/**
* Copyright (C) 2011-2012 Barchart, Inc. <http://www.barchart.com/>
*
* All rights reserved. Licensed under the OSI BSD License.
*
* http://www.opensource.org/licenses/bsd-license.php
*/
package com.barchart.feed.ddf.historical.provider;
import static com.barchart.feed.ddf.historical.enums.DDF_QueryOrder.*;
import static com.barchart.feed.ddf.historical.enums.DDF_QueryType.*;
import static com.barchart.feed.ddf.instrument.enums.DDF_InstrumentField.*;
import org.joda.time.DateTime;
import org.joda.time.DateTimeZone;
import org.joda.time.format.DateTimeFormat;
import org.joda.time.format.DateTimeFormatter;
import com.barchart.feed.ddf.historical.api.DDF_Query;
import com.barchart.feed.ddf.historical.enums.DDF_QueryEodType;
import com.barchart.feed.ddf.historical.enums.DDF_QueryEodVolume;
import com.barchart.feed.ddf.historical.enums.DDF_QueryOrder;
import com.barchart.feed.ddf.instrument.api.DDF_Instrument;
import com.barchart.feed.ddf.instrument.enums.DDF_InstrumentField;
import com.barchart.feed.ddf.instrument.provider.DDF_InstrumentProvider;
import com.barchart.feed.ddf.settings.api.DDF_Settings;
import com.barchart.feed.ddf.symbol.enums.DDF_ExchangeKind;
import com.barchart.util.ascii.ASCII;
final class CodecHelper {
private CodecHelper() {
}
//
static final String KEYWORD_ERROR = "Error";
//
final static void checkNull(final Object object, final String message) {
if (object == null) {
throw new IllegalArgumentException(message);
}
}
/**
* http://ds01.ddfplus.com/historical/queryticks.ashx?username=USER&password
* = PASS&symbol=GOOG&start=20100601090000&end=201006020900000
*
*/
final static String urlQuery(final DDF_Settings settings,
final DDF_Query<?> query) {
final StringBuilder text = new StringBuilder(256);
final CharSequence server = ConstHistorical.historicalServer(settings);
final CharSequence queryPage = query.type.queryPage;
final CharSequence username = settings.getAuthUser();
final CharSequence password = settings.getAuthPass();
final DDF_Instrument instrument = query.instrument;
final CharSequence symbol = instrument
.get(DDF_InstrumentField.DDF_SYMBOL_HISTORICAL);
final DateTimeZone timeZone = instrument
.get(DDF_InstrumentField.DDF_EXCHANGE).kind.time.zone;
final CharSequence start = requestTime(query.timeStart, timeZone);
final CharSequence end = requestTime(query.timeEnd, timeZone);
final CharSequence maxRecords = query.maxRecords <= 0 ? "" : ""
+ query.maxRecords;
final DDF_QueryOrder resultOrder = query.resultOrder;
final CharSequence order = resultOrder == null ? ASCENDING.code
: resultOrder.code;
final CharSequence interval = query.groupBy <= 1 ? "1" : ""
+ query.groupBy;
final DDF_QueryEodType eodType = query.eodType;
final CharSequence data = eodType == null ? "" : eodType.code;
final DDF_QueryEodVolume eodVolume = query.eodVolume;
final CharSequence volume = eodVolume == null ? "" : eodVolume.code;
text.append(server);
if (server.charAt(server.length() - 1) != '/') {
text.append("/");
}
text.append(queryPage);
text.append("?");
text.append("username=");
text.append(username);
text.append("&");
text.append("password=");
text.append(password);
text.append("&");
text.append("symbol=");
text.append(symbol);
text.append("&");
text.append("start=");
text.append(start);
text.append("&");
text.append("end=");
text.append(end);
text.append("&");
text.append("maxrecords=");
text.append(maxRecords);
text.append("&");
text.append("order=");
text.append(order);
//
