public BackTestFileWriter(Strategy strategy) throws JArbitragerException {
decimalFormat = NumberFormatterFactory.getNumberFormatter(5);
dateFormat = new SimpleDateFormat("MMddyy,HHmmss");
dateFormat.setTimeZone(strategy.getTradingSchedule().getTimeZone());
File marketDataDir = new File(MARKET_DATA_DIR);
if (!marketDataDir.exists()) {
marketDataDir.mkdir();
}
String fullFileName = MARKET_DATA_DIR + FILE_SEP + strategy.getName() + ".txt";
try {
boolean fileExisted = new File(fullFileName).exists();
writer = new PrintWriter(new BufferedWriter(new FileWriter(fullFileName, true)));
if (!fileExisted) {
StringBuilder header =
getHeader(
strategy.getInstrument1().getContract().m_symbol,
strategy.getInstrument2().getContract().m_symbol);
writer.println(header);
}
} catch (IOException ioe) {
throw new JArbitragerException("Could not write to file " + strategy.getName());
}
}
public void start(String[] args) {
try {
if (args.length == 0) processDirectoryTree(new File(""));
else
for (String arg : args) {
File fileArg = new File(arg);
if (fileArg.isDirectory()) processDirectoryTree(fileArg);
else {
// Allow user to leave off extension:
if (!arg.endsWith("" + ext)) arg += "" + ext;
strategy.process(new File(arg).getCanonicalFile());
}
}
} catch (IOException e) {
throw new RuntimeException(e);
}
}
public void processDirectoryTree(File root) throws IOException {
for (File file : Directory.walk(root.getAbsolutePath(), ".*\\." + ext))
strategy.process(file.getCanonicalFile());
}