public override bool DownloadIntradayData(string rootFolder, StockSerie stockSerie)
{
if (stockSerie.StockName.Contains("CAC40") || stockSerie.StockName.Contains("SBF120"))
{
StockDataProviderBase.DownloadSerieData(rootFolder, stockDictionary["CAC40"]);
StockDataProviderBase.DownloadSerieData(rootFolder, stockDictionary["ACCOR"]);
stockSerie.IsInitialised = false;
stockSerie.ClearBarDurationCache();
return stockSerie.Initialise();
}
return true;
}
private static bool ParseIntradayData(StockSerie stockSerie, string fileName)
{
bool res = false;
try
{
using (StreamReader sr = new StreamReader(fileName))
{
while (!sr.EndOfStream)
{
string line = sr.ReadLine();
string[] row = line.Split(',');
if (row.Length <2) continue;
DateTime openDate;
if (!DateTime.TryParse(row[0], out openDate)) continue;
float value = float.Parse(row[1]);
if (!stockSerie.ContainsKey(openDate))
{
StockDailyValue dailyValue = new StockDailyValue(stockSerie.StockName,
value,
value,
value,
value,
0,
openDate);
stockSerie.Add(dailyValue.DATE, dailyValue);
}
}
stockSerie.ClearBarDurationCache();
res = true;
}
}
catch (System.Exception e)
{
StockLog.Write("Unable to parse intraday data for " + stockSerie.StockName);
StockLog.Write(e);
}
return res;
}
private static void ParseIntradayData(StockSerie stockSerie, string folder, string fileName)
{
try
{
if (File.Exists(folder + "\\" + fileName))
{
using (StreamReader sr = new StreamReader(folder + "\\" + fileName))
{
string line = sr.ReadLine();
string[] row = line.Replace("\"", "").Replace(" - ", ",").Split(',');
if (row.Length == 7)
{
try
{
StockDailyValue dailyValue = new StockDailyValue(stockSerie.StockName,
float.Parse(row[2], usCulture),
float.Parse(row[4], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[5], usCulture),
long.Parse(row[6]),
DateTime.Parse(row[0] + " " + row[1], usCulture));
StockDailyValue lastValue = stockSerie.Values.Last();
if (lastValue.DATE.Date == dailyValue.DATE.Date)
{
if (lastValue.DATE.Hour == 0 && lastValue.DATE.Minute == 0) return;
stockSerie.Remove(lastValue.DATE);
}
stockSerie.Add(dailyValue.DATE, dailyValue);
stockSerie.ClearBarDurationCache();
}
catch (System.Exception e)
{
StockLog.Write("Unable to parse intraday data for " + stockSerie.StockName);
StockLog.Write(line);
StockLog.Write(e);
}
}
}
}
}
catch (System.Exception e)
{
StockLog.Write("Unable to parse intraday data for " + stockSerie.StockName);
StockLog.Write(e);
}
}
private static bool ParseIntradayData(StockSerie stockSerie, string fileName)
{
bool res = false;
try
{
using (StreamReader sr = new StreamReader(fileName))
{
string line;
while ((line = sr.ReadLine()) != null)
{
if (line.StartsWith("timezone")) break;
}
if (sr.EndOfStream) return false;
string[] row = line.Split(new char[] { ':' });
string timeZone = row[1];
double gmtoffset = timeZone == "CEST" ? -32400 : 0;
while ((line = sr.ReadLine()) != null)
{
if (line.StartsWith("gmtoffset")) break;
}
if (sr.EndOfStream) return false;
row = line.Split(new char[] { ':' });
gmtoffset += double.Parse(row[1]);
DateTime now = DateTime.Now;
DateTime utcNow = now.ToUniversalTime();
gmtoffset -= (now - utcNow).TotalSeconds;
while (!(line = sr.ReadLine()).StartsWith("range")) ;
// First Range, read second offest for date calculation.