if (query.type.isIn(MINUTES, MINUTES_NEARBY, MINUTES_FORM_T,
MINUTES_TREND)) {
text.append("&");
text.append("interval=");
text.append(interval);
}
if (query.type.isIn(TICKS_FORM_T)) {
text.append("&");
text.append("sessionfilter=%2Bt");
// text.append(sessionFilter);
}
//
if (query.type.isIn(END_OF_DAY)) {
text.append("&");
text.append("data=");
text.append(data);
// if (query.instrument.get(DDF_InstrumentField.DDF_EXCHANGE).kind
// == DDF_ExchangeKind.FUTURE) {
// }
// equities now support sum
text.append("&");
text.append("volume=");
text.append(volume);
}
if (query.type.isIn(TICKS_TREND, MINUTES_TREND, END_OF_DAY_TREND)) {
text.append("&");
text.append("trend=");
text.append("y");
}
return text.toString();
}
/**
*
* start: this parameter should be set to the desired start date/time for
* the query (the result
* set will include records back to, and including, this value). If not set,
* the value will default to the beginning of the day specified
* in the end parameter, if end is specified, or
* to the beginning of the current day
* , if end is not specified. The value should conform to the format
*
* yyyymmdd[hhmm[ss]]
*
* , where fields in brackets are optional. Any optional fields that
* are not explicitly set will default to 0 (i.e. 20090203 will default to
* 20090203000000 or February 3, 2009 at 00:00:00).
*
* Note: all times are in Eastern Time for equities and Central Time for
* everything else.
*
*/
static final DateTimeFormatter QUERY_TIME = //
DateTimeFormat.forPattern("yyyyMMddHHmmss");
static final String requestTime(final DateTime dateTime,
final DateTimeZone timeZone) {
if (dateTime == null || timeZone == null) {
return "";
}
final DateTime queryTime = dateTime.withZone(timeZone);
return QUERY_TIME.print(queryTime);
}
static final boolean isFuture(final DDF_Instrument instrument) {
return instrument.get(DDF_InstrumentField.DDF_EXCHANGE).kind == DDF_ExchangeKind.FUTURE;
}
final static String[] splitCSV(final String string) {
return string.split(ASCII.STRING_COMMA);
}
/**
* YYYYMMDD HH:MM:SS.FFF,TRADING_DAY,SESSION_CODE,PRICE,SIZE
*/
static final DateTimeFormatter RESULT_TIME_TICKS = //
DateTimeFormat.forPattern("yyyy-MM-dd HH:mm:ss.SSS");
static long decodeTicksTime(final String string,
final DDF_Instrument instrument) {
return decodeTime(string, instrument, RESULT_TIME_TICKS);
}
static String encodeTicksTime(final long millisUTC,
final DDF_Instrument instrument) {
return encodeTime(millisUTC, instrument, RESULT_TIME_TICKS);
}
/**
* YYYY-MM-DD HH:MM,TRADING_DAY,OPEN,HIGH,LOW,CLOSE,VOLUME
*/
static final DateTimeFormatter RESULT_TIME_MINS = //
DateTimeFormat.forPattern("yyyy-MM-dd HH:mm");
static long decodeMinsTime(final String string,
final DDF_Instrument instrument) {
return decodeTime(string, instrument, RESULT_TIME_MINS);
}
static String encodeMinsTime(final long millisUTC,
final DDF_Instrument instrument) {
return encodeTime(millisUTC, instrument, RESULT_TIME_MINS);
}
/**
* SYMBOL,YYYYMMDD,OPEN,HIGH,LOW,CLOSE,VOLUME[,OPENINTEREST]
*/
static final DateTimeFormatter RESULT_TIME_EOD = //
DateTimeFormat.forPattern("yyyy-MM-dd");
static long decodeEodTime(final String string,
final DDF_Instrument instrument) {
return decodeTime(string, instrument, RESULT_TIME_EOD);
}
static String encodeEodTime(final long millisUTC,
final DDF_Instrument instrument) {
return encodeTime(millisUTC, instrument, RESULT_TIME_EOD);
}
// /
static final int decodeInt(final String string) {
if (isEmpty(string)) {
