private static void LoadInfoFile(string infoPathName, Dictionary <DataSourceParam, string> infos)
{
string[] lines = File.ReadAllLines(infoPathName);
foreach (string line in lines)
{
int idx = line.IndexOf('=');
try
{
DataSourceParam key = (DataSourceParam)
Enum.Parse(typeof(DataSourceParam), line.Substring(0, idx), true);
string value = line.Substring(idx + 1);
infos[key] = value;
}
catch (Exception)
{
throw new Exception(string.Format("error parsing data source info {0}: line '{1}", infoPathName, line));
}
}
}
private void WriteCsv(string sourceName, IEnumerable <Bar> updateBars)
{
string updateFilePath = Path.Combine(Info[DataSourceParam.dataPath],
string.Format("{0:yyyy-MM-dd}-{1}.csv", updateBars.Select(b => b.Time).Max(), sourceName.ToLower()));
DirectoryInfo d = new DirectoryInfo(Info[DataSourceParam.dataPath]);
FileInfo[] files = d.GetFiles("*.*");
if (files.Count() > 0 &&
files.Select(i => i.Name).OrderByDescending(n => n).FirstOrDefault().CompareTo(updateFilePath) > 0)
{
// try filename at end of the alphabet
updateFilePath = Path.Combine(Info[DataSourceParam.dataPath],
string.Format("zzz-{0:yyyy-MM-dd}-{1}.csv", updateBars.Select(b => b.Time).Max(), sourceName.ToLower()));
}
if (Directory.Exists(Info[DataSourceParam.dataPath]) &&
!File.Exists(updateFilePath))
{
using (StreamWriter writer = new StreamWriter(updateFilePath))
{
#if true
//--- find mapping
Dictionary <int, DataSourceParam> mapping = new Dictionary <int, DataSourceParam>();
for (int column = 1; column < 20; column++)
{
string map1 = string.Format("{{{0}}}", column);
string map2 = string.Format("{{{0}:", column);
DataSourceParam value = Info
.Where(i => i.Value.Contains(map1) || i.Value.Contains(map2))
.Select(i => i.Key)
.FirstOrDefault();
if (value != default(DataSourceParam))
{
mapping[column] = value;
}
}
//--- write header row
int highestColumn = mapping.Keys.Max(i => i);
for (int column = 1; column <= highestColumn; column++)
{
if (mapping.ContainsKey(column))
{
writer.Write("{0},", mapping[column]);
}
else
{
writer.Write(",");
}
}
writer.WriteLine();
//--- write bars
foreach (Bar bar in updateBars)
{
for (int column = 1; column <= highestColumn; column++)
{
if (mapping.ContainsKey(column))
{
DataSourceParam prop = mapping[column];
object value = null;
switch (prop)
{
case DataSourceParam.date:
value = bar.Time.Date;
break;
case DataSourceParam.time:
value = bar.Time.TimeOfDay;
break;
case DataSourceParam.open:
value = bar.Open;
break;
case DataSourceParam.high:
value = bar.High;
break;
case DataSourceParam.low:
value = bar.Low;
break;
case DataSourceParam.close:
value = bar.Close;
break;
case DataSourceParam.volume:
value = bar.Volume;
break;
case DataSourceParam.bid:
value = bar.Bid;
break;
case DataSourceParam.ask:
value = bar.Ask;
break;
case DataSourceParam.bidSize:
value = bar.BidVolume;
break;
case DataSourceParam.askSize:
value = bar.AskVolume;
break;
case DataSourceParam.optionExpiration:
value = bar.OptionExpiry;
break;
case DataSourceParam.optionStrike:
value = bar.OptionStrike;
break;
case DataSourceParam.optionRight:
value = bar.OptionIsPut ? "P" : "C";
break;
}
writer.Write(Info[prop], Enumerable.Range(1, 20).Select(i => value).ToArray());
}
writer.Write(",");
}
writer.WriteLine();
}
#else
writer.WriteLine("Date,Open,High,Low,Close,Volume");
foreach (Bar bar in updateBars)
{
writer.WriteLine("{0:MM/dd/yyyy},{1},{2},{3},{4},{5}",
bar.Time, bar.Open, bar.High, bar.Low, bar.Close, bar.Volume);
}
#endif
}
}
}