row = line.Split(new char[] { ',', ':' });
DateTime startDate = new DateTime(int.Parse(row[1].Substring(0, 4)), int.Parse(row[1].Substring(4, 2)), int.Parse(row[1].Substring(6, 2)));
// startDate = startDate.AddHours(9);
long startTimeStamp = long.Parse(row[2]);
while (!(line = sr.ReadLine()).StartsWith("volume")) ;
while (!sr.EndOfStream)
{
line = sr.ReadLine();
row = line.Split(new char[] { ',' });
DateTime openDate = startDate;
openDate = startDate.AddSeconds(long.Parse(row[0]) - startTimeStamp);
openDate = startDate.AddSeconds(long.Parse(row[0]) - startTimeStamp - gmtoffset);
if (!stockSerie.ContainsKey(openDate))
{
StockDailyValue dailyValue = new StockDailyValue(stockSerie.StockName,
float.Parse(row[4], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[1], usCulture),
long.Parse(row[5]),
openDate);
stockSerie.Add(dailyValue.DATE, dailyValue);
}
}
stockSerie.ClearBarDurationCache();
res = true;
}
}
catch (System.Exception e)
{
StockLog.Write("Unable to parse intraday data for " + stockSerie.StockName);
StockLog.Write(e);
}
return res;
}
private static bool ParseIntradayData(StockSerie stockSerie, string fileName)
{
bool res = false;
try
{
using (StreamReader sr = new StreamReader(fileName))
{
string line = sr.ReadLine();
while (!(line = sr.ReadLine()).StartsWith("INTERVAL")) ;
int interval;
interval = int.Parse(line.Split('=')[1]);
while (!(line = sr.ReadLine()).StartsWith("TIMEZONE_OFFSET")) ;
int offset;
offset = int.Parse(line.Split('=')[1]);
string[] row;
DateTime startDate = DateTime.Now;
while (!sr.EndOfStream)
{
line = sr.ReadLine();
DateTime openDate = DateTime.Now;
row = line.Split(new char[] { ',' });
if (line.StartsWith("a"))
{
// new day detected
string startString = row[0].Replace("a", "");
double seconds = double.Parse(startString);
startDate = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc).AddSeconds(seconds).AddMinutes(offset);
openDate = startDate;
}
else if (line.StartsWith("TIMEZONE_OFFSET"))
{
offset = int.Parse(line.Split('=')[1]);
continue;
}
else
{
// just a new bar
openDate = startDate.AddSeconds(long.Parse(row[0]) * interval);
}
if (!stockSerie.ContainsKey(openDate))
{
StockDailyValue dailyValue = new StockDailyValue(stockSerie.StockName,
float.Parse(row[4], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[1], usCulture),
long.Parse(row[5]),
openDate);
stockSerie.Add(dailyValue.DATE, dailyValue);
}
}
stockSerie.ClearBarDurationCache();
res = true;
}
}
catch (System.Exception e)
{
StockLog.Write("Unable to parse intraday data for " + stockSerie.StockName);
StockLog.Write(e);
}
return res;
}
private bool ParseABCIntradayFile(StockSerie stockSerie, string fileName)
{
StockLog.Write("ParseABCIntradayFile: " + fileName);
if (!File.Exists(fileName)) return false;
using (StreamReader sr = new StreamReader(fileName, true))
{
string line = sr.ReadLine();
while (!sr.EndOfStream)
{
string[] row = line.Split(';');
if (row[0] == stockSerie.ISIN)
{
if (DateTime.Parse(row[1]) == stockSerie.Keys.Last())
{
return false;
}
StockDailyValue dailyValue = new StockDailyValue(
stockSerie.StockName,
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
float.Parse(row[5], usCulture),
long.Parse(row[6]),
File.GetLastWriteTime(fileName));
stockSerie.Add(dailyValue.DATE, dailyValue);
stockSerie.ClearBarDurationCache();
return true;
}
line = sr.ReadLine();
}
}
return false;
}