/// <inheritdoc />
protected override ExecutionMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var ol = new ExecutionMessage
{
SecurityId = SecurityId,
ExecutionType = ExecutionTypes.OrderLog,
ServerTime = reader.ReadTime(metaInfo.Date),
TransactionId = reader.ReadLong(),
OrderId = reader.ReadLong(),
OrderPrice = reader.ReadDecimal(),
OrderVolume = reader.ReadDecimal(),
Side = reader.ReadEnum <Sides>(),
OrderState = reader.ReadEnum <OrderStates>(),
TimeInForce = reader.ReadNullableEnum <TimeInForce>(),
TradeId = reader.ReadNullableLong(),
TradePrice = reader.ReadNullableDecimal(),
PortfolioName = reader.ReadString(),
IsSystem = reader.ReadNullableBool(),
};
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
ol.Balance = reader.ReadNullableDecimal();
}
return(ol);
}
protected override ExchangeBoard Read(FastCsvReader reader)
{
var board = new ExchangeBoard
{
Code = reader.ReadString(),
Exchange = GetExchange(reader.ReadString()),
ExpiryTime = reader.ReadString().ToTime(),
//IsSupportAtomicReRegister = reader.ReadBool(),
//IsSupportMarketOrders = reader.ReadBool(),
TimeZone = reader.ReadString().To <TimeZoneInfo>(),
};
var time = board.WorkingTime;
if (reader.ColumnCount == 7)
{
time.Periods = Deserialize <List <WorkingTimePeriod> >(reader.ReadString());
time.SpecialWorkingDays = Deserialize <IEnumerable <DateTime> >(reader.ReadString()).ToArray();
time.SpecialHolidays = Deserialize <IEnumerable <DateTime> >(reader.ReadString()).ToArray();
}
else
{
time.Periods.AddRange(reader.ReadString().DecodeToPeriods());
time.SpecialDays.AddRange(reader.ReadString().DecodeToSpecialDays());
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
reader.Skip();
time.IsEnabled = reader.ReadBool();
}
}
return(board);
}
/// <inheritdoc />
protected override ExecutionMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var execMsg = new ExecutionMessage
{
SecurityId = SecurityId,
ExecutionType = ExecutionTypes.Tick,
ServerTime = reader.ReadTime(metaInfo.Date),
TradeId = reader.ReadNullableLong(),
TradePrice = reader.ReadNullableDecimal(),
TradeVolume = reader.ReadNullableDecimal(),
OriginSide = reader.ReadNullableEnum <Sides>(),
OpenInterest = reader.ReadNullableDecimal(),
IsSystem = reader.ReadNullableBool(),
};
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
execMsg.IsUpTick = reader.ReadNullableBool();
execMsg.TradeStringId = reader.ReadString();
execMsg.Currency = reader.ReadNullableEnum <CurrencyTypes>();
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
execMsg.BuildFrom = reader.ReadBuildFrom();
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
execMsg.SeqNum = reader.ReadNullableLong() ?? 0L;
}
return(execMsg);
}
/// <inheritdoc />
protected override TCandleMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var message = new TCandleMessage
{
SecurityId = SecurityId,
Arg = Arg,
OpenTime = reader.ReadTime(metaInfo.Date),
OpenPrice = reader.ReadDecimal(),
HighPrice = reader.ReadDecimal(),
LowPrice = reader.ReadDecimal(),
ClosePrice = reader.ReadDecimal(),
TotalVolume = reader.ReadDecimal(),
State = CandleStates.Finished
};
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
message.BuildFrom = reader.ReadBuildFrom();
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
