Class CsvBarLoader

java.lang.Object

com.quantfinlib.data.CsvBarLoader

public final class CsvBarLoader
extends Object

CSV market data I/O: loads real historical OHLCV bars into a BarSeries and saves series back out — the interchange format for the whole library.

The loader is tolerant of real-world files: header names are matched case-insensitively (date/time/timestamp/datetime, open, high, low, close, optional volume), timestamps may be epoch millis, epoch seconds, yyyy-MM-dd, ISO local or offset date-times, rows may be unordered (they are sorted by time), and blank lines are skipped.

Method Summary

Modifier and Type	Method	Description
static BarSeries	load(Path path, String symbol)
static BarSeries	parse(List<String> lines, String symbol)
static void	save(BarSeries series, Path path)	Writes the series as timestamp,open,high,low,close,volume with epoch-millis timestamps.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

load

public static BarSeries load(Path path,
 String symbol)
                      throws IOException

Throws:

IOException

parse

public static BarSeries parse(List<String> lines,
 String symbol)

save

public static void save(BarSeries series,
 Path path)
                 throws IOException

Writes the series as timestamp,open,high,low,close,volume with epoch-millis timestamps.

Throws:

IOException