[Quantproject-developers] QuantProject/b7_Scripts SimpleScriptsContainer.cs, 1.1, 1.2

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4077/b7_Scripts

Modified Files:
	SimpleScriptsContainer.cs 
Log Message:
Added code for importing csv files from open tick into the database
(it is just a temporary code)

Index: SimpleScriptsContainer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleScriptsContainer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SimpleScriptsContainer.cs	2 Jul 2006 19:15:24 -0000	1.1
--- SimpleScriptsContainer.cs	5 Feb 2009 22:17:08 -0000	1.2
***************
*** 23,26 ****
--- 23,30 ----
  using System;
  using System.Data;
+ using System.Windows.Forms;
+ using System.IO;
+ 
+ using QuantProject.DataAccess.Tables;
  using QuantProject.Data.Selectors;
  using QuantProject.Data.Selectors.ByLinearIndipendence;
***************
*** 33,37 ****
  	public class SimpleScriptsContainer 
  	{
!     public static void Execute()
      {
        QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence selector = 
--- 37,43 ----
  	public class SimpleScriptsContainer 
  	{
!     #region Execute
! 		
! 		public static void Execute()
      {
        QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence selector = 
***************
*** 45,52 ****
                                                             20,false);
        DataTable correlatedTickers = selector2.GetTableOfSelectedTickers();
          
! 
      }
!       
    }
  }
--- 51,188 ----
                                                             20,false);
        DataTable correlatedTickers = selector2.GetTableOfSelectedTickers();
+     }
+   	#endregion Execute
+ 		
+   	#region ImportCsvFilesIntoDatabase
+   	
+   	static int numberOfCsvFilesImported = 0;
+   	static DateTime beginOfImportSession;
+   	
+     private static void importFromCsvFiles_importFile_openFileAndWriteToDb_addBar(string ticker,
+                          string exchange, long intervalFrameInSeconds, string lineRepresentingBar)
+     {
+     	
+     	//2006-01-03;09:30:00;33.400000;33.400000;33.380000;33.380000;232600
+     	string[] fields = lineRepresentingBar.Split(';');
+     	string[] subStringsForDate = fields[0].Split('-');
+     	string[] subStringsForTime = fields[1].Split(':');
+     	DateTime dateTimeForOpen = new DateTime( Convert.ToInt32(subStringsForDate[0]),
+     	                                         Convert.ToInt32(subStringsForDate[1]),
+     	                                         Convert.ToInt32(subStringsForDate[2]),
+     	                                         Convert.ToInt32(subStringsForTime[0]),
+     	                                         Convert.ToInt32(subStringsForTime[1]),
+     	                                         Convert.ToInt32(subStringsForTime[2]) );
+     	double open, high, low, close, volume;
+     	open = Double.Parse(fields[2]);
+     	high = Double.Parse(fields[3]);
+     	low = Double.Parse(fields[4]);
+     	close = Double.Parse(fields[5]);
+     	volume = Double.Parse(fields[6]);
+     	
+     	Bars.AddBar(ticker, exchange, dateTimeForOpen, intervalFrameInSeconds, open, high, low, close, volume);
+     }
+     
+     private static void writeToLogFile(string ticker, int numOfRowsAdded,
+                                        DateTime dateTimeOfFirstRowAdded )
+     {
+     	string fileNamePathForLog;
+     	string applicationDir = Application.ExecutablePath.Substring(0,Application.ExecutablePath.LastIndexOf('\\'));
+     	fileNamePathForLog = applicationDir + "\\" + "SessionImportLog" + 
+     		beginOfImportSession.Year.ToString() + "_" + 
+     		beginOfImportSession.Month.ToString() + "_" + 
+     		beginOfImportSession.Day.ToString() + "_" +
+     		beginOfImportSession.Hour.ToString() + "_" +
+     		beginOfImportSession.Minute.ToString() + "_" + 
+     		beginOfImportSession.Second.ToString() + "_" +
+     		"Requested_" + numberOfCsvFilesImported.ToString() + 
+     		"_files.txt";
+     	StreamWriter writer;
+     	if (File.Exists(fileNamePathForLog))
+     		writer = File.AppendText(fileNamePathForLog);
+     	else
+     		{
+      			writer = File.CreateText(fileNamePathForLog);
+      			writer.WriteLine("ticker;rows added;date time of 1° row added;date time of last row added;minutes elapsed;seconds elapsed;rows added per second"); 		
+      		}
+     	TimeSpan timeSpan = DateTime.Now.Subtract(dateTimeOfFirstRowAdded);
+     	int rowsAddedPerSecond = 0;
+     	int totalOfSeconds = timeSpan.Minutes*60+timeSpan.Seconds;
+     	if ( totalOfSeconds != 0 )
+     		rowsAddedPerSecond = numOfRowsAdded / totalOfSeconds;
+      	string lineToWrite = ticker + ";" + numOfRowsAdded.ToString() + ";" +
+     		dateTimeOfFirstRowAdded.ToLongTimeString() + ";" +
+     		DateTime.Now.ToLongTimeString() + ";" +
+     		timeSpan.Minutes + ";" + timeSpan.Seconds + ";" +
+     		rowsAddedPerSecond.ToString();
+     		    	
+     	writer.WriteLine(lineToWrite);
+     	writer.Close();
+     }
+     
+     private static void importFromCsvFiles_importFile_openFileAndWriteToDb(string filePath, string ticker,
+                          string exchange, long intervalFrameInSeconds)
+     {
+     	StreamReader csvReader = new StreamReader(filePath);
+     	string line;
+     	int numOfRowsAdded = 0;
+     	if( csvReader == null )
+         return;
+       line = csvReader.ReadLine();//first line contains column headers
+       line = csvReader.ReadLine();
+       DateTime dateTimeOfFirstRowAdded = DateTime.Now;
+   		while ( line != null )
+       {
+         try{
+   				numOfRowsAdded++;
+   				importFromCsvFiles_importFile_openFileAndWriteToDb_addBar(ticker, exchange, intervalFrameInSeconds,
+   			                                                          line);
+   				
+   	    }
+   			catch(Exception ex){
+   				string s = ex.ToString();
+   				numOfRowsAdded--;
+ 				}  				
+   			line = csvReader.ReadLine();
+       }
+   		csvReader.Close();
+   		writeToLogFile(ticker, numOfRowsAdded, dateTimeOfFirstRowAdded);
+     }
          