message.SeqNum = reader.ReadNullableLong() ?? 0L;
}
return(message);
}
/// <inheritdoc />
protected override NewsMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var news = new NewsMessage
{
ServerTime = reader.ReadTime(metaInfo.Date),
Headline = reader.ReadString(),
Source = reader.ReadString(),
Url = reader.ReadString().To <Uri>(),
Id = reader.ReadString(),
BoardCode = reader.ReadString(),
};
var secCode = reader.ReadString();
if (!secCode.IsEmpty())
{
news.SecurityId = new SecurityId {
SecurityCode = secCode
}
}
;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
news.Priority = reader.ReadNullableEnum <NewsPriorities>();
}
return(news);
}
}
protected override Position Read(FastCsvReader reader)
{
var pfName = reader.ReadString();
var secId = reader.ReadString();
var position = new Position
{
Portfolio = GetPortfolio(pfName),
Security = GetSecurity(secId),
DepoName = reader.ReadString(),
LimitType = reader.ReadNullableEnum <TPlusLimits>(),
BeginValue = reader.ReadNullableDecimal(),
CurrentValue = reader.ReadNullableDecimal(),
BlockedValue = reader.ReadNullableDecimal(),
VariationMargin = reader.ReadNullableDecimal(),
Commission = reader.ReadNullableDecimal(),
Currency = reader.ReadNullableEnum <CurrencyTypes>(),
LastChangeTime = _dateTimeParser.Parse(reader.ReadString()).ChangeKind(DateTimeKind.Utc),
LocalTime = _dateTimeParser.Parse(reader.ReadString()).ChangeKind(DateTimeKind.Utc)
};
if (position.Security == null)
{
throw new InvalidOperationException(LocalizedStrings.Str1218Params.Put(secId));
}
if (position.Portfolio == null)
{
throw new InvalidOperationException(LocalizedStrings.Str891);
}
return(position);
}
protected override Exchange Read(FastCsvReader reader)
{
var board = new Exchange
{
Name = reader.ReadString(),
CountryCode = reader.ReadNullableEnum <CountryCodes>(),
//EngName = reader.ReadString(),
//RusName = reader.ReadString(),
//ExtensionInfo = Deserialize<Dictionary<object, object>>(reader.ReadString())
};
var engName = reader.ReadString();
reader.Skip();
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
board.FullNameLoc = reader.ReadString();
}
else
{
board.FullNameLoc = LocalizedStrings.LocalizationManager.GetResourceId(engName) ?? engName;
}
return(board);
}
public void TestEmptyQuotedCell()
{
var result = FastCsvReader.ReadAs <BuaData>(emptyQuotedCell).ToArray();
Assert.That(result[0].Code, Is.EqualTo(string.Empty));
Assert.That(result[0].Name, Is.EqualTo("Value"));
}
public override void Read(Stream stream)
{
CultureInfo.InvariantCulture.DoInCulture(() =>
{
var count = 0;
var firstTimeRead = false;
var reader = new FastCsvReader(stream, _encoding);
while (reader.NextLine())
{
var message = _serializer.Read(reader, this);
var openTime = message.OpenTime.UtcDateTime;
_items.Add(openTime, message);
if (!firstTimeRead)
{
FirstTime = openTime;
firstTimeRead = true;
}
LastTime = openTime;
count++;
}
Count = count;
stream.Position = 0;
});
}
public void TestSingleQuotes()
{
var result = FastCsvReader.ReadAs <BuaData>(singleQuotes).ToArray();
Assert.That(result.Length, Is.EqualTo(1));
Assert.That(result[0].Name, Is.EqualTo("Hart's Lane, nr Langham (Colchester) BUA"));
}
/// <summary>
/// Read data from the specified reader.
