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CSVReader.cpp
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CSVReader.cpp
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#include "CSVReader.h"
#include <iostream>
#include <fstream>
CSVReader::CSVReader()
{
}
std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFileName)
{
std::vector<OrderBookEntry> entries;
std::ifstream csvFile(csvFileName);
std::string line;
if (csvFile.is_open())
{
while (std::getline(csvFile,line))
{
try
{
OrderBookEntry obe = stringsToOBE(tokenise(line, ','));
entries.push_back(obe);
}
catch(const std::exception& e)
{
std::cout << "CSVReader::readCSV read bad data" << std::endl;
}
}
}
std::cout << "CSVReader::readCSV read " << entries.size() << " entries" << std::endl;
return entries;
}
std::vector<std::string> CSVReader::tokenise(std::string csvLine, char seperator)
{
std::vector<std::string> tokens;
signed int start, end;
std::string token;
start = csvLine.find_first_not_of(seperator, 0);
do
{
end = csvLine.find_first_of(seperator, start);
if (start == csvLine.length() || start == end) break; //nothing more to find
if (end >= 0) token = csvLine.substr(start, end - start); //we found the seperator
else token = csvLine.substr(start, csvLine.length() - start);
tokens.push_back(token);
start = end + 1;
}while(end != std::string::npos);
return tokens;
}
OrderBookEntry CSVReader::stringsToOBE(std::vector<std::string> tokens)
{
double price, amount;
if (tokens.size() != 5)
{
std::cout << "Bad line" << std::endl;
throw std::exception{};
}
//we have 5 tokens
try
{
price = std::stod(tokens[3]);
amount = std::stod(tokens[4]);
}
catch(const std::exception& e)
{
std::cout << "bad float" << std::endl;
throw;
}
OrderBookEntry obe{price,amount,tokens[0],tokens[1],OrderBookEntry::stringToOrderBookType(tokens[2])};
return obe;
}
OrderBookEntry CSVReader::stringsToOBE( std::string priceString,
std::string amountString,
std::string timestamp,
std::string product,
OrderBookType orderType)
{
double price, amount;
try
{
price = std::stod(priceString);
amount = std::stod(amountString);
}
catch(const std::exception& e)
{
std::cout << "CSVReader::stringsToOBE bad float" << priceString << std::endl;
std::cout << "CSVReader::stringsToOBE bad float" << amountString << std::endl;
throw;
}
OrderBookEntry obe{price,amount,timestamp,product,orderType};
return obe;
}