!     private static void importFromCsvFiles_importFile(string filePath)
!     {
!     	//A_1_N_20060101000000_20090101230000.csv
!     	int previousIndexBeforeFileName = filePath.LastIndexOf('\\');
!     	string fileName = filePath.Substring(previousIndexBeforeFileName + 1);
!     	int posOfFirstSep = fileName.IndexOf('_');
!     	int posOfSecondSep = fileName.IndexOf('_', posOfFirstSep + 1);
!     	int posOfThirdSep = fileName.IndexOf('_', posOfSecondSep + 1);
!     	string ticker = fileName.Substring(0, posOfFirstSep);
!     	long intervalFrameInMinutes = Convert.ToInt64(
!     		fileName.Substring(posOfFirstSep + 1, posOfSecondSep - posOfFirstSep - 1) );
!     	string exchange = 
!     		fileName.Substring(posOfSecondSep + 1, 1);
!     	importFromCsvFiles_importFile_openFileAndWriteToDb(filePath, ticker,
!     	                                                   exchange, intervalFrameInMinutes * 60);
      }
!         
!     public static void ImportFromCsvFiles()
!     {
!     	OpenFileDialog openFileDialog = new OpenFileDialog();
! 			openFileDialog.Title = "Select csv files to import in db";
! 			openFileDialog.Multiselect = true;
! 			openFileDialog.CheckFileExists = true;
! 			openFileDialog.Filter = "csv files|*.csv";
! 			openFileDialog.ShowDialog();
! 			string[] files = openFileDialog.FileNames;
! 			if( files!= null)
! 			{
! 				numberOfCsvFilesImported = files.Length;
! 				beginOfImportSession = DateTime.Now;
! 				for ( int i = 0; i < files.Length; i++ )
! 					importFromCsvFiles_importFile( files[i] );
! 			}
!     }
!     
!     #endregion ImportCsvFilesIntoDatabase
    }
  }