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This commit is contained in:
Michael Schimmel
2026-01-28 09:10:52 +01:00
commit a1d2e96f8a
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Sources/Robots/MS_ExportM1/.vscode/tasks.json
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{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
Sources/Robots/MS_ExportM1/MS_ExportM1.sln
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Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 16
VisualStudioVersion = 16.0.30011.22
MinimumVisualStudioVersion = 10.0.40219.1
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MS_ExportM1", "MS_ExportM1\MS_ExportM1.csproj", "{f253903a-7911-406c-9c10-f6bf23ab3657}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Release|Any CPU = Release|Any CPU
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{f253903a-7911-406c-9c10-f6bf23ab3657}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{f253903a-7911-406c-9c10-f6bf23ab3657}.Debug|Any CPU.Build.0 = Debug|Any CPU
{f253903a-7911-406c-9c10-f6bf23ab3657}.Release|Any CPU.ActiveCfg = Release|Any CPU
{f253903a-7911-406c-9c10-f6bf23ab3657}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
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Sources/Robots/MS_ExportM1/MS_ExportM1/MS_ExportM1.cs
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using System;
using System.IO;
using System.IO.Compression;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.InteropServices;
using cAlgo.API;
namespace cAlgo.Robots
{
[Robot(AccessRights = AccessRights.FullAccess, AddIndicators = true)]
public class MS_ExportM1 : Robot
{
// The M1Record struct defines the binary format for a single M1 bar.
[StructLayout(LayoutKind.Sequential, Pack = 1, Size = 56)]
private struct M1Record
{
public double OADateTime;
public long Open;
public long High;
public long Low;
public long Close;
public long Spread;
public int TickVolume;
public int Digits;
}
[Parameter("Output Path", DefaultValue = "\\\\COFFEE\\TickData\\Pepperstone", Group = "Output Settings")]
public string DirectoryName { get; set; }
// New parameter to control the batch file size in kilobytes.
[Parameter("Max File Size (kB)", DefaultValue = 10000, Group = "Output Settings", MinValue = 1)]
public int MaxFileSizeKb { get; set; }
private Dictionary<string, List<M1Record>> _monthlyData;
private double _priceFactor;
protected override void OnStart()
{
if (!IsBacktesting)
{
Print("This cBot only operates in Backtesting mode.");
Stop();
return;
}
if (string.IsNullOrWhiteSpace(DirectoryName))
{
Print("Error: Output path is not specified.");
Stop();
return;
}
_monthlyData = new Dictionary<string, List<M1Record>>();
_priceFactor = Math.Pow(10, Symbol.Digits);
Directory.CreateDirectory(DirectoryName);
Print("Starting M1 data accumulation...");
}
protected override void OnBar()
{
var barIndex = Bars.Count - 2;
if (barIndex < 0) return;
var bar = Bars[barIndex];
var monthKey = $"{Symbol.Name}_{bar.OpenTime:yyyy_MM}";
if (!_monthlyData.ContainsKey(monthKey))
{
_monthlyData[monthKey] = new List<M1Record>();
}
var record = new M1Record
{
OADateTime = bar.OpenTime.ToOADate(),
Open = (long)(bar.Open * _priceFactor),
High = (long)(bar.High * _priceFactor),
Low = (long)(bar.Low * _priceFactor),
Close = (long)(bar.Close * _priceFactor),
Spread = (long)(Symbol.Spread * _priceFactor),
TickVolume = (int)bar.TickVolume,
Digits = Symbol.Digits
};
_monthlyData[monthKey].Add(record);
}
protected override void OnTick()
{
// Not used
}
// The OnStop method contains the new batching logic.
protected override void OnStop()
{
Print("Backtest finished. Writing accumulated data to batched files...");
if (_monthlyData == null || _monthlyData.Count == 0)
{
Print("No data was accumulated to write.");
return;
}
// The keys (e.g., "EURUSD_2023_01") are sorted to process months chronologically.
var sortedMonthKeys = _monthlyData.Keys.ToList();
sortedMonthKeys.Sort();
var recordBatch = new List<M1Record>();
string startMonthKey = null;
long maxFileSizeBytes = MaxFileSizeKb * 1024;
var recordSize = Marshal.SizeOf(typeof(M1Record));
for (var i = 0; i < sortedMonthKeys.Count; i++)
{
var currentMonthKey = sortedMonthKeys[i];
// Set the start month for the new batch.
if (startMonthKey == null)
{
startMonthKey = currentMonthKey;
}
// Add the entire month's data to the current batch.
recordBatch.AddRange(_monthlyData[currentMonthKey]);
long currentBatchSizeBytes = recordBatch.Count * recordSize;
bool isLastMonth = (i == sortedMonthKeys.Count - 1);
// Write the file if the size limit is exceeded OR if it's the last month.
