Class CsiBarServer
- Namespace
- Balsam.DataServers
- Assembly
- Balsam.Backtester.dll
A data server used to read ASCII futures history files exported by CSI's Unfair Advantage.
public class CsiBarServer : AsciiBarServer<ContinuousBar>, IBarServer- Inheritance
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CsiBarServer
- Implements
- Inherited Members
- Extension Methods
Constructors
CsiBarServer(string)
Initializes a new CsiBarServer using the specified directory and the default DOHLCVINU format.
public CsiBarServer(string directory)Parameters
directorystring
CsiBarServer(string, params DataField[])
Instantiates a new CsiBarServer using the specified directory and format.
public CsiBarServer(string directory, params DataField[] fields)Parameters
Properties
UseGenericInstrument
Gets/sets whether instruments are referenced by generic symbol (e.g. GC) or CSI symbol (e.g. GC2). Defaults to true.
public bool UseGenericInstrument { get; set; }Property Value
UseShortSymbol
Gets/sets whether the short generic symbol or the full symbol contained in the filename is used.
public bool UseShortSymbol { get; set; }Property Value
Methods
GetGenericSymbol(string)
Converts a CSI symbol into a standard generic instrument symbol (e.g. GC2 -> GC).
public static string GetGenericSymbol(string symbol)Parameters
symbolstring
Returns
GetShortSymbol(string)
Converts a CSI symbol with embedded formatting information into a standard short symbol (e.g.GC20_I0B to GC2).
public static string GetShortSymbol(string symbol)Parameters
symbolstring
Returns
OnGetInstrument(string)
Returns the instrument.
protected override Instrument OnGetInstrument(string symbol)Parameters
symbolstring
Returns
OnGetSymbols()
Returns all available symbols.
protected override IEnumerable<string> OnGetSymbols()Returns
OnLoadSymbol(string, DateTime, DateTime, int)
Returns the loaded BarSeries after applying post-processing by raising negative prices or applying conversion factor based on instrument symbol.
protected override BarSeries OnLoadSymbol(string symbol, DateTime startDate, DateTime endDate, int barsToLoad = 2147483647)Parameters
Returns
OnProcessFile(string, string, DateTime, DateTime, int)
Reads the file and returns a list of CsiBars.
protected override List<Bar> OnProcessFile(string symbol, string fileName, DateTime startDate, DateTime endDate, int barsToLoad)Parameters
Returns
OnResolveFileName(string)
Returns the filename to load.
protected override string OnResolveFileName(string symbol)Parameters
symbolstring