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Page Revision: 2014/02/18 13:37

Note:
Version 1.2.5 of the ASCII data provider contains an architectural change that brings serious performance improvements. From now on, it makes possible to work with ASCII files at the speed of binary files! If you used to export ASCII data to binary formats to speed up processing, there's no more need to do so.

Exporting to ASCII comma-separated files (CSV)

With WL6 you can export data effortlessly when required. The example below dumps security data of each symbol in the DataSet to ASCII comma-separated (CSV) files. (Modified routine 2/18/2014 to use simply use File.WriteAllLines instead of StreamWriter.)

Configure target directory:

using System;
using System.Collections.Generic;
using System.Text;
using WealthLab;
using System.IO;

public class Export2ASCII : WealthScript
{
	protected override void Execute()
	{
		const string sep = ",";
		const string fmt = "0.00########";
		string dte = "";
		string path = @"C:\Data\ASCII\";
		
		if (!Directory.Exists(path))
			throw new Exception("You must create the directory " + path);
		
		PrintStatusBar("Exporting: " + Bars.Symbol);
		string file = path + Bars.Symbol + ".csv";
		
		List<string> datalist = new List<string>();
		
		for(int bar = 0; bar < Bars.Count; bar++)
		{			
			if( Bars.BarInterval == 0 )
				dte = Date[bar].ToString("yyyyMMdd");
			else
				dte = Date[bar].ToString("yyyyMMdd HHmm");
			
			string csv = dte + sep 
				+ Open[bar].ToString(fmt) + sep 
				+ High[bar].ToString(fmt) + sep 
				+ Low[bar].ToString(fmt) + sep 
				+ Close[bar].ToString(fmt) + sep 
				+ Volume[bar].ToString("0");
			
			datalist.Add(csv);
		}
		File.WriteAllLines(file, datalist);
		
		RestoreContext();
		PrintStatusBar("Complete!");		
	}
}

Getting dates formatted in a custom way

To create the Date/Time in one of the standard formats (or in a custom one), modify the code as shown below:

As you see, instead of using the .ToShortDateString that takes the format specified in Windows Control Panel's Regional settings applet, we're getting the desired output by using .ToString() and passing a format string:

...
csv.WriteLine( Date[bar].ToString("yyyyMMdd") +
...

This instructs the program to output the date formatted as yyyymmdd. More format examples can be found on Microsoft's site:


Standard DateTime Format Strings
Custom DateTime Format Strings

Exporting as WLD 3/4 native binaries (*.WL)

Illustrating the usage of BinaryWriter class mostly, this simple code exports data contained in ASCII (or any other) DataSet to WLP/WLD 4.x native binary format.

By default, files will be placed into C:\Data\WL4\; configure target directory as necessary:

string path = @"C:\Data\WL4\";

Run it in Single Symbol Mode or on the entire DataSet (as MSB).

using System;
using WealthLab;
using System.IO;

namespace WealthLab.Strategies
{
	public class ExportToWL : WealthScript
	{
		protected override void Execute()
		{
			double dt;
			float o,h,l,c,v;
			string path = @"C:\Data\WL4\";
			
			if (!Directory.Exists(path))
				throw new Exception("You must create the directory " + path);
						
			// Open a binary writer for a file
			FileInfo f = new FileInfo( path + Bars.Symbol + ".wl" );
			BinaryWriter bw = new BinaryWriter( f.OpenWrite() );
		
			// The first 4 bytes of each file hold BarCount (integer):
			bw.Write(Bars.Count);
			
			// The bar loop
			for(int bar = 0; bar < Bars.Count; bar++)
			{
				/* Write data (one block of data for each bar)
				double Datetime as "OLE Automation Date"
				float: Open, High, Low, Close, Volume */
				{
					dt = (double)Date[bar].ToOADate();
					o = (float)Open[bar];
					h = (float)High[bar];
					l = (float)Low[bar];
					c = (float)Close[bar];
					v = (float)Volume[bar];
					bw.Write(dt); 
					bw.Write(o); 
					bw.Write(h); 
					bw.Write(l); 
					bw.Write(c); 
					bw.Write(v);
				}
			}			
		}
	}
}