/*
* Encog(tm) Core v3.0 - Java Version
* http://www.heatonresearch.com/encog/
* http://code.google.com/p/encog-java/
* Copyright 2008-2011 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.FileWriter;
import java.io.IOException;
import java.io.PrintWriter;
import java.util.ArrayList;
import java.util.Date;
import java.util.List;
import org.encog.Encog;
import org.encog.app.analyst.csv.basic.FileData;
import org.encog.app.quant.QuantError;
import org.encog.util.csv.CSVFormat;
import org.encog.util.time.NumericDateUtil;
/**
* Can be used from within NinjaTrader to export data. This class is usually
* placed inside of a NinjaTrader indicator to export NinjaTrader indicators and
* data.
*
* Ninja Trader, at this point, only directly supports C#. So this class will be
* of limited use on the Java platform.
*/
public class NinjaStreamWriter {
/**
* The precision to use.
*/
private int precision;
/**
* The columns to use.
*/
private final List<String> columns = new ArrayList<String>();
/**
* The output file.
*/
private PrintWriter tw;
/**
* True, if headers are present.
*/
private boolean headers;
/**
* The format of the CSV file.
*/
private CSVFormat format;
/**
* The output line, as it is built.
*/
private StringBuilder line;
/**
* True, if columns were defined.
*/
private boolean columnsDefined;
/**
* Construct the object, and set the defaults.
*/
public NinjaStreamWriter() {
this.precision = Encog.DEFAULT_PRECISION;
this.columnsDefined = false;
}
/**
* Begin a bar, for the specified date/time.
*
* @param dt
* The date/time where the bar begins.
*/
public final void beginBar(final Date dt) {
if (this.tw == null) {
throw new QuantError("Must open file first.");
}
if (this.line != null) {
throw new QuantError("Must call end bar");
}
this.line = new StringBuilder();
this.line.append(NumericDateUtil.date2Long(dt));
this.line.append(this.format.getSeparator());
this.line.append(NumericDateUtil.time2Int(dt));
}
/**
* Close the file.
*/
public final void close() {
if (this.tw == null) {
throw new QuantError("Must open file first.");
}
this.tw.close();
}
/**
* End the current bar.
*/
public final void endBar() {
if (this.tw == null) {
throw new QuantError("Must open file first.");
}
if (this.line == null) {
throw new QuantError("Must call BeginBar first.");
}
if (this.headers && !this.columnsDefined) {
writeHeaders();
}
this.tw.println(this.line.toString());
this.line = null;
this.columnsDefined = true;
}
/**
* @return The precision to use.
*/
public final int getPrecision() {
return this.precision;
}
/**
* Open the file for output.
*
* @param filename
* The filename.
* @param theHeaders
* True, if headers are present.
* @param theFormat
* The CSV format.
*/
public final void open(final String filename, final boolean theHeaders,
final CSVFormat theFormat) {
try {
this.tw = new PrintWriter(new FileWriter(filename));
this.format = theFormat;
this.headers = theHeaders;
} catch (final IOException e) {
throw new QuantError(e);
}
}
/**
* Set the percision to use.
*
* @param thePrecision
* The percision to use.
*/
public final void setPercision(final int thePrecision) {
this.precision = thePrecision;
}
/**
* Store a column.
*
* @param name
* The name of the column.
* @param d
* The value to store.
*/
public final void storeColumn(final String name, final double d) {
if (this.line == null) {
throw new QuantError("Must call BeginBar first.");
}
if (this.line.length() > 0) {
this.line.append(this.format.getSeparator());
}
this.line.append(this.format.format(d, this.precision));
if (!this.columnsDefined) {
this.columns.add(name);
}
}
/**
* Write the headers.
*/
private void writeHeaders() {
if (this.tw == null) {
throw new QuantError("Must open file first.");
}
final StringBuilder theLine = new StringBuilder();
theLine.append(FileData.DATE);
theLine.append(this.format.getSeparator());
theLine.append(FileData.TIME);
for (final String str : this.columns) {
if (theLine.length() > 0) {
theLine.append(this.format.getSeparator());
}
theLine.append("\"");
theLine.append(str);
theLine.append("\"");
}
this.tw.println(theLine.toString());
}
}