private void WriteThresholdHeader(CriteriaSetObj criteriaSet)
{
// TODO: create constants
criteriaThresholdWriter.WriteLine("Set," + criteriaSet.criteriaSetName);
criteriaThresholdWriter.WriteLine("Date," + DateTime.Today.ToString("MM/dd/yyyy"));
if (criteriaSet.aggSpecsObj.stockCode)
{
criteriaThresholdWriter.WriteLine("Agg Key Column," + CriteriaConstants.STOCK_CODE);
}
if (criteriaSet.aggSpecsObj.stockType)
{
criteriaThresholdWriter.WriteLine("Agg Key Column," + CriteriaConstants.STOCK_TYPE);
}
if (criteriaSet.aggSpecsObj.holderId)
{
criteriaThresholdWriter.WriteLine("Agg Key Column," + CriteriaConstants.HOLDER_ID);
}
if (criteriaSet.aggSpecsObj.direction)
{
criteriaThresholdWriter.WriteLine("Agg Key Column," + CriteriaConstants.DIRECTION);
}
criteriaThresholdWriter.WriteLine();
criteriaThresholdWriter.WriteLine("Agg Key,Column Value,Threshold Crossed");
}
public override void Execute(ref bool destroyAfterExecute)
{
int outstadindChunkContexts;
string key;
CriteriaSetObj workingCriteria = Global.criteriaSets[criteriaIndex];
RawDataChunk workingData = Global.parsedRawData[dataIndex];
PreAggSpecs myPreSpecs = workingCriteria.preAggObj;
AggSpecs myAggSpecs = workingCriteria.aggSpecsObj;
PostAggSpecs myPostSpecs = workingCriteria.postAggObj;
uint rawDataRowId;
for (int i = 0; i < workingData.chunkDataParsed.Count; i++)
{
StockDataEntry currStockEntry = workingData.chunkDataParsed[i];
if (DataEntryWithinFilter(myPreSpecs, currStockEntry))
{
rawDataRowId = ((uint)dataIndex << 16) | ((uint)i);
key = myAggSpecs.CreateAggKeyWithAggValues(currStockEntry);
workingCriteria.AddValueToDictionary(yesterdayData, key, currStockEntry.precentageSharesHeld, currStockEntry.sharesHeld, currStockEntry.value, rawDataRowId);
}
}
outstadindChunkContexts = Interlocked.Decrement(ref chunkCount);
if (outstadindChunkContexts == 0)
{
Global.mainThreadWait.Set();
}
}
public override void Execute(ref bool destory)
{
string correctedCriteriaName;
int outstandingPostAggContext;
CriteriaSetObj aggCriteriaObj = Global.criteriaSets[m_CriteriaIndex];
ThresholdComparison typeOfComparison = aggCriteriaObj.postAggObj.comparison;
correctedCriteriaName = Regex.Replace(aggCriteriaObj.criteriaSetName, "[^a-zA-Z0-9]", "");
writeDirectory = Path.Combine(Global.outputDirectory, correctedCriteriaName);
Directory.CreateDirectory(writeDirectory);
criteriaFilterDetailsWriter = new StreamWriter(Path.Combine(writeDirectory, CRITERIA_FILTER_DETAILS_FILE_NAME));
criteriaFilterWriter = new StreamWriter(Path.Combine(writeDirectory, CRITERIA_FILTER_FILE_NAME));
criteriaThresholdWriter = new StreamWriter(Path.Combine(writeDirectory, CRITERA_THRESHOLD_FILE_NAME));
criteriaFilterWriter.WriteLine(FILTER_FILE_HEADING);
// TODO: write header lines for details and threshold files
switch (typeOfComparison)
{
case ThresholdComparison.Undefined:
{
// shouldn't EVER come in here, checks before this in CriteriaObj should prevent this.
break;
}
case ThresholdComparison.Max:
{
// TODO: call associated method.
break;
}
case ThresholdComparison.Crosses:
{
CrossesYesterdayValueComparison(aggCriteriaObj, typeOfComparison);
break;
}
case ThresholdComparison.GreaterThan:
case ThresholdComparison.GreaterThanOrEqualTo:
case ThresholdComparison.LessThan:
case ThresholdComparison.LessThanOrEqualTo:
{
ValueOfColumnComparison(aggCriteriaObj, typeOfComparison);
break;
}
default:
{
// TODO: check criteria set text file he gave us with all criteria sets.
