}//FullName
//
//
//
#endregion//Properties
#region Constructors and Creators
// *****************************************************************
// **** Constructors ****
// *****************************************************************
protected Instrument(Instrument instrumentToCopy) : base((Product)instrumentToCopy)
{
this.MonthCode = instrumentToCopy.MonthCode;
this.Year = instrumentToCopy.Year;
}
private void buttonGo_Click(object sender, EventArgs e)
{
string destPath = textBoxOutput.Text;
int fileCount = 0;
foreach (object obj in checkedListBoxMonths.CheckedItems)
{
MonthCodes code = obj as MonthCodes;
List <QuoteCollection> monthlyContracts = quoteGroup[code.Month];
string formatString = "yyyy-MM-dd";
foreach (QuoteCollection contract in monthlyContracts)
{
string txtname = destPath + contract.Name + ".txt";
FileStream stream = new FileStream(txtname, FileMode.Create, FileAccess.Write);
StreamWriter sw = new StreamWriter(stream);
sw.AutoFlush = true;
sw.WriteLine("Date,Open,High,Low,Close,Volume");
for (int i = 0; i < contract.DataCollection.Count; i++)
{
Quote quote = contract.DataCollection[i];
//sw.WriteLine(quote.ToString());
sw.WriteLine(String.Format("{0},{1},{2},{3},{4},{5}", quote.Time.ToString(formatString),
quote.Open, quote.High, quote.Low, quote.Close, quote.Volume));
}
stream.Close();
fileCount++;
}
}
if (panelContinuous.Enabled)
{
foreach (GroupingFlag flag in this.methodFlags)
{
bool isVolumeBased = checkBoxVolumeBased.Checked;
QuoteCollection continous = quoteGroup[flag, isVolumeBased];
string formatString = "yyyy-MM-dd";
string txtname = destPath + continous.Name + ".txt";
FileStream stream = new FileStream(txtname, FileMode.Create, FileAccess.Write);
StreamWriter sw = new StreamWriter(stream);
sw.AutoFlush = true;
sw.WriteLine("Date,Open,High,Low,Close,Volume");
for (int i = 0; i < continous.DataCollection.Count; i++)
{
Quote quote = continous.DataCollection[i];
//sw.WriteLine(quote.ToString());
sw.WriteLine(String.Format("{0},{1},{2},{3},{4},{5}", quote.Time.ToString(formatString),
quote.Open, quote.High, quote.Low, quote.Close, quote.Volume));
}
stream.Close();
fileCount++;
}
}
MessageBox.Show(fileCount.ToString() + " files are geneerated.");
}
}//Create
//
//
// **** TryInitialize() ****
//
/// <summary>
/// Allowed format examples:
/// 1) CME.GEU2 - simplest, full exchange and specific name
/// 2) CME.GE#12 - term notation, 12th along term structure curve of GE family.
/// 3) CME.GE - single product reference only, like an equity where product = instrument.
/// Using this weird out-function approach allows us to validate the format and then finally create
/// a read-only object.
/// </summary>
protected static bool TryInitialize(string exchInstrName, string serverName, out Instrument instrument)
{
bool isSuccess = true;
string exchange;
string productName;
ProductTypes productType = ProductTypes.Future;
instrument = null;
int year = -1;
MonthCodes monthCode = MonthCodes.None;
//
// Extract exchange from front of string.
string fullInstrName; // place to store the instrument name.
int delimitIndex = exchInstrName.IndexOf('.'); // locate exchange/instr delimiter
if (delimitIndex < 1) // there is no exchange tag
{
//this.Exchange = GuessTheExchange(exchInstrName);
exchange = GuessTheExchange(exchInstrName);
fullInstrName = exchInstrName;
}
else
{
//this.Exchange = exchInstrName.Substring(0, delimitIndex);
exchange = exchInstrName.Substring(0, delimitIndex);
fullInstrName = exchInstrName.Substring(delimitIndex + 1);
}
// Analyze full instrument name.
delimitIndex = fullInstrName.IndexOf('#'); // locate term-structure delimiter.
if (delimitIndex < 0)
{
delimitIndex = fullInstrName.IndexOf('_'); // alternate term-structure delimiter.
}
if (delimitIndex < 0)
{ // Instrument name is in one of the basic format.
// Extract year index. Can accept 0,1, or 2 digit-formats. 0 means no year included (eg., equity).
int yr;
int n = fullInstrName.Length;
if (int.TryParse(fullInstrName.Substring(n - 2), out yr))
{ // 2-digit year provided.
//this.Year = DateTime.Now.Year - (DateTime.Now.Year % 100) + yr;
year = DateTime.Now.Year - (DateTime.Now.Year % 100) + yr;
string monthStr = fullInstrName.Substring(n - 3, 1); // Month code must immediately proceed year.
//this.MonthCode = (MonthCodes)Enum.Parse(typeof(MonthCodes), monthStr, true);
monthCode = (MonthCodes)Enum.Parse(typeof(MonthCodes), monthStr, true);
//this.ProductName = fullInstrName.Substring(0, n - 3);
productName = fullInstrName.Substring(0, n - 3);
}
else if (int.TryParse(fullInstrName.Substring(n - 1), out yr))
{ // 1-digit year provided.
//this.Year = DateTime.Now.Year - (DateTime.Now.Year % 10) + yr;
year = DateTime.Now.Year - (DateTime.Now.Year % 10) + yr;
string monthStr = fullInstrName.Substring(n - 2, 1); // Month code must immediately proceed year.
//this.MonthCode = (MonthCodes)Enum.Parse(typeof(MonthCodes), monthStr, true);
monthCode = (MonthCodes)Enum.Parse(typeof(MonthCodes), monthStr, true);
//this.ProductName = fullInstrName.Substring(0, n - 2);
productName = fullInstrName.Substring(0, n - 2);
}
else
{ // No year provided. For example, equities "NYSE.GE"
//this.ProductName = fullInstrName;
productName = fullInstrName;
productType = ProductTypes.Equity;
}
}
else if (delimitIndex < 1)
{
return(false);
}
else
{ // instrument name formated as "term-structure" format: [prodName]#[location along term]
//this.IsTermIdentified = true;
//this.ProductName = fullInstrName.Substring(0, delimitIndex);
productName = fullInstrName.Substring(0, delimitIndex);
//this.MonthCode = MonthCodes.TermIdentified;
monthCode = MonthCodes.TermIdentified;
string sTermIndex = fullInstrName.Substring(delimitIndex + 1);
int n;
if (!int.TryParse(sTermIndex, out n))
{
return(false); // failed to parse integer!
}
//this.TermIndex = n;
//this.Year = n;
year = n;
}
// Exit
instrument = new Instrument(new Product(exchange, productName, productType, serverName));
return(isSuccess);
}//initialize()
