private static StockBlockRelationship ParseLine(string line, StockBlockManager manager)
{
if (string.IsNullOrWhiteSpace(line))
{
return(null);
}
var fields = line.Split(_splitter);
if (fields.Length != FieldCount)
{
return(null);
}
StockBlock block = manager.GetStockBlockById(fields[2]);
if (block == null)
{
return(null);
}
return(new StockBlockRelationship
{
StockCode = StockName.NormalizeCode(fields[1]),
BlockName = block.Name
});
}
public TdxBinaryBlockDataReader(string file)
{
if (string.IsNullOrWhiteSpace(file))
{
throw new ArgumentNullException();
}
using (BinaryReader reader = new BinaryReader(new FileStream(file, FileMode.Open, FileAccess.Read)))
{
// skip header
reader.ReadBytes(HeaderSize);
// read the number of blocks
int blockNumber = reader.ReadInt16();
if (blockNumber <= 0)
{
throw new InvalidDataException("block number is not positive number");
}
for (int blockIndex = 0; blockIndex < blockNumber; ++blockIndex)
{
// read block name
var rawBlockName = reader.ReadBytes(BlockNameSize);
var blockName = ConvertRawBytesToString(rawBlockName);
// read # of stocks in the block
var stockNumber = reader.ReadInt16();
if (stockNumber > MaxNumberOfStockInBlock)
{
throw new InvalidDataException("stock number in block exceeds limit");
}
// skip the block level
reader.ReadInt16();
// now read stock code
for (int stockIndex = 0; stockIndex < stockNumber; ++stockIndex)
{
var rawCodes = reader.ReadBytes(StockCodeSize);
var stockCode = ConvertRawBytesToString(rawCodes);
_relationships.Add(
new StockBlockRelationship()
{
StockCode = StockName.NormalizeCode(stockCode),
BlockName = blockName
});
}
// skip empty spaces
if (stockNumber < MaxNumberOfStockInBlock)
{
reader.ReadBytes(StockCodeSize * (MaxNumberOfStockInBlock - stockNumber));
}
}
}
}
public static StockHistoryData LoadFromFile(
string file,
DateTime startDate,
DateTime endDate,
StockNameTable nameTable = null,
long interval = 86400L)
{
if (string.IsNullOrEmpty(file))
{
throw new ArgumentNullException();
}
var inputData = Csv.Load(file, Encoding.UTF8, ",");
if (inputData.RowCount == 0)
{
return(null);
}
var code = StockName.NormalizeCode(inputData[0][0]);
var name =
nameTable != null && nameTable.ContainsStock(code)
? nameTable[code]
: new StockName(code, string.Empty);
// header is code,date,open,highest,lowest,close,volume,amount
var data = new List <Bar>(inputData.RowCount);
var lastInvalidBarTime = DateTime.MinValue;
foreach (var row in inputData.Rows)
{
var date = DateTime.Parse(row[1]);
if (date < startDate || date > endDate)
{
continue;
}
try
{
var dailyData = new Bar
{
Time = DateTime.Parse(row[1]),
OpenPrice = double.Parse(row[2]),
HighestPrice = double.Parse(row[3]),
LowestPrice = double.Parse(row[4]),
ClosePrice = double.Parse(row[5]),
Volume = double.Parse(row[6]),
Amount = double.Parse(row[7])
};
if (dailyData.OpenPrice > 0.0 &&
dailyData.ClosePrice > 0.0 &&
dailyData.HighestPrice > 0.0 &&
dailyData.LowestPrice > 0.0)
{
if (Math.Abs(dailyData.Volume) > 1e-6)
{
data.Add(dailyData);
}
}
else
{
if (dailyData.Time > lastInvalidBarTime)
{
lastInvalidBarTime = dailyData.Time;
}
}
}
catch (FormatException)
{
Console.WriteLine("Wrong format: {0} in file {1}", string.Join(",", inputData.Rows), file);
}
}
// remove all data that before last invalidate bar.
var filterData = data
.Where(b => b.Time > lastInvalidBarTime)
.OrderBy(b => b.Time)
.ToArray();
return(new StockHistoryData(name, interval, filterData));
}
static UntradableObject()
{
untradableObjects = untradableCodes.ToDictionary(s => StockName.NormalizeCode(s), s => new UntradableObject(s));
}
public static string GetBoardIndex(StockBoard board)
{
return(StockName.NormalizeCode(StockBoardIndex.GetBoardIndex(board)));
}
