private bool ParseHarpex(StockSerie stockSerie, string fileName)
{
// Read new downloaded values
if (!File.Exists(fileName))
{
return false;
}
bool res = false;
StockDailyValue harpexValue = null;
DateTime date;
float harpex = 0;
string line = string.Empty;
try
{
using (StreamReader sr = new StreamReader(fileName, true))
{
// File format
// "date";"HARPEX";"Class 1";"Class 2";"Class 3";"Class 4";"Class 5";"Class 6";"Class 7";"Class 8"
// 14/07/07;1296.25;1196.94;1163.11;1207.74;1180.47;1406.11;1404.5;1388.44;1475.32
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
string[] row = line.Split(';');
date = DateTime.Parse(row[0], StockAnalyzerApp.Global.EnglishCulture);
harpex = float.Parse(row[1], StockAnalyzerApp.Global.EnglishCulture);
harpexValue = new StockDailyValue(stockSerie.StockName,
harpex,
harpex,
harpex,
harpex, 0, date);
stockSerie.Add(harpexValue.DATE, harpexValue);
harpexValue.Serie = stockSerie;
}
}
res = true;
}
catch (System.Exception e)
{
StockLog.Write("Failed to parse Harpex file " + e.Message + "\r\r" + line);
}
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 bool GenerateSumSerie(StockSerie stockSerie, StockSerie trinSerie, bool inverse)
{
StockDailyValue logValue = null;
float sum = 0f;
foreach (StockDailyValue dailyValue in trinSerie.Values)
{
sum += dailyValue.CLOSE;
logValue = new StockDailyValue(stockSerie.StockName,
sum,
sum,
sum,
sum, 0, dailyValue.DATE);
stockSerie.Add(logValue.DATE, logValue);
logValue.Serie = stockSerie;
}
return true;
}
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))
{
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;
}
public static StockDailyValue ReadPCRFromCSVStream(StreamReader sr, string name)
{
StockDailyValue stockValue = null;
try
{
string[] row = sr.ReadLine().Split(',');
if (row.GetLength(0) == 5)
{
stockValue = new StockDailyValue(
name,
float.Parse(row[4], usCulture),
float.Parse(row[4], usCulture),
float.Parse(row[4], usCulture),
float.Parse(row[4], usCulture),
long.Parse(row[3], usCulture),
DateTime.Parse(row[0], usCulture));
}
}
catch (System.Exception)
{
// Assume input is right, Ignore invalid lines
}
return stockValue;
}
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 methods
private bool ParseVIXPCRatioCSV(StockSerie stockSerie, string fileName)
{
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName))
{
try
{
StockDailyValue readValue = null;
// Skip 2 first lines
string name = "PCR.VIX";
sr.ReadLine();
sr.ReadLine();
while (sr.ReadLine().Contains("\"") && !sr.EndOfStream) ;
while (!sr.EndOfStream)
{
readValue = null;
string[] row = sr.ReadLine().Split(',');
if (row.GetLength(0) == 5)
{
readValue = new StockDailyValue(
name,
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
long.Parse(row[4], usCulture),
DateTime.Parse(row[0], usCulture));
stockSerie.Add(readValue.DATE, readValue);
}
}
}
catch (System.Exception e)
{
StockLog.Write(e);
return false;
}
}
return true;
}
else
{
return false;
}
}
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;
}
public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
if (finraSerie == null)
{
finraSerie = LoadFINRASerie(rootFolder + FOLDER + "\\FINRA_Bond_Breadth.xml");
}
// Convert from StockFINRASerie to StockSerie
var fields = stockSerie.StockName.Split('.');
StockDailyValue dailyValue = null;
switch (fields[0])
{
case "BOND_AD":
switch (fields[1])
{
case "ALL":
break;
case "IG":
foreach (var val in finraSerie.InvestGrade)
{
float open = -1.0f + (float)val.Advances * 2.0f / (float)val.Total;
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.Volume, val.Date);
stockSerie.Add(val.Date, dailyValue);
}
break;
case "HY":
foreach (var val in finraSerie.HighYield)
{
float open = -1.0f + (float)val.Advances * 2.0f / (float)val.Total;
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.Volume, val.Date);
stockSerie.Add(val.Date, dailyValue);
}
break;
}
break;
case "McClellan":
switch (fields[1])
{
case "ALL":
break;
case "IG":
{
