public CusipResult Calculate(CUSIP cusipData)
{
if (cusipData == null || cusipData.PriceTicks == null || cusipData.PriceTicks.Count == 0)
{
return(new CusipResult(cusipData.Id));
}
double lowest = Double.MaxValue;
double highest = Double.MinValue;
double opening = cusipData.PriceTicks[0];
double closing = cusipData.PriceTicks[cusipData.PriceTicks.Count - 1];
foreach (var priceTick in cusipData.PriceTicks)
{
if (priceTick < lowest)
{
lowest = priceTick;
}
if (priceTick > highest)
{
highest = priceTick;
}
}
return(new CusipResult()
{
CUSIP = cusipData.Id,
Lowest = lowest,
Highest = highest,
Opening = opening,
Closing = closing
});
}
public void Should_Calculate_Stats_For_A_Valid_CusipData()
{
//Arrange
var cusipObject = new CUSIP()
{
Id = "cusip-1",
PriceTicks = new List <double>()
{
11.11,
10.05,
20.10,
10.05,
30.15,
10.05,
40.20,
33.33
}
};
var objStatsCalculator = new CusipStatsCalculator();
//Act
CusipResult result = objStatsCalculator.Calculate(cusipObject);
//Assert
result.CUSIP.Should().Be("cusip-1");
result.Lowest.Should().Be(10.05);
result.Highest.Should().Be(40.20);
result.Opening.Should().Be(11.11);
result.Closing.Should().Be(33.33);
}
public CUSIP Parse(IList <string> rawCusipBlock)
{
/*
* Sample Input:
* - First line will alwyas be CUSIP ID
* - Subsequents lines represent price ticks.
*
* CUSIP-1
* 11.11
* 10.05
* 20.10
* 10.05
* 30.15
* 10.05
* 40.20
* 33.33
*/
var cusipObj = new CUSIP();
if (rawCusipBlock.Count > 0)
{
Console.WriteLine($"Parsing cusip - {rawCusipBlock[0]}");
cusipObj.Id = rawCusipBlock[0];
cusipObj.PriceTicks = new List <Double>();
for (int i = 1; i < rawCusipBlock.Count; i++)
{
cusipObj.PriceTicks.Add(Double.Parse(rawCusipBlock[i]));
}
return(cusipObj);
}
return(null);
}
public IList <CusipResult> ExtractStats(string inputFilePath)
{
IList <CUSIP> cusipData = new List <CUSIP>();
IList <CusipResult> cusipResult = new List <CusipResult>();
IList <double> priceTicks = new List <double>();
string previousCusip = string.Empty;
string currentCusip = string.Empty;
using (var file1Reader = _fileManager.Read(inputFilePath)) //stream content without reading entire file into memory
{
while (!file1Reader.EndOfStream)
{
var currentRow = file1Reader.ReadLine();
//Type typeOfCurrentRow = _fileManager.DiscoverTypeOfData(currentRow);
if (!isDouble(currentRow))
{
currentCusip = currentRow;
//save cusip block that we read so far.
if (!string.IsNullOrEmpty(previousCusip) && priceTicks.Count > 0)
{
var extractedCusip = new CUSIP()
{
Id = previousCusip, PriceTicks = priceTicks
};
cusipData.Add(extractedCusip);
cusipResult.Add(_statsCalculator.Calculate(extractedCusip));
}
priceTicks = new List <double>();//re-intialize
previousCusip = currentCusip;
}
else
{
priceTicks.Add(Double.Parse(currentRow));
}
}
if (priceTicks.Count > 0)
{
var extractedCusip = new CUSIP()
{
Id = currentCusip, PriceTicks = priceTicks
};
cusipData.Add(extractedCusip);
cusipResult.Add(_statsCalculator.Calculate(extractedCusip));
}
}
return(cusipResult);
}
public void Should_Handle_Empty_CusipData()
{
//Arrange
var cusipObject = new CUSIP()
{
Id = "cusip-1",
PriceTicks = null
};
var objStatsCalculator = new CusipStatsCalculator();
//Act
CusipResult result = objStatsCalculator.Calculate(cusipObject);
//Assert
result.CUSIP.Should().Be("cusip-1");
result.Lowest.Should().Be(-1);
result.Highest.Should().Be(-1);
result.Opening.Should().Be(-1);
result.Closing.Should().Be(-1);
}
public CusipResult CalculateStats(CUSIP cusipBlock)
{
Console.WriteLine($"Processing cusip - {cusipBlock.Id}");
return(_statsCalculator.Calculate(cusipBlock));
}
