247 lines
11 KiB
C#
247 lines
11 KiB
C#
using System;
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using System.Collections.Generic;
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using System.IO;
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using MarketData.Utils;
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using StopLimits=MarketData.Generator.Model.StopLimits;
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namespace MarketData.Generator.MGSHMomentum
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{
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// *****************************************************************************
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public static class MGSHSessionManager
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{
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private const String SIGNATURE="MGSHSESSIONv2.00";
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public static bool SaveSession(MGSHSessionParams sessionParams,String pathSessionFile)
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{
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try
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{
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if(null==pathSessionFile)return false;
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pathSessionFile=GetSessionFileName(pathSessionFile);
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FileStream outStream=new FileStream(pathSessionFile,FileMode.Create);
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StreamWriter streamWriter=new StreamWriter(outStream);
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streamWriter.WriteLine(SIGNATURE);
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streamWriter.WriteLine((new NVP("LastUpdated",sessionParams.LastUpdated.ToString())).ToString());
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streamWriter.WriteLine((new NVP("TradeDate",sessionParams.TradeDate.ToShortDateString())).ToString());
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streamWriter.WriteLine((new NVP("StartDate",sessionParams.StartDate.ToShortDateString())).ToString());
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streamWriter.WriteLine((new NVP("AnalysisDate",sessionParams.AnalysisDate.ToShortDateString())).ToString());
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streamWriter.WriteLine((new NVP("Cycle",sessionParams.Cycle.ToString())).ToString());
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streamWriter.WriteLine((new NVP("CashBalance",sessionParams.CashBalance.ToString())).ToString());
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streamWriter.WriteLine((new NVP("NonTradeableCash",sessionParams.NonTradeableCash.ToString())).ToString());
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streamWriter.WriteLine((new NVP("HedgeCashBalance",sessionParams.HedgeCashBalance.ToString())).ToString());
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NVPCollection configurationCollection=sessionParams.Configuration.ToNVPCollection();
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streamWriter.WriteLine(configurationCollection.ToString());
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List<NVPCollections> nvpCollectionsList=sessionParams.ActivePositions.ToNVPCollections();
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int totalPositions=0;
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foreach(NVPCollections nvpCollections in nvpCollectionsList)
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{
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List<String> nvpCollectionsStringList=nvpCollections.ToList();
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totalPositions+=nvpCollectionsStringList.Count;
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}
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streamWriter.WriteLine((new NVP("TotalActivePositions",totalPositions.ToString())).ToString());
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foreach(NVPCollections nvpCollections in nvpCollectionsList)
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{
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List<String> nvpCollectionsStringList=nvpCollections.ToList();
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foreach(String str in nvpCollectionsStringList)
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{
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streamWriter.WriteLine(str);
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}
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}
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NVPCollections allPositionsCollections=sessionParams.AllPositions.ToNVPCollections();
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List<String> nvpAllCollectionsStringList=allPositionsCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalPositions",nvpAllCollectionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpAllCollectionsStringList)streamWriter.WriteLine(str);
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if(null == sessionParams.StopLimits)sessionParams.StopLimits = new StopLimits();
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NVPCollections allStopLimitsCollections=sessionParams.StopLimits.ToNVPCollections();
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List<String> nvpStopLimitsCollectionsStringList=allStopLimitsCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalStopLimits",nvpStopLimitsCollectionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpStopLimitsCollectionsStringList) streamWriter.WriteLine(str);
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if(null == sessionParams.HedgePositions)sessionParams.HedgePositions = new MGSHPositions();
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NVPCollections hedgePositionsCollections=sessionParams.HedgePositions.ToNVPCollections();
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List<String> nvpHedgePositionsStringList=hedgePositionsCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalHedgePositions",nvpHedgePositionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpHedgePositionsStringList)streamWriter.WriteLine(str);
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NVPCollections pricingExceptionsCollections=sessionParams.PricingExceptions.ToNVPCollections();
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List<String> nvpPricingExceptionsCollectionsStringList=pricingExceptionsCollections.ToList();
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streamWriter.WriteLine((new NVP("TotalPricingExceptions",nvpPricingExceptionsCollectionsStringList.Count.ToString())).ToString());
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foreach(String str in nvpPricingExceptionsCollectionsStringList)streamWriter.WriteLine(str);
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streamWriter.Flush();
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outStream.Flush();
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streamWriter.Close();
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outStream.Close();
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outStream.Dispose();
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return true;
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}
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catch(Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("{0}",exception.ToString()));
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return false;
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}
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}
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public static MGSHSessionParams RestoreSession(String pathSessionFile)
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{
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FileStream inStream =null;
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StreamReader streamReader=null;
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try
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{
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if(!SessionAvailable(pathSessionFile))return null;
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MGSHSessionParams sessionParams=new MGSHSessionParams();
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inStream =new FileStream(pathSessionFile,FileMode.Open);
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streamReader=new StreamReader(inStream);
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String versionInfo=streamReader.ReadLine();
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double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
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if(version>2.00)return null;
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NVP lastUpdated=new NVP(streamReader.ReadLine());
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NVP tradeDate=new NVP(streamReader.ReadLine());
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NVP startDate=new NVP(streamReader.ReadLine());
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NVP analysisDate=new NVP(streamReader.ReadLine());
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NVP cycle=new NVP(streamReader.ReadLine());
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NVP cashBalance=new NVP(streamReader.ReadLine());
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NVP nonTradeableCash=new NVP(streamReader.ReadLine());
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NVP hedgeCashBalance=new NVP(streamReader.ReadLine());
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sessionParams.LastUpdated=lastUpdated.Get<DateTime>();
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sessionParams.TradeDate=tradeDate.Get<DateTime>();
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sessionParams.StartDate=startDate.Get<DateTime>();
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sessionParams.AnalysisDate=analysisDate.Get<DateTime>();
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sessionParams.Cycle=cycle.Get<int>();
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sessionParams.CashBalance=cashBalance.Get<double>();
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sessionParams.NonTradeableCash=nonTradeableCash.Get<double>();
