private async Task DownloadDatasets(_InternalData internalData)
{
string prefix = "7/11 Downloading DS...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(internalData.NameToDataUrl.Count);
Directory.CreateDirectory(Path.Combine(Folder, "Datasets"));
try
{
// Download pages with complete lists
int i = 0;
foreach (KeyValuePair <string, List <string> > kv in internalData.NameToDataUrl)
{
string name = kv.Key;
// Create directory
Directory.CreateDirectory(Path.Combine(Folder, "Datasets", name));
foreach (string access in kv.Value)
{
// Check if dataset exists
string searchFile = Path.Combine(Folder, "Searches", name, Path.GetFileName(access) + ".csv");
if (File.ReadAllLines(searchFile).Skip(1).Select(x => x.Split(new char[] { ',' })[1].Trim()).Where(x => x == Path.GetFileName(access)).Count() == 0)
{
continue;
}
string url = "https://www.quandl.com/api/v3/datasets" + access + ".csv?api_key=" + DataManager.Config.QuandlApiKey;
string targetFile = Path.Combine(Folder, "Datasets", name, Path.GetFileName(access) + ".csv");
if (Reload || !File.Exists(targetFile))
{
await Downloader.DownloadFileAsync(url, targetFile, null, null);
}
}
// Update progress bar
if (i++ % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / internalData.NameToInfoUrl.Count * 100.0), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private void Cache(DataContainer dataContainer, _InternalData internalData)
{
string prefix = "11/11 Caching...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
try
{
// Serialize or deserialize
_Cache cache = null;
if (Reload || !File.Exists(SerializedFile))
{
cache = new _Cache(internalData);
Serializer.Serialize(SerializedFile, cache);
}
else
{
cache = (_Cache)Serializer.Deserialize(SerializedFile);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 50), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(cache.Name.Count * 2);
// Save to datacontainer
for (int i = 0; i < cache.Name.Count; ++i)
{
// Create forex data
_FuturesData fd = new _FuturesData()
{
Price = cache.Value[i]
};
// Add to data container
dataContainer.GetEvent(new DateTime(cache.Date[i])).FuturesDatas.Add(cache.Name[i], fd);
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 50 + (double)i / cache.Name.Count * 50), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private void Clean(_InternalData internalData)
{
string prefix = "10/11 Cleaning...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
// Get names
string[] names = internalData.Events.Select(x => x.Name).Distinct().ToArray();
int drawEvery = Utils.PercentIntervalByLength(names.Length);
// Get max data length
int maxDataLength = 0;
foreach (string n in names)
{
maxDataLength = Math.Max(maxDataLength, internalData.Events.Where(x => x.Name == n).Count());
}
// Download
try
{
for (int i = 0; i < names.Length; ++i)
{
// Get events of futures
List <_Event> futuresEvents = internalData.Events.Where(x => x.Name == names[i]).OrderBy(x => x.Date).ToList();
// Remove futures if not many data
if (futuresEvents.Count < 0.5 * maxDataLength)
{
internalData.Events.RemoveAll(x => x.Name == names[i]);
}
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / names.Length * 100.0), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
public override async Task Prepare(DataContainer dataContainer)
{
// Delete old data
if (Reload)
{
Directory.Delete(Folder, true);
}
// Create folder
Directory.CreateDirectory(Folder);
// Inernal data
_InternalData internalData = new _InternalData();
// Draw header
base.DrawHeader();
// Download main futures page
await DownloadPage();
// Download futures list
await DownloadLists();
// Parse
ParseNames(internalData);
// Download info pages
await DownloadInfo(internalData);
// Extract datasets address
ParseDatasetsUrls(internalData);
// Download searches
await DownloadSearches(internalData);
// Download datasets
await DownloadDatasets(internalData);
// Choose datasets
ChooseBestDataset();
// Parse datasets
ParseDatasets(internalData);
// Clean data
Clean(internalData);
// SeDeSerialize
Cache(dataContainer, internalData);
// End info
Console.WriteLine();
}
private void ParseNames(_InternalData internalData)
{
string prefix = "3/11 Parsing names...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
// Files to parse
string[] files = Directory.GetFiles(Path.Combine(Folder, "Lists")).ToArray();
// Count when we update progress bar
int drawEvery = Utils.PercentIntervalByLength(files.Length);
// Download
try
{
if (Reload || !File.Exists(SerializedFile))
{
for (int i = 0; i < files.Length; ++i)
{
// Load file
string content = File.ReadAllText(files[i]);
// Parse name and url
CQ dom = new CQ(content);
List <IDomObject> rows = dom["#content > noscript > table.sheet-table > tbody > tr td:first-child a"].ToList();
foreach (IDomObject r in rows)
{
string name = r.TextContent;
string link = r.Attributes["href"];
internalData.NameToInfoUrl[name] = link;
}
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / files.Length * 100.0), ConsoleColor.Gray);
}
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
public _Cache(_InternalData internalData)
{
Name = new List <string>();
Date = new List <long>();
Value = new List <double>();
for (int i = 0; i < internalData.Events.Count; ++i)
{
Name.Add(internalData.Events[i].Name);
Date.Add(internalData.Events[i].Date.Ticks);
Value.Add(internalData.Events[i].Value);
}
}
private async Task DownloadSearches(_InternalData internalData)
{
