User-friendly-import-of-historical-trades

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Globalization;

namespace WealthScript123
{
   public class BacktestTradeFile : UserStrategyBase
   {
      const string _path = @"C:\Data\Trades\TradeFile.txt";
      
      static List<string> _lines = new List<string>();
      static List<FileTrade> _trades;      
      string _dtefmt = "yyyy-MM-dd";
      CultureInfo _cultureInfo = new CultureInfo("");
      const double epsilon = 1.0e-10;
      
      public Transaction ExecuteAtPrice(BarHistory bars, DateTime tradeDate, string tradeType, double price, double shares = 0 )
      {
         Transaction result = null;
         TransactionType transactionType = TransactionType.Buy;

         int idx = bars.IndexOf(tradeDate, true);         
         if (idx < 0)
         {
            return null;
         }
         
         // Build 41 - WL7 won't return out-of-range trade. This check required to return null Transaction object to detect trade failure
         if (price < bars.Low[idx] - epsilon || price > bars.High[idx] + epsilon)
            return null;
         
         switch (tradeType.ToUpper())
         {
            case "BUY":
               transactionType = TransactionType.Buy;               
               break;
            case "SELL":
               transactionType = TransactionType.Sell;
               break;
            case "SHORT":
               transactionType = TransactionType.Short;
               break;
            default:
               transactionType = TransactionType.Cover;
               break;
         }
                  
         result = PlaceTrade(bars, transactionType, OrderType.FixedPrice, price);
         
         if (result != null && price > 0 && shares > 0)
            result.Quantity = shares;
         
         return result;
      }

        public override void BacktestBegin()
        {
         _trades = new List<FileTrade>();
         List <string> _lines = File.ReadLines(_path).ToList();

         // The date format must be the first line in the file, e.g.  MM/dd/yyyy
         _dtefmt = _lines[0];
         //WriteToDebugLog(_lines.Count + ", " + _dtefmt, false);

         bool skipFirst = true;
         foreach (string line in _lines)
         {
            if (skipFirst)
            {
               skipFirst = false;
               continue;
            }
            
            string[] token = line.Split(new string[] { "\t", ";" }, StringSplitOptions.None);

            double shares = 0;
            if (token.Length > 4)
               shares = Double.Parse(token[4]);
            
            FileTrade trade = new FileTrade
            {
               Dte = DateTime.ParseExact(token[0], _dtefmt, _cultureInfo),
               TType = token[1],
               Symbol = token[2],
               Price = Double.Parse(token[3]),
               Shares = shares
            };
            _trades.Add(trade);
         }
      }

        public override void Initialize(BarHistory Bars)
      {
         StartIndex = 1;
         
         // adjustment for splits
         Bars.UserData = new SplitReverse(Bars, PriceComponents.Close) / Bars.Close; 
      }

      public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
         // Must place the trade on the previous idx, so match the next trade date         
         foreach (BarHistory bh in participants)
         {
            for (int n = _trades.Count - 1; n >= 0; n--)
            {
               FileTrade ft = _trades[n];
               if (ft.Symbol != bh.Symbol)
                  continue;
               
               
               DateTime nextTradeDate = dt.GetNextTradingDate(bh);               
               //WriteToDebugLog(dt.ToString("yyyy-MM-dd HH:mm:ss.ttt") + " >> " + nextTradeDate.ToString("yyyy-MM-dd HH:mm:ss.ttt"));
               
               if (nextTradeDate == ft.Dte)
               {
                  int idx = GetCurrentIndex(bh) + 1;                  
                  double price = ft.Price;
                  double shares = ft.Shares;

                  //correct historical trade price and shares for splits
                  TimeSeries adj = (TimeSeries)bh.UserData;
                  price /= adj[idx];
                  shares *= adj[idx];
                  
                  Transaction t = ExecuteAtPrice(bh, ft.Dte, ft.TType, price, shares);
                  if (t != null )
                     _trades.RemoveAt(n);
               }
            }
         }
      }

      public override void BacktestComplete()
      {
         List<string> symbols = Backtester.Symbols.Select(x => x.Symbol).ToList();
         DataRange dr = Backtester.Strategy.DataRange;

         if (_trades.Count > 0)            
         {
            WriteToDebugLog("Trades not successful: ");
            foreach (FileTrade ft in _trades)
            {
               string reason = "Check date, price, and backtest Data Range";
               if (!symbols.Contains(ft.Symbol))
               {
                  reason = String.Format("*** {0} is not in the DataSet ***", ft.Symbol);
               }
               else if (dr.DataRangeType == DataRangeTypes.DateRange)
               {
                  if (ft.Dte < dr.StartDate || ft.Dte > dr.EndDate)
                     reason = "Trade date is outside backtest Data Range";
               }
               WriteToDebugLog(String.Format("{0:d}\t{1}\t{2:N0}\t{3}\t{4:N4}\t{5}", ft.Dte, ft.TType, ft.Shares, ft.Symbol, ft.Price, reason));
            }            
         }

         foreach (Position p in GetPositionsAllSymbols(true))
         {
            if (p.NSF)
               WriteToDebugLog(String.Format("{0:d}\t{1}\t{2:N0}\t{3}\t{4:N4}\t{5}", p.EntryDate, "Entry", p.Quantity, p.Symbol, p.EntryPrice, "Not Sufficient Funds"));   
         }
         
      }
      public override void Execute(BarHistory Bars, int Idx)
      {      
      }
   }

   public class FileTrade
   {
      public DateTime Dte;
      public string TType;
      public string Symbol;
      public double Price;
      public double Shares = 0;
   }
}