Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code.

This commit is contained in:
Miha Kralj
2026-02-20 18:44:56 -08:00
parent 3dd05f23e4
commit cbeefc9d64
283 changed files with 23963 additions and 3838 deletions
+892
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@@ -0,0 +1,892 @@
#pragma warning disable CS0618 // Tests intentionally use obsolete Next(bool) overload to verify it still works
namespace QuanTAlib.Tests;
public sealed class CsvFeedTests : IDisposable
{
private const string TestCsvPath = "daily_IBM.csv";
private readonly List<string> _tempFiles = new();
private bool _disposed;
// Static test data arrays to avoid CA1861 (constant arrays as arguments)
private static readonly string[] HeaderOnlyData = ["timestamp,open,high,low,close,volume"];
private static readonly string[] MalformedDateData = ["timestamp,open,high,low,close,volume", "not-a-date,100,101,99,100,1000"];
private static readonly string[] MalformedPriceData = ["timestamp,open,high,low,close,volume", "2023-01-01,not-a-number,101,99,100,1000"];
private static readonly string[] MissingColumnsData = ["timestamp,open,high,low,close,volume", "2023-01-01,100,101,99,100"];
private static readonly string[] ExtraColumnsData = ["timestamp,open,high,low,close,volume,extra", "2023-01-01,100,101,99,100,1000,extra_data"];
private static readonly string[] SingleBarData = ["timestamp,open,high,low,close,volume", "2023-01-01,100,101,99,100,1000"];
private static readonly string[] DecimalPrecisionData = ["timestamp,open,high,low,close,volume", "2023-01-01,100.1234,101.5678,99.9999,100.0001,1234567.89"];
private static readonly string[] NegativeValuesData = ["timestamp,open,high,low,close,volume", "2023-01-01,-100,50,-150,-50,1000"];
private static readonly string[] ScientificNotationData = ["timestamp,open,high,low,close,volume", "2023-01-01,1.5e2,2e2,1e2,1.75e2,1e6"];
private static readonly string[] GapDataReversed = ["timestamp,open,high,low,close,volume", "2023-01-05,103,104,102,103,1000", "2023-01-04,102,103,101,102,1000", "2023-01-02,101,102,100,101,1000", "2023-01-01,100,101,99,100,1000"];
private static readonly string[] WhitespaceData = ["timestamp,open,high,low,close,volume", " 2023-01-01 , 100 , 101 , 99 , 100 , 1000 "];
private static readonly string[] ZeroValuesData = ["timestamp,open,high,low,close,volume", "2023-01-01,0,0,0,0,0"];
private static readonly string[] LargeValuesData = ["timestamp,open,high,low,close,volume", "2023-01-01,999999999.99,1000000000.01,999999999.00,999999999.50,9999999999999"];
public void Dispose()
{
if (_disposed)
{
return;
}
_disposed = true;
GC.SuppressFinalize(this);
foreach (var file in _tempFiles)
{
if (File.Exists(file))
{
try { File.Delete(file); } catch { /* ignore */ }
}
}
}
private string CreateTempCsv(string[] lines)
{
string tempPath = Path.GetTempFileName() + ".csv";
File.WriteAllLines(tempPath, lines);
_tempFiles.Add(tempPath);
return tempPath;
}
#region Constructor Tests
[Fact]
public void Constructor_ValidFile_LoadsData()
{
var feed = new CsvFeed(TestCsvPath);
Assert.NotNull(feed);
Assert.True(feed.Count > 0);
}
[Fact]
public void Constructor_NonExistentFile_ThrowsFileNotFoundException()
{
Assert.Throws<FileNotFoundException>(() => new CsvFeed("nonexistent.csv"));
}
[Fact]
public void Constructor_NullPath_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new CsvFeed(null!));
Assert.Equal("filePath", ex.ParamName);
}
[Fact]
public void Constructor_EmptyPath_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new CsvFeed(""));
Assert.Equal("filePath", ex.ParamName);
}
[Fact]
public void Constructor_WhitespacePath_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new CsvFeed(" "));
Assert.Equal("filePath", ex.ParamName);
}
[Fact]
public void Constructor_EmptyCsv_ThrowsInvalidDataException()
{
string tempCsv = CreateTempCsv(Array.Empty<string>());
Assert.Throws<InvalidDataException>(() => new CsvFeed(tempCsv));
}
[Fact]
public void Constructor_HeaderOnlyCsv_ThrowsInvalidDataException()
{
string tempCsv = CreateTempCsv(HeaderOnlyData);
Assert.Throws<InvalidDataException>(() => new CsvFeed(tempCsv));
}
[Fact]
public void Constructor_MalformedDate_ThrowsFormatException()
{
string tempCsv = CreateTempCsv(MalformedDateData);
