コード例 #1
0
 public SecDataRow()
 {
     Sell    = new SecData();
     Buyx    = new SecData();
     Taken   = new string[16];
     Given   = new string[16];
     isGiven = false;
 }
コード例 #2
0
        static bool Parse(string[] lines)
        {
            /*
             * 1000 :    20161122163835.529375000
             * ~BUYX~$~0~$~0~$~0
             * ~SELL~
             *  4994~1~105.59~6.4062~100000000~1~0~
             *  4994~2~105.595~6.4054~100000000~1~0~
             *  4994~3~105.5975~6.405~100000000~1~0~
             * */
            bool result = false;

            foreach (string line in lines)
            {
                if (line.Contains("~SELL~") && line.Contains("~BUYX~") && line.Contains("PUSH"))
                {
                    int indexBuyx = line.IndexOf("~BUYX~");
                    int indexSell = line.IndexOf("~SELL~");

                    if (indexSell > indexBuyx)
                    {
                        string stringBuyx = line.Substring(indexBuyx + 6, indexSell - indexBuyx - 6);
                        string stringSell = line.Substring(indexSell + 6);

                        string[] arrBuyx = stringBuyx.Split('$');
                        string[] arrSell = stringSell.Split('$');

                        string data = arrBuyx[0];
                        {
                            string[] arrData    = data.Split('~');
                            int      arrDataLen = arrData.Length;
                            for (int i = 0; i < arrDataLen; i += NumberFields)
                            {
                                if (i + NumberFields < arrDataLen)
                                {
                                    string[] secData = new string[NumberFields];
                                    Array.Copy(arrData, i, secData, 0, NumberFields);
                                    SecData temp = new SecData(secData);

                                    if (GSECNameDict.ContainsKey(temp.id))
                                    {
                                        temp.name = GSECNameDict[temp.id];
                                    }

                                    string key = temp.id;

                                    if (temp.number == "1")
                                    {
                                        if (GSECDict.ContainsKey(key))
                                        {
                                            GSECDict[key].Buyx = temp;
                                        }
                                        else
                                        {
                                            SecDataRow sdr = new SecDataRow();
                                            sdr.Buyx = temp;
                                            GSECDict.Add(key, sdr);
                                        }
                                        result = true;
                                    }
                                }
                            }
                        }

                        foreach (string datum in arrBuyx)
                        {
                            if (datum.Contains("~TAKN~"))
                            {
                                string[] splitArr = datum.Split('~');
                                if (splitArr.Length >= 19)
                                {
                                    int index = -1;
                                    for (int i = 15; i < splitArr.Length; i++)
                                    {
                                        if (splitArr[i] == "TAKN")
                                        {
                                            index = i;
                                            break;
                                        }
                                    }

                                    if (index == -1)
                                    {
                                        continue;
                                    }

                                    string   key      = splitArr[index - 14];
                                    string[] inputArr = new string[16];
                                    Array.Copy(splitArr, index - 13, inputArr, 0, 16);
                                    if (GSECDict.ContainsKey(key))
                                    {
                                        GSECDict[key].Taken   = inputArr;
                                        GSECDict[key].isGiven = false;
                                    }
                                    else
                                    {
                                        SecDataRow sdr = new SecDataRow();
                                        sdr.Taken   = inputArr;
                                        sdr.isGiven = false;
                                        GSECDict.Add(key, sdr);
                                    }
                                }
                            }

                            if (datum.Contains("~GIVN~"))
                            {
                                string[] splitArr = datum.Split('~');
                                if (splitArr.Length >= 19)
                                {
                                    int index = -1;
                                    for (int i = 15; i < splitArr.Length; i++)
                                    {
                                        if (splitArr[i] == "GIVN")
                                        {
                                            index = i;
                                            break;
                                        }
                                    }

                                    if (index == -1)
                                    {
                                        continue;
                                    }
                                    string   key      = splitArr[index - 14];
                                    string[] inputArr = new string[16];
                                    Array.Copy(splitArr, index - 13, inputArr, 0, 16);
                                    if (GSECDict.ContainsKey(key))
                                    {
                                        GSECDict[key].Given   = inputArr;
                                        GSECDict[key].isGiven = true;
                                    }
                                    else
                                    {
                                        SecDataRow sdr = new SecDataRow();
                                        sdr.Given   = inputArr;
                                        sdr.isGiven = true;
                                        GSECDict.Add(key, sdr);
                                    }
                                }
                            }
                        }

