Exporting historical data from ThinkorSwim for external analysis

[NooTrades]

@korygill the script works now. Thank you so much for the help.


Hi,

Below script is working and creating csv file as well.

#
# Get-SOHLCP.ps1
#
# Script to convert a TOS ThinkOrSwim kg_EveryTickSOHLCP strategy report csv file to an object and/or proper csv data file.
#
# Author: Kory Gill, @korygill
# Version: 20200304.2300
#
# Examples
# $x = gci 'D:\Database\MarketData\TOS-StrategyReport-Files-SOHLCP\UseThinkScriptDemo\StrategyReport*' | Select -ExpandProperty FullName | D:\Source\Repos\technical-analysis-dev\dev\Get-SOHLCP.ps1 -InformationAction Continue
#
# Get the symbol back:
# $m = 'SOHLCP-(~ES.XCME)(1.21.20 5.00 AM - 1.27.20 1.14 PM).csv' | Select-String -Pattern '\((.*?)\)' -AllMatches; $m.Matches[0].Groups[1].Value -replace '~', '/'
#
[CmdletBinding()]
param (
[Parameter(Mandatory=$true, ValueFromPipeline=$true)]
[string[]]
$File,

[switch]
$ExportAsObject
)

Begin {
function Convert-CurrencyStringToDecimal ([string]$input)
{
((($input -replace '\$') -replace '[)]') -replace '\(', '-') -replace '[^-0-9.]'
}

$global:sohlcpAllData = New-Object System.Collections.Generic.List[PSCustomObject]
}

Process {
foreach ($f in $File)
{
if (-not (Test-Path $f))
{
throw "Cannot open file '$f'."
}

Write-Information "Processing file: '$f'."

# read csv file
$content = Get-Content -Path $f

# generate filename
$csvSymbol = ($content[1] -split 'Symbol: ')[1] -replace '/', '~' -replace ':', '.'
$csvWorkTime = ($content[2] -split 'Work Time: ')[1] -replace '/', '.' -replace ':', '.'
$outFile = 'SOHLCP-(' + $csvSymbol +')('+ $csvWorkTime + ')'

# find the lines that contain price information
$csvdata = $content | ? {$_ -match ";.*;"} | ConvertFrom-Csv -Delimiter ';'

# filter just the lines with (OHLC on them and make into CSV structure
$data = $csvData | ? {$_ -match "\(SOHLCP"}

$sohlcpFileData = New-Object System.Collections.Generic.List[PSCustomObject]

foreach ($item in $data)
{
# capture the OHLC data
$null = $item.Strategy -match "\(SOHLCP\|(.*)\)"
$v = $Matches[1] -split '\|'

$symbol = $v[0]
$open = $v[1] | Convert-CurrencyStringToDecimal
$high = $v[2] | Convert-CurrencyStringToDecimal
$low = $v[3] | Convert-CurrencyStringToDecimal
$close = $v[4] | Convert-CurrencyStringToDecimal
$prevClose = $v[5] | Convert-CurrencyStringToDecimal
$macdValue = $v[6] | Convert-CurrencyStringToDecimal
$macdAvg = $v[7] | Convert-CurrencyStringToDecimal


# add to our $outData array
$cleanDateTime = [System.Text.RegularExpressions.Regex]::Replace($item.'Date/Time', '[^\x00-\x7F]', ' ').Trim()
$sohlcpData = [PSCustomObject]@{
'Symbol' = $symbol

'DateTime' = ([datetime]::parse($cleanDateTime))
'Open' = [decimal]$open
'High' = [decimal]$high
'Low' = [decimal]$low
'Close' = [decimal]$close
'PrevClose' = [decimal]$prevClose
'macdValue' = [decimal]$macdValue
'macdAvg' = [decimal]$macdAvg
}

# add to our $sohlcpData array
$null = $sohlcpFileData.Add($sohlcpData)
$null = $sohlcpAllData.Add($sohlcpData)
}

# save to file
$sohlcpFileData | Export-Csv -Path (Join-Path (Split-Path -Path $f -Parent) ($outFile + '.csv')) -Force -NoTypeInformation -Encoding ASCII
}
}

End {
if ($ExportAsObject)
{
# helpful message to show caller our output variable
Write-Information "Out Data $($sohlcpAllData.Count) items (exported as `$sohlcpAllData)"
}
else
{
# don't show any extraneous output, and just return the data to the pipeline
return $sohlcpAllData
}
}

When running this script, I get the error:

Export-Csv : Cannot bind argument to parameter 'InputObject' because it is null.
At C:~get_SOHLCP(M-d-yyyy).ps1:102 char:27

• ... pFileData | Export-Csv -Path (Join-Path (Split-Path -Path $f -Parent) ...
• ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

+ CategoryInfo : InvalidData: ) [Export-Csv], ParameterBindingValidationException
+ FullyQualifiedErrorId : ParameterArgumentValidationErrorNullNotAllowed,Microsoft.PowerShell.Commands.ExportCsvCommand

Sorry, I've tried Googling various fixes, but I'm not very good with code.