private String toString(HistPriceDatum d) {
List<String> l = new ArrayList();
l.add(d.getSymbol().toString());
DateFormat df = new SimpleDateFormat("yyyy-MM-dd");
l.add(df.format(d.getTime()));
l.add(d.getOpen().toString());
l.add(d.getHigh().toString());
l.add(d.getLow().toString());
l.add(d.getClose().toString());
l.add(Long.toString(d.getVolume()));
if (d.getAmount() == null) {
l.add(null);
} else {
l.add(d.getAmount().toString());
}
String line = "";
for (String s : l) {
if (s == null) {
line += ",";
} else {
line += s + ",";
}
}
return line.substring(0, line.length() - 1);
}
private List<HistPriceDatum> loadHistPriceData(File f) throws IOException {
List<HistPriceDatum> list = new FixedSizeList(MAX_HISTORICAL_RECORD);
BufferedReader br = new BufferedReader(new FileReader(f));
for (String l = br.readLine(); l != null; l = br.readLine()) {
try {
HistPriceDatum d = toHistPriceDatum(l);
if (d.getVolume() == 0) {
continue; // ignored
}
list.add(d);
} catch (ParseException ex) {
logger.log(Level.WARNING, "Cannot parse " + l, ex);
}
}
br.close();
return list;
}
public void truncate(Date date) {
File dir = new File(DATA_DIR);
File[] allFiles = dir.listFiles();
for (File f : allFiles) {
List<HistPriceDatum> list = new ArrayList();
try {
BufferedReader br = new BufferedReader(new FileReader(f));
for (String l = br.readLine(); l != null; l = br.readLine()) {
try {
HistPriceDatum d = toHistPriceDatum(l);
if (d.getVolume() == 0) {
continue; // ignored
}
if (d.getTime().equals(date)) {
break;
}
list.add(d);
} catch (ParseException ex) {
logger.log(Level.WARNING, "Cannot parse " + l, ex);
}
}
br.close();
try {
BufferedWriter bw = new BufferedWriter(new FileWriter(f));
for (int i = 0; i < list.size(); i++) {
bw.write(toString(list.get(i)));
bw.newLine();
}
bw.flush();
bw.close();
} catch (IOException ex) {
logger.log(Level.WARNING, "Failed to save hist price data into file - " + f, ex);
}
} catch (IOException ex) {
logger.log(Level.WARNING, "", ex);
}
}
}
public void update(Set<Symbol> symbols) {
if (symbols == null || symbols.isEmpty()) {
symbols = getAllSymbols();
}
for (Symbol s : symbols) {
try {
Date from = null;
Date to = TimeServer.now();
HistPriceDatum last = getLastInFile(s);
MarketCalendar cal = Calendars.get(s.getMarket());
if (last == null) {
logger.log(
Level.WARNING,
"{0}: not found data file, will use the default 'start date' to download the all data.",
s);
from = cal.timeAdd(to, -DAYS * cal.getDailyTradingTime());
} else {
from = last.getTime();
if (cal.isInSameDate(from, to)) {
logger.log(
Level.INFO,
"{0}: all data are up to date, no need to download",
new Object[] {s, from, to});
continue; // no need to download since all data are in file
}
from = cal.timeAdd(from, cal.getDailyTradingTime()); // a day ahead
}
logger.log(
Level.INFO, "{0}: downloading price data from {1} to {2}", new Object[] {s, from, to});
download(s, from, to);
logger.log(
Level.INFO, "{0}: Downloaded price data from {1} to {2}", new Object[] {s, from, to});
} catch (Exception ex) {
logger.log(Level.WARNING, s + ": ignored to download/update the hist price", ex);
}
}
}
private HistPriceDatum toHistPriceDatum(String l) throws ParseException {
HistPriceDatum d = new HistPriceDatum();
String[] fs = l.split(",");
int i = 0;
d.setSymbol(new Symbol(fs[i++]));
DateFormat df = new SimpleDateFormat("yyyy-MM-dd");
d.setTime(df.parse(fs[i++]));
d.setOpen(new BigDecimal(fs[i++]));
d.setHigh(new BigDecimal(fs[i++]));
d.setLow(new BigDecimal(fs[i++]));
d.setClose(new BigDecimal(fs[i++]));
d.setVolume(Long.parseLong(fs[i++]));
if (i < fs.length - 1) {
String a = fs[i++];
if (a != null && !a.isEmpty()) {
d.setAmount(new BigDecimal(a));
}
}
return d;
}