return 0;
}
return Integer.parseInt(string);
}
static final String encodeInt(final int value) {
return "" + value;
}
static final long decodeLong(final String string) {
if (isEmpty(string)) {
return 0;
}
return Long.parseLong(string);
}
static final String encodeLong(final long value) {
return "" + value;
}
static byte decodeByte(final String string) {
return (byte) string.charAt(0);
}
static long decodeMantissa(final String string, final int exponent) {
final String[] parts = string.split("\\.");
long whole;
int part;
final int spaces;
switch (parts.length) {
default:
case 0:
return 0;
case 1:
whole = decodeLong(parts[0]);
part = 0;
spaces = 0;
break;
case 2:
whole = decodeLong(parts[0]);
part = decodeInt(parts[1]);
spaces = parts[1].length();
break;
}
int thisExp;
thisExp = -spaces;
while (thisExp < 0) {
whole *= 10;
thisExp++;
}
long mantissa = whole + part;
final int instExp = exponent;
thisExp = -spaces;
if (instExp == thisExp) {
return mantissa;
}
while (thisExp < instExp) {
mantissa /= 10;
thisExp++;
}
while (thisExp > instExp) {
mantissa *= 10;
thisExp--;
}
return mantissa;
}
final static String encodeMantissaXXX(final long mantissa,
final int exponent) {
long whole = mantissa;
int e1 = exponent;
while (e1 > 0) {
whole *= 10;
e1--;
}
while (e1 < 0) {
whole /= 10;
e1++;
}
long part = 0;
int e2 = exponent;
if (e2 >= 0) {
part = 0;
} else {
int denom = 1;
while (e2 < 0) {
denom *= 10;
e2++;
}
part = mantissa % denom;
}
if (part == 0) {
return "" + whole;
} else {
// XXX
return "" + whole + "." + part;
}
}
final static String encodeMantissa(final long mantissa, final int exponent) {
if (mantissa == 0) {
return "0";
}
if (exponent >= 0) {
int e = exponent;
long m = mantissa;
while (e > 0) {
m *= 10;
e--;
}
return "" + m;
}
final String string = "" + mantissa;
final int split = string.length() + exponent;
final String whole = string.substring(0, split);
final String part = string.substring(split);
return whole + "." + part;
}
static long decodeTime(final String string,
final DDF_Instrument instrument, final DateTimeFormatter format) {
final DateTimeZone zone = instrument.get(DDF_InstrumentField.DDF_ZONE).zone;
return format.withZone(zone).parseMillis(string);
}
static String encodeTime(final long millisUTC,
final DDF_Instrument instrument, final DateTimeFormatter format) {
final DateTimeZone zone = instrument.get(DDF_InstrumentField.DDF_ZONE).zone;
return format.withZone(zone).print(millisUTC);
}
static final boolean isEmpty(final String string) {
if (string == null || string.length() == 0) {
return true;
}
return false;
}
static DDF_Instrument decodeInstrument(/* local */final String symbol) {
if (isEmpty(symbol)) {
return DDF_InstrumentProvider.NULL_INSTRUMENT;
}
// if (DDF_Symbology.isFutureHistorical(symbol)) {
// symbol = DDF_Symbology.futureNormalFromHistorical(symbol);
// // System.out.println("### YES ###");
// }
return DDF_InstrumentProvider.find(symbol);
}
static String encodeInstrument(final DDF_Instrument instrument,
final long millisUTC) {
if (instrument == null) {
return "";
}
// if (instrument.getSymbol().getType() == DDF_SymbolType.FUTURE) {
// final DateTime dateTime = new DateTime(millisUTC, DateTimeZone.UTC);
// final int year = dateTime.getYearOfCentury();
// final DDF_SymbolFuture symbolDDF = (DDF_SymbolFuture) instrument
// .getSymbol();
// return symbolDDF.getGroup() + symbolDDF.getMonth().code + year;
// }
return instrument.get(DDF_SYMBOL_UNIVERSAL).toString();
}
}