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