bool convert(Converter con, string filename, int tradesize, string sym)
{
int bads = 0;
int thistotal = _ticksprocessed;
bool g = true;
// get output filename
string convertname = string.Empty;
// setup writing to output
TikWriter outfile = null;
// setup input file
StreamReader infile = null;
int _date = 0;
int cqgdecimalplaces = 2;
try
{
// open input file
switch (con)
{
case Converter.TradeStation:
infile = new StreamReader(filename);
// read in and ignore header of input file
infile.ReadLine();
break;
case Converter.eSignal_EPF:
infile = new StreamReader(filename);
// ignore header
SecurityImpl esec = eSigTick.InitEpf(infile);
_sym = esec.Symbol;
break;
case Converter.CQG:
infile = new StreamReader(filename);
cqgdecimalplaces = (int)this._cqgdecimalplacesinput.Value;
// no header
break;
case Converter.TradingPhysicsTnS:
case Converter.TradingPhysicsTV:
string file = System.IO.Path.GetFileName(filename);
string[] date_sym = file.Split('_');
string[] sym_ext = date_sym[1].Split('.');
string datestr = date_sym[0];
int.TryParse(datestr, out _date);
_sym = sym_ext[0];
infile = new StreamReader(filename);
infile.ReadLine(); //discard header line
break;
case Converter.QCollector_eSignal:
infile = new StreamReader(filename);
// no header in file
break;
case Converter.MultiCharts:
// The symbol for data being imported is obtained from the filename
// Selected files for import must be named SYMBOL.ext - eg AAPL.txt, GOOG.txt
_sym = System.IO.Path.GetFileNameWithoutExtension(filename);
infile = new StreamReader(filename);
infile.ReadLine(); // ignore first line header of input file
break;
}
}
catch (Exception ex) { debug("error reading input header:" + ex.Message); g = false; }
// setup previous tick and current tick
Tick pk = new TickImpl();
Tick k = null;
do
{
try
{
// get next tick from the file
switch (con)
{
case Converter.CQG:
k = CQG.parseline(infile.ReadLine(), tradesize, cqgdecimalplaces);
break;
case Converter.eSignal_EPF:
k = eSigTick.FromStream(_sym, infile);
break;
case Converter.TradeStation:
k = TradeStation.parseline(infile.ReadLine(), sym);
break;
case Converter.TradingPhysicsTnS:
k = TradingPhysicsTnS.parseline(infile.ReadLine(), _sym, _date);
break;
case Converter.TradingPhysicsTV:
k = TradingPhysicsTV.parseline(infile.ReadLine(), _sym, _date);
break;
case Converter.QCollector_eSignal:
k = QCollector.parseline(infile.ReadLine(), sym);
break;
case Converter.MultiCharts:
k = MultiCharts.parseline(infile.ReadLine(), _sym);
break;
}
}
catch (Exception ex) { bads++; continue; }
if (k == null)
{
debug("Invalid converter: " + con.ToString());
return(false);
}
// bad tick
if (k.date == 0)
{
bads++; continue;
}
// if dates don't match, we need to write new output file
if (k.date != pk.date)
{
try
{
// if the outfile was open previously, close it
if (outfile != null)
{
outfile.Close();
}
// get path from input
string path = Path.GetDirectoryName(filename) + "\\";
// setup new file
outfile = new TikWriter(path, k.symbol, k.date);
// report progress
progress((double)_ticksprocessed / _approxtotal);
}
catch (Exception ex) { debug(ex.Message); g = false; }
}
try
{
// write the tick
outfile.newTick(k);
// save this tick as previous tick
pk = k;
// count the tick as processed
_ticksprocessed++;
}
catch (Exception ex) { debug("error writing output tick: " + ex.Message); g = false; }
}
// keep going until input file is exhausted
while (!infile.EndOfStream);
// close output file
if (outfile == null)
{
debug("Tick file was never opened, likely that input file in wrong format.");
}
else
{
debug("Saved: " + outfile.Filepath);
outfile.Close();
}
// close input file
infile.Close();
// get percentage of good ticks
double goodratio = (_ticksprocessed - thistotal - bads) / (_ticksprocessed - (double)thistotal);
if (goodratio < GOODRATIO)
{
debug("Less than " + GOODRATIO.ToString("P0") + " good ticks");
g = false;
}
// return status
return(g);
}
bool convert(Converter con, string filename, int tradesize)
{
int bads = 0;
int thistotal = _ticksprocessed;
bool g = true;
// get output filename
string convertname = string.Empty;
// setup writing to output
TikWriter outfile = null;
// setup input file
StreamReader infile = null;
try
{
// open input file
switch (con)
{
case Converter.TradeStation:
infile = new StreamReader(filename);
// read in and ignore header of input file
infile.ReadLine();
break;
case Converter.eSignal_EPF:
infile = new StreamReader(filename);
// ignore header
SecurityImpl esec = eSigTick.InitEpf(infile);
_sym = esec.Symbol;
break;
case Converter.CQG:
infile = new StreamReader(filename);
// no header
break;
}
}
catch (Exception ex) { debug("error reading input header:" + ex.Message); g = false; }
// setup previous tick and current tick
Tick pk = new TickImpl();
Tick k = null;
do
{
try
{
// get next tick from the file
switch (con)
{
case Converter.CQG:
k = CQG.parseline(infile.ReadLine(), tradesize);
break;
case Converter.eSignal_EPF:
k = eSigTick.FromStream(_sym, infile);
break;
case Converter.TradeStation:
k = TradeStation.parseline(infile.ReadLine(), _sym, tradesize);
break;
}
}
catch (Exception ex) { bads++; continue; }
if (k == null)
{
debug("Invalid converter: " + con.ToString());
return(false);
}
// bad tick
if (k.date == 0)
{
bads++; continue;
}
// if dates don't match, we need to write new output file
if (k.date != pk.date)
{
try
{
// if the outfile was open previously, close it
if (outfile != null)
{
outfile.Close();
}
// get path from input
string path = Path.GetDirectoryName(filename) + "\\";
// setup new file
outfile = new TikWriter(path, k.symbol, k.date);
// report progress
progress((double)_ticksprocessed / _approxtotal);
}
catch (Exception ex) { debug(ex.Message); g = false; }
}
try
{
// write the tick
outfile.newTick(k);
// save this tick as previous tick
pk = k;
// count the tick as processed
_ticksprocessed++;
}
catch (Exception ex) { debug("error writing output tick: " + ex.Message); g = false; }
}
// keep going until input file is exhausted
while (!infile.EndOfStream);
// close output file
outfile.Close();
// close input file
infile.Close();
// get percentage of good ticks
double goodratio = (_ticksprocessed - thistotal - bads) / (_ticksprocessed - (double)thistotal);
if (goodratio < GOODRATIO)
{
debug("Less than " + GOODRATIO.ToString("P0") + " good ticks");
g = false;
}
// return status
return(g);
}
