/// <summary>
/// Load a security from a zipfile containing a historical tick file
/// </summary>
/// <param name="zipfile"></param>
/// <param name="tikfile"></param>
/// <returns></returns>
public static SecurityImpl FromZip(string zipfile, string tikfile)
{
TikReader tr = new TikReader(zipfile, tikfile);
SecurityImpl s = (SecurityImpl)tr.ToSecurity();
if (s.IsValid && tr.IsValid)
{
s.HasHistorical = true;
s.HistSource = tr;
s.ApproxTicks = s.HistSource.ApproxTicks;
}
return(s);
}
/// <summary>
/// determine security from the filename, without opening file (use SecurityImpl.FromFile to
/// actually read it in)
/// </summary>
/// <param name="filename"></param>
/// <returns></returns>
public static SecurityImpl SecurityFromFileName(string filename)
{
try
{
filename = Path.GetFileName(filename);
string ds = Regex.Match(filename, "([0-9]{8})[.]", RegexOptions.IgnoreCase).Result("$1");
string sym = filename.Replace(ds, "").Replace(TikConst.DotExt, "");
SecurityImpl s = new SecurityImpl(sym)
{
Date = Convert.ToInt32(ds)
};
return(s);
}
catch (Exception) { }
return(new SecurityImpl());
}
/// <summary>
/// get a security form a user-specified string
/// </summary>
/// <param name="msg"></param>
/// <param name="date"></param>
/// <returns></returns>
public static SecurityImpl Parse(string msg, int date)
{
string[] r = msg.Split(' ');
SecurityImpl sec = new SecurityImpl {
Name = r[0]
};
// look for option first
if (msg.Contains("OPT") || msg.Contains("PUT") || msg.Contains("CALL") || msg.Contains("FOP") || msg.Contains("FUT"))
{
if (msg.Contains("OPT") || msg.Contains("PUT") || msg.Contains("CALL"))
{
sec.Type = SecurityType.Option;
}
if (msg.Contains("FUT"))
{
sec.Type = SecurityType.Future;
}
msg = msg.ToUpper();
sec.Details = msg.Contains("PUT") ? "PUT" : (msg.Contains("CALL") ? "CALL" : string.Empty);
msg = msg.Replace("CALL", "");
msg = msg.Replace("PUT", "");
msg = msg.Replace("OPT", "");
msg = msg.Replace("FOP", "");
msg = msg.Replace("FUT", "");
r = msg.Split(' ');
sec.Name = r[0];
sec.Date = ExpirationDate(ref r);
sec.DestEx = Ex(sec.Name, ref r);
}
else if (r.Length > 2)
{
int f2Id = SecurityId(r[2]);
int f1Id = SecurityId(r[1]);
if (f2Id != -1)
{
sec.Type = (SecurityType)f2Id;
sec.DestEx = r[1];
}
else if (f1Id != -1)
{
sec.Type = (SecurityType)f1Id;
sec.DestEx = r[2];
}
}
else if (r.Length > 1)
{
int f1Id = SecurityId(r[1]);
if (f1Id != -1)
{
sec.Type = (SecurityType)f1Id;
}
else
{
sec.DestEx = r[1];
}
}
else
{
sec.Type = SecurityType.Equity;
}
if (date != 0)
{
sec.Date = date;
}
if (sec.HasDest && !sec.HasType)
{
sec.Type = TypeFromExchange(sec.DestEx);
}
return(sec);
}