Assert.Throws<FormatException>(() => new CsvFeed(tempCsv));
}
[Fact]
public void Constructor_MalformedPrice_ThrowsFormatException()
{
string tempCsv = CreateTempCsv(MalformedPriceData);
Assert.Throws<FormatException>(() => new CsvFeed(tempCsv));
}
[Fact]
public void Constructor_MissingColumns_ThrowsFormatException()
{
string tempCsv = CreateTempCsv(MissingColumnsData);
Assert.Throws<FormatException>(() => new CsvFeed(tempCsv));
}
[Fact]
public void Constructor_ExtraColumns_ThrowsFormatException()
{
// Extra columns should throw format exception (strict 6-column format)
string tempCsv = CreateTempCsv(ExtraColumnsData);
Assert.Throws<FormatException>(() => new CsvFeed(tempCsv));
}
#endregion
#region Property Tests
[Fact]
public void Count_ReturnsCorrectNumber()
{
var feed = new CsvFeed(TestCsvPath);
Assert.True(feed.Count > 0);
// IBM CSV has 100 rows of data
Assert.Equal(100, feed.Count);
}
[Fact]
public void FilePath_ReturnsLoadedPath()
{
var feed = new CsvFeed(TestCsvPath);
Assert.Equal(TestCsvPath, feed.FilePath);
}
[Fact]
public void HasMore_TrueAtStart()
{
var feed = new CsvFeed(TestCsvPath);
Assert.True(feed.HasMore);
}
[Fact]
public void HasMore_FalseWhenExhausted()
{
string tempCsv = CreateTempCsv(SingleBarData);
var feed = new CsvFeed(tempCsv);
Assert.True(feed.HasMore);
feed.Next(isNew: true);
Assert.False(feed.HasMore);
}
[Fact]
public void CurrentIndex_StartsAtZero()
{
var feed = new CsvFeed(TestCsvPath);
Assert.Equal(0, feed.CurrentIndex);
}
[Fact]
public void CurrentIndex_IncrementsOnNext()
{
var feed = new CsvFeed(TestCsvPath);
Assert.Equal(0, feed.CurrentIndex);
feed.Next(isNew: true);
Assert.Equal(1, feed.CurrentIndex);
feed.Next(isNew: true);
Assert.Equal(2, feed.CurrentIndex);
}
[Fact]
public void CurrentIndex_DoesNotIncrementOnUpdate()
{
var feed = new CsvFeed(TestCsvPath);
feed.Next(isNew: true);
int indexAfterFirst = feed.CurrentIndex;
feed.Next(isNew: false);
Assert.Equal(indexAfterFirst, feed.CurrentIndex);
}
[Fact]
public void HasCurrentBar_FalseAtStart()
{
var feed = new CsvFeed(TestCsvPath);
Assert.False(feed.HasCurrentBar);
}
[Fact]
public void HasCurrentBar_TrueAfterNext()
{
var feed = new CsvFeed(TestCsvPath);
feed.Next(isNew: true);
Assert.True(feed.HasCurrentBar);
}
[Fact]
public void Data_ReturnsUnderlyingSeries()
{
var feed = new CsvFeed(TestCsvPath);
var data = feed.Data;
Assert.NotNull(data);
Assert.Equal(feed.Count, data.Count);
}
#endregion
#region Next Method Tests
[Fact]
public void Next_StreamsDataChronologically()
{
var feed = new CsvFeed(TestCsvPath);
// Get first bar
var bar1 = feed.Next(isNew: true);
Assert.True(bar1.Time > 0);
// Get second bar - should be later in time
var bar2 = feed.Next(isNew: true);
Assert.True(bar2.Time > bar1.Time);
// Get third bar
var bar3 = feed.Next(isNew: true);
Assert.True(bar3.Time > bar2.Time);
}
[Fact]
public void Next_WithRefParameter_StreamsCorrectly()
{
var feed = new CsvFeed(TestCsvPath);
bool isNew = true;
var bar1 = feed.Next(ref isNew);
Assert.True(isNew); // Should still be true
Assert.True(bar1.Time > 0);
isNew = true;
var bar2 = feed.Next(ref isNew);
Assert.True(isNew);
Assert.True(bar2.Time > bar1.Time);
}
[Fact]
public void Next_UpdateCurrentBar_ReturnsSameBar()
{
var feed = new CsvFeed(TestCsvPath);
// Get first bar
var bar1 = feed.Next(isNew: true);
// Update current bar (should return same bar)
var bar2 = feed.Next(isNew: false);
Assert.Equal(bar1.Time, bar2.Time);
Assert.Equal(bar1.Close, bar2.Close);
// Get next bar
var bar3 = feed.Next(isNew: true);
Assert.True(bar3.Time > bar1.Time);
}
[Fact]
public void Next_EndOfData_SignalsNoMoreData()
{
var feed = new CsvFeed(TestCsvPath);
// Stream through all data
TBar lastBar = default;
bool isNew = true;
int count = 0;
while (isNew && count < 200) // Safety limit
{
lastBar = feed.Next(ref isNew);
count++;
}
// Should have reached end and isNew should be false
Assert.False(isNew);
Assert.True(lastBar.Time > 0);
// Calling again should return same bar with isNew=false
isNew = true;
var finalBar = feed.Next(ref isNew);
Assert.False(isNew);
Assert.Equal(lastBar.Time, finalBar.Time);
}
[Fact]
public void Next_EmptyData_ReturnsDefaultAndSignalsNoMore()
{
// Create a mock scenario - but since constructor throws on empty,