                        foreach (string datum in arrSell)
                        {
                            if (datum.Contains("~TAKN~"))
                            {
                                string[] splitArr = datum.Split('~');
                                if (splitArr.Length >= 19)
                                {
                                    int index = -1;
                                    for (int i = 15; i < splitArr.Length; i++)
                                    {
                                        if (splitArr[i] == "TAKN")
                                        {
                                            index = i;
                                            break;
                                        }
                                    }

                                    if (index == -1)
                                    {
                                        continue;
                                    }
                                    string   key      = splitArr[index - 14];
                                    string[] inputArr = new string[16];
                                    Array.Copy(splitArr, index - 13, inputArr, 0, 16);
                                    if (GSECDict.ContainsKey(key))
                                    {
                                        GSECDict[key].Taken   = inputArr;
                                        GSECDict[key].isGiven = false;
                                    }
                                    else
                                    {
                                        SecDataRow sdr = new SecDataRow();
                                        sdr.Taken   = inputArr;
                                        sdr.isGiven = false;
                                        GSECDict.Add(key, sdr);
                                    }
                                }
                            }

                            if (datum.Contains("~GIVN~"))
                            {
                                string[] splitArr = datum.Split('~');
                                if (splitArr.Length >= 19)
                                {
                                    int index = -1;
                                    for (int i = 15; i < splitArr.Length; i++)
                                    {
                                        if (splitArr[i] == "GIVN")
                                        {
                                            index = i;
                                            break;
                                        }
                                    }

                                    if (index == -1)
                                    {
                                        continue;
                                    }

                                    string   key      = splitArr[index - 14];
                                    string[] inputArr = new string[16];
                                    Array.Copy(splitArr, index - 13, inputArr, 0, 16);
                                    if (GSECDict.ContainsKey(key))
                                    {
                                        GSECDict[key].Given   = inputArr;
                                        GSECDict[key].isGiven = true;
                                    }
                                    else
                                    {
                                        SecDataRow sdr = new SecDataRow();
                                        sdr.Given   = inputArr;
                                        sdr.isGiven = true;
                                        GSECDict.Add(key, sdr);
                                    }
                                }
                            }
                        }

                        data = arrSell[0];
                        {
                            string[] arrData    = data.Split('~');
                            int      arrDataLen = arrData.Length;
                            for (int i = 0; i < arrDataLen; i += NumberFields)
                            {
                                if (i + NumberFields < arrDataLen)
                                {
                                    string[] secData = new string[NumberFields];
                                    Array.Copy(arrData, i, secData, 0, NumberFields);
                                    SecData temp = new SecData(secData);

                                    if (GSECNameDict.ContainsKey(temp.id))
                                    {
                                        temp.name = GSECNameDict[temp.id];
                                    }
                                    string key = temp.id;

