Beispiel #1
0
        /// <summary>
        /// Read the next line of data to import.
        /// </summary>
        /// <returns>TRUE: line read successfully. FALSE: stop reading data from that file, move to next import file.</returns>
        public override bool NextDataPoint()
        {
            if (reader == null)
            {
                return(false);
            }

            while (true)
            {
                CurrentData = reader.ReadLine();
                if (CurrentData == null)
                {
                    try             { reader.Close(); }
                    catch   {};
                    reader = null;
                    return(false);
                }

                CurrentData = CurrentData.Trim();
                if (CurrentData.Length == 0)
                {
                    continue;
                }

                if (firstLine)
                {
                    separator = string.Empty;
                    foreach (string separatorTmp in new string[] { ";", "," })
                    {
                        if (new Regex(separatorTmp + "\"?[^" + separatorTmp + "]+\"?" + separatorTmp).Match(CurrentData).Success)
                        {
                            separator = separatorTmp;
                            break;
                        }
                    }

                    if (separator.Length == 0)
                    {
                        Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Import field separator could not be identified.", Cbi.LogLevel.Error));
                        try             { reader.Close(); }
                        catch   {};
                        reader = null;
                        throw new ApplicationException();
                    }

                    regex     = new Regex("\"?[^" + separator + "]+\"?");
                    firstLine = false;
                }

                MatchCollection matches = regex.Matches(CurrentData);
                if (matches.Count == 0)                                         // skip to next lines if current line is empty
                {
                    continue;
                }

                // skip to next line if first char is not a digit
                string timeField = matches[0].Value.Trim(quotes).Trim().Replace("-", string.Empty).Replace(":", string.Empty).Replace(" ", string.Empty);
                if (timeField.Length == 0 || !char.IsDigit(timeField[0]))
                {
                    continue;
                }

                if (matches.Count < 6 && matches.Count != 3)
                {
                    Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Unexpected number of fields in line '" + (DataPoints + 1) + "', should be 6 or 3", Cbi.LogLevel.Error));
                    try             { reader.Close(); }
                    catch   {};
                    reader = null;
                    throw new ApplicationException();
                }

                // set actual PeriodType on reading the first line of data
                if (DataPoints == 0)
                {
                    if (matches.Count >= 6 && timeField.Length == 8)
                    {
                        PeriodType = Data.PeriodType.Day;
                    }
                    else if (matches.Count >= 6 && (timeField.Length == 12 || timeField.Length == 14))
                    {
                        PeriodType = Data.PeriodType.Minute;
                    }
                    else if (matches.Count == 3 && timeField.Length == 14)
                    {
                        PeriodType = Data.PeriodType.Tick;
                    }
                }

                Time = Cbi.Globals.MinDate;
                try
                {
                    if (PeriodType == Data.PeriodType.Day)
                    {
                        Time = new DateTime(Convert.ToInt32(timeField.Substring(0, 4)),
                                            Convert.ToInt32(timeField.Substring(4, 2)),
                                            Convert.ToInt32(timeField.Substring(6, 2)));
                    }
                    else if (PeriodType == Data.PeriodType.Minute)
                    {
                        Time = new DateTime(Convert.ToInt32(timeField.Substring(0, 4)),
                                            Convert.ToInt32(timeField.Substring(4, 2)),
                                            Convert.ToInt32(timeField.Substring(6, 2)),
                                            Convert.ToInt32(timeField.Substring(8, 2)),
                                            Convert.ToInt32(timeField.Substring(10, 2)),
                                            0);
                        if (!EndOfBarTimestamps)
                        {
                            Time = Time.AddMinutes(1);
                        }
                    }
                    else if (PeriodType == Data.PeriodType.Tick)
                    {
                        Time = new DateTime(Convert.ToInt32(timeField.Substring(0, 4)),
                                            Convert.ToInt32(timeField.Substring(4, 2)),
                                            Convert.ToInt32(timeField.Substring(6, 2)),
                                            Convert.ToInt32(timeField.Substring(8, 2)),
                                            Convert.ToInt32(timeField.Substring(10, 2)),
                                            Convert.ToInt32(timeField.Substring(12, 2)));
                    }
                }
                catch (Exception exp)
                {
                    Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Time/Time format error in line " + (DataPoints + 1) + ": "
                                                                           + exp.Message + ": '" + CurrentData + "'", Cbi.LogLevel.Error));
                    try             { reader.Close(); }
                    catch   {};
                    reader = null;
                    throw new ApplicationException();
                }

                if (cultureInfo == null)
                {
                    ArrayList   cultureInfos = new ArrayList();
                    CultureInfo tmp          = null;
                    try     { tmp = new CultureInfo("en-US"); cultureInfos.Add(tmp); }
                    catch   {};
                    try     { tmp = (CultureInfo)Cbi.Globals.CurrentCulture.Clone(); cultureInfos.Add(tmp); }
                    catch   {};
                    try     { tmp = new CultureInfo("de-DE"); cultureInfos.Add(tmp); }
                    catch   {};

                    foreach (CultureInfo cultureInfoTmp in cultureInfos)
                    {
                        // turn of number grouping, since the number grouping character could be a decimal separator for a different culture
                        cultureInfoTmp.NumberFormat.NumberGroupSeparator = string.Empty;

                        try
                        {
                            Open        = Convert.ToDouble(matches[1].Value.Trim(quotes).Trim(), cultureInfoTmp);
                            cultureInfo = cultureInfoTmp;
                            break;
                        }
                        catch {}
                    }

                    if (cultureInfo == null)
                    {
                        Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Numeric price format not supported.", Cbi.LogLevel.Error));
                        try             { reader.Close(); }
                        catch   {};
                        reader = null;
                        throw new ApplicationException();
                    }
                }

                try
                {
                    Open   = Convert.ToDouble(matches[1].Value.Trim(quotes).Trim(), cultureInfo);
                    High   = (PeriodType == Data.PeriodType.Tick ? Open : Convert.ToDouble(matches[2].Value.Trim(quotes).Trim(), cultureInfo));
                    Low    = (PeriodType == Data.PeriodType.Tick ? Open : Convert.ToDouble(matches[3].Value.Trim(quotes).Trim(), cultureInfo));
                    Close  = (PeriodType == Data.PeriodType.Tick ? Open : Convert.ToDouble(matches[4].Value.Trim(quotes).Trim(), cultureInfo));
                    Volume = Convert.ToInt64(matches[PeriodType == Data.PeriodType.Tick ? 2 : 5].Value.Trim(quotes).Trim(), cultureInfo);
                    return(true);
                }
                catch (Exception exp)
                {
                    Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Format error in line " + (DataPoints + 1) + ": "
                                                                           + exp.Message + ": '" + CurrentData + "'", Cbi.LogLevel.Error));
                    try             { reader.Close(); }
                    catch   {};
                    reader = null;
                    throw new ApplicationException();
                }

                // keep going until finally 1 line of data was read
            }
        }