var serie = StockDictionary.StockDictionarySingleton["BOND_AD.IG"];
if (!serie.Initialise()) return false;
FloatSerie ema19 = serie.GetIndicator("EMA(19)").Series[0];
FloatSerie ema39 = serie.GetIndicator("EMA(39)").Series[0];
var diff = ema19 - ema39;
int i = 0;
foreach (var val in serie.Values)
{
float open = diff[i++];
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.VOLUME, val.DATE);
stockSerie.Add(val.DATE, dailyValue);
}
}
break;
case "HY":
{
var serie = StockDictionary.StockDictionarySingleton["BOND_AD.HY"];
if (!serie.Initialise()) return false;
FloatSerie ema19 = serie.GetIndicator("EMA(19)").Series[0];
FloatSerie ema39 = serie.GetIndicator("EMA(39)").Series[0];
var diff = ema19 - ema39;
int i = 0;
foreach (var val in serie.Values)
{
float open = diff[i++];
dailyValue = new StockDailyValue(stockSerie.StockName, open, open, open, open, val.VOLUME, val.DATE);
stockSerie.Add(val.DATE, dailyValue);
}
}
break;
}
break;
}
return true;
}
private bool ParseABCGroupCSVFile(string fileName, StockSerie.Groups group, bool intraday = false)
{
//StockLog.Write(fileName);
if (!File.Exists(fileName)) return false;
StockSerie stockSerie = null;
using (StreamReader sr = new StreamReader(fileName, true))
{
string line = sr.ReadLine();
string previousISIN = string.Empty;
while (!sr.EndOfStream)
{
string[] row = line.Split(';');
if (previousISIN != row[0])
{
stockSerie = stockDictionary.Values.FirstOrDefault(s => s.ISIN == row[0] && s.StockGroup == group);
previousISIN = row[0];
}
if (stockSerie != null)
{
DateTime date;
if (intraday)
{
date = File.GetLastWriteTime(fileName);
}
else
{
date = DateTime.Parse(row[1]);
}
if (date.Year >= LOAD_START_YEAR)
{
if (!stockSerie.ContainsKey(date))
{
StockDailyValue dailyValue = new StockDailyValue(
stockSerie.StockName,
float.Parse(row[2], frenchCulture),
float.Parse(row[3], frenchCulture),
float.Parse(row[4], frenchCulture),
float.Parse(row[5], frenchCulture),
long.Parse(row[6], frenchCulture),
date);
stockSerie.Add(dailyValue.DATE, dailyValue);
}
}
else
{
return false;
}
}
line = sr.ReadLine();
}
}
return true;
}
protected StockDailyValue ReadMarketDataFromABCCSVStream(StreamReader sr, string stockName, bool useAdjusted)
{
StockDailyValue stockValue = null;
try
{
// File format
// ISIN,Date,Open,High,Low,Close,Volume
// FR0000120404;02/01/12;19.735;20.03;19.45;19.94;418165
string line = sr.ReadLine().Trim();
if (string.IsNullOrEmpty(line) || line.StartsWith("<") || line.StartsWith("/")) return null;
string[] row = line.Split(';');
stockValue = new StockDailyValue(
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], usCulture),
DateTime.Parse(row[1], frenchCulture));
}
catch (System.Exception ex)
{
StockLog.Write(ex.Message);
}
return stockValue;
}
protected virtual StockDailyValue ReadMarketDataFromCSVStream(StreamReader sr, string stockName, bool useAdjusted)
{
StockDailyValue stockValue = null;
try
{
// File format
// Date,Open,High,Low,Close,Volume,Adj Close (UpVolume, Tick, Uptick)
// 2010-06-18,10435.00,10513.75,10379.60,10450.64,4555360000,10450.64
string[] row = sr.ReadLine().Split(',');
switch (row.Length)
{
case 5: // Date,Open,High,Low,Close
{
DateTime day = DateTime.Parse(row[0], usCulture);
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
0,
day);
}
break;
case 6: // Date,Open,High,Low,Close,Volume
{
string[] dateFields = row[0].Split('/');
if (row[1] == "-" || row[2] == "-" || row[3] == "-" || row[4] == "-")
return null;
if (row[5] == "-") row[5] = "0";
DateTime day = DateTime.Parse(row[0]);
// new DateTime(int.Parse(dateFields[2]), int.Parse(dateFields[0]), int.Parse(dateFields[1]));
int index = row[5].IndexOf('.');
if (index > 0)
{
row[5] = row[5].Remove(index);
}
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
long.Parse(row[5], usCulture),
day);
}
break;
case 7: // Date,Open,High,Low,Close,Volume,Adj Close
if (useAdjusted || row[4] != row[6])
{
float close = float.Parse(row[4], usCulture);
float adjClose = float.Parse(row[6], usCulture);
float adjRatio = adjClose / close;
