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Add time offset #8

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merged 4 commits into from
Jan 6, 2020
Merged

Add time offset #8

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108bf04
Add time offset
kohnech Jan 6, 2020
bb2caae
Try workaround dukascopy bug
kohnech Jan 6, 2020
ddfaaf7
Add 1 hour offset to reflect market opening hours
kohnech Jan 6, 2020
bbf9535
Remove what was thought as a bug, may only be an anomality for a
kohnech Jan 6, 2020
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Remove what was thought as a bug, may only be an anomality for a 
particular day
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@kohnech
kohnech committed Jan 6, 2020
commit bbf953566933666c52d1ac07acd6b040e6daf38f
33 changes: 2 additions & 31 deletions test/test_read_bi5.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -178,37 +178,8 @@ int main(int argc, char* argv[]) {
for (auto file : all_files) {
std::string filename = test_data_prefix + test_data_asset + "/" + test_data_date + "/" + file;
std::cout << "Reading data from file " << filename << '\n';
Date date = parse_date(test_data_date);
// Bug in dukascopy, the 10h_ticks.bi5 is actually a continuation of 09h_ticks.bi5


if (hour == 11) {
date.hour = 10;
}
else if (hour == 12){
date.hour = 11;
}
else if (hour == 13){
date.hour = 12;
}
else if (hour == 14){
date.hour = 13;
}
else if (hour == 15){
date.hour = 14;
}
else if (hour == 16){
date.hour = 15;
}
else if (hour == 17){
date.hour = 16;
}
else if (hour == 18){
date.hour = 17;
}
else {
date.hour = hour;
}
Date date = parse_date(test_data_date);
date.hour = hour;
const std::string out_file = "output" + file + ".csv";
read_file(filename, out_file, date);
std::cout << "Data saved to file " << out_file << '\n';
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