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using System;

using System.Collections.Generic;

using System.Linq;

using System.Text;

using System.IO;

using SevenZip;

using System.Windows.Forms;

using QuantBox.Data.Serializer.V2;

namespace SelfDecode

{

class Program

{

private const string TargetDirectory = "SelfDecodeData";

private static string RootDiretory;

private static string[] TargetFileExtents = { "7z", "pd0" };

static void Main(string[] args)

{

//RootDiretory = @"C:\Users\fouvy\Desktop\tmpData";

RootDiretory = System.Environment.CurrentDirectory;

ReadDirectorys(RootDiretory);

}

/// <summary>

/// 读取文件夹极其子文件夹下面全部数据文件

/// </summary>

private static void ReadDirectorys(string pathChosen)

{

Console.WriteLine("Directory: {0}", pathChosen);

string[] files = Directory.GetFiles(pathChosen);

foreach(var file in files)

{

string filename = Path.GetFileName(file);

string[] fe = filename.Split('.');

if(fe.Length == 1)

{

Console.WriteLine("File: OK, {0}", file);

ReadFromFile2Csv(file);

}

else if(TargetFileExtents.Contains(fe[1]))

{

Console.WriteLine("File: OK, {0}", file);

ReadFromFile2Csv(file);

}

else

{

Console.WriteLine("File: Failed, {0}", file);

}

}

string[] dirs = Directory.GetDirectories(pathChosen);

foreach(var dir in dirs)

{

ReadDirectorys(dir);

}

}

private static void ReadFromFile2Csv(string pathChosen)

{

List<PbTickView> listTickView = ReadFromFile(pathChosen);

string targetDir = Path.Combine(RootDiretory, TargetDirectory);

if(!Directory.Exists(targetDir))

{

Directory.CreateDirectory(targetDir);

}

if(listTickView != null)

{

string newfilename = Path.GetFileNameWithoutExtension(pathChosen) + ".csv";

string targetFile = Path.Combine(targetDir, newfilename);

SaveCSV(listTickView, targetFile);

}

}

private static string[] CSVHeaderLine = {"TradingDay","ActionDay","Time","LastPrice","Volume","OpenInterest","Turnover","AveragePrice"};

private static string[] CSVHeaderLineEx = {"AskPrice","AskSize","BidPrice","BidSize"};

private static void SaveCSV(List<PbTickView> listTickView, string fullPathFile)

{

FileStream fs = new FileStream(fullPathFile, System.IO.FileMode.Create, System.IO.FileAccess.Write);

StreamWriter sw = new StreamWriter(fs, System.Text.Encoding.UTF8);

string data = "";

// 头行第一部分

for(int i = 0; i < CSVHeaderLine.Length; ++i)

{

data += CSVHeaderLine[i] + ",";

}

// 第二部分根据档位自动计算

//if(listTickView.Count > 0)

//{

// int nDp = listTickView[0].DepthList.Count;

//}

for (int i = 0; i < CSVHeaderLineEx.Length; ++i)

{

data += CSVHeaderLineEx[i];

if(i != CSVHeaderLineEx.Length-1)

{

data += ",";

}

}

sw.WriteLine(data);

// 写数据

foreach(var tickView in listTickView)

{

data = String.Format("{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11}",

tickView.TradingDay,

tickView.ActionDay,

getTime(tickView),

tickView.LastPrice,

tickView.Volume,

tickView.OpenInterest,

tickView.Turnover,

tickView.AveragePrice,

tickView.DepthList[1].Price,

tickView.DepthList[1].Size,

tickView.DepthList[0].Price,

tickView.DepthList[0].Size

);

sw.WriteLine(data);

}

sw.Close();

fs.Close();

}

private static string getTime(PbTickView pbTickView)

{

return String.Format("{0}:{1}:{2}.{3}",

(pbTickView.Time_HHmm/100).ToString("D2"),

(pbTickView.Time_HHmm%100).ToString("D2"),

(pbTickView.Time_____ssf__ / 10).ToString("D2"),

((pbTickView.Time_____ssf__ % 10) * 100 + pbTickView.Time________ff).ToString("D3")

);

}

private static List<PbTickView> ReadFromFile(string pathChosen)

{

Tuple<Stream, string, double> tuple = ReadToStream(pathChosen);

IEnumerable<PbTick> listTickData;

List<PbTickView> listTickView;

if (tuple == null)

{

return null;

}

Stream stream = tuple.Item1;

try

{

QuantBox.Data.Serializer.PbTickSerializer pts = new QuantBox.Data.Serializer.PbTickSerializer();

listTickData = pts.Read(stream);

PbTickCodec Codec = new PbTickCodec();

listTickView = Codec.Data2View(listTickData, true);

return listTickView;

}

catch (Exception ex)

{

MessageBox.Show(ex.ToString());

return null;

}

}

private static Tuple<Stream, string, double> ReadToStream(string pathChosen)

{

int cnt = 0;

SevenZipExtractor extractor;

try

{

extractor = new SevenZipExtractor(pathChosen);

cnt = extractor.ArchiveFileData.Count;

}

catch (SevenZipException ex)

{

MessageBox.Show(ex.ToString());

return DirectReadToStream(pathChosen);

}

catch (ArgumentException ex)

{

return DirectReadToStream(pathChosen);

}

catch (Exception ex)

{

return DirectReadToStream(pathChosen);

}

List<string> listFileNames = new List<string>();

for (int i = 0; i < cnt; i++)

{

listFileNames.Add(extractor.ArchiveFileNames[i]);

}

string fileName = "default";

MemoryStream stream = new MemoryStream();

try

{

extractor.ExtractFile(fileName, stream);

stream.Position = 0;

}

catch (Exception ex)

{

MessageBox.Show(ex.Message);

return null;

}

double fileLength = stream.Length;

Tuple<Stream, string, double> tuple = new Tuple<Stream, string, double>(stream, fileName, fileLength);

return tuple;

}

private static Tuple<Stream, string, double> DirectReadToStream(string pathChosen)

{

FileStream stream = File.Open(pathChosen, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);

FileInfo fi = new FileInfo(pathChosen);

int index = pathChosen.LastIndexOf(@"\");

string fileName = pathChosen.Substring(index + 1, pathChosen.Length - index - 1);

double fileLength = (double)fi.Length;

Tuple<Stream, string, double> tuple = new Tuple<Stream, string, double>(stream, fileName, fileLength);

return tuple;

}

}

}