public Share GetShareData(InstrumentDataRequest request)
{
return _memoryCache.GetOrAdd(request, () =>
{
var eodFilePath = GetEodFilePath();
var fullPath = Path.Combine(eodFilePath, Path.ChangeExtension(request.InstrumentCode, "eod"));
var parser = new EodParser();
var share = parser.ParseFile(fullPath);
share.Aggregate(request.AggregateType, request.AggregateSize, request.IsRelative, DateTime.Now);
return share;
});
}
private void CheckFile(string csvPath, string eodPath, string instrumentCode)
{
var eod = new EodParser();
var csv = new CsvParser();
var eodFile = Path.ChangeExtension(Path.Combine(eodPath, instrumentCode), ".eod");
var csvFile = Path.ChangeExtension(Path.Combine(csvPath, instrumentCode), ".csv");
var eodShare = eod.ParseFile(eodFile);
var csvShare = csv.ParseFile(csvFile);
var output = new StringBuilder();
output.AppendLine(FormatAsHex(eodShare.HeaderBytes));
output.AppendLine();
output.AppendLine(eodShare.MarketCode);
output.AppendLine(eodShare.InstrumentCode);
output.AppendLine(eodShare.CompanyName);
output.AppendLine(eodShare.Unknown1.ToString("000000"));
output.AppendLine(eodShare.StartDate.ToString("yyyyMMdd"));
output.AppendLine(eodShare.EndDate.ToString("yyyyMMdd"));
output.AppendLine(eodShare.RowCount.ToString("D"));
output.AppendLine(eodShare.Info1.ToString("000000"));
output.AppendLine(eodShare.StrikePrice.ToString());
output.AppendLine(FormatAsHex(eodShare.InfoRemaining));
output.AppendLine(FormatAs(eodShare.InfoRemaining, "int32", "int32", "int32", "int32", "int32", "int32", "int32"));
output.AppendLine(eodShare.Details);
output.AppendLine();
foreach (var pair in eodShare.Days.Zip(csvShare.Days, (day, dayCsv) => new { Day = day, DayCsv = dayCsv }))
{
var day = pair.Day;
var csvDay = pair.DayCsv;
Assert(day.Date == csvDay.Date);
Assert(day.Open == csvDay.Open);
Assert(day.High == csvDay.High);
Assert(day.Low == csvDay.Low);
Assert(day.Close == csvDay.Close);
Assert(day.Volume == csvDay.Volume);
Assert(day.OpenInt == csvDay.OpenInt);
output.Append(day.Row.ToString("0000"));
output.Append(" | ");
output.Append(day.ToString());
output.Append(" | ");
output.Append(csvDay.ToString());
output.AppendLine();
}
InstrumentCode = eodShare.InstrumentCode;
Text = output.ToString();
}