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture) * adjRatio,
float.Parse(row[2], usCulture) * adjRatio,
float.Parse(row[3], usCulture) * adjRatio,
adjClose,
long.Parse(row[5], usCulture),
DateTime.Parse(row[0], usCulture));
}
else
{
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
long.Parse(row[5], usCulture),
DateTime.Parse(row[0], usCulture));
}
break;
case 10: // Date,Open,High,Low,Close,Volume,Adj Close (UpVolume, Tick, Uptick)
{
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
long.Parse(row[5], usCulture),
long.Parse(row[7], usCulture),
int.Parse(row[8], usCulture),
int.Parse(row[9], usCulture),
DateTime.Parse(row[0], usCulture));
}
break;
}
}
catch (System.Exception ex)
{
StockLog.Write(ex.Message);
// Assume input is right, Ignore invalid lines
}
return stockValue;
}
private bool ParseCBOEIndexCSV(StockSerie stockSerie, string fileName)
{
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName))
{
try
{
StockDailyValue readValue = null;
sr.ReadLine(); // Skip the first line
sr.ReadLine(); // Skip the second line
while (!sr.EndOfStream)
{
// File format
// Date,Close
// 10-May-07,27.09
string[] row = sr.ReadLine().Split(',');
if (row.GetLength(0) == 2 && row[1] != "")
{
readValue = new StockDailyValue(
stockSerie.StockName,
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
100,
DateTime.Parse(row[0], usCulture));
if (readValue != null)
{
stockSerie.Add(readValue.DATE, readValue);
}
}
}
}
catch (System.Exception e)
{
StockLog.Write(e);
return false;
}
}
return true;
}
else
{
return false;
}
}
private bool ParseBullBearRatio(StockSerie stockSerie, string fileName)
{
// Read new downloaded values
StockDailyValue bearBullRatioValue = null;
DateTime date;
float bearish = 0;
float bullish = 0;
float neutral = 0;
float ratio = 0;
string line = string.Empty;
bool res = false;
try
{
using (StreamReader sr = new StreamReader(fileName, true))
{
// File format
// Date,Bullish,Neutral,Bearish
// 9-11-87,50.0,23.0,27.0
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (string.IsNullOrWhiteSpace(line))
{
continue;
}
string[] row = line.Replace(":","").Split(new []{',',':','\t'});
date = DateTime.Parse(row[0], usCulture);
if (row[1].Contains("%"))
{
bullish = float.Parse(row[1].TrimEnd(percent), usCulture) / 100f;
neutral = float.Parse(row[2].TrimEnd(percent), usCulture) / 100f;
bearish = float.Parse(row[3].TrimEnd(percent), usCulture) / 100f;
}
else
{
bullish = float.Parse(row[1], usCulture);
neutral = float.Parse(row[2], usCulture);
bearish = float.Parse(row[3], usCulture);
}
ratio = bearish / bullish;
bearBullRatioValue = new StockDailyValue(bearBullRatioName,
ratio,
ratio,
ratio,
ratio, 0, date);
stockSerie.Add(bearBullRatioValue.DATE, bearBullRatioValue);
bearBullRatioValue.Serie = stockSerie;
}
}
res = true;
}
catch (System.Exception e)
{
StockLog.Write("Failed to parse Bull/Bear ratio file: " + e.Message + "\r\r" + line);
}
return res;
}
private bool ParsePCRatioCSV(StockSerie stockSerie, string fileName)
{
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName))
{
StockDailyValue readValue = null;
while (!sr.ReadLine().EndsWith("P/C Ratio") && !sr.EndOfStream) ;
while (!sr.EndOfStream)
{
try
{
string[] row = sr.ReadLine().Split(',');
float ratio = float.Parse(row[4], usCulture);
//ratio = (float)Math.Log10(ratio);
//if (inverse) ratio = -ratio;
readValue = new StockDailyValue(
stockSerie.StockName,
ratio,
ratio,
ratio,
ratio,
long.Parse(row[3], usCulture),
DateTime.Parse(row[0], usCulture));
if (readValue != null && !stockSerie.ContainsKey(readValue.DATE))
{
stockSerie.Add(readValue.DATE, readValue);
}
}
catch (System.Exception e)
{
StockLog.Write(e);
return false;
}
}
}
return true;
}
else
{
return false;
}
}
private bool GenerateBullBearLogRatio(StockSerie stockSerie, bool inverse)
{
StockSerie ratioSerie = AAIIDataProvider.stockDictionary[bearBullRatioName];
StockDailyValue bearBullLogRatioValue = null;
float ratio;
foreach (StockDailyValue dailyValue in ratioSerie.Values)
