public static void TbillToXML(Tbill tbill, string path)
{
XmlSerializer serializer = new XmlSerializer(typeof(Tbill));
TextWriter textWriter = new StreamWriter(path + "\\" + tbill.period + ".xml");
serializer.Serialize(textWriter, tbill);
textWriter.Close();
}
static List<Tbill> DownloadTbillData()
{
List<Tbill> toReturn = new List<Tbill>();
string regex = @"<td class=""name"">(?<period>.*)</td>\n *<td class=""value"">(?<coupon>.*)</td>\n *<td class=""value"">(?<maturity>\d{2}/\d{2}/\d{4})</td>\n *<td class=""value"">(?<price>.*)/(?<yield>.*)</td>";
// **********
// Note: regex for tbill info extraction
// <td class="name">(?<period>.*)</td>[\r\n]*<td class="value">(?<coupon>.*)</td>[\r\n]*<td class="value">(?<maturity>\d{2}/\d{2}/\d{4})</td>[\r\n]*<td class="value">.*[\r\n]*.*/\r\n(?<yield>.*)</td>
//
// Match the characters “<td class="name">” literally «<td class="name">»
// Match the regular expression below and capture its match into backreference with name “period” «(?<period>.*)»
// Match any single character that is not a line break character «.*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// Match the characters “</td>” literally «</td>»
// Match a single character present in the list below «[\r\n]*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// A carriage return character «\r»
// A line feed character «\n»
// Match the characters “<td class="value">” literally «<td class="value">»
// Match the regular expression below and capture its match into backreference with name “coupon” «(?<coupon>.*)»
// Match any single character that is not a line break character «.*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// Match the characters “</td>” literally «</td>»
// Match a single character present in the list below «[\r\n]*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// A carriage return character «\r»
// A line feed character «\n»
// Match the characters “<td class="value">” literally «<td class="value">»
// Match the regular expression below and capture its match into backreference with name “maturity” «(?<maturity>\d{2}/\d{2}/\d{4})»
// Match a single digit 0..9 «\d{2}»
// Exactly 2 times «{2}»
// Match the character “/” literally «/»
// Match a single digit 0..9 «\d{2}»
// Exactly 2 times «{2}»
// Match the character “/” literally «/»
// Match a single digit 0..9 «\d{4}»
// Exactly 4 times «{4}»
// Match the characters “</td>” literally «</td>»
// Match a single character present in the list below «[\r\n]*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// A carriage return character «\r»
// A line feed character «\n»
// Match the characters “<td class="value">” literally «<td class="value">»
// Match any single character that is not a line break character «.*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// Match a single character present in the list below «[\r\n]*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// A carriage return character «\r»
// A line feed character «\n»
// Match any single character that is not a line break character «.*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// Match the character “/” literally «/»
// Match a carriage return character «\r»
// Match a line feed character «\n»
// Match the regular expression below and capture its match into backreference with name “yield” «(?<yield>.*)»
// Match any single character that is not a line break character «.*»
// Between zero and unlimited times, as many times as possible, giving back as needed (greedy) «*»
// Match the characters “</td>” literally «</td>»
try
{
Regex regexObj = new Regex(regex);
Match matchResult = regexObj.Match(DownloadBloombergPage());
while (matchResult.Success && (toReturn.Count == 0 || toReturn.Last().period < 8))
{
Tbill tbill = new Tbill();
tbill.SetPeriodByString(matchResult.Groups["period"].Value.Trim());
tbill.coupon = double.Parse(matchResult.Groups["coupon"].Value.Trim());
// maturity
tbill.price = matchResult.Groups["price"].Value.Trim();
tbill.ytm = double.Parse(matchResult.Groups["yield"].Value.Trim());
tbill.time = DateTime.Now;
toReturn.Add(tbill);
matchResult = matchResult.NextMatch();
}
}
catch (ArgumentException ex)
{
// Syntax error in the regular expression
}
return toReturn;
}
