/*
* Encog(tm) Core v3.3 - Java Version
* http://www.heatonresearch.com/encog/
* https://github.com/encog/encog-java-core
* Copyright 2008-2014 Heaton Research, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* For more information on Heaton Research copyrights, licenses
* and trademarks visit:
* http://www.heatonresearch.com/copyright
*/
package org.encog.app.quant.ninja;
import java.io.File;
import java.io.FileWriter;
import java.io.IOException;
import java.io.PrintWriter;
import org.encog.app.analyst.csv.basic.BasicCachedFile;
import org.encog.app.analyst.csv.basic.FileData;
import org.encog.app.quant.QuantError;
import org.encog.util.csv.ReadCSV;
/**
* A simple class that shows how to convert financial data into the
* form that NinjaTrader can recognize. The input data must have CSV
* headers that indicate the following fields:
*
* date
* time
* high
* low
* open
* close
* volume
*
* This data will be rearranged to fit the NinjaTrader format, which is
* documented here:
*
* http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm
*
*/
public class NinjaFileConvert extends BasicCachedFile {
/**
* Process the file and output to the target file.
* @param target The target file to write to.
*/
public final void process(final File target) {
PrintWriter tw = null;
try {
ReadCSV csv = new ReadCSV(this.getInputFilename().toString(),
this.isExpectInputHeaders(), this.getFormat());
tw = new PrintWriter(new FileWriter(target));
resetStatus();
while (csv.next() && !this.shouldStop()) {
StringBuilder line = new StringBuilder();
updateStatus(false);
line.append(this.getColumnData(FileData.DATE, csv));
line.append(" ");
line.append(this.getColumnData(FileData.TIME, csv));
line.append(";");
line.append(getFormat().format(
Double.parseDouble(this.getColumnData(FileData.OPEN,
csv)), this.getPrecision()));
line.append(";");
line.append(getFormat().format(
Double.parseDouble(this.getColumnData(FileData.HIGH,
csv)), this.getPrecision()));
line.append(";");
line.append(getFormat().format(
Double.parseDouble(this
.getColumnData(FileData.LOW, csv)),
this.getPrecision()));
line.append(";");
line.append(getFormat().format(
Double.parseDouble(this.getColumnData(FileData.CLOSE,
csv)), this.getPrecision()));
line.append(";");
line.append(getFormat().format(
Double.parseDouble(this.getColumnData(FileData.VOLUME,
csv)), this.getPrecision()));
tw.println(line.toString());
}
reportDone(false);
csv.close();
tw.close();
} catch (IOException ex) {
throw new QuantError(ex);
} finally {
if( tw!=null ) {
tw.close();
}
}
}
}