ninety47 / dukascopy Goto Github PK

Hi,
I use your library to decompress files but with file 13h_ticks.bi5 and 21h_ticks.bi5 of day september 30 2020 ,these files fail to decompress,and deep down the code,decompress function reads file size +1 which makes file size verification fails.
I tried for two weeks to fix this but i could not.
what do you think the source for this error

Add a script to fetch the Dukascopy data.

Code need comments and some doxygen comments.

The epoch is extracted from the URL (and the folder structure I've used to store the files on disk). It represents the point in time that the file starts from e.g. 2013/01/14/00h_ticks.bi5 has the epoch of midnight on 14 January 2013.

2013/01/14/00h_ticks.bi5 has the epoch of midnight on 14 February 2013.

Ticketed raised of this bit of coded (check for others):

tick_data* read_bi5(
        unsigned char *lzma_buffer, size_t lzma_buffer_size, 
        pt::ptime epoch, float point_value, size_t *buffer_size);

should be:

tick_data* read_bi5(
        unsigned char *lzma_buffer, size_t lzma_buffer_size, 
        pt::ptime epoch, float point_value, size_t &buffer_size);

Convert test programs to proper unit tests.

Need to fix this code.

Function signature like this:

tick_data* read(
     const char *filename, pt::ptime epoch, float
     point_value=PV_DOLLAR_PAIR);

How did you figure out file format ?

Tasks for this issue are to:

• Remove unittest-cpp submodule
• Move sub-modules from ./opt in ./lib

A command line tool to convert bin and bi5 files to CSV files.