// we test the behavior when all data is consumed
string tempCsv = CreateTempCsv(SingleBarData);
var feed = new CsvFeed(tempCsv);
// Consume all data
bool isNew = true;
feed.Next(ref isNew);
// Now at end
isNew = true;
var bar = feed.Next(ref isNew);
Assert.False(isNew);
Assert.Equal(100.0, bar.Close); // Returns last bar
}
[Fact]
public void Next_DefaultParameter_IsNewTrue()
{
var feed = new CsvFeed(TestCsvPath);
var bar1 = feed.Next(); // Default isNew = true
var bar2 = feed.Next(); // Default isNew = true
Assert.True(bar2.Time > bar1.Time);
}
#endregion
#region Fetch Method Tests
[Fact]
public void Fetch_ReturnsCorrectNumberOfBars()
{
var feed = new CsvFeed(TestCsvPath);
var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
var interval = TimeSpan.FromDays(1);
var series = feed.Fetch(10, startTime, interval);
Assert.True(series.Count > 0);
Assert.True(series.Count <= 10);
}
[Fact]
public void Fetch_ZeroCount_ThrowsArgumentException()
{
var feed = new CsvFeed(TestCsvPath);
var startTime = DateTime.UtcNow.Ticks;
var interval = TimeSpan.FromDays(1);
var ex = Assert.Throws<ArgumentException>(() => feed.Fetch(0, startTime, interval));
Assert.Equal("count", ex.ParamName);
}
[Fact]
public void Fetch_NegativeCount_ThrowsArgumentException()
{
var feed = new CsvFeed(TestCsvPath);
var startTime = DateTime.UtcNow.Ticks;
var interval = TimeSpan.FromDays(1);
var ex = Assert.Throws<ArgumentException>(() => feed.Fetch(-1, startTime, interval));
Assert.Equal("count", ex.ParamName);
}
[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;
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 Fetch_ResetsHasCurrentBar()
{
var feed = new CsvFeed(TestCsvPath);
feed.Next(isNew: true);
Assert.True(feed.HasCurrentBar);
var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
feed.Fetch(5, startTime, TimeSpan.FromDays(1));
Assert.False(feed.HasCurrentBar);
}
#endregion
#region Reset Method Tests
[Fact]
public void Reset_ReturnsToStart()
{
var feed = new CsvFeed(TestCsvPath);
// Advance several bars
var firstBar = feed.Next(isNew: true);
feed.Next(isNew: true);
feed.Next(isNew: true);
Assert.Equal(3, feed.CurrentIndex);
// Reset
feed.Reset();
Assert.Equal(0, feed.CurrentIndex);
Assert.True(feed.HasMore);
Assert.False(feed.HasCurrentBar);
// Next bar should be first bar again
var afterReset = feed.Next(isNew: true);
Assert.Equal(firstBar.Time, afterReset.Time);
Assert.Equal(firstBar.Close, afterReset.Close);
}
[Fact]
public void Reset_WithIndex_SetsCorrectPosition()
{
var feed = new CsvFeed(TestCsvPath);
// Reset to middle
const int targetIndex = 50;
feed.Reset(targetIndex);
Assert.Equal(targetIndex, feed.CurrentIndex);
Assert.False(feed.HasCurrentBar);
// Next bar should be at that index
var bar = feed.Next(isNew: true);
var expectedBar = feed.GetBar(targetIndex);
Assert.Equal(expectedBar.Time, bar.Time);
}
[Fact]
public void Reset_WithNegativeIndex_ThrowsArgumentOutOfRangeException()
{
var feed = new CsvFeed(TestCsvPath);
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => feed.Reset(-1));
Assert.Equal("index", ex.ParamName);
}
[Fact]
public void Reset_WithIndexBeyondCount_ThrowsArgumentOutOfRangeException()
{
var feed = new CsvFeed(TestCsvPath);
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => feed.Reset(feed.Count + 1));
Assert.Equal("index", ex.ParamName);
}
[Fact]
public void Reset_WithIndexAtCount_IsValid()
{
// Resetting to exactly Count means "at end" - valid but no more data
var feed = new CsvFeed(TestCsvPath);
feed.Reset(feed.Count);
Assert.Equal(feed.Count, feed.CurrentIndex);
Assert.False(feed.HasMore);
}
#endregion
#region GetBar Method Tests
[Fact]
public void GetBar_ReturnsCorrectBar()
{
var feed = new CsvFeed(TestCsvPath);
// Get bar without affecting streaming
var bar0 = feed.GetBar(0);
var bar1 = feed.GetBar(1);
// Streaming position unchanged
Assert.Equal(0, feed.CurrentIndex);
// Bars should be in chronological order
Assert.True(bar1.Time > bar0.Time);
}
[Fact]
public void GetBar_NegativeIndex_ThrowsArgumentOutOfRangeException()
{
var feed = new CsvFeed(TestCsvPath);
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => feed.GetBar(-1));
Assert.Equal("index", ex.ParamName);
}
[Fact]
public void GetBar_IndexAtCount_ThrowsArgumentOutOfRangeException()
{