// This ensures a month's data is never split.
if (currentBatchSizeBytes >= maxFileSizeBytes || isLastMonth)
{
var symbol = Symbol.Name;
var startDate = startMonthKey.Substring(symbol.Length + 1).Replace('_', '-');
var endDate = currentMonthKey.Substring(symbol.Length + 1).Replace('_', '-');
var fileNameBase = $"{symbol}_{startDate}_{endDate}";
WriteCompressedM1File(fileNameBase, recordBatch);
// Reset for the next batch.
recordBatch.Clear();
startMonthKey = null;
}
}
Print("M1 data export completed successfully.");
}
private void WriteCompressedM1File(string fileNameBase, List<M1Record> records)
{
// The path for the final archive file with an .m1 extension.
var archiveFilePath = Path.Combine(DirectoryName, $"{fileNameBase}.m1");
// The name for the binary data file inside the archive.
var entryFileName = $"{fileNameBase}.m1";
var recordSize = Marshal.SizeOf(typeof(M1Record));
var data = new byte[records.Count * recordSize];
var handle = default(GCHandle);
try
{
// This loop serializes the list of structs into a single byte array.
for (var i = 0; i < records.Count; i++)
{
var record = records[i];
handle = GCHandle.Alloc(record, GCHandleType.Pinned);
Marshal.Copy(handle.AddrOfPinnedObject(), data, i * recordSize, recordSize);
handle.Free();
}
}
finally
{
if (handle.IsAllocated) handle.Free();
}
// Create the ZIP archive file.
using (var fileStream = new FileStream(archiveFilePath, FileMode.Create))
using (var archive = new ZipArchive(fileStream, ZipArchiveMode.Create))
{
// Create a new entry inside the archive for the binary data.
var zipEntry = archive.CreateEntry(entryFileName, CompressionLevel.Optimal);
// Open the entry's stream and write the serialized byte array to it.
using (var entryStream = zipEntry.Open())
{
entryStream.Write(data, 0, data.Length);
}
}
Print($"Created archive: {archiveFilePath} (Uncompressed Size: {data.Length / 1024.0:F2} kB)");
}
}
}
Sources/Robots/MS_ExportM1/MS_ExportM1/MS_ExportM1.csproj
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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0</TargetFramework>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="cTrader.Automate" Version="*" />
</ItemGroup>
</Project>
Sources/Robots/MS_ExportM1/MS_ExportM1/obj/Debug/net6.0/.NETCoreApp,Version=v6.0.AssemblyAttributes.cs
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// <autogenerated />
using System;
using System.Reflection;
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
Sources/Robots/MS_ExportM1/MS_ExportM1/obj/Debug/net6.0/MS_ExportM1.AssemblyInfo.cs
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//------------------------------------------------------------------------------
// <auto-generated>
// This code was generated by a tool.
//
// Changes to this file may cause incorrect behavior and will be lost if
// the code is regenerated.
// </auto-generated>
//------------------------------------------------------------------------------
using System;
using System.Reflection;
[assembly: System.Reflection.AssemblyCompanyAttribute("MS_ExportM1")]
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
[assembly: System.Reflection.AssemblyProductAttribute("MS_ExportM1")]
[assembly: System.Reflection.AssemblyTitleAttribute("MS_ExportM1")]
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
// Generated by the MSBuild WriteCodeFragment class.
Sources/Robots/MS_ExportM1/MS_ExportM1/obj/Debug/net6.0/MS_ExportM1.AssemblyInfoInputs.cache
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8ce4c412fa4edea093f10e5541b067b21cdaf492
Sources/Robots/MS_ExportM1/MS_ExportM1/obj/Debug/net6.0/MS_ExportM1.GeneratedMSBuildEditorConfig.editorconfig
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is_global = true
build_property.TargetFramework = net6.0
build_property.TargetPlatformMinVersion =
build_property.UsingMicrosoftNETSdkWeb =
build_property.ProjectTypeGuids =
build_property.InvariantGlobalization =
build_property.PlatformNeutralAssembly =
build_property._SupportedPlatformList = Linux,macOS,Windows
build_property.RootNamespace = MS_ExportM1
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Robots\MS_ExportM1\MS_ExportM1\
Sources/Robots/MS_ExportM1/MS_ExportM1/obj/Debug/net6.0/MS_ExportM1.assets.cache
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Sources/Robots/MS_ExportM1/MS_ExportM1/obj/Debug/net6.0/MS_ExportM1.csproj.AssemblyReference.cache
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Sources/Robots/MS_ExportM1/MS_ExportM1/obj/MS_ExportM1.csproj.nuget.dgspec.json
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Sources/Robots/MS_ExportM1/MS_ExportM1/obj/MS_ExportM1.csproj.nuget.g.props
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Sources/Robots/MS_ExportM1/MS_ExportM1/obj/MS_ExportM1.csproj.nuget.g.targets
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Sources/Robots/MS_ExportM1/MS_ExportM1/obj/project.assets.json
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