string prefix = "6/11 Downloading search...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(internalData.NameToDataUrl.Count);
Directory.CreateDirectory(Path.Combine(Folder, "Searches"));
try
{
// Download pages with complete lists
int i = 0;
foreach (KeyValuePair <string, List <string> > kv in internalData.NameToDataUrl)
{
string name = kv.Key;
// Create directory
Directory.CreateDirectory(Path.Combine(Folder, "Searches", name));
foreach (string access in kv.Value)
{
// Check url
string url = "https://www.quandl.com/api/v3/datasets.csv?database_code=CHRIS&query=" + WebUtility.UrlEncode(Path.GetFileName(access)) + "&api_key=" + DataManager.Config.QuandlApiKey;
string targetFile = Path.Combine(Folder, "Searches", name, Path.GetFileName(access) + ".csv");
if (Reload || !File.Exists(targetFile))
{
await Downloader.DownloadFileAsync(url, targetFile, null, null);
}
}
// Update progress bar
if (i++ % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / internalData.NameToInfoUrl.Count * 100.0), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private void ParseDatasetsUrls(_InternalData internalData)
{
string prefix = "5/11 Parsing DS urls...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
// Files to parse
string[] files = Directory.GetFiles(Path.Combine(Folder, "Info")).ToArray();
// Count when we update progress bar
int drawEvery = Utils.PercentIntervalByLength(files.Length);
// Download
try
{
if (Reload || !File.Exists(SerializedFile))
{
for (int i = 0; i < files.Length; ++i)
{
// Load file
string content = File.ReadAllText(files[i]);
// Parse name and url
CQ dom = new CQ(content);
List <string> urls = dom["#content > noscript a"].Select(x => x.Attributes["href"]).Where(x => x.StartsWith("/CHRIS/")).Distinct().ToList();
// Save
internalData.NameToDataUrl.Add(Path.GetFileNameWithoutExtension(files[i]), urls);
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / files.Length * 100.0), ConsoleColor.Gray);
}
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private async Task DownloadInfo(_InternalData internalData)
{
string prefix = "4/11 Downloading info...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
int drawEvery = Utils.PercentIntervalByLength(internalData.NameToInfoUrl.Count);
Directory.CreateDirectory(Path.Combine(Folder, "Info"));
try
{
// Download pages with complete lists
int i = 0;
foreach (KeyValuePair <string, string> kv in internalData.NameToInfoUrl)
{
string name = kv.Key;
string url = "https://www.quandl.com" + kv.Value;
string targetFile = Path.Combine(Folder, "Info", name.Replace("/", " ").Replace("\\", " ") + ".html");
if (Reload || !File.Exists(targetFile))
{
await Downloader.DownloadFileAsync(url, targetFile, null, null);
}
// Update progress bar
if (i++ % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / internalData.NameToInfoUrl.Count * 100.0), ConsoleColor.Gray);
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
private void ParseDatasets(_InternalData internalData)
{
string prefix = "9/11 Parsing DS...";
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 0), ConsoleColor.Gray);
// All files to parse
string[] files = Directory.GetFiles(Path.Combine(Folder, "Final datasets")).ToArray();
// Count when we update progress bar
int drawEvery = Utils.PercentIntervalByLength(files.Length);
// Download
try
{
if (Reload || !File.Exists(SerializedFile))
{
for (int i = 0; i < files.Length; ++i)
{
// Info
string code = Path.GetFileNameWithoutExtension(files[i]);
string name = internalData.NameToDataUrl.Where(x => x.Value.Where(y => y.Contains(code)).Count() > 0).FirstOrDefault().Key;
// Load file
string[] lines = File.ReadAllLines(files[i]);
// Ignore files with not many data
if (lines.Length < 500)
{
continue;
}
// Find column with price
string[] headers = lines[0].Split(new char[] { ',' }).Select(x => x.ToLower()).ToArray();
int index = -1;
if (headers.Where(x => x.Contains("close")).Count() > 0)
{
index = headers.Select((v, ind) => new { column = v, index = ind }).First(x => x.column.Contains("close")).index;
}
else if (headers.Where(x => x.Contains("last")).Count() > 0)
{
index = headers.Select((v, ind) => new { column = v, index = ind }).First(x => x.column.Contains("last")).index;
}
else if (headers.Where(x => x.Contains("settle")).Count() > 0)
{
index = headers.Select((v, ind) => new { column = v, index = ind }).First(x => x.column.Contains("settle")).index;
}
else
{
continue;
}
// Parse data
for (int k = 1; k < lines.Length; ++k)
{
string[] parts = lines[k].Split(new char[] { ',' });
// Date
string[] dateParts = parts[0].Split(new char[] { '-' });
int year = int.Parse(dateParts[0]);
int month = int.Parse(dateParts[1]);
int day = int.Parse(dateParts[2]);
DateTime date = new DateTime(year, month, day);
// Value
if (String.IsNullOrWhiteSpace(parts[index]))
{
continue;
}
double value = double.Parse(parts[index], CultureInfo.InvariantCulture);
// Create event
internalData.Events.Add(new _Event()
{
Name = name,
Date = date,
Value = value
});
}
// Update progress bar
if (i % drawEvery == 0)
{
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, (double)i / files.Length * 100.0), ConsoleColor.Gray);
}
}
}
}
catch (Exception ex)
{
Console.WriteLine();
Utils.DrawMessage("", ex.Message, ConsoleColor.Red);
Console.WriteLine();
System.Environment.Exit(1);
}
Utils.DrawMessage(prefix, Utils.CreateProgressBar(Utils.ProgressBarLength, 100), ConsoleColor.Green);
Console.WriteLine();
}
