382 lines
14 KiB
C#
Executable File
382 lines
14 KiB
C#
Executable File
using System;
|
|
using System.Collections.Generic;
|
|
using System.Linq;
|
|
using System.Text;
|
|
using System.Threading.Tasks;
|
|
using MarketData;
|
|
using MarketData.MarketDataModel;
|
|
using MarketData.Utils;
|
|
|
|
namespace MarketData.Utils
|
|
{
|
|
public class FeedParser
|
|
{
|
|
private FeedParser()
|
|
{
|
|
}
|
|
public static TimeSeriesCollection ParseTimeSeries(String symbol, List<DateTime> reportDates, TimeSeriesElement.ElementType elementType, String strLine)
|
|
{
|
|
TimeSeriesCollection timeSeriesCollection = new TimeSeriesCollection();
|
|
Dictionary<DateTime, DateTime> dates = new Dictionary<DateTime, DateTime>();
|
|
try
|
|
{
|
|
if (null == reportDates || 0 == reportDates.Count) return null;
|
|
String[] lineItems = CSVLineHelper.ParseLine(strLine);
|
|
if (null == lineItems) return null;
|
|
for (int index = 0; index < reportDates.Count; index++)
|
|
{
|
|
TimeSeriesElement timeSeriesElement = new TimeSeriesElement();
|
|
timeSeriesElement.Type = elementType;
|
|
timeSeriesElement.Symbol = symbol;
|
|
timeSeriesElement.AsOf = reportDates[index];
|
|
if (lineItems.Length - 1 < index + 1) continue;
|
|
timeSeriesElement.Value = ParseValue(lineItems[index + 1]);
|
|
if (double.IsNaN(timeSeriesElement.Value)) continue;
|
|
if (strLine.Contains("USD Mil"))
|
|
{
|
|
timeSeriesElement.Value *= 1000000.00;
|
|
}
|
|
if (!dates.ContainsKey(timeSeriesElement.AsOf))
|
|
{
|
|
dates.Add(timeSeriesElement.AsOf, timeSeriesElement.AsOf);
|
|
timeSeriesCollection.Add(timeSeriesElement);
|
|
}
|
|
}
|
|
return timeSeriesCollection;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, exception.ToString());
|
|
return null;
|
|
}
|
|
}
|
|
//"Book Value Per Share USD,3.31,3.22,2.64,2.58,2.28,2.10,1.39,2.64,3.88,3.94,3.94"
|
|
public static List<DateTime> ParsePeriodEndingDates(String periodEnding)
|
|
{
|
|
List<DateTime> periodEndingDates = new List<DateTime>();
|
|
if (null == periodEnding || !periodEnding.StartsWith("Period Ending")) return null;
|
|
periodEnding = periodEnding.Replace("Period Ending", "");
|
|
int length = periodEnding.Length;
|
|
int index = 0;
|
|
while (index < length)
|
|
{
|
|
String strMonth = periodEnding.Substring(index, 3);
|
|
char ch;
|
|
index += 3;
|
|
StringBuilder sb = new StringBuilder();
|
|
while ((ch = periodEnding[index++]) != ',') sb.Append(ch);
|
|
String strDay = sb.ToString().Trim();
|
|
sb = new StringBuilder();
|
|
for (int yIndex = 0; yIndex < 5; yIndex++) sb.Append(periodEnding[index++]);
|
|
String strYear = sb.ToString().Trim();
|
|
DateTime periodEndingDate = DateTime.ParseExact(strMonth + Utility.Pad(strDay, '0', 2) + strYear, "MMMddyyyy", new System.Globalization.CultureInfo("en-US"));
|
|
periodEndingDates.Add(periodEndingDate);
|
|
}
|
|
return periodEndingDates;
|
|
}
|
|
public static DateTime ParseValueDateTime(String strText)
|
|
{
|
|
try
|
|
{
|
|
if (strText.Contains("Est"))
|
|
{
|
|
strText = Utility.RemoveAfter(strText, '-');
|
|
strText = strText.Trim();
|
|
strText = strText + " " + DateTime.Now.Year.ToString();
|
|
string[] items = strText.Split(' ');
|
|
strText = items[0] + "-" + Utility.Pad(items[1], '0', 2) + "-" + items[2];
|
|
return DateTime.ParseExact(strText, "MMM-dd-yyyy", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
strText = strText.Replace(" ", "0");
|
|
return DateTime.ParseExact(strText, "dd-MMM-yy", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
catch (Exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValueDateTime] Error parsing date '" + strText + "'");
|
|
return DateTime.Parse("01-01-0001");
|
|
}
|
|
}
|
|
// "Middleby Corp. Fri, Aug 2, 2013"
|
|
public static DateTime ParseValueDateTimeMonthFormatFromMarketWatch(String strItem)
|
|
{
|
|
strItem = Utility.RemoveControlChars(strItem.Trim());
|
|
String[] strItems = strItem.Split(' ');
|
|
if (strItems.Length < 3) return DateTime.Parse("01-01-0001");
|
|
