ch.algotrader.util.io.CsvTickWriter.java Source code

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Here is the source code for ch.algotrader.util.io.CsvTickWriter.java

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/***********************************************************************************
 * AlgoTrader Enterprise Trading Framework
 *
 * Copyright (C) 2015 AlgoTrader GmbH - All rights reserved
 *
 * All information contained herein is, and remains the property of AlgoTrader GmbH.
 * The intellectual and technical concepts contained herein are proprietary to
 * AlgoTrader GmbH. Modification, translation, reverse engineering, decompilation,
 * disassembly or reproduction of this material is strictly forbidden unless prior
 * written permission is obtained from AlgoTrader GmbH
 *
 * Fur detailed terms and conditions consult the file LICENSE.txt or contact
 *
 * AlgoTrader GmbH
 * Aeschstrasse 6
 * 8834 Schindellegi
 ***********************************************************************************/
package ch.algotrader.util.io;

import java.io.File;
import java.io.FileWriter;
import java.io.IOException;
import java.util.Date;

import org.apache.commons.io.FileUtils;
import org.supercsv.cellprocessor.CellProcessorAdaptor;
import org.supercsv.cellprocessor.ConvertNullTo;
import org.supercsv.cellprocessor.ift.CellProcessor;
import org.supercsv.io.CsvBeanWriter;
import org.supercsv.prefs.CsvPreference;
import org.supercsv.util.CsvContext;

import ch.algotrader.config.ConfigLocator;
import ch.algotrader.entity.marketData.Tick;

/**
 * SuperCSV Writer that writes {@link Tick Ticks} to the specified CSV-File.
 *
 * @author <a href="mailto:aflury@algotrader.ch">Andy Flury</a>
 */
public class CsvTickWriter {

    //@formatter:off
    private static final String[] header = new String[] { "dateTime", "last", "lastDateTime", "volBid", "volAsk",
            "bid", "ask", "vol" };

    private static final CellProcessor[] processor = new CellProcessor[] { new DateConverter(), //dateTime
            new ConvertNullTo(""), //last
            new DateConverter(), //lastDateTime
            null, //volBid
            null, //volAsk
            new ConvertNullTo(""), //bid
            new ConvertNullTo(""), //ask
            null //vol
    };
    //@formatter:on

    private final CsvBeanWriter writer;

    public CsvTickWriter(File file) throws IOException {

        File parent = file.getParentFile();
        if (!parent.exists()) {
            FileUtils.forceMkdir(parent);
        }

        boolean exists = file.exists();

        this.writer = new CsvBeanWriter(new FileWriter(file, true), CsvPreference.EXCEL_PREFERENCE);

        if (!exists) {
            this.writer.writeHeader(header);
        }
    }

    public CsvTickWriter(String fileName) throws IOException {

        this(new File("files" + File.separator + "tickdata" + File.separator
                + ConfigLocator.instance().getCommonConfig().getDataSet() + File.separator + fileName + ".csv"));
    }

    private static class DateConverter extends CellProcessorAdaptor {

        public DateConverter() {
            super();
        }

        @Override
        public Object execute(final Object value, final CsvContext context) throws NumberFormatException {
            if (value == null) {
                return "";
            }
            final Date date = (Date) value;
            Long result = date.getTime();
            return this.next.execute(result, context);
        }
    }

    public void write(Tick tick) throws IOException {

        this.writer.write(tick, header, processor);
    }

    public void close() throws IOException {

        this.writer.close();
    }
}