break;
}
}
outstandingPostAggContext = Interlocked.Decrement(ref postAggContextCount);
if (outstandingPostAggContext == 0)
{
Global.mainThreadWait.Set();
}
}
private void CrossesYesterdayValueComparison(CriteriaSetObj criteriaObj, ThresholdComparison compare)
{
int rawDataChunkIndex;
int stockDataIndex;
double columnValue = 0.0, thresholdCrossed = 0.0;
ThresholdComparison comparison = compare;
CriteriaSetObj criteria = criteriaObj;
ThresholdColumn crossesColumn = criteria.postAggObj.thresholdColumn;
IReadOnlyList <double> thresholds = criteria.postAggObj.GetRefToThresholdValues();
IReadOnlyDictionary <string, AggValues> todaysParsedDataDictionary = criteria.GetRefToAggResults();
IReadOnlyDictionary <string, AggValues> yesterdaysParsedDataDictionary = criteria.GetRefToYesterdayAggResults();
AggValues todaysAgg;
AggValues yestedayAgg;
bool keyExistsYesterday, todayGreaterYesterday;
if (crossesColumn == ThresholdColumn.Undefiend)
{
// TODO: do something else
return;
}
WriteThresholdHeader(criteria);
foreach (string key in todaysParsedDataDictionary.Keys)
{
todaysParsedDataDictionary.TryGetValue(key, out todaysAgg); // should always find something
keyExistsYesterday = yesterdaysParsedDataDictionary.TryGetValue(key, out yestedayAgg);
if (!keyExistsYesterday)
{
yestedayAgg = new AggValues(); // all values are 0 then.
}
switch (crossesColumn)
{
case ThresholdColumn.PrecentageSharesHeld:
{
columnValue = todaysAgg.percentageSharesHeld;
if (columnValue > yestedayAgg.percentageSharesHeld)
{
todayGreaterYesterday = true;
}
else
{
todayGreaterYesterday = false;
}
thresholdCrossed = PreciseThresholdCrossed(todayGreaterYesterday, columnValue, thresholds);
break;
}
case ThresholdColumn.SharesHeld:
{
columnValue = todaysAgg.sharesHeld;
if (columnValue > yestedayAgg.sharesHeld)
{
todayGreaterYesterday = true;
}
else
{
todayGreaterYesterday = false;
}
thresholdCrossed = PreciseThresholdCrossed(todayGreaterYesterday, columnValue, thresholds);
break;
}
case ThresholdColumn.Value:
{
columnValue = todaysAgg.value;
if (columnValue > yestedayAgg.value)
{
todayGreaterYesterday = true;
}
else
{
todayGreaterYesterday = false;
}
thresholdCrossed = PreciseThresholdCrossed(todayGreaterYesterday, columnValue, thresholds);
break;
}
default:
{
break;
}
}
// TODO: write to files
criteriaFilterWriter.WriteLine(GetAggValuesCommaSeparatedString(key, todaysAgg));
IReadOnlyList <uint> unaggregatedDictEntry = todaysAgg.GetRefToRowsInChunk();
for (int i = 0; i < unaggregatedDictEntry.Count; i++)
{
rawDataChunkIndex = (int)unaggregatedDictEntry[i] >> 16;
stockDataIndex = (int)unaggregatedDictEntry[i] & 0xffff;
StockDataEntry sde = Global.parsedRawData[rawDataChunkIndex].chunkDataParsed[stockDataIndex];
criteriaFilterDetailsWriter.WriteLine(GetCommaSeparatedStockDataEntryWithKey(sde, key));
}
criteriaThresholdWriter.WriteLine(GetCommaSeparatedThresholdEntry(key, columnValue, thresholdCrossed));
}
criteriaFilterWriter.Dispose();
criteriaFilterDetailsWriter.Dispose();
criteriaThresholdWriter.Dispose();
}
private void ValueOfColumnComparison(CriteriaSetObj criteriaObj, ThresholdComparison compare)
{
int rawDataChunkIndex;
int stockDataIndex;
ThresholdComparison comparison = compare;
CriteriaSetObj criteria = criteriaObj;
ThresholdColumn column = criteria.postAggObj.thresholdColumn;
IReadOnlyDictionary <string, AggValues> readOnlyAggResults = criteria.GetRefToAggResults();
AggValues aggValue;
IReadOnlyList <double> thresholdValues = criteria.postAggObj.GetRefToThresholdValues(); // should only contain 1 value.
double thresholdValue = thresholdValues[0]; // should be only 1 value here'
double columnValue = 0.0;
bool thresholdCheck = false;
if (column == ThresholdColumn.Undefiend)
{
// TODO: Do something if it is undefined, shouldn't be.
