package com.activequant.utils;
import java.text.SimpleDateFormat;
import java.util.Date;
import org.springframework.context.ApplicationContext;
import org.springframework.context.support.ClassPathXmlApplicationContext;
import com.activequant.archive.IArchiveFactory;
import com.activequant.archive.IArchiveReader;
import com.activequant.archive.TSContainer;
import com.activequant.archive.TimeSeriesIterator;
import com.activequant.domainmodel.TimeFrame;
import com.activequant.domainmodel.TimeStamp;
import com.activequant.domainmodel.Tuple;
/**
* Exports market data from the archive.
*
* @author ustaudinger
*
*/
// WORK IN PROGRESS.
public class ExportMarketDataCSV {
private final ApplicationContext appContext;
private IArchiveFactory archiveFactory;
private SimpleDateFormat sdf = new SimpleDateFormat("yyyyMMdd");
public ExportMarketDataCSV(final String mdprovider, String springInitFile, TimeFrame inTimeFrame, String mdiId, String startDate, String stopDate,
String[] fields) throws Exception {
appContext = new ClassPathXmlApplicationContext(springInitFile);
archiveFactory = appContext.getBean("archiveFactory", IArchiveFactory.class);
Date d1 = sdf.parse(startDate);
Date d2 = sdf.parse(stopDate);
System.out.println(d1.getTime());
System.out.println(d2.getTime());
//
TimeStamp startTS = new TimeStamp(sdf.parse(startDate));
TimeStamp stopTS = new TimeStamp(sdf.parse(stopDate));
IArchiveReader iar = archiveFactory.getReader(inTimeFrame);
for (String value : fields) {
TSContainer container = iar.getTimeSeries(mdiId, value, startTS, stopTS);
TimeSeriesIterator iterator = iar.getTimeSeriesStream(mdiId, value, startTS, stopTS);
while (iterator.hasNext()) {
Tuple<TimeStamp, Double> val = iterator.next();
System.out.println(val.getA().getNanoseconds() + "," + val.getB());
}
}
//
}
/**
* @param args
*/
public static void main(String[] args) throws Exception {
System.out.println("Exporter <mdprovider> <springfile> <timeframe>" + " <mdiid> <startts> <stopts> <series keys in \" and sep by ,> ");
String mdprovider = args[0];
String springFile = args[1];
String timeFrame = args[2];
String mdiId = args[3];
String startTs = args[4];
String stopTs = args[5];
String seriesKeys = args[6];
new ExportMarketDataCSV(mdprovider, springFile, TimeFrame.valueOf(timeFrame), mdiId, startTs, stopTs, seriesKeys.split(","));
}
}