Exemple #1
0
        /// <summary>
        /// Writes a ticker symbol's downloaded data to a file
        /// </summary>
        /// <param name="tradingDate">The date for the trades</param>
        /// <param name="buffer">the csv data to be written</param>
        /// <param name="directory">the base folder to write the data to.  Generally this will be the exchange folder and single letter folder</param>
        /// <param name="ticker">the symbol to write.  If a folder for the symbols in NYSE\A\{symbol} does not exist it will be created</param>
        /// <returns>A generic task for the async call.  There is not actual result, but Async/Await does not allow voids.</returns>
        public async Task WriteStreamAsync(DateTime tradingDate, string buffer, string directory, string ticker)
        {
            if (directory.Length == 0)
            {
                directory = Config.GetDefaultDownloadDirectory();
            }
            if (!directory.EndsWith(@"\"))
            {
                directory += @"\";
            }
            if (ticker.Length == 0)
            {
                throw new NullReferenceException("Ticker symbol is null");
            }

            // Add the ticker symbol directory to the \exchange\singleletter\ directory and make sure it exists.
            string folder = directory + ticker + @"\";

            if (!System.IO.Directory.Exists(folder))
            {
                System.IO.Directory.CreateDirectory(folder);
            }

            // Create the dated filename
            string filename = FilenameDateFormatter.FormatDt(tradingDate) + "_trade.csv";

            // Create the final path for writing the stream
            string filepath = folder + filename;


            // No point if writing if there is no data in the buffer
            //  For example, on a bank holiday
            if (buffer.Length > 0)
            {
                // Check to see if the trading day is today,
                //  and if so overwrite the current day's file.
                // If we download during the trading day, we will get the latest day's trades
                //  up to the amount of delay Google builds into their quote mechanism.  (I think 15 minutes)
                // If the current hour is after say 4:45 GMT-5 (East Coast time) we will get all of the day's prices
                if (tradingDate.Day == DateTime.Now.Day)
                {
                    // If today is Saturday or Sunday, the equity markets are closed.
                    if (!(DateTime.Now.DayOfWeek == DayOfWeek.Sunday || DateTime.Now.DayOfWeek == DayOfWeek.Saturday))
                    {
                        await WriteFileAsync(buffer, filepath, filename);
                    }
                }

                // If we write a file in the above if block, we do not need to write it again
                // If we have a file in the folder already for a date, we do not need to write it again
                if (!File.Exists(filename))
                {
                    await WriteFileAsync(buffer, filepath, filename);
                }
            }
        }
Exemple #2
0
        /// <summary>
        /// Builds the output file name by check the form's check boxes
        /// </summary>
        /// <returns>A filename</returns>
        private string BuildOutputFilename()
        {
            StringBuilder sb = new StringBuilder();

            //if (textBoxExchange.Text.Length > 0)
            //    sb.Append(textBoxExchange.Text + "_");
            sb.Append(textBoxTicker.Text);

            if (checkBoxRawData.Checked)
            {
                sb.Append("RawData");
            }
            else if (radioButtonMinutes.Checked)
            {
                if (checkBoxDateTime.Checked)
                {
                    sb.Append("Milliseconds");
                }
                else
                {
                    sb.Append("DateTime");
                }
            }
            else if (radioButtonAllData.Checked)
            {
                //sb.Append("AllData");
            }
            else if (radioButtonSince.Checked)
            {
                sb.Append("Since");
                DateTime dt = System.Convert.ToDateTime(dateTimePickerSinceDate.Text);
                sb.Append(FilenameDateFormatter.FormatDt(dt));
                sb.Append("-");
                sb.Append(FilenameDateFormatter.FormatDt(DateTime.Now));
            }
            if (radioButtonLastQuoute.Checked)
            {
                sb.AppendFormat("_LastQuote_{0}", FilenameDateFormatter.FormatDt(DateTime.Now));
            }

            sb.Append(".csv");
            return(sb.ToString());
        }