025-09-29,286.0000,286.0000,279.6600,279.8000,6022125
|
||||
2025-09-26,280.5100,288.8500,280.1100,284.3100,9063938
|
||||
2025-09-25,272.9350,284.2300,271.1480,281.4400,11506192
|
||||
2025-09-24,272.6200,273.6499,267.3000,267.5300,3159924
|
||||
2025-09-23,272.7000,273.2962,269.2650,272.2400,5394121
|
||||
2025-09-22,266.6200,272.3100,266.0000,271.3700,5030540
|
||||
2025-09-19,266.0500,267.8700,263.6400,266.4000,9858112
|
||||
2025-09-18,258.8600,265.2300,256.8004,265.0000,4988421
|
||||
2025-09-17,257.4950,260.9644,257.0100,259.0800,3974785
|
||||
2025-09-16,256.2600,258.0000,254.4100,257.5200,2719918
|
||||
2025-09-15,254.0200,259.0500,254.0000,256.2400,4028365
|
||||
2025-09-12,256.9500,257.2500,252.4250,253.4400,3433300
|
||||
2025-09-11,257.5600,258.5450,255.6550,257.0100,3576048
|
||||
2025-09-10,259.6500,260.0800,254.5600,256.8800,5185420
|
||||
2025-09-09,256.1200,260.6600,254.8800,259.1100,4931105
|
||||
2025-09-08,248.6300,257.1500,247.0200,256.0900,6940270
|
||||
2025-09-05,248.2300,249.0300,245.4500,248.5300,3147478
|
||||
2025-09-04,245.4200,249.2800,242.8500,247.1800,4765087
|
||||
2025-09-03,240.0200,244.2500,239.4100,244.1000,3156289
|
||||
2025-09-02,240.9000,241.5500,238.2500,241.5000,3469501
|
||||
2025-08-29,245.2300,245.4599,241.7200,243.4900,2967558
|
||||
2025-08-28,245.4300,245.8800,243.3600,245.7300,2820817
|
||||
2025-08-27,242.8700,245.9600,242.0000,244.8400,3698372
|
||||
2025-08-26,241.0200,244.9800,240.3800,242.6300,5386582
|
||||
2025-08-25,242.5650,242.5650,239.4300,239.4300,3513327
|
||||
2025-08-22,240.7400,243.6800,240.2200,242.0900,3134882
|
||||
2025-08-21,242.2100,242.5000,238.6500,239.4000,2991902
|
||||
2025-08-20,242.1100,242.8800,240.3400,242.5500,3240064
|
||||
2025-08-19,240.0000,242.8300,239.4900,241.2800,3328305
|
||||
2025-08-18,239.5700,241.4200,239.1158,239.4500,3569594
|
||||
2025-08-15,237.6100,240.6200,236.7700,239.7200,4344322
|
||||
2025-08-14,238.2500,239.0000,235.6200,237.1100,4556725
|
||||
2025-08-13,236.2000,240.8411,236.2000,240.0700,5663562
|
||||
2025-08-12,236.5300,237.9600,233.3600,234.7700,8800597
|
||||
2025-08-11,242.2400,243.1500,234.7000,236.3000,9381960
|
||||
2025-08-08,248.8800,249.4800,241.6500,242.2700,6828390
|
||||
2025-08-07,252.8100,255.0000,248.8750,250.1600,6251285
|
||||
2025-08-06,251.5300,254.3200,249.2800,252.2800,3692105
|
||||
2025-08-05,252.0000,252.8000,248.9950,250.6700,5823016
|
||||
2025-08-04,251.0500,252.0800,248.1100,251.9800,5280588
|
||||
2025-08-01,251.4050,251.4791,245.6100,250.0500,9683404
|
||||
2025-07-31,259.5700,259.9900,252.2200,253.1500,6739092
|
||||
2025-07-30,261.6000,262.0000,258.9000,260.2600,3718290
|
||||
2025-07-29,264.3000,265.7999,261.0200,262.4100,4627265
|
||||
2025-07-28,260.3000,264.0000,259.6100,263.2100,5192516
|
||||
2025-07-25,260.0200,260.8000,256.3500,259.7200,7758653
|
||||
2025-07-24,261.2500,262.0486,252.7500,260.5100,22647720
|
||||
2025-07-23,284.3000,288.0800,281.4400,282.0100,8105906
|
||||
2025-07-22,284.7400,284.8800,281.2500,281.9600,4824219
|
||||
2025-07-21,286.2900,287.7300,284.3800,284.7100,3051791
|
||||
2025-07-18,283.3800,287.1600,282.2200,285.8700,4478165
|
||||
2025-07-17,281.5000,283.4566,280.9000,282.0000,3337168
|
||||
2025-07-16,282.7500,283.8700,279.8700,281.9200,2804831
|
||||
2025-07-15,283.7700,284.1550,280.7301,282.7000,2864106
|
||||
2025-07-14,282.8300,284.9250,281.7100,283.7900,2857401
|
||||
2025-07-11,285.0100,287.4300,282.9200,283.5900,3790679
|
||||
2025-07-10,288.9000,288.9000,282.2100,287.4300,3489068
|
||||
2025-07-09,291.3900,291.6000,288.6300,290.1400,2971309
|
||||
2025-07-08,293.1000,295.6100,289.4900,290.4200,2925329
|
||||
|
||||
|
Reference in New Issue
Block a user