/// <summary>
/// 组装TradeRecord实例
/// </summary>
/// <param name="fields"></param>
/// <returns></returns>
private TradeRecord MapTradeDataToTradeRecord(string[] fields)
{
int tradeAmount = int.Parse(fields[0]);
decimal tradePrice = decimal.Parse(fields[1]);
var tradeRecord = new TradeRecord
{
TradeAmount = tradeAmount,
TradePrice = tradePrice
};
return(tradeRecord);
}
public TradeRecord Map(string[] fields)
{
var sourceCurrencyCode = fields[0].Substring(0, 3);
var destinationCurrencyCode = fields[0].Substring(3, 3);
var tradeAmount = int.Parse(fields[1]);
var tradePrice = decimal.Parse(fields[2]);
var trade = new TradeRecord
{
SourceCurrency = sourceCurrencyCode,
DestinationCurrency = destinationCurrencyCode,
Lots = tradeAmount / LotSize,
Price = tradePrice
};
return(trade);
}
private TradeRecord MapTradeDataToTradeRecord(string[] fields)
{
var sourceCurrencyCode = fields[0].Substring(0, 3);
var destinationCurrencyCode = fields[0].Substring(3, 3);
var tradeAmount = int.Parse(fields[1]);
var tradePrice = decimal.Parse(fields[2]);
const float LotSize = 100000f;
var trade = new TradeRecord
{
SourceCurrency = sourceCurrencyCode,
DestinationCurrency = destinationCurrencyCode,
Lots = tradeAmount / LotSize,
Price = tradePrice
};
return(trade);
}
/// <summary>
/// Converts a string containing the trade data into a TradeRecord object
/// </summary>
/// <param name="fields"> The string must be split into three components before calling </param>
/// <returns> A TradeRecord object containing the trade data</returns>
private TradeRecord MapTradeDataToTradeRecord(String[] fields)
{
var sourceCurrencyCode = fields[0].Substring(0, 3);
var destinationCurrencyCode = fields[0].Substring(3, 3);
int tradeAmount = int.Parse(fields[1]);
decimal tradePrice = decimal.Parse(fields[2]);
// calculate values
var trade = new TradeRecord();
trade.SourceCurrency = sourceCurrencyCode;
trade.DestinationCurrency = destinationCurrencyCode;
trade.Lots = tradeAmount / LotSize;
trade.Price = tradePrice;
return(trade);
}
/// <summary>
/// Takes a list of strings containing trade data and converts this into a list of TradeRecord objects
/// </summary>
/// <param name="lines"> The strings containing the trade data, each string should contain one trade in format of "GBPUSD,1000,1.51"</param>
/// <returns> A list of TradeRecords, one record for each trade </returns>
private IEnumerable <TradeRecord> ParseTrades(IEnumerable <string> lines)
{
List <TradeRecord> trades = new List <TradeRecord>();
int lineCount = 1;
foreach (var line in lines)
{
String[] fields = line.Split(new char[] { ',' });
if (ValidateTradeData(fields, lineCount) == false)
{
continue;
}
TradeRecord trade = MapTradeDataToTradeRecord(fields);
trades.Add(trade);
lineCount++;
}
return(trades);
}
public IEnumerable <TradeRecord> Parser(IEnumerable <string> tradeData)
{
var trades = new List <TradeRecord>();
var lineCount = 1;
foreach (var line in tradeData)
{
var fields = line.Split(new char[] { ',' });
if (!iTradeValidator.Validate(fields, lineCount))
{
continue;
}
TradeRecord trade = iTradeMapper.Map(fields);
trades.Add(trade);
lineCount++;
}
return(trades);
}
public void ProcessTrades(Stream stream)
{
// read rows
var lines = new List <string>();
using (var reader = new StreamReader(stream))
{
string line;
while ((line = reader.ReadLine()) != null)
{
lines.Add(line);
}
}
var trades = new List <TradeRecord>();
// Validations
var lineCount = 1;
foreach (var line in lines)
{
var fields = line.Split(new char[] { ',' });
if (fields.Length != 3)
{
Console.WriteLine("WARN: Line {0} malformed. Only {1} field(s) found.", lineCount, fields.Length);
continue;
}
if (fields[0].Length != 6)
{
Console.WriteLine("WARN: Trade currencies on line {0} malformed: '{1}'", lineCount, fields[0]);
continue;
}
int tradeAmount;
if (!int.TryParse(fields[1], out tradeAmount))
{
Console.WriteLine("WARN: Trade amount on line {0} not a valid integer: '{1}'", lineCount, fields[1]);
}
decimal tradePrice;
if (!decimal.TryParse(fields[2], out tradePrice))
{
Console.WriteLine("WARN: Trade price on line {0} not a valid decimal: '{1}'", lineCount, fields[2]);
}
var sourceCurrencyCode = fields[0].Substring(0, 3);
var destinationCurrencyCode = fields[0].Substring(3, 3);
// calculate values
var trade = new TradeRecord
{
SourceCurrency = sourceCurrencyCode,
DestinationCurrency = destinationCurrencyCode,
Lots = tradeAmount / LotSize,
Price = tradePrice
};
trades.Add(trade);
lineCount++;
}
// Store data
using (var connection = new System.Data.SqlClient.SqlConnection("Data Source=(local);Initial Catalog=TradeDatabase;Integrated Security=True;"))
{
connection.Open();
using (var transaction = connection.BeginTransaction())
{
foreach (var trade in trades)
{