var feed = new CsvFeed(TestCsvPath);
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => feed.GetBar(feed.Count));
Assert.Equal("index", ex.ParamName);
}
[Fact]
public void GetBar_DoesNotAffectStreaming()
{
var feed = new CsvFeed(TestCsvPath);
// Stream first bar
var streamed = feed.Next(isNew: true);
int indexAfter = feed.CurrentIndex;
// Random access
var bar50 = feed.GetBar(50);
Assert.True(bar50.Time > 0);
// Streaming position unchanged
Assert.Equal(indexAfter, feed.CurrentIndex);
// Continue streaming
var next = feed.Next(isNew: true);
Assert.True(next.Time > streamed.Time);
}
[Fact]
public void GetBar_ConsistentWithNext()
{
var feed = new CsvFeed(TestCsvPath);
// Get bars via random access
var bar0 = feed.GetBar(0);
var bar1 = feed.GetBar(1);
var bar2 = feed.GetBar(2);
// Get same bars via streaming
var streamed0 = feed.Next(isNew: true);
var streamed1 = feed.Next(isNew: true);
var streamed2 = feed.Next(isNew: true);
Assert.Equal(bar0.Time, streamed0.Time);
Assert.Equal(bar1.Time, streamed1.Time);
Assert.Equal(bar2.Time, streamed2.Time);
}
#endregion
#region OHLCV Validation Tests
[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 LoadFromCsv_AllBarsHaveValidOHLCV()
{
var feed = new CsvFeed(TestCsvPath);
for (int i = 0; i < feed.Count; i++)
{
var bar = feed.GetBar(i);
Assert.True(double.IsFinite(bar.Open), $"Bar {i} has non-finite Open");
Assert.True(double.IsFinite(bar.High), $"Bar {i} has non-finite High");
Assert.True(double.IsFinite(bar.Low), $"Bar {i} has non-finite Low");
Assert.True(double.IsFinite(bar.Close), $"Bar {i} has non-finite Close");
Assert.True(double.IsFinite(bar.Volume), $"Bar {i} has non-finite Volume");
Assert.True(bar.High >= bar.Low, $"Bar {i}: High ({bar.High}) < Low ({bar.Low})");
Assert.True(bar.High >= bar.Open, $"Bar {i}: High ({bar.High}) < Open ({bar.Open})");
Assert.True(bar.High >= bar.Close, $"Bar {i}: High ({bar.High}) < Close ({bar.Close})");
Assert.True(bar.Low <= bar.Open, $"Bar {i}: Low ({bar.Low}) > Open ({bar.Open})");
Assert.True(bar.Low <= bar.Close, $"Bar {i}: Low ({bar.Low}) > Close ({bar.Close})");
}
}
[Fact]
public void LoadFromCsv_ParsesDecimalsCorrectly()
{
string tempCsv = CreateTempCsv(DecimalPrecisionData);
var feed = new CsvFeed(tempCsv);
var bar = feed.Next(isNew: true);
Assert.Equal(100.1234, bar.Open, precision: 4);
Assert.Equal(101.5678, bar.High, precision: 4);
Assert.Equal(99.9999, bar.Low, precision: 4);
Assert.Equal(100.0001, bar.Close, precision: 4);
Assert.Equal(1234567.89, bar.Volume, precision: 2);
}
[Fact]
public void LoadFromCsv_ParsesNegativeValues()
{
// While negative prices are unusual, the parser should handle them
string tempCsv = CreateTempCsv(NegativeValuesData);
var feed = new CsvFeed(tempCsv);
var bar = feed.Next(isNew: true);
Assert.Equal(-100, bar.Open);
Assert.Equal(50, bar.High);
Assert.Equal(-150, bar.Low);
Assert.Equal(-50, bar.Close);
}
[Fact]
public void LoadFromCsv_ParsesScientificNotation()
{
string tempCsv = CreateTempCsv(ScientificNotationData);
var feed = new CsvFeed(tempCsv);
var bar = feed.Next(isNew: true);
Assert.Equal(150, bar.Open);
Assert.Equal(200, bar.High);
Assert.Equal(100, bar.Low);
Assert.Equal(175, bar.Close);
Assert.Equal(1000000, bar.Volume);
}
#endregion
#region IFeed Interface Tests
[Fact]
public void CsvFeed_WorksWithIFeedInterface()
{
CsvFeed 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 CsvFeed_IFeedRefOverload()
{
CsvFeed feed = new CsvFeed(TestCsvPath);
bool isNew = true;
var bar1 = feed.Next(ref isNew);
Assert.True(bar1.Time > 0);
isNew = false;
var bar1Update = feed.Next(ref isNew);
Assert.Equal(bar1.Time, bar1Update.Time);
}
[Fact]
public void CsvFeed_IFeedFetch()
{
CsvFeed feed = new CsvFeed(TestCsvPath);
var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
Assert.True(series.Count > 0);
}
#endregion
#region Edge Case Tests
[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.Empty(series);
}
[Fact]
public void Fetch_HandlesGapsCorrectly()
{
// Create CSV with gaps using helper
string tempCsv = CreateTempCsv(GapDataReversed);
var feed = new CsvFeed(tempCsv);
var startTime = new DateTime(2023, 1, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
var interval = TimeSpan.FromDays(1);
// Fetch bars. Should get 4 bars (Jan 1, 2, 4, 5).