/// </summary>
/// <param name="reader">CSV reader.</param>
/// <param name="date">Date.</param>
/// <returns>Data.</returns>
protected override NewsMessage Read(FastCsvReader reader, DateTime date)
{
var news = new NewsMessage
{
ServerTime = reader.ReadTime(date),
Headline = reader.ReadString(),
Source = reader.ReadString(),
Url = reader.ReadString().To <Uri>(),
Id = reader.ReadString(),
BoardCode = reader.ReadString(),
};
var secCode = reader.ReadString();
if (!secCode.IsEmpty())
{
news.SecurityId = new SecurityId {
SecurityCode = secCode
}
}
;
return(news);
}
}
public void TestBadDataWithCustomParser()
{
var converter = new DefaultConverterSpec();
converter.SetConverter <int?>(s =>
{
if (string.IsNullOrWhiteSpace(s))
{
return(null);
}
if (!int.TryParse(s, out int value))
{
return(null);
}
return(value);
});
var result = FastCsvReader.ReadAs <DefaultData2>(testData3, '¬', converter).ToArray();
Assert.That(result.Length, Is.EqualTo(4));
Assert.That(result[0].Area, Is.EqualTo(1));
Assert.That(result[0].QuotaValuesAndResults, Is.EqualTo("Full Time, Part-Time and Zero-hour"));
Assert.That(result[0].Remarks, Is.Empty);
Assert.That(result[0].Notes, Is.Empty);
Assert.That(result[1].QuotaValuesAndResults, Is.EqualTo("Part-Time"));
Assert.That(result[1].Notes, Is.Empty);
Assert.That(result[2].Area, Is.Null);
Assert.That(result[2].QuotaValuesAndResults, Is.Not.Null.Or.Empty);
Assert.That(result[3].Area, Is.Null);
}
protected override ExchangeBoard Read(FastCsvReader reader)
{
var board = new ExchangeBoard
{
Code = reader.ReadString(),
Exchange = GetExchange(reader.ReadString()),
ExpiryTime = reader.ReadString().ToTime(),
//IsSupportAtomicReRegister = reader.ReadBool(),
//IsSupportMarketOrders = reader.ReadBool(),
TimeZone = TimeZoneInfo.FindSystemTimeZoneById(reader.ReadString()),
};
var time = board.WorkingTime;
if (reader.ColumnCount == 7)
{
time.Periods = Deserialize <List <WorkingTimePeriod> >(reader.ReadString());
time.SpecialWorkingDays = Deserialize <IEnumerable <DateTime> >(reader.ReadString()).ToArray();
time.SpecialHolidays = Deserialize <IEnumerable <DateTime> >(reader.ReadString()).ToArray();
}
else
{
time.Periods.AddRange(reader.ReadString().DecodeToPeriods());
time.SpecialDays.AddRange(reader.ReadString().DecodeToSpecialDays());
}
//ExtensionInfo = Deserialize<Dictionary<object, object>>(reader.ReadString())
return(board);
}
/// <inheritdoc />
protected override NewsMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var news = new NewsMessage
{
ServerTime = reader.ReadTime(metaInfo.Date),
Headline = reader.ReadString(),
Source = reader.ReadString(),
Url = reader.ReadString(),
Id = reader.ReadString(),
BoardCode = reader.ReadString(),
};
var secCode = reader.ReadString();
if (!secCode.IsEmpty())
{
news.SecurityId = new SecurityId {
SecurityCode = secCode
}
}
;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
news.Priority = reader.ReadNullableEnum <NewsPriorities>();
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
news.Language = reader.ReadString();
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
var boardCode = reader.ReadString();
if (news.SecurityId != null)
{
var secId = news.SecurityId.Value;
secId.BoardCode = boardCode;
news.SecurityId = secId;
}
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
news.ExpiryDate = reader.ReadString().TryToDateTimeOffset(_expiryFormat);
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
news.SeqNum = reader.ReadNullableLong() ?? 0L;
}
return(news);
}
}
public void TestMultiAttribute()
{
var result = FastCsvReader.ReadAs <MultiAttr>(testData4).ToArray();
Assert.That(result.Length, Is.EqualTo(1));
Assert.That(result[0].Code, Is.EqualTo("AAA"));
Assert.That(result[0].Name, Is.EqualTo("BBB"));
Assert.That(result[0].Notes, Is.EqualTo("CCC"));
}
/// <summary>
/// Read <see cref="DateTimeOffset"/>.
/// </summary>
/// <param name="reader">CSV reader.</param>
/// <param name="date">Date.</param>
/// <returns><see cref="DateTimeOffset"/>.</returns>
internal static DateTimeOffset ReadTime(FastCsvReader reader, DateTime date)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
return((date + TimeParser.Parse(reader.ReadString())).ToDateTimeOffset(TimeSpan.Parse(reader.ReadString().Remove("+"))));
}
/// <summary>
/// Read <see cref="DateTimeOffset"/>.
