wehub-resource-sync
251 lines
10 KiB
C#
251 lines
10 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.IO;
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using System.Text;
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using System.Globalization;
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using System.Collections.Concurrent;
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using System.Runtime.CompilerServices;
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namespace QuantConnect.Util
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{
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/// <summary>
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/// Extension methods to fetch data from a <see cref="StreamReader"/> instance
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/// </summary>
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/// <remarks>The value of these methods is performance. The objective is to avoid using
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/// <see cref="StreamReader.ReadLine"/> and having to create intermediate substrings, parsing and splitting</remarks>
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public static class StreamReaderExtensions
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{
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// we use '-1' value as a flag to determine whether we have decimal places or not, so we avoid having another variable required
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private const int NoDecimalPlaces = -1;
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private const char NoMoreData = unchecked((char)-1);
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private const char DefaultDelimiter = ',';
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/// <summary>
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/// Gets a decimal from the provided stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <returns>The decimal read from the stream</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static decimal GetDecimal(this StreamReader stream, char delimiter = DefaultDelimiter)
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{
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return GetDecimal(stream, out _, delimiter);
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}
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/// <summary>
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/// Gets a decimal from the provided stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <param name="pastEndLine">True if end line was past, useful for consumers to know a line ended</param>
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/// <returns>The decimal read from the stream</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static decimal GetDecimal(this StreamReader stream, out bool pastEndLine, char delimiter = DefaultDelimiter)
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{
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long value = 0;
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var decimalPlaces = NoDecimalPlaces;
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var current = (char)stream.Read();
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while (current == ' ')
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{
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current = (char)stream.Read();
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}
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var isNegative = current == '-';
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if (isNegative)
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{
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current = (char)stream.Read();
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}
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pastEndLine = current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData;
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while (!(current == delimiter || pastEndLine || current == ' '))
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{
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if (current == '.')
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{
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decimalPlaces = 0;
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}
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else
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{
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value = value * 10 + (current - '0');
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if (decimalPlaces != NoDecimalPlaces)
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{
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decimalPlaces++;
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}
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}
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current = (char)stream.Read();
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pastEndLine = current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData;
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}
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var lo = (int)value;
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var mid = (int)(value >> 32);
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return new decimal(lo, mid, 0, isNegative, (byte)(decimalPlaces != NoDecimalPlaces ? decimalPlaces : 0));
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}
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/// <summary>
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/// Gets a date time instance from a stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="format">The format in which the date time is</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <returns>The date time instance read</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static DateTime GetDateTime(this StreamReader stream, string format = DateFormat.TwelveCharacter, char delimiter = DefaultDelimiter)
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{
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var current = (char)stream.Read();
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while (current == ' ')
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{
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current = (char)stream.Read();
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}
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var index = 0;
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// we know the exact format we want to parse so we can allocate the char array and not use an expensive string builder
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var data = new char[format.Length];
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while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData))
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{
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data[index++] = current;
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current = (char)stream.Read();
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}
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return DateTime.ParseExact(data,
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format,
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CultureInfo.InvariantCulture);
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}
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/// <summary>
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/// Gets an integer from a stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <returns>The integer instance read</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static int GetInt32(this StreamReader stream, char delimiter = DefaultDelimiter)
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{
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var result = 0;
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var current = (char)stream.Read();
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while (current == ' ')
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{
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current = (char)stream.Read();
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}
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var isNegative = current == '-';
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if (isNegative)
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{
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current = (char)stream.Read();
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}
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while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData || current == ' '))
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{
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result = (current - '0') + result * 10;
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current = (char)stream.Read();
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}
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return isNegative ? result * -1 : result;
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}
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/// <summary>
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/// Gets an integer from a stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <returns>The integer instance read</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static long GetInt64(this StreamReader stream, char delimiter = DefaultDelimiter)
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{
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var result = 0L;
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var current = (char)stream.Read();
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while (current == ' ')
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{
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current = (char)stream.Read();
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}
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var isNegative = current == '-';
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if (isNegative)
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{
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current = (char)stream.Read();
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}
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while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData || current == ' '))
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{
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result = (current - '0') + result * 10L;
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current = (char)stream.Read();
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}
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return isNegative ? result * -1L : result;
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}
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private readonly static ConcurrentBag<StringBuilder> StringBuilders = new();
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/// <summary>
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/// Gets a string from a stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <returns>The string instance read</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string GetString(this StreamReader stream, char delimiter = DefaultDelimiter)
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{
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if (!StringBuilders.TryTake(out var builder))
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{
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builder = new();
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}
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try
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{
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var current = (char)stream.Read();
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while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData))
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{
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builder.Append(current);
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current = (char)stream.Read();
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}
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return builder.ToString();
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}
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finally
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{
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builder.Clear();
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StringBuilders.Add(builder);
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}
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}
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/// <summary>
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/// Gets a character from a stream reader
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/// </summary>
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/// <param name="stream">The data stream</param>
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/// <param name="delimiter">The data delimiter character to use, default is ','</param>
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/// <returns>The string instance read</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static char GetChar(this StreamReader stream, char delimiter = DefaultDelimiter)
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{
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var current = (char)stream.Read();
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var next = (char)stream.Peek();
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if (current == delimiter || current == '\n' || current == '\r' && (next != '\n' || stream.Read() == '\n') || current == NoMoreData)
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{
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return '\0';
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}
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if (next == delimiter || next == '\n' || next == '\r' && stream.Read() == '\r' && stream.Peek() == '\n' || next == NoMoreData)
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{
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// Consume the delimiter
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stream.Read();
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}
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return current;
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}
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}
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}
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