nz.co.jsrsolutions.ds3.provider.CMEEodDataProviderCsvParser.java Source code

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Here is the source code for nz.co.jsrsolutions.ds3.provider.CMEEodDataProviderCsvParser.java

Source

/* -*- mode: java; tab-width: 2; indent-tabs-mode: nil; c-basic-offset: 2 -*- */

/*
 * @(#)CMEEodDataProvider.java        
 *
 * Copyright (c) 2013 Argusat Limited
 * 10 Underwood Road, Southampton. UK
 * All rights reserved.
 *
 * This software is the confidential and proprietary information of 
 * Argusat Limited. ("Confidential Information").  You shall not
 * disclose such Confidential Information and shall use it only in
 * accordance with the terms of the license agreement you entered into
 * with Argusat Limited
 */

package nz.co.jsrsolutions.ds3.provider;

import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.io.UnsupportedEncodingException;
import java.util.Vector;

import org.joda.time.DateTime;
import org.joda.time.format.DateTimeFormat;
import org.joda.time.format.DateTimeFormatter;

import nz.co.jsrsolutions.ds3.DataStub.QUOTE;
import nz.co.jsrsolutions.ds3.DataStub.SYMBOL;

public class CMEEodDataProviderCsvParser {

    private Vector<SYMBOL> _symbols;

    private Vector<QUOTE> _quotes;

    public CMEEodDataProviderCsvParser() {

        _symbols = new Vector<SYMBOL>();
        _quotes = new Vector<QUOTE>();

    }

    public void parse(InputStream inputStream) throws EodDataProviderException {

        String line;
        BufferedReader br;
        @SuppressWarnings("unused")
        int lineNumber = 1; // skip the header
        try {
            br = new BufferedReader(new InputStreamReader(inputStream, "UTF-8"));

            line = br.readLine(); // skip the first line (header)

            while ((line = br.readLine()) != null) {
                ++lineNumber;
                // use comma as separator
                String[] columns = line.split(",");

                SYMBOL symbol = new SYMBOL();
                symbol.setCode(columns[4]); // CONTRACT
                symbol.setName(columns[4]); // CONTRACT
                symbol.setLongName(columns[5]); // PRODUCT DESCRIPTION

                _symbols.add(symbol);

                // if there is no settlement for this contract
                // then ignore this quote
                if (columns[13].isEmpty()) {
                    continue;
                }

                QUOTE quote = new QUOTE();
                quote.setSymbol(columns[4]); // CONTRACT
                quote.setName(columns[4]); // CONTRACT
                quote.setDescription(columns[5]); // PRODUCT DESCRIPTION

                if (columns[6].isEmpty()) {
                    quote.setOpen(Double.parseDouble(columns[13])); // SETTLE(?)
                } else {
                    quote.setOpen(Double.parseDouble(columns[6])); // OPEN
                }

                if (columns[11].isEmpty()) {
                    quote.setClose(Double.parseDouble(columns[13])); // SETTLE(?)
                } else {
                    quote.setClose(Double.parseDouble(columns[11])); // CLOSE
                }

                String high = columns[7];
                String low = columns[9];
                if (!high.isEmpty()) {
                    quote.setHigh(Double.parseDouble(high));
                }
                if (!low.isEmpty()) {
                    quote.setLow(Double.parseDouble(low));
                }

                quote.setVolume(Long.parseLong(columns[15]));
                if (columns[14].equals("UNCH")) {
                    quote.setChange(0.0);
                } else {
                    quote.setChange(Double.parseDouble(columns[14]));
                }

                quote.setOpenInterest(Long.parseLong(columns[15]));

                DateTimeFormatter formatter = DateTimeFormat.forPattern("MM/dd/yyyy");
                DateTime dt = formatter.parseDateTime(columns[19]);
                quote.setDateTime(dt.toGregorianCalendar());

                _quotes.add(quote);

            }
        } catch (UnsupportedEncodingException e) {
            throw new EodDataProviderException(e);
        } catch (IOException e) {
            throw new EodDataProviderException(e);
        }

    }

    public Vector<SYMBOL> getSymbols() {
        return _symbols;
    }

    public Vector<QUOTE> getQuotes() {
        return _quotes;
    }

}