{
ratio = (float) Math.Log10(dailyValue.CLOSE);
if (inverse) ratio = -ratio;
bearBullLogRatioValue = new StockDailyValue(bearBullRatioName,
ratio,
ratio,
ratio,
ratio, 0, dailyValue.DATE);
stockSerie.Add(bearBullLogRatioValue.DATE, bearBullLogRatioValue);
bearBullLogRatioValue.Serie = stockSerie;
}
return true;
}
private bool ParseRydexData(StockSerie stockSerie, string fileName)
{
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName))
{
StockDailyValue readValue = null;
string line;
// Skip 2 first lines
while (!sr.EndOfStream && !(line = sr.ReadLine()).Contains("Date")) ;
while (!sr.EndOfStream)
{
readValue = null;
line = sr.ReadLine();
if (string.IsNullOrEmpty(line))
{
break;
}
line = line.Replace("\",\"", ";");
line = line.Replace("\"", "");
string[] row = line.Split(';');
if (row[2] == "N/A" || row[3] == "N/A" || row[1] == "AM") continue;
float value = float.Parse(row[3], usCulture) / float.Parse(row[2], usCulture);
readValue = new StockDailyValue(
stockSerie.StockName,
value,
value,
value,
value,
0,
DateTime.Parse(row[0], usCulture));
if (!stockSerie.ContainsKey(readValue.DATE))
{
stockSerie.Add(readValue.DATE, readValue);
}
}
}
return true;
}
return false;
}
private bool GenerateLogSerie(StockSerie stockSerie, StockSerie ratioSerie, bool inverse)
{
StockDailyValue logValue = null;
float ratio = 0;
foreach (StockDailyValue dailyValue in ratioSerie.Values)
{
if (dailyValue.CLOSE > 0f)
{
ratio = (float)Math.Log10(dailyValue.CLOSE);
if (inverse) ratio = -ratio;
}
logValue = new StockDailyValue(stockSerie.StockName,
ratio,
ratio,
ratio,
ratio, 0, dailyValue.DATE);
stockSerie.Add(logValue.DATE, logValue);
logValue.Serie = stockSerie;
}
return true;
}
private bool ParseCOT(StockSerie stockSerie, string fileName)
{
StockLog.Write("ParseCOT: " + stockSerie.StockName + " from file: " + fileName);
string line = string.Empty;
bool res = false;
try
{
int cotLongIndex = 10;
int cotShortIndex = 11;
int cotOpenInterestIndex = 6;
using (StreamReader sr = new StreamReader(fileName))
{
StockDailyValue readValue = null;
int endOfNameIndex = 0;
string cotSerieName = string.Empty;
DateTime cotDate;
float cotValue = 0.0f;
string[] row;
sr.ReadLine(); // Skip header line
while (!sr.EndOfStream)
{
line = sr.ReadLine().Replace("\"", "");
if (line == string.Empty)
{
continue;
}
res = true;
endOfNameIndex = line.IndexOf(",");
cotSerieName = line.Substring(0, endOfNameIndex);
if (cotSerieName.Contains(" - "))
{
cotSerieName = cotSerieName.Substring(0, cotSerieName.IndexOf(" - "));
}
cotSerieName += "_COT";
if (stockSerie.StockName != cotSerieName)
{
continue;
}
row = line.Substring(endOfNameIndex + 2).Split(',');
cotDate = DateTime.Parse(row[1], usCulture);
if (!stockSerie.Keys.Contains(cotDate))
{
float cotLong = float.Parse(row[cotLongIndex]);
float cotShort = float.Parse(row[cotShortIndex]);
float cotOpenInterest = float.Parse(row[cotOpenInterestIndex]);
if (cotOpenInterest != 0.0f)
{
cotValue = 100.0f * (cotLong - cotShort) / cotOpenInterest;
}
else
{
cotValue = 0.0f;
}
readValue = new StockDailyValue(cotSerieName, cotValue, cotValue, cotValue, cotValue, 0, cotDate);
stockSerie.Add(readValue.DATE, readValue);
readValue.Serie = stockSerie;
}
else
{
StockLog.Write("COT for " + cotSerieName + " already added, data for" + row[3] + " exchange ignored");
}
}
}
}
catch (System.Exception e)
{
StockLog.Write(e.Message + "Failed to parse COT file" + "\r\r" + line);
}
return res;
}
public static StockDailyValue ReadCBOEIndexDataFromCSVStream(StreamReader sr, string name)
{
StockDailyValue stockValue = null;
try
{
// File format
// Date,Close
// 10-May-07,27.09
string[] row = sr.ReadLine().Split(',');
if (row.GetLength(0) == 2 && row[1] != "")
{
stockValue = new StockDailyValue(
name,
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
float.Parse(row[1], usCulture),
100,
DateTime.Parse(row[0], usCulture));
}
}
catch (System.Exception)
{
// Assume input is right, Ignore invalid lines
}
return stockValue;
}