var command = connection.CreateCommand();
command.Transaction = transaction;
command.CommandType = System.Data.CommandType.StoredProcedure;
command.CommandText = "dbo.insert_trade";
command.Parameters.AddWithValue("@sourceCurrency", trade.SourceCurrency);
command.Parameters.AddWithValue("@destinationCurrency", trade.DestinationCurrency);
command.Parameters.AddWithValue("@lots", trade.Lots);
command.Parameters.AddWithValue("@price", trade.Price);
command.ExecuteNonQuery();
}
transaction.Commit();
}
connection.Close();
}
Console.WriteLine("INFO: {0} trades processed", trades.Count);
}
private TradeRecord MapTradeDataToTradeRecord(string[] fields)
{
var sourceCurrencyCode = fields[0].Substring(0, 3);
var destinationCurrencyCode = fields[0].Substring(3, 3);
var tradeAmount = int.Parse(fields[1]);
var tradePrice = decimal.Parse(fields[2]);
var trade = new TradeRecord
{
SourceCurrency = sourceCurrencyCode,
DestinationCurrency = destinationCurrencyCode,
Lots = tradeAmount / LotSize,
Price = tradePrice
};
return trade;
}
public void ProcessTrades(Stream stream)
{
var lines = new List <string>();
using (var reader = new StreamReader(stream))
{
string line;
while ((line = reader.ReadLine()) != null)
{
lines.Add(line);
}
}
var trades = new List <TradeRecord>();
var lineCount = 1;
foreach (var line in lines)
{
var fields = line.Split(new char[] { ',' });
if (fields.Length != 3)
{
Console.WriteLine("WARN: Line {0} malformed. Only {1} fields found", lineCount, fields.Length);
}
int tradeAmount;
if (!int.TryParse(fields[0], out tradeAmount))
{
Console.WriteLine("WARN: Trade amount on line {0} not a valid integer :{1}", lineCount, fields[0]);
}
decimal tradePrice;
if (!decimal.TryParse(fields[1], out tradePrice))
{
Console.WriteLine("WARN: Trade Price on line {0} not a valid decimal :{1}", lineCount, fields[1]);
}
var tradeRecord = new TradeRecord
{
TradeAmount = tradeAmount,
TradePrice = tradePrice
};
trades.Add(tradeRecord);
lineCount++;
}
using (var connection = new SqlConnection("DataSource=(local);Initial Catalog=TradeDataBase;Integrated Security = True;"))
{
connection.Open();
using (var transaction = connection.BeginTransaction())
{
foreach (var trade in trades)
{
var command = connection.CreateCommand();
command.Transaction = transaction;
command.CommandType = System.Data.CommandType.StoredProcedure;
command.CommandText = "insert_trade";
command.Parameters.AddWithValue("@tradeamount", trade.TradeAmount);
command.Parameters.AddWithValue("@tradeprice", trade.TradePrice);
}
transaction.Commit();
}
connection.Close();
}
Console.WriteLine("INFO: {0} trades processed", trades.Count);
}
public void ProcessTrades(Stream stream)
{
// read rows
var lines = new List<string>();
using (var reader = new StreamReader(stream))
{
string line;
while((line = reader.ReadLine()) != null)
{
lines.Add(line);
}
}
var trades = new List<TradeRecord>();
var lineCount = 1;
foreach (var line in lines)
{
var fields = line.Split(new char[] { ',' });
if(fields.Length != 3)
{
Console.WriteLine("WARN: Line {0} malformed. Only {1} field(s) found.", lineCount, fields.Length);
continue;
}
if(fields[0].Length != 6)
{
Console.WriteLine("WARN: Trade currencies on line {0} malformed: '{1}'", lineCount, fields[0]);
continue;
}
int tradeAmount;
if(!int.TryParse(fields[1], out tradeAmount))
{
Console.WriteLine("WARN: Trade amount on line {0} not a valid integer: '{1}'", lineCount, fields[1]);
}
decimal tradePrice;
if(!decimal.TryParse(fields[2], out tradePrice))
{
Console.WriteLine("WARN: Trade price on line {0} not a valid decimal: '{1}'", lineCount, fields[2]);
}
var sourceCurrencyCode = fields[0].Substring(0, 3);
var destinationCurrencyCode = fields[0].Substring(3, 3);
// calculate values
var trade = new TradeRecord
{
SourceCurrency = sourceCurrencyCode,
DestinationCurrency = destinationCurrencyCode,
Lots = tradeAmount / LotSize,
Price = tradePrice
};
trades.Add(trade);
lineCount++;
}
using (var connection = new System.Data.SqlClient.SqlConnection("Data Source=(local);Initial Catalog=TradeDatabase;Integrated Security=True;"))
{
connection.Open();
using(var transaction = connection.BeginTransaction())
{
foreach(var trade in trades)
{
var command = connection.CreateCommand();
command.Transaction = transaction;
command.CommandType = System.Data.CommandType.StoredProcedure;
command.CommandText = "dbo.insert_trade";
command.Parameters.AddWithValue("@sourceCurrency", trade.SourceCurrency);
command.Parameters.AddWithValue("@destinationCurrency", trade.DestinationCurrency);
command.Parameters.AddWithValue("@lots", trade.Lots);
command.Parameters.AddWithValue("@price", trade.Price);
command.ExecuteNonQuery();
}
transaction.Commit();
}
connection.Close();
}
Console.WriteLine("INFO: {0} trades processed", trades.Count);
}