public static FileInfo FindSolution(string path)
{
var solutions = new DirectoryInfo(path).GetFiles("*.sln", SearchOption.AllDirectories);
if (solutions.Length == 0)
throw new Exception("No solution found");
if (solutions.Length == 1)
return solutions.First();
// candidates.Length > 1
var candidatesByDepth = solutions.GroupBy(x => x.FullName.Count(ch => ch == '/')).ToList();
var minKey2 = candidatesByDepth.Min(x => x.Key);
var topLevelCandidates = candidatesByDepth.First(x => x.Key == minKey2);
if (topLevelCandidates.Count() == 1)
return topLevelCandidates.First();
//TopLevelCandidates > 1
var dirName = Path.GetFileName(path);
var matchesName = solutions.Where(x => x.Name == dirName).ToList();
if (matchesName.Count == 1)
return matchesName.First();
throw new Exception("Could not find solution");
}
/// <summary>
/// Convert LEAN data to custom data
/// </summary>
/// <param name="OutputResolution">Output resoltution for intraday cases (hour/minute/second)</param>
/// <returns></returns>
private static async Task Convert2CustomCSV(string OutputResolution)
{
var symbols = new DirectoryInfo(_settings.OutputFolder + @"/" + _settings.SecurityType + @"/bra/" + OutputResolution + @"/")
.GetDirectories().ToList();
if (_settings.InstrumentList.Length > 0) symbols.RemoveAll(s => !_settings.InstrumentList.Contains(s.Name.ToUpper()));
if (symbols.Count == 0)
{
}
var sum = 0.0;
var total = 0.0;
symbols.ForEach(d => total += d.GetFiles().Sum(f => f.Length));
var roottime = DateTime.Now;
Console.WriteLine("\r" + symbols.Count + " symbol directories to read (" + (total / 1024 / 1024).ToString("000.00") + " MB).\t" + roottime);
foreach (var symbol in symbols)
{
var starttime = DateTime.Now;
var factors = GetTickerFactors(symbol.Name);
var zipfiles = symbol.GetFiles("*.zip").ToList();
var csvFile = new FileInfo(symbol.Name.ToUpper() + "_" + _settings.OutputResolution + ".csv");
if (csvFile.Exists) csvFile.Delete();
foreach (var zipfile in zipfiles)
{
var date = zipfile.Name.ToDateTime();
var factor = factors.FirstOrDefault(kvp => kvp.Key >= date);
File.AppendAllLines(csvFile.FullName, (await ReadAsyncZipFile(zipfile)).Select(l =>
{
var data = l.Split(',');
return symbol.Name.ToUpper() + ";" +
date.AddMilliseconds(data[0].ToInt64()).ToString(@"dd/MM/yyyy;HH\:mm\:ss") + ";" +
Math.Round(data[1].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[2].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[3].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[4].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
(data.Length == 6 ? data[5] : data[6] + ";" + data[5]);
}).ToArray());
sum += zipfile.Length;
}
Console.Write("\r" + (sum / total).ToString("0.00%") + "\t" + symbol.Name.ToUpper() + ": \t" + zipfiles.Count +
" days were read/written in " + (DateTime.Now - starttime).ToString(@"ss\.ff") + " secs.\t");
}
// For options and futures
var csvFiles = new DirectoryInfo(Environment.CurrentDirectory).GetFiles("*_" + _settings.OutputResolution + ".csv");
if (csvFiles.Count() > 0)
{
sum = 0.0;
total = csvFiles.Sum(f => f.Length);
Console.WriteLine("Zipping " + (total / 1024 / 1024).ToString("000.00") + " MB");
csvFiles.GroupBy(g =>
{
if (_settings.SecurityType == "equity") return g.Name.Replace(".csv", ".zip");
if (_settings.SecurityType == "futures") return g.Name.Substring(0, 3).ToUpper() + "FUT" + "_" + _settings.OutputResolution + ".zip";
var type = ("ABCDEFGHIJKL".Contains(g.Name[4]) ? "_C" : "_P") + "_" + _settings.OutputResolution + ".zip";
return g.Name.Substring(0, 4) + type;
})
//.ToList().ForEach(f =>
//{
// var outputfile = new FileInfo(f.Key);
// if (outputfile.Exists) outputfile.Delete();
// Compression.Zip(outputfile.FullName);
// using (var z = new FileStream(outputfile.FullName, FileMode.Create))
// using (var a = new ZipArchive(z, ZipArchiveMode.Create, true))
// f.ToList().ForEach(csvFile =>
// {
// a.CreateEntryFromFile(csvFile.FullName, csvFile.Name, CompressionLevel.Optimal);
// csvFile.Delete();
// sum += csvFile.Length;
// Console.Write("\r" + (sum / total).ToString("0.00%") + "\tLast zippped file:\t" + csvFile.Name.ToUpper());
// });
//})
;
}
Console.WriteLine("\r\n... exiting routine at " + DateTime.Now);
}
/// <summary>
/// Loads the languages found in the languages directory.
/// Sets the default language to english before looking at config file.
/// Executes the commands specified in the configuration file.
/// Returns a reference back to this object.
/// </summary>
public override ICoreController Execute() {
var languageDirectories = new DirectoryInfo(Defines.PackagesDirectory.FullName)
.GetDirectories(Defines.LocalizationDirectoryName, SearchOption.AllDirectories)
.Union(new [] {
new DirectoryInfo(Defines.LocalizationDirectory.FullName)
})
.SelectMany(localizationDirectory => localizationDirectory.GetDirectories());
// Loop over each grouped language
foreach (var groupedLanguageDirectories in languageDirectories.GroupBy(directory => directory.Name)) {
// Loop over each directory for this language, appending to the build language file.
LanguageConfig language = null;
foreach (var languageDirectory in groupedLanguageDirectories) {
if (language == null) {
language = new LanguageConfig();
language.Load(languageDirectory);
}
else {
language.Config.Union(new Config().Load(languageDirectory));
}
}
if (language != null && language.LanguageModel.LanguageCode != null) {
this.LoadedLanguageFiles.Add(language);
}
}
this.AssignEvents();
this.Shared.Variables.Variable(CommonVariableNames.LocalizationDefaultLanguageCode).Value = "en-GB";
this.LoadDefaultLanguage();
return base.Execute();
}