String strDate = strItems[strItems.Length - 3] + " " + strItems[strItems.Length - 2] + " " + strItems[strItems.Length - 1];
|
|
return ParseValueDateTimeMonthFormat(strDate);
|
|
}
|
|
public static double ParseValueFromMarketWatch(String identifier, String strItem)
|
|
{
|
|
try
|
|
{
|
|
strItem = Utility.RemoveControlChars(strItem.Trim());
|
|
identifier = identifier.ToLower();
|
|
strItem = strItem.ToLower();
|
|
if (!strItem.StartsWith(identifier)) return double.NaN;
|
|
String strValue = strItem.Substring(strItem.IndexOf(':') + 1).Trim();
|
|
return double.Parse(strValue);
|
|
}
|
|
catch (Exception)
|
|
{
|
|
return double.NaN;
|
|
}
|
|
}
|
|
public static long ParseLongValueFromMarketWatch(String identifier, String strItem)
|
|
{
|
|
try
|
|
{
|
|
strItem = Utility.RemoveControlChars(strItem.Trim());
|
|
identifier = identifier.ToLower();
|
|
strItem = strItem.ToLower();
|
|
if (!strItem.StartsWith(identifier)) return 0;
|
|
String strValue = strItem.Substring(strItem.IndexOf(':') + 1).Trim();
|
|
strValue = strValue.Replace(",", "");
|
|
return long.Parse(strValue);
|
|
}
|
|
catch (Exception)
|
|
{
|
|
return 0;
|
|
}
|
|
}
|
|
//"Aug 23, 2013"
|
|
public static DateTime ParseValueDateTimeMonthFormat(String strText)
|
|
{
|
|
try
|
|
{
|
|
if (null == strText) return Utility.Epoch;
|
|
String[] strArray = strText.Split(' ');
|
|
if (3 != strArray.Length) return DateTime.Parse("01-01-0001");
|
|
strArray[1] = strArray[1].Replace(",", "");
|
|
return ParseValueDateTime(Utility.Pad(strArray[1], '0', 2) + "-" + strArray[0] + "-" + strArray[2].Substring(2, 2));
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValueDateTimeMonthFormat] Error parsing date '" + strText + "', " + exception.ToString());
|
|
return DateTime.Parse("01-01-0001");
|
|
}
|
|
}
|
|
// "Apr. 04"
|
|
// "1:00pm"
|
|
public static DateTime ParseValueDateTimeMonth(String strText)
|
|
{
|
|
try
|
|
{
|
|
if (null == strText) return DateTime.Parse("01-01-0001");
|
|
|
|
if (strText.EndsWith("am") || strText.EndsWith("pm"))
|
|
{
|
|
return DateTime.Now;
|
|
}
|
|
else if (strText.Contains("."))
|
|
{
|
|
strText = strText.Replace(".", null);
|
|
String[] subItems = strText.Split(' ');
|
|
DateTime currentDate = DateTime.Now;
|
|
StringBuilder sb = new StringBuilder();
|
|
sb.Append(subItems[0]).Append(" ");
|
|
sb.Append(subItems[1]).Append(",").Append(" ");
|
|
sb.Append(currentDate.Year.ToString());
|
|
DateTime resultingDate = ParseValueDateTimeMonthFormat(sb.ToString());
|
|
if (resultingDate > currentDate) resultingDate = new DateTime(resultingDate.Year - 1, resultingDate.Month, resultingDate.Day);
|
|
return resultingDate;
|
|
}
|
|
else
|
|
{
|
|
return Utility.ParseDate(strText);
|
|
}
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValueDateTimeMonth] Error parsing date '" + strText + "', " + exception.ToString());
|
|
return DateTime.Parse("01-01-0001");
|
|
}
|
|
}
|
|
|
|
|
|
// Sep. 25, 2022 at 4:31 p.m. ET
|
|
public static DateTime ParseValueDateTimeMonthFormatTZ(String strText)
|
|
{
|
|
try
|
|
{
|
|
if (null == strText) return Utility.Epoch;
|
|
String[] strArray = strText.Split(' ');
|
|
if (3 > strArray.Length) return DateTime.Parse("01-01-0001");
|
|
strArray[1] = strArray[1].Replace(",", null);
|
|
strArray[0] = strArray[0].Replace(".", null);
|
|
return ParseValueDateTime(Utility.Pad(strArray[1], '0', 2) + "-" + strArray[0] + "-" + strArray[2].Substring(2, 2));
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValueDateTimeMonthFormat] Error parsing date '" + strText + "', " + exception.ToString());
|
|
return DateTime.Parse("01-01-0001");
|
|
}
|
|
}
|
|
|
|
public static DateTime? ParseRelativeDate(String strDate)
|
|
{
|
|
try
|
|
{
|
|
DateTime today = DateTime.Now;
|
|
if (strDate.Contains("day"))
|
|
{
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
String[] items = strDate.Split(' ');
|
|
DateTime relativeDate = dateGenerator.GenerateHistoricalDate(today, int.Parse(items[0]) + 1);
|
|
return relativeDate;
|
|
}
|
|
else if (strDate.Contains("hour"))
|
|
{
|
|
String[] items = strDate.Split(' ');