var series = feed.Fetch(10, startTime, interval);
Assert.Equal(4, series.Count);
Assert.Equal(startTime, series[0].Time); // Jan 1
Assert.Equal(startTime + interval.Ticks, series[1].Time); // Jan 2
// Gap here (Jan 3 missing)
Assert.Equal(startTime + 3 * interval.Ticks, series[2].Time); // Jan 4
Assert.Equal(startTime + 4 * interval.Ticks, series[3].Time); // Jan 5
}
[Fact]
public void SingleBar_StreamsAndEnds()
{
string tempCsv = CreateTempCsv(SingleBarData);
var feed = new CsvFeed(tempCsv);
Assert.Equal(1, feed.Count);
Assert.True(feed.HasMore);
bool isNew = true;
var bar = feed.Next(ref isNew);
Assert.True(isNew);
Assert.Equal(100.0, bar.Close);
Assert.False(feed.HasMore);
// Try to get next
isNew = true;
var noMore = feed.Next(ref isNew);
Assert.False(isNew); // Signals end
Assert.Equal(bar.Time, noMore.Time); // Returns last bar
}
[Fact]
public void WhitespaceInValues_Trimmed()
{
string tempCsv = CreateTempCsv(WhitespaceData);
var feed = new CsvFeed(tempCsv);
var bar = feed.Next(isNew: true);
Assert.Equal(100.0, bar.Open);
Assert.Equal(101.0, bar.High);
Assert.Equal(99.0, bar.Low);
Assert.Equal(100.0, bar.Close);
Assert.Equal(1000.0, bar.Volume);
}
[Fact]
public void ZeroValues_Accepted()
{
string tempCsv = CreateTempCsv(ZeroValuesData);
var feed = new CsvFeed(tempCsv);
var bar = feed.Next(isNew: true);
Assert.Equal(0.0, bar.Open);
Assert.Equal(0.0, bar.High);
Assert.Equal(0.0, bar.Low);
Assert.Equal(0.0, bar.Close);
Assert.Equal(0.0, bar.Volume);
}
[Fact]
public void VeryLargeValues_Parsed()
{
string tempCsv = CreateTempCsv(LargeValuesData);
var feed = new CsvFeed(tempCsv);
var bar = feed.Next(isNew: true);
Assert.Equal(999999999.99, bar.Open, precision: 2);
Assert.Equal(1000000000.01, bar.High, precision: 2);
Assert.Equal(999999999.00, bar.Low, precision: 2);
Assert.Equal(999999999.50, bar.Close, precision: 2);
Assert.Equal(9999999999999.0, bar.Volume, precision: 0);
}
[Fact]
public void ConsecutiveResets_WorkCorrectly()
{
var feed = new CsvFeed(TestCsvPath);
feed.Next(isNew: true);
feed.Next(isNew: true);
feed.Reset();
feed.Reset();
feed.Reset();
Assert.Equal(0, feed.CurrentIndex);
Assert.False(feed.HasCurrentBar);
}
[Fact]
public void StreamThenResetThenStream_Consistent()
{
var feed = new CsvFeed(TestCsvPath);
// First pass
var firstPass = new List<double>();
for (int i = 0; i < 10; i++)
{
firstPass.Add(feed.Next(isNew: true).Close);
}
// Reset
feed.Reset();
// Second pass
var secondPass = new List<double>();
for (int i = 0; i < 10; i++)
{
secondPass.Add(feed.Next(isNew: true).Close);
}
// Should be identical
for (int i = 0; i < 10; i++)
{
Assert.Equal(firstPass[i], secondPass[i]);
}
}
#endregion
}
+458
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@@ -0,0 +1,458 @@
using System.Globalization;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
/// <summary>
/// Parsed OHLCV data from a CSV line.
/// </summary>
[StructLayout(LayoutKind.Auto)]
internal readonly record struct ParsedOhlcv(long Time, double Open, double High, double Low, double Close, double Volume);
/// <summary>
/// Mutable state for parsing OHLCV columns. Used as ref parameter to reduce method signature size.
/// </summary>
[StructLayout(LayoutKind.Auto)]
internal ref struct OhlcvParseState
{
public long Time;
public double Open;
public double High;
public double Low;
public double Close;
public double Volume;
}
/// <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>
[SkipLocalsInit]
public sealed class CsvFeed : IFeed
{
private int _currentIndex;
private TBar _currentBar;
private bool _hasCurrentBar;
/// <summary>
/// Gets the total number of bars available in the CSV file.
/// </summary>
public int Count { get; }
/// <summary>
/// Gets the file path of the loaded CSV.
/// </summary>
public string FilePath { get; }
/// <summary>
/// Gets whether there are more bars to stream.
/// </summary>
public bool HasMore => _currentIndex < Count;
/// <summary>
/// Gets the current streaming position (0-based index).
/// </summary>
public int CurrentIndex => _currentIndex;
/// <summary>
/// Gets whether the feed has a current bar in progress.
/// </summary>
public bool HasCurrentBar => _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>
/// <exception cref="ArgumentException">Thrown when filePath is null or empty</exception>
/// <exception cref="FileNotFoundException">Thrown when the specified file does not exist</exception>
/// <exception cref="InvalidDataException">Thrown when CSV file is empty or contains only header</exception>
/// <exception cref="FormatException">Thrown when CSV format is invalid</exception>
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);
}
FilePath = filePath;
Data = LoadFromCsv(filePath);
Count = Data.Count;
_currentIndex = 0;
}
/// <summary>
/// Parses CSV file into TBarSeries.
/// Expected format: timestamp,open,high,low,close,volume
/// Memory-efficient: reads lines into list, reverses in-place (no LINQ allocations).