                                    if (GSECDict.ContainsKey(key))
                                    {
                                        GSECDict[key].Sell = temp;
                                    }
                                    else
                                    {
                                        SecDataRow sdr = new SecDataRow();
                                        sdr.Sell = temp;
                                        GSECDict.Add(key, sdr);
                                    }
                                    result = true;
                                }
                            }
                        }
                    }
                }
                // we want to find share names..
                //1701 :    Y~6557~3686~T1XX~T1XX~COUP~IN0020109016~IN0020109016~08.01 POSTAL LIFE INS GOI SPL SEC 2021~1589~0~8.01~20160930~20170331~20170930~20200930~9~53~127~180~180~180~FIXD~0~~~0~1~6559~3687~T1XX~T1XX~COUP~IN0020109024~IN0020109024~08.08 POSTAL LIFE INS GOI SPL SEC 2023~2319~0~8.08~20160930~20170331~20170930~20220930~13~53~127~180~180~180~FIXD~0~~~0~1~4876~2982~T1XX~T1XX~COUP~IN0020089077~IN0020089077~08.00 OIL MKTG COS GOI SB 2026~3407~0~8~20160923~20170323~20170923~20250923~19~60~120~180~180~180~FIXD~0~~~0~1~4994~3028~T1XX~T1XX~COUP~IN0020090034~IN0020090034~07.35 GOVT. STOCK 2024~2768~901680220000~7.35~20160622~20161222~20170622~20231222~16~151~29~180~180~180~FIXD~0~~~0~1~11520~5820~T1XX~T1XX~COUP~IN0020160050~IN0020160050~06.84 GOVT. STOCK 2022~2217~130000000000~6.84~20160912~20161219~20170619~20220619~13~71~26~97~180~180~FIXD~0~~~0~1~2462~2447~T1XX~T1XX~COUP~IN0020060037~IN0020060037~08.20 GOVT. STOCK 2022~1910~576323300000~8.2~20160815~20170215~20170815~20210815~11~98~82~180~180~180~FIXD~0~~~0~1~7943~4280~T1XX~T1XX~COUP~IN0020130012~IN0020130012~07.16 GOVT. STOCK 2023~2369~771000000000~7.16~20161120~20170520~20171120~20221120~13~3~177~180~180~180~FIXD~0~~~0~1~5695~3326~T1XX~T1XX~COUP~IN0020100031~IN0020100031~08.30 GOVT. STOCK 2040~8622~900000000000~8.3~20160702~20170102~20170702~20400102~48~141~39~180~180~180~FIXD~0~~~0~1~5042~3049~T1XX~T1XX~COUP~IN0020090042~IN0020090042~06.90 GOVT. STOCK 2019~962~450000000000~6.9~20160713~20170113~20170713~20190113~6~130~50~180~180~180~FIXD~0~~~0~1~8902~4684~T1XX~T1XX~COUP~IN0020140011~IN0020140011~08.60 GOVT. STOCK 2028~4209~840000000000~8.6~20160602~20161202~20170602~20271202~24~171~9~180~180~180~FIXD~0~~~0~1~8289~4422~T1XX~T1XX~COUP~IN0020130053~IN0020130053~09.20 GOVT. STOCK 2030~5059~618845500000~9.2~20160930~20170330~20170930~20300330~28~53~127~180~180~180~FIXD~0~~~0~1~2195~2280~T1XX~T1XX~COUP~IN0020020171~IN0020020171~06.35 GOVT. STOCK 2020~1135~610000000000~6.35~20160702~20170102~20170702~20190702~7~141~39~180~180~180~FIXD~0~~~0~1~2194~2279~T1XX~T1XX~COUP~IN0020010065~IN0020010065~10.03 GOVT. STOCK 2019~989~60000000000~10.03~20160809~20170209~20170809~20190209~6~104~76~180~180~180~FIXD~0~~~0~1~2193~2278~T1XX~T1XX~COUP~IN0020030048~IN0020030048~06.05 GOVT. STOCK 2019~931~110000000000~6.05~20160612~20161212~20170612~20181212~6~161~19~180~180~180~FIXD~0~~~0~1~2192~2277~T1XX~T1XX~COUP~IN0020030097~IN0020030097~05.64 GOVT. STOCK 2019~770~100000000000~5.64~20160702~20170102~20170702~20180702~5~141~39~180~180~180~FIXD~0~~~0~1~2191~2276~T1XX~T1XX~COUP~IN0019980286~IN0019980286~12.60 GOVT. STOCK 2018~730~126318800000~12.6~20161123~20170523~20171123~20180523~4~0~180~180~180~180~FIXD~0~~~0~1~2190~2275~T1XX~T1XX~COUP~IN0020030063~IN0020030063~05.69 GOVT. STOCK 2018~671~161300000000~5.69~20160925~20170325~20170925~20180325~4~58~122~180~180~180~FIXD~0~~~0~1~2189~2274~T1XX~T1XX~COUP~IN0020010024~IN0020010024~10.45 GOVT. STOCK 2018~523~37160000000~10.45~20161030~20170430~20171030~20171030~3~23~157~180~180~180~FIXD~0~~~0~1~$~N~  :    1 :    PUSH
                else if (line.Contains("T1XX~T1XX~COUP"))
                {
                    string[] parts = line.Split('~');
                    for (int i = 0; i < parts.Length; i++)
                    {
                        if (parts[i] == "COUP")
                        {
                            string ID   = parts[i - 4];
                            string Name = parts[i + 3];
                            if (!GSECNameDict.ContainsKey(ID))
                            {
                                GSECNameDict.Add(ID, Name);
                            }
                        }
                    }
                }
            }

            return(result);
        }
コード例 #3
0
        static bool Parse(string[] lines)
        {
            /*
             * 1000 :    20161122163835.529375000
             * ~BUYX~$~0~$~0~$~0
             * ~SELL~
             *  4994~1~105.59~6.4062~100000000~1~0~
             *  4994~2~105.595~6.4054~100000000~1~0~
             *  4994~3~105.5975~6.405~100000000~1~0~
             * */
            bool result = false;

            foreach (string line in lines)
            {
                if (line.Contains("~SELL~") && line.Contains("~BUYX~") && line.Contains("PUSH"))
                {
                    int indexBuyx = line.IndexOf("~BUYX~");
                    int indexSell = line.IndexOf("~SELL~");

                    if (indexSell > indexBuyx)
                    {
                        string stringBuyx = line.Substring(indexBuyx + 6, indexSell - indexBuyx - 6);
                        string stringSell = line.Substring(indexSell + 6);

