Ejemplo n.º 1
0
        /// <summary>
        /// 组装TradeRecord实例
        /// </summary>
        /// <param name="fields"></param>
        /// <returns></returns>
        private TradeRecord MapTradeDataToTradeRecord(string[] fields)
        {
            int     tradeAmount = int.Parse(fields[0]);
            decimal tradePrice  = decimal.Parse(fields[1]);
            var     tradeRecord = new TradeRecord
            {
                TradeAmount = tradeAmount,
                TradePrice  = tradePrice
            };

            return(tradeRecord);
        }
Ejemplo n.º 2
0
        public TradeRecord Map(string[] fields)
        {
            var sourceCurrencyCode      = fields[0].Substring(0, 3);
            var destinationCurrencyCode = fields[0].Substring(3, 3);
            var tradeAmount             = int.Parse(fields[1]);
            var tradePrice = decimal.Parse(fields[2]);

            var trade = new TradeRecord
            {
                SourceCurrency      = sourceCurrencyCode,
                DestinationCurrency = destinationCurrencyCode,
                Lots  = tradeAmount / LotSize,
                Price = tradePrice
            };

            return(trade);
        }
Ejemplo n.º 3
0
        private TradeRecord MapTradeDataToTradeRecord(string[] fields)
        {
            var         sourceCurrencyCode      = fields[0].Substring(0, 3);
            var         destinationCurrencyCode = fields[0].Substring(3, 3);
            var         tradeAmount             = int.Parse(fields[1]);
            var         tradePrice = decimal.Parse(fields[2]);
            const float LotSize    = 100000f;
            var         trade      = new TradeRecord
            {
                SourceCurrency      = sourceCurrencyCode,
                DestinationCurrency = destinationCurrencyCode,
                Lots  = tradeAmount / LotSize,
                Price = tradePrice
            };

            return(trade);
        }
        /// <summary>
        /// Converts a string containing the trade data into a TradeRecord object
        /// </summary>
        /// <param name="fields"> The string must be split into three components before calling </param>
        /// <returns> A TradeRecord object containing the trade data</returns>
        private TradeRecord MapTradeDataToTradeRecord(String[] fields)
        {
            var     sourceCurrencyCode      = fields[0].Substring(0, 3);
            var     destinationCurrencyCode = fields[0].Substring(3, 3);
            int     tradeAmount             = int.Parse(fields[1]);
            decimal tradePrice = decimal.Parse(fields[2]);

            // calculate values
            var trade = new TradeRecord();

            trade.SourceCurrency      = sourceCurrencyCode;
            trade.DestinationCurrency = destinationCurrencyCode;
            trade.Lots  = tradeAmount / LotSize;
            trade.Price = tradePrice;

            return(trade);
        }
        /// <summary>
        /// Takes a list of strings containing trade data and converts this into a list of TradeRecord objects
        /// </summary>
        /// <param name="lines"> The strings containing the trade data, each string should contain one trade in format of "GBPUSD,1000,1.51"</param>
        /// <returns> A list of TradeRecords, one record for each trade </returns>
        private IEnumerable <TradeRecord> ParseTrades(IEnumerable <string> lines)
        {
            List <TradeRecord> trades = new List <TradeRecord>();

            int lineCount = 1;

            foreach (var line in lines)
            {
                String[] fields = line.Split(new char[] { ',' });

                if (ValidateTradeData(fields, lineCount) == false)
                {
                    continue;
                }

                TradeRecord trade = MapTradeDataToTradeRecord(fields);
                trades.Add(trade);

                lineCount++;
            }
            return(trades);
        }
Ejemplo n.º 6
0
        public IEnumerable <TradeRecord> Parser(IEnumerable <string> tradeData)
        {
            var trades = new List <TradeRecord>();

            var lineCount = 1;

            foreach (var line in tradeData)
            {
                var fields = line.Split(new char[] { ',' });

                if (!iTradeValidator.Validate(fields, lineCount))
                {
                    continue;
                }

