Support Board

#include "sierrachart.h"
#include <fstream>
#include <cstdio> // snprintf

SCDLLName("Per Bar VAP Exporter")

SCSFExport scsf_VAP_Export(SCStudyInterfaceRef sc)
{
if (sc.SetDefaults)
{
sc.GraphName = "Export Per-Bar VAP (Price,Volume Pairs)";
sc.AutoLoop = 0;
sc.UpdateAlways = 0;
return;
}

// Overwrite each run. Change to std::ios::app to append.
std::ofstream file("vap_export.txt", std::ios::trunc);
if (!file.is_open())
return;

file << "DateTime,BarIndex,VAP\n";

for (int bar = sc.UpdateStartIndex; bar < sc.ArraySize; ++bar)
{
const int count = sc.VolumeAtPriceForBars->GetSizeAtBarIndex(bar);
if (count <= 0)
continue;

// DateTime string: YYYY-MM-DD HH:MM:SS
int Y=0, M=0, D=0, h=0, m=0, s=0;
sc.BaseDateTimeIn[bar].GetDateTimeYMDHMS(Y, M, D, h, m, s);

char dt[32];
std::snprintf(dt, sizeof(dt), "%04d-%02d-%02d %02d:%02d:%02d", Y, M, D, h, m, s);

// Start row: quote the bracket field so commas inside don't break CSV
file << dt << "," << bar << ",\"[ ";

for (int i = 0; i < count; ++i)
{
s_VolumeAtPriceV2* p = nullptr;

if (!sc.VolumeAtPriceForBars->GetVAPElementAtIndex((unsigned int)bar, i, &p) || p == nullptr)
continue;

const double price = (double)p->PriceInTicks * sc.TickSize;
const int vol = p->Volume;

file << "(" << price << "," << vol << ")";

if (i != count - 1)
file << ", ";
}

file << " ]\"\n";
}

file.close();
}