                        string[] arrBuyx = stringBuyx.Split('$');
                        string[] arrSell = stringSell.Split('$');

                        // we might want to encap List<SecData>
                        // List<List<SecData>> BuyXList = new List<List<SecData>>();
                        // List<List<SecData>> SellList = new List<List<SecData>>();

                        string data = arrBuyx[0];
                        //foreach (string data in arrBuyx)
                        {
                            List <SecData> currentList = new List <SecData>();
                            string[]       arrData     = data.Split('~');
                            int            arrDataLen  = arrData.Length;
                            for (int i = 0; i < arrDataLen; i += NumberFields)
                            {
                                if (i + NumberFields < arrDataLen)
                                {
                                    SecData temp = new SecData();
                                    temp.id     = arrData[i];
                                    temp.number = arrData[i + 1];
                                    temp.price  = arrData[i + 2];
                                    temp.yield  = arrData[i + 3];
                                    temp.amount = arrData[i + 4];
                                    temp.x      = arrData[i + 5];
                                    temp.y      = arrData[i + 6];
                                    if (GSECIDDict.ContainsKey(temp.id))
                                    {
                                        temp.name = GSECIDDict[temp.id];
                                    }
                                    currentList.Add(temp);
                                    string key = temp.id + ";BUYX";
                                    if (temp.number == "1")
                                    {
                                        if (GSECDict.ContainsKey(key))
                                        {
                                            GSECDict[key] = temp;
                                        }
                                        else
                                        {
                                            GSECDict.Add(key, temp);
                                        }
                                        result = true;
                                    }
                                }
                            }

                            //    if (currentList.Count > 0)
                            {
                                //   BuyXList.Add(currentList);
                            }
                        }

                        data = arrSell[0];
                        //        foreach (string data in arrSell)
                        {
                            List <SecData> currentList = new List <SecData>();
                            string[]       arrData     = data.Split('~');
                            int            arrDataLen  = arrData.Length;
                            for (int i = 0; i < arrDataLen; i += NumberFields)
                            {
                                if (i + NumberFields < arrDataLen)
                                {
                                    SecData temp = new SecData();
                                    temp.id     = arrData[i];
                                    temp.number = arrData[i + 1];
                                    temp.price  = arrData[i + 2];
                                    temp.yield  = arrData[i + 3];
                                    temp.amount = arrData[i + 4];
                                    temp.x      = arrData[i + 5];
                                    temp.y      = arrData[i + 6];
                                    currentList.Add(temp);
                                    if (GSECIDDict.ContainsKey(temp.id))
                                    {
                                        temp.name = GSECIDDict[temp.id];
                                    }
                                    string key = temp.id + ";SELL";
                                    if (GSECDict.ContainsKey(key))
                                    {
                                        GSECDict[key] = temp;
                                    }
                                    else
                                    {
                                        GSECDict.Add(key, temp);
                                    }
                                    result = true;
                                }
                            }

