public void ExecuteNSEEQUITYProcessing(string[] strMTOArr, string[] strNSEArr, string strNSESEC, string strOutputFormat, string strOutputFolder, Action <string> AddMessageToLog)
{
FileHelperEngine engineMTO = new FileHelperEngine(typeof(NSEMTO));
DelimitedClassBuilder cb = BuildNSECMPFile();
FileHelperEngine engineCMP = new FileHelperEngine(typeof(NSECMP));
FileHelperEngine engineSEC = new FileHelperEngine(typeof(NSESEC));
foreach (string obj in strNSEArr)
{
//Get NSE Equity Filename day, month, year
int index = obj.IndexOf("cm");
string day = obj.Substring(index + 2, 2);
string monthname = obj.Substring(index + 4, 3);
string year = obj.Substring(index + 7, 4);
int month = Convert.ToDateTime("01-" + monthname + "-2011").Month;
if (month < 10)
{
monthname = "0";
}
else
{
monthname = "";
}
monthname += month.ToString();
string MTOfilename = "MTO_" + day + monthname + year + ".DAT";
string MTOfilenamewithpath = GetFileNameWithPath(strMTOArr, MTOfilename);
if (!File.Exists(MTOfilenamewithpath))
{
AddMessageToLog("File " + MTOfilenamewithpath + " does not exist!");
continue;
}
NSEMTO[] resmto = engineMTO.ReadFile(MTOfilenamewithpath) as NSEMTO[];
if (!File.Exists(obj))
{
AddMessageToLog("File " + obj + " does not exist!");
continue;
}
NSECMP[] rescmp = engineCMP.ReadFile(obj) as NSECMP[];
if (!File.Exists(strNSESEC))
{
AddMessageToLog("File " + strNSESEC + " does not exist!");
continue;
}
NSESEC[] ressec = engineSEC.ReadFile(strNSESEC) as NSESEC[];
int iTotalRows = rescmp.Length;
for (int i = 0; i < iTotalRows; i++)
{
if (rescmp[i].Series == "EQ" || rescmp[i].Series == "BE")
{
//Copy OI from MTO
for (int j = 0; j < resmto.Length; j++)
{
if ((resmto[j].NameOfSecurity == (string)rescmp[i].Symbol) && (resmto[j].series == (string)rescmp[i].Series))
{
rescmp[i].OI = resmto[j].DeliverableQty;
break;
}
}
//Copy Security Name from SEC
for (int j = 0; j < ressec.Length; j++)
{
if ((ressec[j].Symbol == (string)rescmp[i].Symbol))
{
rescmp[i].SecurityName = ressec[j].SecurityName;
break;
}
}
}
}
//engineCMP.HeaderText = "Symbol,Series,Open,High,Low,Close,Last,PrevClose,Tottrdqty,Tottrdval,Timestamp,Totaltrades,Isin,OI,SecurityName";
//Dump File data
engineCMP.HeaderText = "Ticker,Series,Open,High,Low,Close,Last,PrevClose,Volume,Tottrdval,Date,Totaltrades,Isin,OPENINT,NAME";
engineCMP.WriteFile(obj, rescmp);
int totrows = 0;
int itmp = 0;
int cnt = 0;
//Calculate number of rows which have series as EQ or BE and are not NULL
while (cnt < rescmp.Length)
{
if (rescmp[cnt].Series == "EQ" || rescmp[cnt].Series == "BE")
{
totrows++;
}
cnt++;
}
NSECMPFINAL[] finalarr = new NSECMPFINAL[totrows];
DateTime myDate;
itmp = 0;
int icntr = 0;
while (icntr < rescmp.Length)
{
if (rescmp[icntr].Series == "EQ" || rescmp[icntr].Series == "BE")
{
finalarr[itmp] = new NSECMPFINAL();
finalarr[itmp].Ticker = rescmp[icntr].Symbol;
finalarr[itmp].Name = rescmp[icntr].SecurityName;
myDate = DateTime.Parse(rescmp[icntr].Timestamp);
finalarr[itmp].Date = String.Format("{0:yyyyMMdd}", myDate);
finalarr[itmp].Open = rescmp[icntr].Open;
finalarr[itmp].High = rescmp[icntr].High;
finalarr[itmp].Low = rescmp[icntr].Low;
finalarr[itmp].Close = rescmp[icntr].Close;
