/** base constructer from a java.util.date object */
public DERGeneralizedTime(Date time) {
SimpleDateFormat dateF = new SimpleDateFormat("yyyyMMddHHmmss'Z'");
dateF.setTimeZone(new SimpleTimeZone(0, "Z"));
this.time = dateF.format(time);
}
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());
}
}
protected Calendar formatStringAsCalendar(String calendarString) {
try {
String dateOnly = calendarString.substring(0, 19);
String timeZoneStr = calendarString.substring(20, calendarString.length());
TimeZone timeZone = TimeZone.getTimeZone(timeZoneStr);
SimpleDateFormat simpleDateFormat = new SimpleDateFormat("MM/dd/yyyy HH:mm:ss");
simpleDateFormat.setTimeZone(timeZone);
Date referenceDate = simpleDateFormat.parse(dateOnly.toUpperCase());
Calendar referenceCalendar = new GregorianCalendar(timeZone);
referenceCalendar.setTime(referenceDate);
simpleDateFormat = new SimpleDateFormat("MM/dd/yyyy HH:mm:ss z");
simpleDateFormat.setTimeZone(timeZone);
return referenceCalendar;
} catch (ParseException p) {
throw new TestErrorException("Could not parse Calendar String: " + calendarString);
}
}
private void setTimeZone(String line) throws JBookTraderException {
String timeZone = line.substring(line.indexOf('=') + 1);
TimeZone tz = TimeZone.getTimeZone(timeZone);
if (!tz.getID().equals(timeZone)) {
String msg =
"The specified time zone " + "\"" + timeZone + "\"" + " does not exist." + LINE_SEP;
msg += "Examples of valid time zones: " + " America/New_York, Europe/London, Asia/Singapore.";
throw new JBookTraderException(msg);
}
sdf = new SimpleDateFormat("MMddyyHHmmss");
// Enforce strict interpretation of date and time formats
sdf.setLenient(false);
sdf.setTimeZone(tz);
}
private void nextRaid(Info info) {
GregorianCalendar nextRaid = raids.get(info.getChannel());
GregorianCalendar now = Utils.getRealDate(info);
int diffMins = (int) ((nextRaid.getTimeInMillis() - now.getTimeInMillis()) / 1000 / 60);
if (nextRaid.compareTo(now) < 0) {
info.sendMessage("There is no future raid set.");
return;
}
String tz = info.getMessage().substring(9).trim();
tz = substituteTimeZone(tz);
TimeZone timeZone;
if (tz.length() == 0) timeZone = tZF("GMT");
else timeZone = tZF(tz);
formatter.setTimeZone(timeZone);
String ret = "The next raid is scheduled for " + formatter.format(nextRaid.getTime());
ret = ret + getTimeDifference(diffMins);
info.sendMessage(ret);
}
public String _tstamp(String args[]) {
String format = "yyyyMMddHHmm";
long now = System.currentTimeMillis();
TimeZone tz = TimeZone.getTimeZone("UTC");
if (args.length > 1) {
format = args[1];
}
if (args.length > 2) {
tz = TimeZone.getTimeZone(args[2]);
}
if (args.length > 3) {
now = Long.parseLong(args[3]);
}
if (args.length > 4) {
domain.warning("Too many arguments for tstamp: " + Arrays.toString(args));
}
SimpleDateFormat sdf = new SimpleDateFormat(format);
sdf.setTimeZone(tz);
return sdf.format(new Date(now));
}