/// </summary>
/// <param name="reader">CSV reader.</param>
/// <param name="date">Date.</param>
/// <returns><see cref="DateTimeOffset"/>.</returns>
public static DateTimeOffset ReadTime(this FastCsvReader reader, DateTime date)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
return((date + reader.ReadDateTime(TimeFormat).TimeOfDay).ToDateTimeOffset(TimeSpan.Parse(reader.ReadString().Replace("+", string.Empty))));
}
/// <inheritdoc />
protected override PositionChangeMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var posMsg = new PositionChangeMessage
{
SecurityId = SecurityId,
ServerTime = reader.ReadTime(metaInfo.Date),
PortfolioName = reader.ReadString(),
ClientCode = reader.ReadString(),
DepoName = reader.ReadString(),
LimitType = reader.ReadString().To <TPlusLimits?>(),
};
foreach (var type in _types)
{
switch (type)
{
case PositionChangeTypes.Currency:
{
var currency = reader.ReadNullableEnum <CurrencyTypes>();
if (currency != null)
{
posMsg.Changes.Add(type, currency);
}
break;
}
case PositionChangeTypes.State:
{
var state = reader.ReadNullableEnum <PortfolioStates>();
if (state != null)
{
posMsg.Changes.Add(type, state);
}
break;
}
default:
{
var value = reader.ReadNullableDecimal();
if (value != null)
{
posMsg.Changes.Add(type, value);
}
break;
}
}
}
return(posMsg);
}
private void LoadFile(string fileName)
{
CultureInfo.InvariantCulture.DoInCulture(() =>
{
if (!File.Exists(fileName))
{
return;
}
var name = Path.GetFileNameWithoutExtension(fileName);
var pairs = new List <Tuple <SecurityId, object> >();
using (var stream = new FileStream(fileName, FileMode.Open, FileAccess.Read))
{
var reader = new FastCsvReader(stream, Encoding.UTF8);
reader.NextLine();
reader.Skip(2);
var type1 = reader.ReadString().To <Type>();
var type2 = reader.ReadString().To <Type>();
var isTuple = type2 != null;
while (reader.NextLine())
{
var securityId = new SecurityId
{
SecurityCode = reader.ReadString(),
BoardCode = reader.ReadString()
};
var nativeId = reader.ReadString().To(type1);
if (isTuple)
{
var nativeId2 = reader.ReadString().To(type2);
nativeId = typeof(Tuple <,>).MakeGenericType(type1, type2).CreateInstance(new[] { nativeId, nativeId2 });
}
pairs.Add(Tuple.Create(securityId, nativeId));
}
}
lock (_sync)
{
var nativeIds = _nativeIds.SafeAdd(name);
foreach (var tuple in pairs)
{
nativeIds.Add(tuple.Item1, tuple.Item2);
}
}
});
}
/// <summary>
/// Read data from the specified reader.
/// </summary>
/// <param name="reader">CSV reader.</param>
/// <param name="date">Date.</param>
/// <returns>Data.</returns>
protected override TimeQuoteChange Read(FastCsvReader reader, DateTime date)
{
return(new TimeQuoteChange
{
ServerTime = ReadTime(reader, date),
Price = reader.ReadDecimal(),
Volume = reader.ReadDecimal(),
Side = reader.ReadEnum <Sides>()
});
}
/// <summary>
/// Read data from the specified reader.
/// </summary>
/// <param name="reader">CSV reader.</param>
/// <param name="metaInfo">Meta-information on data for one day.</param>
/// <returns>Data.</returns>
protected override NullableTimeQuoteChange Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
return(new NullableTimeQuoteChange
{
ServerTime = reader.ReadTime(metaInfo.Date),
Price = reader.ReadNullableDecimal(),
Volume = reader.ReadDecimal(),
Side = reader.ReadEnum <Sides>()
});
}
/// <inheritdoc />
protected override BoardStateMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var state = new BoardStateMessage
{
ServerTime = reader.ReadTime(metaInfo.Date),
BoardCode = reader.ReadString(),
State = reader.ReadEnum <SessionStates>()
};
return(state);
}
public static IEvalCase[] LoadCase(TextReader textReader)
{
using (var table = new FastCsvReader(textReader, new FastCsvReaderSettings()