/// </summary>
private static TBarSeries LoadFromCsv(string filePath)
{
var dataLines = new List<string>();
using (var reader = new StreamReader(filePath))
{
var header = reader.ReadLine();
if (header is null)
{
throw new InvalidDataException("CSV file is empty");
}
while (!reader.EndOfStream)
{
var line = reader.ReadLine();
if (!string.IsNullOrWhiteSpace(line))
{
dataLines.Add(line);
}
}
}
if (dataLines.Count == 0)
{
throw new InvalidDataException("CSV file contains only header, no data");
}
// Reverse in-place to chronological order (oldest first)
dataLines.Reverse();
var series = new TBarSeries(dataLines.Count);
// Pre-allocate arrays for bulk loading (SoA layout)
long[] t = new long[dataLines.Count];
double[] o = new double[dataLines.Count];
double[] h = new double[dataLines.Count];
double[] l = new double[dataLines.Count];
double[] c = new double[dataLines.Count];
double[] v = new double[dataLines.Count];
for (int i = 0; i < dataLines.Count; i++)
{
var line = dataLines[i];
// After Reverse(), index i corresponds to original index (dataLines.Count - 1 - i)
int originalIndex = dataLines.Count - 1 - i;
int originalLineNumber = originalIndex + 2; // +2 for header and 1-based line numbers
var parsed = ParseCsvLine(line, originalLineNumber);
t[i] = parsed.Time;
o[i] = parsed.Open;
h[i] = parsed.High;
l[i] = parsed.Low;
c[i] = parsed.Close;
v[i] = parsed.Volume;
}
// Bulk add to series
series.Add(t, o, h, l, c, v);
return series;
}
/// <summary>
/// Parses a single CSV line into OHLCV components.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static ParsedOhlcv ParseCsvLine(string line, int lineNumber)
{
// Use Span-based splitting for reduced allocations
ReadOnlySpan<char> lineSpan = line.AsSpan();
int col = 0;
int start = 0;
OhlcvParseState state = default;
for (int i = 0; i < lineSpan.Length; i++)
{
if (lineSpan[i] == ',')
{
var segment = lineSpan[start..i].Trim();
ParseColumn(segment, col, lineNumber, line, ref state);
col++;
start = i + 1;
}
}
// Process the last segment after the final comma
if (start <= lineSpan.Length)
{
var segment = lineSpan[start..].Trim();
ParseColumn(segment, col, lineNumber, line, ref state);
col++;
}
if (col != 6)
{
throw new FormatException($"Invalid CSV format at line {lineNumber}. Expected 6 columns, found {col}");
}
return new ParsedOhlcv(state.Time, state.Open, state.High, state.Low, state.Close, state.Volume);
}
/// <summary>
/// Parses a single column value into the appropriate OHLCV field.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void ParseColumn(
ReadOnlySpan<char> segment,
int col,
int lineNumber,
string line,
ref OhlcvParseState state)
{
switch (col)
{
case 0: // Timestamp
if (!DateTime.TryParseExact(segment, "yyyy-MM-dd", CultureInfo.InvariantCulture,
DateTimeStyles.AssumeUniversal | DateTimeStyles.AdjustToUniversal, out var timestamp))
{
throw new FormatException($"Failed to parse timestamp at line {lineNumber}: {line}");
}
state.Time = timestamp.Ticks;
break;
case 1: // Open
if (!double.TryParse(segment, NumberStyles.Float, CultureInfo.InvariantCulture, out state.Open))
{
throw new FormatException($"Failed to parse open price at line {lineNumber}: {line}");
}
break;
case 2: // High
if (!double.TryParse(segment, NumberStyles.Float, CultureInfo.InvariantCulture, out state.High))
{
throw new FormatException($"Failed to parse high price at line {lineNumber}: {line}");
}
break;
case 3: // Low
if (!double.TryParse(segment, NumberStyles.Float, CultureInfo.InvariantCulture, out state.Low))
{
throw new FormatException($"Failed to parse low price at line {lineNumber}: {line}");
}
break;
case 4: // Close
if (!double.TryParse(segment, NumberStyles.Float, CultureInfo.InvariantCulture, out state.Close))
{
throw new FormatException($"Failed to parse close price at line {lineNumber}: {line}");
}
break;
case 5: // Volume
if (!double.TryParse(segment, NumberStyles.Float, CultureInfo.InvariantCulture, out state.Volume))
{
throw new FormatException($"Failed to parse volume at line {lineNumber}: {line}");
}
break;
default:
// Extra columns are ignored - this handles the default case requirement
break;
}
}
/// <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 (Count == 0)
{
isNew = false;
return default;
}
if (isNew || !_hasCurrentBar)
{
if (_currentIndex >= Count)
{
isNew = false;
return _currentBar;
}
_currentBar = Data[_currentIndex];
_currentIndex++;
_hasCurrentBar = true;
}
return _currentBar;
}
/// <summary>
/// Gets the next bar with simple control.
/// WARNING: This overload discards changes to isNew made by the internal implementation.
/// Callers will not observe when streaming ends. Use Next(ref bool isNew) or check HasMore instead.
/// </summary>
/// <param name="isNew">Whether to advance to the next bar (true) or replay current bar (false).</param>
/// <returns>The current or next bar.</returns>
/// <remarks>
/// Retained for backward compatibility with existing code. Deprecation is intentional to guide
/// users toward the ref overload which properly signals end-of-stream conditions.
/// </remarks>
#pragma warning disable S1133 // Deprecated code kept for backward compatibility; removal would be breaking change
[Obsolete("Use Next(ref bool isNew) to observe end-of-stream, or check HasMore before calling. This overload discards the modified isNew value.")]
