/// <summary>
/// Reads a Comma Separated file and outputs an IObservable of Events
/// </summary>
/// <param name="filename">Full path of file</param>
/// <param name="stockID">StockID for the Events</param>
/// <param name="fieldIDs">Fields to include in the production of Events</param>
/// <returns>An IObservable of Stock Quotes</returns>
public static IEnumerable <StockQuote> GetStockEnumerable(string filename, string stockID, string[] fieldIDs)
{
// Read file header and extract field names
var streamReader = new StreamReader(filename);
var line = streamReader.ReadLine();
var values = line.Split(',');
var fields = new SortedList <string, int>(values.Length);
for (int i = 0; i < values.Length; i++)
{
fields.Add(values[i], i);
}
// Create List for holding the quotes
var quotes = new List <StockQuote>();
// Read remaining lines
while (!streamReader.EndOfStream)
{
line = streamReader.ReadLine();
values = line.Split(',');
var timestamp = DateTime.Parse(values[0], QuoteFormatProvider);
// Add a quote for every fieldID
foreach (var fieldID in fieldIDs)
{
var quote = new StockQuote();
var value = values[fields[fieldID]];
quote.TimeStamp = timestamp;
quote.StockID = stockID;
quote.FieldID = fieldID;
quote.Value = double.Parse(value, QuoteFormatProvider);
quotes.Add(quote);
}
}
streamReader.Close();
// Sort the List
quotes.Sort((x, y) => DateTimeOffset.Compare(x.TimeStamp, y.TimeStamp));
// Convert the List into an IObservable and return
return(quotes);
}
/// <summary>
/// Reads a Comma Separated file and outputs an IObservable of Events
/// </summary>
/// <param name="filename">Full path of file</param>
/// <param name="stockID">StockID for the Events</param>
/// <param name="fieldIDs">Fields to include in the production of Events</param>
/// <returns>An IObservable of Stock Quotes</returns>
public static IEnumerable<StockQuote> GetStockObservable(string filename, string stockID, string[] fieldIDs)
{
// Read file header and extract field names
var streamReader = new StreamReader(filename);
var line = streamReader.ReadLine();
var values = line.Split(',');
var fields = new SortedList<string, int>(values.Length);
for (int i = 0; i < values.Length; i++)
fields.Add(values[i], i);
// Create List for holding the quotes
var quotes = new List<StockQuote>();
// Read remaining lines
while (!streamReader.EndOfStream)
{
line = streamReader.ReadLine();
values = line.Split(',');
var timestamp = DateTime.Parse(values[0], QuoteFormatProvider);
// Add a quote for every fieldID
foreach (var fieldID in fieldIDs)
{
var quote = new StockQuote();
var value = values[fields[fieldID]];
quote.TimeStamp = timestamp;
quote.StockID = stockID;
quote.FieldID = fieldID;
quote.Value = double.Parse(value, QuoteFormatProvider);
quotes.Add(quote);
}
}
streamReader.Close();
// Sort the List
quotes.Sort((x, y) => DateTimeOffset.Compare(x.TimeStamp, y.TimeStamp));
// Convert the List into an IObservable and return
return quotes;
}