                TradeRecord trade = iTradeMapper.Map(fields);

                trades.Add(trade);

                lineCount++;
            }

            return(trades);
        }
        public void ProcessTrades(Stream stream)
        {
            // read rows
            var lines = new List <string>();

            using (var reader = new StreamReader(stream))
            {
                string line;
                while ((line = reader.ReadLine()) != null)
                {
                    lines.Add(line);
                }
            }

            var trades = new List <TradeRecord>();

            // Validations
            var lineCount = 1;

            foreach (var line in lines)
            {
                var fields = line.Split(new char[] { ',' });

                if (fields.Length != 3)
                {
                    Console.WriteLine("WARN: Line {0} malformed. Only {1} field(s) found.", lineCount, fields.Length);
                    continue;
                }

                if (fields[0].Length != 6)
                {
                    Console.WriteLine("WARN: Trade currencies on line {0} malformed: '{1}'", lineCount, fields[0]);
                    continue;
                }

                int tradeAmount;
                if (!int.TryParse(fields[1], out tradeAmount))
                {
                    Console.WriteLine("WARN: Trade amount on line {0} not a valid integer: '{1}'", lineCount, fields[1]);
                }

                decimal tradePrice;
                if (!decimal.TryParse(fields[2], out tradePrice))
                {
                    Console.WriteLine("WARN: Trade price on line {0} not a valid decimal: '{1}'", lineCount, fields[2]);
                }

                var sourceCurrencyCode      = fields[0].Substring(0, 3);
                var destinationCurrencyCode = fields[0].Substring(3, 3);

                // calculate values
                var trade = new TradeRecord
                {
                    SourceCurrency      = sourceCurrencyCode,
                    DestinationCurrency = destinationCurrencyCode,
                    Lots  = tradeAmount / LotSize,
                    Price = tradePrice
                };

                trades.Add(trade);

                lineCount++;
            }

            // Store data
            using (var connection = new System.Data.SqlClient.SqlConnection("Data Source=(local);Initial Catalog=TradeDatabase;Integrated Security=True;"))
            {
                connection.Open();
                using (var transaction = connection.BeginTransaction())
                {
                    foreach (var trade in trades)
                    {
                        var command = connection.CreateCommand();
                        command.Transaction = transaction;
                        command.CommandType = System.Data.CommandType.StoredProcedure;
                        command.CommandText = "dbo.insert_trade";
                        command.Parameters.AddWithValue("@sourceCurrency", trade.SourceCurrency);
                        command.Parameters.AddWithValue("@destinationCurrency", trade.DestinationCurrency);
                        command.Parameters.AddWithValue("@lots", trade.Lots);
                        command.Parameters.AddWithValue("@price", trade.Price);

                        command.ExecuteNonQuery();
                    }

                    transaction.Commit();
                }
                connection.Close();
            }

            Console.WriteLine("INFO: {0} trades processed", trades.Count);
        }
        private TradeRecord MapTradeDataToTradeRecord(string[] fields)
        {
            var sourceCurrencyCode = fields[0].Substring(0, 3);
            var destinationCurrencyCode = fields[0].Substring(3, 3);
            var tradeAmount = int.Parse(fields[1]);
            var tradePrice = decimal.Parse(fields[2]);

            var trade = new TradeRecord
            {
                SourceCurrency = sourceCurrencyCode,
                DestinationCurrency = destinationCurrencyCode,
                Lots = tradeAmount / LotSize,
                Price = tradePrice
            };

            return trade;
        }
Ejemplo n.º 9
0
        public void ProcessTrades(Stream stream)
        {
            var lines = new List <string>();

            using (var reader = new StreamReader(stream))
            {
                string line;
                while ((line = reader.ReadLine()) != null)
                {
                    lines.Add(line);
                }
            }

            var trades    = new List <TradeRecord>();
            var lineCount = 1;

            foreach (var line in lines)
            {
                var fields = line.Split(new char[] { ',' });

                if (fields.Length != 3)
                {
                    Console.WriteLine("WARN: Line {0} malformed. Only {1} fields found", lineCount, fields.Length);
                }

