/// <summary>
/// Read the next line of data to import.
/// </summary>
/// <returns>TRUE: line read successfully. FALSE: stop reading data from that file, move to next import file.</returns>
public override bool NextDataPoint()
{
if (reader == null)
{
return(false);
}
while (true)
{
CurrentData = reader.ReadLine();
if (CurrentData == null)
{
try { reader.Close(); }
catch {};
reader = null;
return(false);
}
CurrentData = CurrentData.Trim();
if (CurrentData.Length == 0)
{
continue;
}
if (firstLine)
{
separator = string.Empty;
foreach (string separatorTmp in new string[] { ";", "," })
{
if (new Regex(separatorTmp + "\"?[^" + separatorTmp + "]+\"?" + separatorTmp).Match(CurrentData).Success)
{
separator = separatorTmp;
break;
}
}
if (separator.Length == 0)
{
Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Import field separator could not be identified.", Cbi.LogLevel.Error));
try { reader.Close(); }
catch {};
reader = null;
throw new ApplicationException();
}
regex = new Regex("\"?[^" + separator + "]+\"?");
firstLine = false;
}
MatchCollection matches = regex.Matches(CurrentData);
if (matches.Count == 0) // skip to next lines if current line is empty
{
continue;
}
// skip to next line if first char is not a digit
string timeField = matches[0].Value.Trim(quotes).Trim().Replace("-", string.Empty).Replace(":", string.Empty).Replace(" ", string.Empty);
if (timeField.Length == 0 || !char.IsDigit(timeField[0]))
{
continue;
}
if (matches.Count < 6 && matches.Count != 3)
{
Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Unexpected number of fields in line '" + (DataPoints + 1) + "', should be 6 or 3", Cbi.LogLevel.Error));
try { reader.Close(); }
catch {};
reader = null;
throw new ApplicationException();
}
// set actual PeriodType on reading the first line of data
if (DataPoints == 0)
{
if (matches.Count >= 6 && timeField.Length == 8)
{
PeriodType = Data.PeriodType.Day;
}
else if (matches.Count >= 6 && (timeField.Length == 12 || timeField.Length == 14))
{
PeriodType = Data.PeriodType.Minute;
}
else if (matches.Count == 3 && timeField.Length == 14)
{
PeriodType = Data.PeriodType.Tick;
}
}
Time = Cbi.Globals.MinDate;
try
{
if (PeriodType == Data.PeriodType.Day)
{
Time = new DateTime(Convert.ToInt32(timeField.Substring(0, 4)),
Convert.ToInt32(timeField.Substring(4, 2)),
Convert.ToInt32(timeField.Substring(6, 2)));
}
else if (PeriodType == Data.PeriodType.Minute)
{
Time = new DateTime(Convert.ToInt32(timeField.Substring(0, 4)),
Convert.ToInt32(timeField.Substring(4, 2)),
Convert.ToInt32(timeField.Substring(6, 2)),
Convert.ToInt32(timeField.Substring(8, 2)),
Convert.ToInt32(timeField.Substring(10, 2)),
0);
if (!EndOfBarTimestamps)
{
Time = Time.AddMinutes(1);
}
}
else if (PeriodType == Data.PeriodType.Tick)
{
Time = new DateTime(Convert.ToInt32(timeField.Substring(0, 4)),
Convert.ToInt32(timeField.Substring(4, 2)),
Convert.ToInt32(timeField.Substring(6, 2)),
Convert.ToInt32(timeField.Substring(8, 2)),
Convert.ToInt32(timeField.Substring(10, 2)),
Convert.ToInt32(timeField.Substring(12, 2)));
}
}
catch (Exception exp)
{
Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Time/Time format error in line " + (DataPoints + 1) + ": "
+ exp.Message + ": '" + CurrentData + "'", Cbi.LogLevel.Error));
try { reader.Close(); }
catch {};
reader = null;
throw new ApplicationException();
}
if (cultureInfo == null)
{
ArrayList cultureInfos = new ArrayList();
CultureInfo tmp = null;
try { tmp = new CultureInfo("en-US"); cultureInfos.Add(tmp); }
catch {};
try { tmp = (CultureInfo)Cbi.Globals.CurrentCulture.Clone(); cultureInfos.Add(tmp); }
catch {};
try { tmp = new CultureInfo("de-DE"); cultureInfos.Add(tmp); }
catch {};
foreach (CultureInfo cultureInfoTmp in cultureInfos)
{
// turn of number grouping, since the number grouping character could be a decimal separator for a different culture
cultureInfoTmp.NumberFormat.NumberGroupSeparator = string.Empty;
try
{
Open = Convert.ToDouble(matches[1].Value.Trim(quotes).Trim(), cultureInfoTmp);
cultureInfo = cultureInfoTmp;
break;
}
catch {}
}
if (cultureInfo == null)
{
Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Numeric price format not supported.", Cbi.LogLevel.Error));
try { reader.Close(); }
catch {};
reader = null;
throw new ApplicationException();
}
}
try
{
Open = Convert.ToDouble(matches[1].Value.Trim(quotes).Trim(), cultureInfo);
High = (PeriodType == Data.PeriodType.Tick ? Open : Convert.ToDouble(matches[2].Value.Trim(quotes).Trim(), cultureInfo));
Low = (PeriodType == Data.PeriodType.Tick ? Open : Convert.ToDouble(matches[3].Value.Trim(quotes).Trim(), cultureInfo));
Close = (PeriodType == Data.PeriodType.Tick ? Open : Convert.ToDouble(matches[4].Value.Trim(quotes).Trim(), cultureInfo));
Volume = Convert.ToInt64(matches[PeriodType == Data.PeriodType.Tick ? 2 : 5].Value.Trim(quotes).Trim(), cultureInfo);
return(true);
}
catch (Exception exp)
{
Cbi.LogEventArgs.ProcessEventArgs(new Cbi.LogEventArgs(Instrument.FullName + ": Format error in line " + (DataPoints + 1) + ": "
+ exp.Message + ": '" + CurrentData + "'", Cbi.LogLevel.Error));
try { reader.Close(); }
catch {};
reader = null;
throw new ApplicationException();
}
// keep going until finally 1 line of data was read
}
}
