//Use the idea from http://www.codeproject.com/KB/database/CsvReader.aspx by Sebastien Lorion public static bool ImportOHLCV_CSV(string csvFileName, char delimiter, common.dateTimeLibs.DateTimeFormats dataDateFormat, string stockExchangeForNewCode, CultureInfo culture, data.baseDS.priceDataDataTable priceDataTbl, ImportRow ImportRowFunc, OnUpdatePriceData onUpdateDataFunc, OnEndImportPriceData onEndImportFunc) { libs.importStat myImportStat = new libs.importStat(); myImportStat.Reset(); myImportStat.dateFormat = dataDateFormat; myImportStat.culture = culture; data.baseDS.stockCodeDataTable stockCodeTbl = new data.baseDS.stockCodeDataTable(); data.baseDS.priceDataRow priceDataRow; DataRowView[] foundRows; application.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable); DataView stockCodeView = new DataView(stockCodeTbl); stockCodeView.Sort = stockCodeTbl.codeColumn.ColumnName; bool fCanceled = false; DateTime lastPriceDate = common.Consts.constNullDate; importOHLCV data; // open the file "data.csv" which is a CSV file with headers using (CsvReader csv = new CsvReader(new StreamReader(csvFileName), true, delimiter)) { // missing fields will not throw an exception, // but will instead be treated as if there was a null value csv.MissingFieldAction = MissingFieldAction.ReplaceByNull; int fieldCount = csv.FieldCount; if (fieldCount < 7) return false; while (csv.ReadNextRecord()) { Application.DoEvents(); myImportStat.dataCount++; data = ImportRowFunc(csv, myImportStat); if (myImportStat.cancel) { fCanceled = true; break; } if (data == null) { myImportStat.errorCount++; continue; } //Assume that all price must be valid if (data.Open <= 0 || data.High <= 0 || data.Low <= 0 || data.Close <= 0) continue; foundRows = stockCodeView.FindRows(data.code); if (foundRows.Length == 0) { //Try to add new stock code libs.AddNewCode(data.code, stockExchangeForNewCode, stockCodeTbl); application.DbAccess.UpdateData(stockCodeTbl); } // Ignore all data that was in database //if (!foundLastPriceDate) //{ // lastPriceDate = libs.FindLastPriceDate(data.code); // foundLastPriceDate = true; //} if (lastPriceDate != common.Consts.constNullDate && data.dateTime <= lastPriceDate) { continue; } if (priceDataTbl.FindBystockCodeonDate(data.code, data.dateTime) != null) { myImportStat.errorCount++; continue; } myImportStat.updateCount++; priceDataRow = priceDataTbl.NewpriceDataRow(); commonClass.AppLibs.InitData(priceDataRow); priceDataRow.stockCode = data.code; priceDataRow.onDate = data.dateTime; //Try to fix some error in data priceDataRow.openPrice = (decimal)data.Open; priceDataRow.highPrice = (decimal)data.High; priceDataRow.lowPrice = (decimal)data.Low; priceDataRow.closePrice = (decimal)data.Close; priceDataRow.volume = (decimal)data.Volume; priceDataTbl.AddpriceDataRow(priceDataRow); if (onUpdateDataFunc != null) onUpdateDataFunc(priceDataRow, myImportStat); } } if (fCanceled) { priceDataTbl.Clear(); return false; } if (onEndImportFunc != null) onEndImportFunc(priceDataTbl); return true; }
// importPrice->priceData private static void AddImportPrice(data.importDS.importPriceDataTable importPriceTbl, DailyPrice dailyPrice,data.baseDS.priceDataDataTable priceDataTbl) { data.baseDS.priceDataSumRow dailyPriceRow; data.baseDS.priceDataRow priceDataRow; decimal volume = 0; for (int idx = 0; idx < importPriceTbl.Count; idx++) { //Invalid price, ignore if (importPriceTbl[idx].closePrice <= 0) continue; volume = importPriceTbl[idx].volume; // If this is totail volume then minus the last volume to get the real volume in the period if (importPriceTbl[idx].isTotalVolume) { dailyPriceRow = dailyPrice.GetData(importPriceTbl[idx]); if (dailyPriceRow != null) { volume -= dailyPriceRow.volume; } if (volume <= 0) continue; } priceDataRow = priceDataTbl.NewpriceDataRow(); commonClass.AppLibs.InitData(priceDataRow); priceDataRow.onDate = importPriceTbl[idx].onDate; priceDataRow.stockCode = importPriceTbl[idx].stockCode; priceDataRow.openPrice = importPriceTbl[idx].openPrice; priceDataRow.lowPrice = importPriceTbl[idx].lowPrice; priceDataRow.highPrice = importPriceTbl[idx].highPrice; priceDataRow.closePrice = importPriceTbl[idx].closePrice; priceDataRow.volume = volume; //Fix other invalid price if (priceDataRow.highPrice <= 0) priceDataRow.highPrice = priceDataRow.closePrice; if (priceDataRow.lowPrice <= 0) priceDataRow.highPrice = priceDataRow.lowPrice; if (priceDataRow.openPrice <= 0) priceDataRow.highPrice = priceDataRow.openPrice; priceDataTbl.AddpriceDataRow(priceDataRow); //Update the last row dailyPrice.UpdateData(importPriceTbl[idx]); } }