Juan José D'Ambrosio
f2bcad3451
Create ForexVolume.cs ForexVolumeDownloader added * testing Retrieving all resolution data. * Writer WIP Writing volume data with LeanDataWriter * hour and minute data correctly saved * algorithm added * all working! Downloader slices big requests working! Cleaning made, documentation added. * vwma qcalgorithm VWMA QCalgorithm done. * small fix * Small changes. Typo fix * Duplicated dates issue fixed * QC sid added. feed changed. * code cleaning * data correctness test implemented * First review changes. * Review changes * LeanData.cs reseted * Forex volume writer hour and daily data tests passed. * Cleaning tests WIP * All test pass. * Tests refactoring done. All tests pass. * config.json reverted * FxcmDD reverted * program.cs clean namespace fixed * Resolution and Symbol argument check added. * Start date fix. * end date request fixed * Update Program.cs market fixed Update Program.cs * New path implemented and working. Reading tests deleted. * Update Program.cs * ForexVolume renamed to FxcmForexVolume Rename classes and files to FxcmVolume
45 lines
1.5 KiB
CSV
45 lines
1.5 KiB
CSV
DateTime,Volume,Transactions
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2016/12/01 22:00,2045901566,97050
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2016/12/04 22:00,4109991784,195875
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2016/12/05 22:00,2301618048,115758
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2016/12/06 22:00,1606659144,74669
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2016/12/07 22:00,4142546458,195041
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2016/12/08 22:00,2552299292,104716
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2016/12/11 22:00,2420655324,105286
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2016/12/12 22:00,1888545800,91233
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2016/12/13 22:00,3151027026,138839
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2016/12/14 22:00,4094667634,178175
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2016/12/15 22:00,3021441784,119145
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2016/12/18 22:00,2552569954,114099
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2016/12/19 22:00,2360646506,102270
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2016/12/20 22:00,1918644342,91534
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2016/12/21 22:00,2573087000,105481
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2016/12/22 22:00,1306376720,52878
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2016/12/25 22:00,2000,2
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2016/12/26 22:00,792686574,35259
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2016/12/27 22:00,2181320664,93452
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2016/12/28 22:00,2191936370,102841
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2016/12/29 22:00,3076418880,135204
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2017/01/01 22:00,6000,6
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2017/01/02 22:00,3209752870,136777
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2017/01/03 22:00,3067769552,117197
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2017/01/04 22:00,4453651325,163380
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2017/01/05 22:00,2931998367,116768
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2017/01/08 22:00,2523705200,98201
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2017/01/09 22:00,2470177042,105402
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2017/01/10 22:00,4176617782,178936
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2017/01/11 22:00,3507820620,138193
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2017/01/12 22:00,2978389400,114335
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2017/01/15 22:00,1752524888,72886
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2017/01/16 22:00,2906935800,125705
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2017/01/17 22:00,2471073600,99500
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2017/01/18 22:00,3190365322,138721
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2017/01/19 22:00,2626045114,111855
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2017/01/22 22:00,2711941134,118567
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2017/01/23 22:00,2171555382,94518
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2017/01/24 22:00,2229093476,95746
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2017/01/25 22:00,2702642830,118931
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2017/01/26 22:00,1805612600,85679
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2017/01/29 22:00,2679778520,122577
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2017/01/30 22:00,3329527204,134306
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