                            //if (currentList.Count > 0)
                            {
                                // SellList.Add(currentList);
                            }
                        }
                    }
                }
                // we want to find share names..
                //1701 :    Y~6557~3686~T1XX~T1XX~COUP~IN0020109016~IN0020109016~08.01 POSTAL LIFE INS GOI SPL SEC 2021~1589~0~8.01~20160930~20170331~20170930~20200930~9~53~127~180~180~180~FIXD~0~~~0~1~6559~3687~T1XX~T1XX~COUP~IN0020109024~IN0020109024~08.08 POSTAL LIFE INS GOI SPL SEC 2023~2319~0~8.08~20160930~20170331~20170930~20220930~13~53~127~180~180~180~FIXD~0~~~0~1~4876~2982~T1XX~T1XX~COUP~IN0020089077~IN0020089077~08.00 OIL MKTG COS GOI SB 2026~3407~0~8~20160923~20170323~20170923~20250923~19~60~120~180~180~180~FIXD~0~~~0~1~4994~3028~T1XX~T1XX~COUP~IN0020090034~IN0020090034~07.35 GOVT. STOCK 2024~2768~901680220000~7.35~20160622~20161222~20170622~20231222~16~151~29~180~180~180~FIXD~0~~~0~1~11520~5820~T1XX~T1XX~COUP~IN0020160050~IN0020160050~06.84 GOVT. STOCK 2022~2217~130000000000~6.84~20160912~20161219~20170619~20220619~13~71~26~97~180~180~FIXD~0~~~0~1~2462~2447~T1XX~T1XX~COUP~IN0020060037~IN0020060037~08.20 GOVT. STOCK 2022~1910~576323300000~8.2~20160815~20170215~20170815~20210815~11~98~82~180~180~180~FIXD~0~~~0~1~7943~4280~T1XX~T1XX~COUP~IN0020130012~IN0020130012~07.16 GOVT. STOCK 2023~2369~771000000000~7.16~20161120~20170520~20171120~20221120~13~3~177~180~180~180~FIXD~0~~~0~1~5695~3326~T1XX~T1XX~COUP~IN0020100031~IN0020100031~08.30 GOVT. STOCK 2040~8622~900000000000~8.3~20160702~20170102~20170702~20400102~48~141~39~180~180~180~FIXD~0~~~0~1~5042~3049~T1XX~T1XX~COUP~IN0020090042~IN0020090042~06.90 GOVT. STOCK 2019~962~450000000000~6.9~20160713~20170113~20170713~20190113~6~130~50~180~180~180~FIXD~0~~~0~1~8902~4684~T1XX~T1XX~COUP~IN0020140011~IN0020140011~08.60 GOVT. STOCK 2028~4209~840000000000~8.6~20160602~20161202~20170602~20271202~24~171~9~180~180~180~FIXD~0~~~0~1~8289~4422~T1XX~T1XX~COUP~IN0020130053~IN0020130053~09.20 GOVT. STOCK 2030~5059~618845500000~9.2~20160930~20170330~20170930~20300330~28~53~127~180~180~180~FIXD~0~~~0~1~2195~2280~T1XX~T1XX~COUP~IN0020020171~IN0020020171~06.35 GOVT. STOCK 2020~1135~610000000000~6.35~20160702~20170102~20170702~20190702~7~141~39~180~180~180~FIXD~0~~~0~1~2194~2279~T1XX~T1XX~COUP~IN0020010065~IN0020010065~10.03 GOVT. STOCK 2019~989~60000000000~10.03~20160809~20170209~20170809~20190209~6~104~76~180~180~180~FIXD~0~~~0~1~2193~2278~T1XX~T1XX~COUP~IN0020030048~IN0020030048~06.05 GOVT. STOCK 2019~931~110000000000~6.05~20160612~20161212~20170612~20181212~6~161~19~180~180~180~FIXD~0~~~0~1~2192~2277~T1XX~T1XX~COUP~IN0020030097~IN0020030097~05.64 GOVT. STOCK 2019~770~100000000000~5.64~20160702~20170102~20170702~20180702~5~141~39~180~180~180~FIXD~0~~~0~1~2191~2276~T1XX~T1XX~COUP~IN0019980286~IN0019980286~12.60 GOVT. STOCK 2018~730~126318800000~12.6~20161123~20170523~20171123~20180523~4~0~180~180~180~180~FIXD~0~~~0~1~2190~2275~T1XX~T1XX~COUP~IN0020030063~IN0020030063~05.69 GOVT. STOCK 2018~671~161300000000~5.69~20160925~20170325~20170925~20180325~4~58~122~180~180~180~FIXD~0~~~0~1~2189~2274~T1XX~T1XX~COUP~IN0020010024~IN0020010024~10.45 GOVT. STOCK 2018~523~37160000000~10.45~20161030~20170430~20171030~20171030~3~23~157~180~180~180~FIXD~0~~~0~1~$~N~  :    1 :    PUSH
                else if (line.Contains("T1XX~T1XX~COUP"))
                {
                    string[] parts = line.Split('~');
                    for (int i = 0; i < parts.Length; i++)
                    {
                        if (parts[i] == "COUP")
                        {
                            string ID   = parts[i - 4];
                            string Name = parts[i + 3];
                            if (!GSECIDDict.ContainsKey(ID))
                            {
                                GSECIDDict.Add(ID, Name);
                            }
                        }
                    }
                }
            }

            return(result);
        }