#pragma warning restore S1133
[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>
/// <param name="count">Number of bars to retrieve (must be positive)</param>
/// <param name="startTime">Starting timestamp in ticks</param>
/// <param name="interval">Time interval between bars</param>
/// <returns>A TBarSeries containing the matched bars</returns>
/// <exception cref="ArgumentException">Thrown when count is not positive</exception>
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 using binary search for better performance
int startIndex = FindStartIndex(startTime);
if (startIndex == -1)
{
return result;
}
// Collect bars matching interval
long expectedTime = startTime;
int collected = 0;
long tolerance = interval.Ticks / 2;
for (int i = startIndex; i < Count && collected < count; i++)
{
var bar = Data[i];
// Check if bar time matches expected time (within tolerance)
long timeDiff = Math.Abs(bar.Time - expectedTime);
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 * interval.Ticks;
if (Math.Abs(bar.Time - expectedTime) <= tolerance)
{
result.Add(bar, isNew: true);
collected++;
expectedTime += interval.Ticks;
}
}
}
// Reset streaming to start of returned data
_currentIndex = startIndex;
_hasCurrentBar = false;
return result;
}
/// <summary>
/// Finds the starting index for the given start time using binary search.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private int FindStartIndex(long startTime)
{
if (Count == 0)
{
return -1;
}
if (Data[0].Time >= startTime)
{
return 0;
}
if (Data[Count - 1].Time < startTime)
{
return -1;
}
int left = 0;
int right = Count - 1;
while (left < right)
{
int mid = left + (right - left) / 2;
if (Data[mid].Time < startTime)
{
left = mid + 1;
}
else
{
right = mid;
}
}
return left;
}
/// <summary>
/// Resets the streaming position to the beginning.
/// </summary>
public void Reset()
{
_currentIndex = 0;
_hasCurrentBar = false;
_currentBar = default;
}
/// <summary>
/// Resets the streaming position to a specific index.
/// </summary>
/// <param name="index">The index to reset to (must be valid)</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when index is out of range</exception>
public void Reset(int index)
{
if (index < 0 || index > Count)
{
throw new ArgumentOutOfRangeException(nameof(index), index, $"Index must be between 0 and {Count}");
}
_currentIndex = index;
_hasCurrentBar = false;
_currentBar = default;
}
/// <summary>
/// Gets the bar at the specified index without affecting streaming position.
/// </summary>
/// <param name="index">The index of the bar to retrieve</param>
/// <returns>The bar at the specified index</returns>
/// <exception cref="ArgumentOutOfRangeException">Thrown when index is out of range</exception>
public TBar GetBar(int index)
{
if (index < 0 || index >= Count)
{
throw new ArgumentOutOfRangeException(nameof(index), index, $"Index must be between 0 and {Count - 1}");
}
return Data[index];
}
/// <summary>
/// Gets the underlying data series (read-only access).
/// </summary>
public TBarSeries Data { get; }
}
+72
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# 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
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@@ -0,0 +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
1 timestamp open high low close volume
2 2025-11-25 304.1250 306.0000 297.0600 304.4800 2825322
3 2025-11-24 299.1800 307.1800 297.5100 304.1200 6050640
4 2025-11-21 293.4800 300.4800 291.8900 297.4400 5710903
5 2025-11-20 294.6400 300.7100 290.1600 290.4000 5597028
6 2025-11-19 290.5000 291.1099 288.0700 288.5300 3595912
7 2025-11-18 297.0000 297.0000 289.9200 289.9500 4861928
8 2025-11-17 305.5900 306.0000 296.5100 297.1700 3909741
9 2025-11-14 300.0000 307.7200 297.5900 305.6900 3592455
10 2025-11-13 312.2900 314.6000 303.6800 304.8600 5310150
11 2025-11-12 319.8900 324.9000 314.5324 314.9800 6042686
12 2025-11-11 309.0000 317.9100 308.4300 313.7200 4381913
13 2025-11-10 306.8200 309.9400 304.2300 309.1300 2975188
14 2025-11-07 309.6800 310.0000 302.6301 306.3800 5070773
15 2025-11-06 306.7500 315.4400 301.0900 312.4200 6818521
16 2025-11-05 301.3800 307.2000 299.7100 306.7700 4633195
17 2025-11-04 300.0000 303.1700 296.0000 300.8500 5677330
18 2025-11-03 308.0000 312.1411 304.2300 304.7300 4957958
19 2025-10-31 312.0000 313.5000 301.6300 307.4100 7697499
20 2025-10-30 306.6500 313.7500 305.0200 310.0600 4694275
21 2025-10-29 312.7900 314.3300 307.5200 308.2100 4135948
22 2025-10-28 312.6000 319.3500 311.4100 312.5700 6044770
23 2025-10-27 307.8000 313.5000 302.8800 313.0900 9868151