return;
}
WriteThresholdHeader(criteria);
foreach (string key in readOnlyAggResults.Keys)
{
readOnlyAggResults.TryGetValue(key, out aggValue);
switch (column)
{
case ThresholdColumn.PrecentageSharesHeld:
{
columnValue = aggValue.percentageSharesHeld;
thresholdCheck = ValuePassesComparison(columnValue, thresholdValue, comparison);
break;
}
case ThresholdColumn.SharesHeld:
{
columnValue = aggValue.sharesHeld;
thresholdCheck = ValuePassesComparison(columnValue, thresholdValue, comparison);
break;
}
case ThresholdColumn.Value:
{
columnValue = aggValue.value;
thresholdCheck = ValuePassesComparison(columnValue, thresholdValue, comparison);
break;
}
default:
{
break;
}
}
if (thresholdCheck)
{
criteriaFilterWriter.WriteLine(GetAggValuesCommaSeparatedString(key, aggValue));
IReadOnlyList <uint> unaggregatedDictEntry = aggValue.GetRefToRowsInChunk();
for (int i = 0; i < unaggregatedDictEntry.Count; i++)
{
rawDataChunkIndex = (int)unaggregatedDictEntry[i] >> 16;
stockDataIndex = (int)unaggregatedDictEntry[i] & 0xffff;
StockDataEntry sde = Global.parsedRawData[rawDataChunkIndex].chunkDataParsed[stockDataIndex];
criteriaFilterDetailsWriter.WriteLine(GetCommaSeparatedStockDataEntryWithKey(sde, key));
}
criteriaThresholdWriter.WriteLine(GetCommaSeparatedThresholdEntry(key, columnValue, thresholdValue));
}
}
criteriaFilterWriter.Dispose();
criteriaFilterDetailsWriter.Dispose();
criteriaThresholdWriter.Dispose();
}
// This execute method parses the entire CriteriaSet.txt in one go. Since it is a small file, one thread should be able to do it.
public override void Execute(ref bool destory)
{
bool criteriaObjCheck;
string criteriaLine;
string lineSpecifier;
CriteriaSetObj newCriteria = new CriteriaSetObj();
// TODO: set the completedParsing field to true when done with a criteria set.
using (criteriaSetReader = new StreamReader(criteriaSetFilePath))
{
sizeOfCriteriaFile = criteriaSetReader.BaseStream.Length;
while ((criteriaLine = criteriaSetReader.ReadLine()) != null)
{
if (criteriaLine.Length == 0) // Empty line
{
if (newCriteria.ValidateParsingCompletion())
{
Global.AddCriteriaSet(newCriteria);
newCriteria = new CriteriaSetObj();
state = WorkingState.PreAgg;
}
}
else if (string.Compare(COMMENT_LINE, criteriaLine.Substring(0, 2)) != 0) // Skip if line is a comment
{
lineSpecifier = criteriaLine.Substring(0, 1);
switch (lineSpecifier)
{
case NEW_CRITERIA_SET_START:
{
criteriaObjCheck = newCriteria.SetCriteriaName(criteriaLine.Substring(1));
if (!criteriaObjCheck)
{
Program.WriteToConsole("CriteriaSetParser: More than one name associated with CriteriaSet.");
}
break;
}
case PRE_AGG_COLUMN:
{
newCriteria.preAggObj.ChangeCurrentAssignee(criteriaLine.Substring(1));
break;
}
case COMPARISON_INDICATOR:
{
newCriteria.preAggObj.AddComparisonType(criteriaLine.Substring(1));
break;
}
case COMPARISON_VALUE_IDENTIFIER:
{
if (state == WorkingState.PreAgg)
{
newCriteria.preAggObj.AddComparisonValue(criteriaLine.Substring(1));
}
else if (state == WorkingState.PostAgg)
{
// TODO: check this, if it removes commas and converts to double.
string temp = criteriaLine.Substring(1).Replace(",", "");
newCriteria.postAggObj.AddThresholdValue(Convert.ToDouble(temp));
}
else
{
// TODO: State did not change from Aggregation. File error.
}
break;
}
case AGG_KEY_COLUMN:
{
if (state == WorkingState.PreAgg)
{
state = WorkingState.Aggregation;
}
newCriteria.aggSpecsObj.SetAggregationKey(criteriaLine.Substring(1));
break;
}
case AGG_SUM_COLUMN:
{
newCriteria.aggSpecsObj.SetColumnSummations(criteriaLine.Substring(1));
break;
}
case POST_AGG_COMPARISON_SPECIFIER:
{
if (state == WorkingState.Aggregation)
{
state = WorkingState.PostAgg;
}
newCriteria.postAggObj.SetThresholdColumn(criteriaLine.Substring(1));
break;
}
case COMPARISON_SPECIFIER:
{
if (CriteriaConstants.CROSSES_THRESHOLD_SPECIFIER.Equals(criteriaLine.Substring(1)))
{
crossesCount++;
}
newCriteria.postAggObj.SetThresholdComparison(criteriaLine.Substring(1));
break;
}
default:
{
break;
}
}
}
}
if (newCriteria.ValidateParsingCompletion())
{
Global.AddCriteriaSet(newCriteria);
}
}
}
internal static void AddCriteriaSet(CriteriaSetObj cso)
{
criteriaSets.Add(cso);
}