finalarr[itmp].Volume = rescmp[icntr].Tottrdqty;
finalarr[itmp].OpenInt = rescmp[icntr].OI;
itmp++;
}
icntr++;
}
FileHelperEngine engineCMPFINAL = new FileHelperEngine(typeof(NSECMPFINAL));
engineCMPFINAL.HeaderText = "Ticker,Name,Date,Open,High,Low,Close,Volume,Openint";
engineCMPFINAL.WriteFile(obj, finalarr);
//FileHelpers.CsvOptions options = new FileHelpers.CsvOptions("ImportRecord", ',', obj);
//options.HeaderLines = 1;
//FileHelperEngine test = new FileHelpers.CsvEngine(options);
////DataTable header = test.ReadStringAsDT(FileHelpers.CommonEngine.RawReadFirstLines(obj, 1));
////test.Options.IgnoreFirstLines = 0;
//DataTable dttest = test.ReadFileAsDT(obj);
string[] words = null;
words = strOutputFormat.Split(',');
//Get Filename
index = obj.IndexOf("cm");
string fname = obj.Substring(index, 19);
string folder;
foreach (string item in words)
{
string outputfoldername = Path.Combine(strOutputFolder, item, "NSE", "Equity");
if (item == "StdCSV" || item == "Metastock" || item == "Ninja" || item == "FCharts")
{
folder = Path.Combine(strOutputFolder, item, "NSE", "Equity", fname);
if (!Directory.Exists(outputfoldername))
{
AddMessageToLog("Directory " + outputfoldername + " does not exist!");
}
else
{
File.Copy(obj, folder, true);
}
}
else
if (item == "Amibroker")
{
engineCMPFINAL.Options.IgnoreFirstLines = 1;
engineCMPFINAL.WriteFile(obj, finalarr);
folder = Path.Combine(strOutputFolder, item, "NSE", "Equity", fname);
if (!Directory.Exists(outputfoldername))
{
AddMessageToLog("Directory " + outputfoldername + " does not exist!");
}
else
{
File.Copy(obj, folder, true);
}
}
}
File.Delete(obj);
}
}
public void ExecuteNSEEQUITYProcessing(string[] strMTOArr, string[] strNSEArr, string strNSESEC, string strOutputFormat, string strOutputFolder, Action<string> AddMessageToLog)
{
FileHelperEngine engineMTO = new FileHelperEngine(typeof(NSEMTO));
DelimitedClassBuilder cb = BuildNSECMPFile();
FileHelperEngine engineCMP = new FileHelperEngine(typeof(NSECMP));
FileHelperEngine engineSEC = new FileHelperEngine(typeof(NSESEC));
foreach (string obj in strNSEArr)
{
//Get NSE Equity Filename day, month, year
int index = obj.IndexOf("cm");
string day = obj.Substring(index+2, 2);
string monthname = obj.Substring(index+4, 3);
string year = obj.Substring(index+7,4);
int month = Convert.ToDateTime("01-" + monthname + "-2011").Month;
if (month < 10)
monthname = "0";
else
monthname = "";
monthname += month.ToString();
string MTOfilename = "MTO_" + day + monthname + year + ".DAT";
string MTOfilenamewithpath = GetFileNameWithPath(strMTOArr, MTOfilename);
if (!File.Exists(MTOfilenamewithpath))
{
AddMessageToLog("File " + MTOfilenamewithpath + " does not exist!");
continue;
}
NSEMTO[] resmto = engineMTO.ReadFile(MTOfilenamewithpath) as NSEMTO[];
if (!File.Exists(obj))
{
AddMessageToLog("File " + obj + " does not exist!");
continue;
}
NSECMP[] rescmp = engineCMP.ReadFile(obj) as NSECMP[];
if (!File.Exists(strNSESEC))
{
AddMessageToLog("File " + strNSESEC + " does not exist!");
continue;
}
NSESEC[] ressec = engineSEC.ReadFile(strNSESEC) as NSESEC[];
int iTotalRows = rescmp.Length;
for (int i = 0; i < iTotalRows; i++)
{
if (rescmp[i].Series == "EQ" || rescmp[i].Series == "BE")