24 2025-10-24 283.7700 310.7500 282.2100 307.4600 16914243
25 2025-10-23 264.9500 285.5791 263.5623 285.0000 16676394
26 2025-10-22 281.9900 289.1700 281.3500 287.5100 10538480
27 2025-10-21 283.3100 285.3100 281.6000 282.0500 4080981
28 2025-10-20 281.2500 285.5000 280.9600 283.6500 3494336
29 2025-10-17 276.1500 283.4000 275.3500 281.2800 5309565
30 2025-10-16 281.1100 282.5600 275.6000 275.9700 2956923
31 2025-10-15 278.3800 285.4500 277.0000 280.7500 3346753
32 2025-10-14 275.5200 277.5300 272.5469 276.1500 3058149
33 2025-10-13 279.7900 282.4399 274.6400 277.2200 4333836
34 2025-10-10 288.9700 290.3850 277.5000 277.8200 4508506
35 2025-10-09 289.8200 290.1300 283.3200 288.2300 4912375
36 2025-10-08 294.1600 294.2000 286.4730 289.4600 5297030
37 2025-10-07 295.5500 301.0425 293.2850 293.8700 7190126
38 2025-10-06 288.6100 291.4500 287.8000 289.4200 2881947
39 2025-10-03 287.5000 293.3200 287.3000 288.3700 4375082
40 2025-10-02 285.7900 288.5400 282.7900 286.7200 3814232
41 2025-10-01 280.2000 286.5900 280.1500 286.4900 4381338
42 2025-09-30 280.8800 286.0250 280.5200 282.1600 5926924
43 2025-09-29 286.0000 286.0000 279.6600 279.8000 6022125
44 2025-09-26 280.5100 288.8500 280.1100 284.3100 9063938
45 2025-09-25 272.9350 284.2300 271.1480 281.4400 11506192
46 2025-09-24 272.6200 273.6499 267.3000 267.5300 3159924
47 2025-09-23 272.7000 273.2962 269.2650 272.2400 5394121
48 2025-09-22 266.6200 272.3100 266.0000 271.3700 5030540
49 2025-09-19 266.0500 267.8700 263.6400 266.4000 9858112
50 2025-09-18 258.8600 265.2300 256.8004 265.0000 4988421
51 2025-09-17 257.4950 260.9644 257.0100 259.0800 3974785
52 2025-09-16 256.2600 258.0000 254.4100 257.5200 2719918
53 2025-09-15 254.0200 259.0500 254.0000 256.2400 4028365
54 2025-09-12 256.9500 257.2500 252.4250 253.4400 3433300
55 2025-09-11 257.5600 258.5450 255.6550 257.0100 3576048
56 2025-09-10 259.6500 260.0800 254.5600 256.8800 5185420
57 2025-09-09 256.1200 260.6600 254.8800 259.1100 4931105
58 2025-09-08 248.6300 257.1500 247.0200 256.0900 6940270
59 2025-09-05 248.2300 249.0300 245.4500 248.5300 3147478
60 2025-09-04 245.4200 249.2800 242.8500 247.1800 4765087
61 2025-09-03 240.0200 244.2500 239.4100 244.1000 3156289
62 2025-09-02 240.9000 241.5500 238.2500 241.5000 3469501
63 2025-08-29 245.2300 245.4599 241.7200 243.4900 2967558
64 2025-08-28 245.4300 245.8800 243.3600 245.7300 2820817
65 2025-08-27 242.8700 245.9600 242.0000 244.8400 3698372
66 2025-08-26 241.0200 244.9800 240.3800 242.6300 5386582
67 2025-08-25 242.5650 242.5650 239.4300 239.4300 3513327
68 2025-08-22 240.7400 243.6800 240.2200 242.0900 3134882
69 2025-08-21 242.2100 242.5000 238.6500 239.4000 2991902
70 2025-08-20 242.1100 242.8800 240.3400 242.5500 3240064
71 2025-08-19 240.0000 242.8300 239.4900 241.2800 3328305
72 2025-08-18 239.5700 241.4200 239.1158 239.4500 3569594
73 2025-08-15 237.6100 240.6200 236.7700 239.7200 4344322
74 2025-08-14 238.2500 239.0000 235.6200 237.1100 4556725
75 2025-08-13 236.2000 240.8411 236.2000 240.0700 5663562
76 2025-08-12 236.5300 237.9600 233.3600 234.7700 8800597
77 2025-08-11 242.2400 243.1500 234.7000 236.3000 9381960
78 2025-08-08 248.8800 249.4800 241.6500 242.2700 6828390
79 2025-08-07 252.8100 255.0000 248.8750 250.1600 6251285
80 2025-08-06 251.5300 254.3200 249.2800 252.2800 3692105
81 2025-08-05 252.0000 252.8000 248.9950 250.6700 5823016
82 2025-08-04 251.0500 252.0800 248.1100 251.9800 5280588
83 2025-08-01 251.4050 251.4791 245.6100 250.0500 9683404
84 2025-07-31 259.5700 259.9900 252.2200 253.1500 6739092
85 2025-07-30 261.6000 262.0000 258.9000 260.2600 3718290
86 2025-07-29 264.3000 265.7999 261.0200 262.4100 4627265
87 2025-07-28 260.3000 264.0000 259.6100 263.2100 5192516
88 2025-07-25 260.0200 260.8000 256.3500 259.7200 7758653
89 2025-07-24 261.2500 262.0486 252.7500 260.5100 22647720
90 2025-07-23 284.3000 288.0800 281.4400 282.0100 8105906
91 2025-07-22 284.7400 284.8800 281.2500 281.9600 4824219
92 2025-07-21 286.2900 287.7300 284.3800 284.7100 3051791
93 2025-07-18 283.3800 287.1600 282.2200 285.8700 4478165
94 2025-07-17 281.5000 283.4566 280.9000 282.0000 3337168
95 2025-07-16 282.7500 283.8700 279.8700 281.9200 2804831
96 2025-07-15 283.7700 284.1550 280.7301 282.7000 2864106
97 2025-07-14 282.8300 284.9250 281.7100 283.7900 2857401
98 2025-07-11 285.0100 287.4300 282.9200 283.5900 3790679
99 2025-07-10 288.9000 288.9000 282.2100 287.4300 3489068
100 2025-07-09 291.3900 291.6000 288.6300 290.1400 2971309
101 2025-07-08 293.1000 295.6100 289.4900 290.4200 2925329