/**
* Gets a TimeSeries from the data section of a mutable Sheet. Data follows
* a data section header and appears in the first six columns to the end of
* the file. Empty cells in the data are forbidden.
*
* @param sheet mutable Sheet
* @return TimeSeries of the data
* @throws DataFormatException if getData throws DataFormatException or if
* the data contains empty cells
*/
private static ITimeSeries GetSeries(ISheet sheet)
{
ITimeSeries series = new BaseTimeSeries();
IFormulaEvaluator evaluator = sheet.Workbook.GetCreationHelper().CreateFormulaEvaluator();
TimeSpan weekDuration = new TimeSpan(7, 0, 0, 0);
List <IRow> rows = GetData(sheet);
// parse the rows from the data section
foreach (IRow row in rows)
{
CellValue[] cellValues = new CellValue[6];
for (int i = 0; i < 6; i++)
{
// empty cells in the data section are forbidden
if (row.GetCell(i) == null)
{
throw new FormatException("empty cell in xls time series data");
}
cellValues[i] = evaluator.Evaluate(row.GetCell(i));
}
// build a bar from the row and add it to the series
DateTime weekEndDate = DateUtil.GetJavaDate(cellValues[0].NumberValue);
IBar bar = new BaseBar(weekDuration, weekEndDate,
// open, high, low, close, volume
cellValues[1].FormatAsString().ToDecimal(),
cellValues[2].FormatAsString().ToDecimal(),
cellValues[3].FormatAsString().ToDecimal(),
cellValues[4].FormatAsString().ToDecimal(),
cellValues[5].FormatAsString().ToDecimal());
series.AddBar(bar);
}
return(series);
}