|
|
TimeSpan timeSpan = new TimeSpan(int.Parse(items[0]), 0, 0);
|
|
DateTime relativeDate = today.Subtract(timeSpan);
|
|
return relativeDate;
|
|
}
|
|
else if (strDate.Contains("minute"))
|
|
{
|
|
String[] items = strDate.Split(' ');
|
|
TimeSpan timeSpan = new TimeSpan(0, int.Parse(items[0]), 0);
|
|
DateTime relativeDate = today.Subtract(timeSpan);
|
|
return relativeDate;
|
|
}
|
|
return ParseValueDateTimeMonthFormat(strDate);
|
|
}
|
|
catch (Exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Unable to parse date '{0}'", strDate));
|
|
return null;
|
|
}
|
|
}
|
|
public static double ParseValue(String strText)
|
|
{
|
|
double value = double.NaN;
|
|
double multiplier = 1.00;
|
|
try
|
|
{
|
|
if (null == strText || 0 == strText.Length) return double.NaN;
|
|
strText = strText.Trim();
|
|
if (strText.StartsWith("--")) return double.NaN;
|
|
if (strText.Equals("N/A")) return double.NaN;
|
|
strText = strText.Replace("%", "");
|
|
strText = strText.Replace("$", "");
|
|
if (strText.Contains("("))
|
|
{
|
|
strText = strText.Replace("(", "");
|
|
strText = strText.Replace(")", "");
|
|
multiplier = -1.00;
|
|
}
|
|
if (strText.Equals("-")) return double.NaN;
|
|
if (strText[strText.Length - 1].Equals('T'))
|
|
{
|
|
strText = strText.Replace("T", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000000000000;
|
|
}
|
|
if (strText[strText.Length - 1].Equals('B'))
|
|
{
|
|
strText = strText.Replace("B", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000000000;
|
|
}
|
|
else if (strText[strText.Length - 1].Equals('M'))
|
|
{
|
|
strText = strText.Replace("M", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000000;
|
|
}
|
|
else if (strText[strText.Length - 1].Equals('K') || strText[strText.Length - 1].Equals('k'))
|
|
{
|
|
strText = strText.Replace("K", "");
|
|
strText = strText.Replace("k", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000;
|
|
}
|
|
else value = double.Parse(strText);
|
|
value *= multiplier;
|
|
return value;
|
|
}
|
|
catch (Exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValue] Error parsing '" + strText + "'");
|
|
return double.NaN;
|
|
}
|
|
}
|
|
|
|
public static long ParseValueLong(String strText)
|
|
{
|
|
long value;
|
|
try
|
|
{
|
|
if (null == strText) return 0;
|
|
strText = strText.Replace("%", "");
|
|
strText = strText.Replace(",", "");
|
|
if (strText.Equals("-")) return 0;
|
|
if (strText[strText.Length - 1].Equals('B'))
|
|
{
|
|
strText = strText.Replace("B", "");
|
|
value = Int64.Parse(strText);
|
|
value *= 1000000000;
|
|
}
|
|
else if (strText[strText.Length - 1].Equals('M'))
|
|
{
|
|
strText = strText.Replace("M", "");
|
|
value = Int64.Parse(strText);
|
|
value *= 1000000;
|
|
}
|
|
else if (strText[strText.Length - 1].Equals('K'))
|
|
{
|
|
strText = strText.Replace("K", "");
|
|
value = Int64.Parse(strText);
|
|
value *= 1000;
|
|
}
|
|
else value = Int64.Parse(strText);
|
|
return value;
|
|
}
|
|
catch (Exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValueLong] Error parsing '" + strText + "'");
|
|
return 0;
|
|
}
|
|
}
|
|
|
|
public static double ParseValueDouble(String strText)
|
|
{
|
|
double value;
|
|
try
|
|
{
|
|
if(null==strText)return 0;
|
|
strText=strText.Replace("%","");
|
|
strText = strText.Replace(",", "");
|
|
if (strText.Equals("-")) return 0;
|
|
if (strText[strText.Length - 1].Equals('B'))
|
|
{
|
|
strText = strText.Replace("B", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000000000;
|
|
}
|
|
else if (strText[strText.Length - 1].Equals('M'))
|
|
{
|
|
strText = strText.Replace("M", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000000;
|
|
}
|
|
else if (strText[strText.Length - 1].Equals('K'))
|
|
{
|
|
strText = strText.Replace("K", "");
|
|
value = double.Parse(strText);
|
|
value *= 1000;
|
|
}
|
|
else value = double.Parse(strText);
|
|
return value;
|
|
}
|
|
catch (Exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,"[ParseValueDouble] Error parsing '" + strText + "'");
|
|
return 0;
|
|
}
|
|
}
|
|
}
|
|
}
|