static IEnumerable <StockMetricRecord> ProcessOneFile(string file, int keptRecord)
{
if (string.IsNullOrEmpty(file))
{
throw new ArgumentNullException();
}
if (keptRecord <= 0)
{
return(null);
}
Csv inputData = Csv.Load(file, Encoding.UTF8, ",");
if (inputData.RowCount == 0)
{
return(null);
}
List <StockMetricRecord> data = new List <StockMetricRecord>(keptRecord);
var trimmedInputData = inputData.Rows.Skip(Math.Max(0, inputData.RowCount - keptRecord));
string[] metricNames = inputData.Header.Skip(2).ToArray();
return(trimmedInputData.Select(
row =>
{
StockMetricRecord record = new StockMetricRecord();
record.Code = row[0];
record.Date = DateTime.Parse(row[1]);
record.MetricNames = metricNames;
record.Metrics = new double[row.Length - 2];
for (int i = 2; i < row.Length; ++i)
{
record.Metrics[i - 2] = double.Parse(row[i]);
}
return record;
}));
}
static void ProcessListOfFiles(string listFile, string outputFile, int keptRecord)
{
if (string.IsNullOrEmpty(listFile) || string.IsNullOrEmpty(outputFile))
{
throw new ArgumentNullException();
}
// Get all input files from list file
string[] files = File.ReadAllLines(listFile, Encoding.UTF8);
List <StockMetricRecord> records = new List <StockMetricRecord>();
using (StreamWriter outputter = new StreamWriter(outputFile, false, Encoding.UTF8))
{
Parallel.ForEach(
files,
(string file) =>
{
if (String.IsNullOrWhiteSpace(file))
{
return;
}
var rawMetrics = ProcessOneFile(file.Trim(), keptRecord);
if (rawMetrics == null)
{
return;
}
StockMetricRecord[] metrics = rawMetrics.Reverse().ToArray();
StockMetricRecord expandedMetric = new StockMetricRecord();
expandedMetric.Code = metrics[0].Code;
expandedMetric.Date = metrics[0].Date;
expandedMetric.MetricNames = Enumerable
.Range(0, metrics.Length)
.SelectMany(i => metrics[i].MetricNames
.Select(s => "T" + (i == 0 ? "0" : (-i).ToString()) + s))
.ToArray();
expandedMetric.Metrics = Enumerable
.Range(0, metrics.Length)
.SelectMany(i => metrics[i].Metrics)
.ToArray();
lock (records)
{
records.Add(expandedMetric);
}
Console.Write(".");
});
outputter.WriteLine("Code,Date,{0}", string.Join(",", records.First().MetricNames));
foreach (var record in records)
{
outputter.WriteLine(
"N{0},{1:yyyy/MM/dd},{2}",
record.Code,
record.Date,
string.Join(",", record.Metrics.Select(v => string.Format("{0:0.00}", v)).ToArray()));
}
}
}
