FreelanceSeções

CSV Extraction Engine/Class to Use Data in MQL5 EA

MQL5 Experts Integração

Trabalho concluído

Tempo de execução 14 dias
Comentário do desenvolvedor
I'm grateful to Andrei for a very interesting and challenging project. Hope that our cooperation will be renewed.

Termos de Referência

The class should be able to extract a lot of data from two CSV files on EA initialization and then provide methods to work with the data inside the EA.

It should effectively arrange that data into some data structures and offer convenient and fast methods of access.

The resulting project will be similar to this but simpler (no data downloading, single purpose data storage, only currencies, etc.) and a bit different.


The EA should load data from these two CSV files:
http://www.cftc.gov/files/dea/history/com_fin_txt_2013.zip
http://www.cftc.gov/files/dea/history/com_fin_txt_2006_2012.zip

The data is required for the following currency pairs:
USD/CAD
USD/CHF
GBP/USD
USD/JPY
EUR/USD
AUD/USD
RUB/USD
MXN/USD
BRL/USD
NZD/USD

Please note that, for example, CAD is reported as CAD/USD in CoT, so you will have to make necessary adjustments to return correct values for USD/CAD or similar pairs.

Data should be browse-able by time (latest week, previous week, week before previous, etc., down to the first available week data).

Data should contain following info:
Currency pair
Report date
Total open interest
Dealer positions (long, short, spreading)
Asset manager/Institutional (long, short, spreading)
Leveraged funds (long, short, spreading)
Other reportables (long, short, spreading)
Nonreportable positions (long, short)
Total change in open interest
Change in Dealer positions (long, short, spreading)
Change in Asset manager/Institutional (long, short, spreading)
Change in Leveraged funds (long, short, spreading)
Change in Other reportables (long, short, spreading)
Change in Nonreportable positions (long, short)
Percent of Open Interest represented by Dealer positions (long, short, spreading)
Percent of Open Interest represented by Asset manager/Institutional (long, short, spreading)
Percent of Open Interest represented by Leveraged funds (long, short, spreading)
Percent of Open Interest represented by Other reportables (long, short, spreading)
Percent of Open Interest represented by Nonreportable positions (long, short)
Total Long/Short contracts
Total Spreading contracts
Percent of Total Long Contracts represented by Dealer positions - longs
Percent of Total Long Contracts represented by Asset manager/Institutional - longs
Percent of Total Long Contracts represented by Leveraged funds - longs
Percent of Total Long Contracts represented by Other reportables - longs
Percent of Total Long Contracts represented by Nonreportable positions - longs
Percent of Total Short Contracts represented by Dealer positions - shorts
Percent of Total Short Contracts represented by Asset manager/Institutional - shorts
Percent of Total Short Contracts represented by Leveraged funds - shorts
Percent of Total Short Contracts represented by Other reportables - shorts
Percent of Total Short Contracts represented by Nonreportable positions - shorts
Percent of Total Spreading Contracts represented by Dealer positions - spreading
Percent of Total Spreading Contracts represented by Asset manager/Institutional - spreading
Percent of Total Spreading Contracts represented by Leveraged funds - spreading
Percent of Total Spreading Contracts represented by Other reportables - spreading

VERY IMPORTANT NOTE: When accessing data, the current date (or any other date) may be passed to the class. It should correctly determine the latest data report visible at that date, considering the reports schedule (Friday 15:30 EST for that week's Tuesday).

More details will be provided on application acceptance.

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Informações sobre o projeto

Orçamento
50- USD
Prazo
para 14 dias