{
//Copy OI from MTO
for (int j = 0; j < resmto.Length; j++)
{
if ((resmto[j].NameOfSecurity == (string)rescmp[i].Symbol) && (resmto[j].series == (string)rescmp[i].Series))
{
rescmp[i].OI = resmto[j].DeliverableQty;
break;
}
}
//Copy Security Name from SEC
for (int j = 0; j < ressec.Length; j++)
{
if ((ressec[j].Symbol == (string)rescmp[i].Symbol))
{
rescmp[i].SecurityName = ressec[j].SecurityName;
break;
}
}
}
}
//engineCMP.HeaderText = "Symbol,Series,Open,High,Low,Close,Last,PrevClose,Tottrdqty,Tottrdval,Timestamp,Totaltrades,Isin,OI,SecurityName";
//Dump File data
engineCMP.HeaderText = "Ticker,Series,Open,High,Low,Close,Last,PrevClose,Volume,Tottrdval,Date,Totaltrades,Isin,OPENINT,NAME";
engineCMP.WriteFile(obj, rescmp);
int totrows = 0;
int itmp = 0;
int cnt = 0;
//Calculate number of rows which have series as EQ or BE and are not NULL
while(cnt < rescmp.Length)
{
if (rescmp[cnt].Series == "EQ" || rescmp[cnt].Series == "BE")
totrows++;
cnt++;
}
NSECMPFINAL[] finalarr = new NSECMPFINAL[totrows];
DateTime myDate;
itmp = 0;
int icntr = 0;
while (icntr < rescmp.Length)
{
if (rescmp[icntr].Series == "EQ" || rescmp[icntr].Series == "BE")
{
finalarr[itmp] = new NSECMPFINAL();
finalarr[itmp].Ticker = rescmp[icntr].Symbol;
finalarr[itmp].Name = rescmp[icntr].SecurityName;
myDate = DateTime.Parse(rescmp[icntr].Timestamp);
finalarr[itmp].Date = String.Format("{0:yyyyMMdd}", myDate);
finalarr[itmp].Open = rescmp[icntr].Open;
finalarr[itmp].High = rescmp[icntr].High;
finalarr[itmp].Low = rescmp[icntr].Low;
finalarr[itmp].Close = rescmp[icntr].Close;
finalarr[itmp].Volume = rescmp[icntr].Tottrdqty;
finalarr[itmp].OpenInt = rescmp[icntr].OI;
itmp++;
}
icntr++;
}
FileHelperEngine engineCMPFINAL = new FileHelperEngine(typeof(NSECMPFINAL));
engineCMPFINAL.HeaderText = "Ticker,Name,Date,Open,High,Low,Close,Volume,Openint";
engineCMPFINAL.WriteFile(obj, finalarr);
//FileHelpers.CsvOptions options = new FileHelpers.CsvOptions("ImportRecord", ',', obj);
//options.HeaderLines = 1;
//FileHelperEngine test = new FileHelpers.CsvEngine(options);
////DataTable header = test.ReadStringAsDT(FileHelpers.CommonEngine.RawReadFirstLines(obj, 1));
////test.Options.IgnoreFirstLines = 0;
//DataTable dttest = test.ReadFileAsDT(obj);
string[] words = null;
words = strOutputFormat.Split(',');
//Get Filename
index = obj.IndexOf("cm");
string fname = obj.Substring(index, 19);
string folder;
foreach (string item in words)
{
string outputfoldername = Path.Combine(strOutputFolder, item, "NSE", "Equity");
if (item == "StdCSV" || item == "Metastock" || item == "Ninja" || item == "FCharts")
{
folder = Path.Combine(strOutputFolder, item, "NSE", "Equity", fname);
if (!Directory.Exists(outputfoldername))
AddMessageToLog("Directory " + outputfoldername + " does not exist!");
else
File.Copy(obj, folder, true);
}
else
if (item == "Amibroker")
{
engineCMPFINAL.Options.IgnoreFirstLines = 1;
engineCMPFINAL.WriteFile(obj, finalarr);
folder = Path.Combine(strOutputFolder, item, "NSE", "Equity", fname);
if (!Directory.Exists(outputfoldername))
AddMessageToLog("Directory " + outputfoldername + " does not exist!");
else
File.Copy(obj, folder, true);
}
}
File.Delete(obj);
}
}