{
FieldDelimiter = '\t'
}))
{
table.HandleHeaderRow();
return(table.ReadToEnd <EvalCase>().ToArray <IEvalCase>());
}
}
private static DateTimeOffset?ReadNullableDateTime(FastCsvReader reader)
{
var str = reader.ReadString();
if (str == null)
{
return(null);
}
return(_dateTimeParser.Parse(str).ChangeKind(DateTimeKind.Utc));
}
public void TestAdditionalColumns()
{
var result = FastCsvReader.ReadAs <AdditionalColumnsData>(testData4).ToArray();
Assert.That(result.Length, Is.EqualTo(1));
Assert.That(result[0].Code, Is.EqualTo("AAA"));
Assert.That(result[0].Columns.Keys.Count, Is.EqualTo(2));
Assert.That(result[0].Columns.ContainsKey("Name1"), Is.EqualTo(true));
Assert.That(result[0].Columns.ContainsKey("Notes"), Is.EqualTo(true));
Assert.That(result[0].Columns["Name1"], Is.EqualTo("BBB"));
Assert.That(result[0].Columns["Notes"], Is.EqualTo("CCC"));
}
public void TestReadWithCommasAllFieldsPresent()
{
var result = FastCsvReader.ReadAs <DefaultData>(testData1).ToArray();
Assert.That(result.Length, Is.EqualTo(2));
Assert.That(result[0].Area, Is.EqualTo(1));
Assert.That(result[0].Quota, Is.EqualTo(" Full Time"));
Assert.That(result[0].Remarks, Is.Empty);
Assert.That(result[0].Notes, Is.Empty);
Assert.That(result[1].Quota, Is.EqualTo(" Part-Time"));
Assert.That(result[1].Notes, Is.EqualTo("This is a note"));
}
public void TestReadWithTrimmingConverter()
{
var result = FastCsvReader.ReadAs <DefaultData>(testData1, converter: ConverterSpecs.StringTrim).ToArray();
Assert.That(result.Length, Is.EqualTo(2));
Assert.That(result[0].Area, Is.EqualTo(1));
Assert.That(result[0].Quota, Is.EqualTo("Full Time"));
Assert.That(result[0].Remarks, Is.Empty);
Assert.That(result[0].Notes, Is.Empty);
Assert.That(result[1].Quota, Is.EqualTo("Part-Time"));
Assert.That(result[1].Notes, Is.EqualTo("This is a note"));
}
public void TestWithContainedQuotedCommasAndTrimming()
{
var result = FastCsvReader.ReadAs <DefaultData2>(testData2, converter: ConverterSpecs.StringTrim).ToArray();
Assert.That(result.Length, Is.EqualTo(2));
Assert.That(result[0].Area, Is.EqualTo(1));
Assert.That(result[0].QuotaValuesAndResults, Is.EqualTo("Full Time, Part-Time and Zero-hour"));
Assert.That(result[0].Remarks, Is.Empty);
Assert.That(result[0].Notes, Is.Empty);
Assert.That(result[1].QuotaValuesAndResults, Is.EqualTo("Part-Time"));
Assert.That(result[1].Notes, Is.EqualTo("This is a note"));
}
public void Init()
{
if (!File.Exists(_fileName))
{
return;
}
CultureInfo.InvariantCulture.DoInCulture(() =>
{
using (var stream = new FileStream(_fileName, FileMode.Open, FileAccess.Read))
{
var reader = new FastCsvReader(stream, Encoding.UTF8);
reader.NextLine();
reader.Skip();
var fields = new string[reader.ColumnCount - 1];
for (var i = 0; i < reader.ColumnCount - 1; i++)
{
fields[i] = reader.ReadString();
}
reader.NextLine();
reader.Skip();
var types = new Type[reader.ColumnCount - 1];
for (var i = 0; i < reader.ColumnCount - 1; i++)
{
types[i] = reader.ReadString().To <Type>();
_fieldTypes.Add(fields[i], types[i]);
}
var idGenerator = new SecurityIdGenerator();
while (reader.NextLine())
{
var secId = idGenerator.Split(reader.ReadString());
var values = new Dictionary <object, object>();
for (var i = 0; i < fields.Length; i++)
{
values[fields[i]] = reader.ReadString().To(types[i]);
}
_cache.Add(secId, values);
}
}
});
}
protected override Exchange Read(FastCsvReader reader)
{
var board = new Exchange
{
Name = reader.ReadString(),
CountryCode = reader.ReadNullableEnum <CountryCodes>(),
EngName = reader.ReadString(),
RusName = reader.ReadString(),
//ExtensionInfo = Deserialize<Dictionary<object, object>>(reader.ReadString())
};
return(board);
}