                int tradeAmount;
                if (!int.TryParse(fields[0], out tradeAmount))
                {
                    Console.WriteLine("WARN: Trade amount on line {0} not a valid integer :{1}", lineCount, fields[0]);
                }

                decimal tradePrice;
                if (!decimal.TryParse(fields[1], out tradePrice))
                {
                    Console.WriteLine("WARN: Trade Price on line {0} not a valid decimal :{1}", lineCount, fields[1]);
                }

                var tradeRecord = new TradeRecord
                {
                    TradeAmount = tradeAmount,
                    TradePrice  = tradePrice
                };
                trades.Add(tradeRecord);
                lineCount++;
            }
            using (var connection = new SqlConnection("DataSource=(local);Initial Catalog=TradeDataBase;Integrated Security = True;"))
            {
                connection.Open();
                using (var transaction = connection.BeginTransaction())
                {
                    foreach (var trade in trades)
                    {
                        var command = connection.CreateCommand();
                        command.Transaction = transaction;
                        command.CommandType = System.Data.CommandType.StoredProcedure;
                        command.CommandText = "insert_trade";

                        command.Parameters.AddWithValue("@tradeamount", trade.TradeAmount);
                        command.Parameters.AddWithValue("@tradeprice", trade.TradePrice);
                    }
                    transaction.Commit();
                }
                connection.Close();
            }

            Console.WriteLine("INFO: {0} trades processed", trades.Count);
        }
        public void ProcessTrades(Stream stream)
        {
            // read rows
            var lines = new List<string>();
            using (var reader = new StreamReader(stream))
            {
                string line;
                while((line = reader.ReadLine()) != null)
                {
                    lines.Add(line);
                }
            }

            var trades = new List<TradeRecord>();

            var lineCount = 1;
            foreach (var line in lines)
            {
                var fields = line.Split(new char[] { ',' });

                if(fields.Length != 3)
                {
                    Console.WriteLine("WARN: Line {0} malformed. Only {1} field(s) found.", lineCount, fields.Length);
                    continue;
                }

                if(fields[0].Length != 6)
                {
                    Console.WriteLine("WARN: Trade currencies on line {0} malformed: '{1}'", lineCount, fields[0]);
                    continue;
                }

                int tradeAmount;
                if(!int.TryParse(fields[1], out tradeAmount))
                {
                    Console.WriteLine("WARN: Trade amount on line {0} not a valid integer: '{1}'", lineCount, fields[1]);
                }

                decimal tradePrice;
                if(!decimal.TryParse(fields[2], out tradePrice))
                {
                    Console.WriteLine("WARN: Trade price on line {0} not a valid decimal: '{1}'", lineCount, fields[2]);
                }

                var sourceCurrencyCode = fields[0].Substring(0, 3);
                var destinationCurrencyCode = fields[0].Substring(3, 3);

                // calculate values
                var trade = new TradeRecord
                {
                    SourceCurrency = sourceCurrencyCode,
                    DestinationCurrency = destinationCurrencyCode,
                    Lots = tradeAmount / LotSize,
                    Price = tradePrice
                };

                trades.Add(trade);

                lineCount++;
            }

            using (var connection = new System.Data.SqlClient.SqlConnection("Data Source=(local);Initial Catalog=TradeDatabase;Integrated Security=True;"))
            {
                connection.Open();
                using(var transaction = connection.BeginTransaction())
                {
                    foreach(var trade in trades)
                    {
                        var command = connection.CreateCommand();
                        command.Transaction = transaction;
                        command.CommandType = System.Data.CommandType.StoredProcedure;
                        command.CommandText = "dbo.insert_trade";
                        command.Parameters.AddWithValue("@sourceCurrency", trade.SourceCurrency);
                        command.Parameters.AddWithValue("@destinationCurrency", trade.DestinationCurrency);
                        command.Parameters.AddWithValue("@lots", trade.Lots);
                        command.Parameters.AddWithValue("@price", trade.Price);

                        command.ExecuteNonQuery();
                    }

                    transaction.Commit();
                }
                connection.Close();
            }

            Console.WriteLine("INFO: {0} trades processed", trades.Count);
        }