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if(2.00==version)sessionParams.HedgeCashBalance=hedgeCashBalance.Get<double>();
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NVPCollection configurationCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.Configuration=MGSHConfiguration.FromNVPCollection(configurationCollection);
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int totalActivePositions=(new NVP(streamReader.ReadLine())).Get<int>();
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sessionParams.ActivePositions=new MGSHActivePositions();
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for(int positionIndex=0;positionIndex<totalActivePositions;positionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.ActivePositions.AddFromNVPCollection(nvpCollection);
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}
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int totalPositions=(new NVP(streamReader.ReadLine())).Get<int>();
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NVPCollections nvpCollections=new NVPCollections();
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for(int positionIndex=0;positionIndex<totalPositions;positionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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nvpCollections.Add(nvpCollection);
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}
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sessionParams.AllPositions=MGSHPositions.FromNVPCollections(nvpCollections);
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if(2.00==version)
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{
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// stop limits
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int totalStopLimits=(new NVP(streamReader.ReadLine())).Get<int>();
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sessionParams.StopLimits=new StopLimits();
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for(int stopLimitIndex=0;stopLimitIndex<totalStopLimits;stopLimitIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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sessionParams.StopLimits.AddFromNVPCollection(nvpCollection);
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}
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// hedges
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int totalHedgePositions = (new NVP(streamReader.ReadLine())).Get<int>();
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NVPCollections nvpHedgeCollections=new NVPCollections();
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for(int hedgePositionIndex=0;hedgePositionIndex<totalHedgePositions;hedgePositionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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nvpHedgeCollections.Add(nvpCollection);
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}
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sessionParams.HedgePositions=MGSHPositions.FromNVPCollections(nvpHedgeCollections);
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// pricing exceptions
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int totalPricingExceptions = (new NVP(streamReader.ReadLine())).Get<int>();
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NVPCollections nvpPricingExceptionsCollections=new NVPCollections();
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for(int pricingExceptionIndex=0;pricingExceptionIndex<totalPricingExceptions;pricingExceptionIndex++)
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{
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NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
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nvpPricingExceptionsCollections.Add(nvpCollection);
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}
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sessionParams.PricingExceptions=MGSHPricingExceptions.FromNVPCollections(nvpPricingExceptionsCollections);
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} // version
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inStream.Close();
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inStream.Dispose();
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inStream = null;
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streamReader.Close();
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streamReader.Dispose();
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streamReader = null;
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return sessionParams;
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}
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finally
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{
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if(null!=streamReader)streamReader.Close();
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if(null!=inStream)inStream.Close();
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}
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}
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public static String GetSessionFileName(String pathSessionFile)
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{
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if (null == pathSessionFile) return null;
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String directory = Path.GetDirectoryName(pathSessionFile);
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if ("".Equals(directory)) directory = Directory.GetCurrentDirectory();
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return directory + "\\" + Path.GetFileNameWithoutExtension(pathSessionFile) + ".txt";
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}
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public static bool SessionAvailable(String pathSessionFile)
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{
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return IsValidSessionFile(pathSessionFile);
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}
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public static double GetSessionFileVersion(String pathSessionFile)
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{
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FileStream inStream =null;
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StreamReader streamReader=null;
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try
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{
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if(null==pathSessionFile)return 0.00;
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pathSessionFile=pathSessionFile.ToLower();
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if(!pathSessionFile.EndsWith(".txt"))pathSessionFile+=".txt";
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if(!File.Exists(pathSessionFile))return 0.00;
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inStream =new FileStream(pathSessionFile,FileMode.Open);
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streamReader=new StreamReader(inStream);
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String versionInfo=streamReader.ReadLine();
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double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
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return version;
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}
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catch(Exception)
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{
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return 0.00;
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}
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finally
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{
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if(null!=streamReader)streamReader.Close();
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if(null!=inStream)inStream.Close();
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}
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}
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public static bool IsValidSessionFile(String pathSessionFile)
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{
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FileStream inStream =null;
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StreamReader streamReader=null;
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try
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{
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if(null==pathSessionFile)return false;
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pathSessionFile=pathSessionFile.ToLower();
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if(!pathSessionFile.EndsWith(".txt"))pathSessionFile+=".txt";
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if(!File.Exists(pathSessionFile))return false;
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inStream =new FileStream(pathSessionFile,FileMode.Open);
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streamReader=new StreamReader(inStream);
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String versionInfo=streamReader.ReadLine();
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double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
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if(1.00!=version && 2.00!=version)return false;
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return true;
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}
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catch(Exception)
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{
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return false;
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}
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finally
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{
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if(null!=streamReader)streamReader.Close();
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if(null!=inStream)inStream.Close();
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}
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}
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}
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}
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