private void LoadFile(string filename, bool isMarket)
{
//LOG("CSVLoader loading from " << filename);
Date today = Settings.evaluationDate();
using (var reader = new StreamReader(filename))
{
while (!reader.EndOfStream)
{
string line = reader.ReadLine();
if (line.Length > 0 && line[0] != '#')
{
line = line.Trim();
string[] tokens = line.Split(new[] { " " }, StringSplitOptions.None).ToList().Where(i => i != "").ToArray();
//string[] tokens = Regex.Split(line, ",;\t "); //line.Split(',').ToList();
// TODO: should we try, catch and log any invalid lines?
if (tokens.ToList().Count != 3)
{
var debug = "";
}
Utils.QL_REQUIRE(tokens.ToList().Count == 3, () => "Invalid CSVLoader line, 3 tokens expected " + line);
Date date = Parsers.ParseDateExact(tokens[0], "yyyyMMdd");
string key = tokens[1];
double value = Parsers.ParseDouble(tokens[2]);
if (isMarket)
{
// process market
// build market datum and add to map
try
{
if (!_data.ContainsKey(date))
{
List <MarketDatum> datum = new List <MarketDatum>();
datum.Add(MarketDatumParser.ParseMarketDatum(date, key, value));
_data.Add(date, datum);
}
else
{
_data[date].Add(MarketDatumParser.ParseMarketDatum(date, key, value));
}
//TLOG("Added MarketDatum " << data_[date].back()->name());
}
catch (Exception e)
{
//WLOG("Failed to parse MarketDatum " << key << ": " << e.ToString());
}
}
else
{
// process fixings
if (date < today || (date == today && !_implyTodaysFixings))
{
_fixings.Add(new Fixing(date, key, value));
}
}
}
}
// LOG("CSVLoader completed processing " << filename);
}
}