80 lines
2.1 KiB
C++
80 lines
2.1 KiB
C++
#include "CSVReader.h"
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#include <iostream>
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#include <fstream>
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CSVReader::CSVReader()
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{
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}
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std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFilename)
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{
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std::vector<OrderBookEntry> entries;
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std::ifstream csvFile{csvFilename};
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std::string line;
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if (csvFile.is_open())
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{
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while(std::getline(csvFile, line))
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{
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try {
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OrderBookEntry obe = stringsToOBE(tokenise(line, ','));
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entries.push_back(obe);
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}catch(const std::exception& e)
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{
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//std::cout << "CSVReader::readCSV bad data" << std::endl;
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}
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}// end of while
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}
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std::cout << "CSVReader::readCSV read " << entries.size() << " entries" << std::endl;
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return entries;
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}
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std::vector<std::string> CSVReader::tokenise(std::string csvLine, char separator)
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{
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std::vector<std::string> tokens;
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signed int start, end;
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std::string token;
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start = csvLine.find_first_not_of(separator, 0);
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do{
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end = csvLine.find_first_of(separator, start);
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if (start == csvLine.length() || start == end) break;
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if (end >= 0) token = csvLine.substr(start, end - start);
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else token = csvLine.substr(start, csvLine.length() - start);
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tokens.push_back(token);
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start = end + 1;
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}while(end > 0);
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return tokens;
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}
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OrderBookEntry CSVReader::stringsToOBE(std::vector<std::string> tokens)
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{
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double price, amount;
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if (tokens.size() != 5) // bad
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{
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//std::cout << "Bad line " << std::endl;
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throw std::exception{};
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}
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// we have 5 tokens
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try {
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price = std::stod(tokens[3]);
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amount = std::stod(tokens[4]);
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}catch(const std::exception& e){
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std::cout << "Bad float! " << tokens[3]<< std::endl;
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std::cout << "Bad float! " << tokens[4]<< std::endl;
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throw;
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}
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OrderBookEntry obe{price,
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amount,
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tokens[0],
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tokens[1],
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OrderBookEntry::stringToOrderBookType(tokens[2])};
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return obe;
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}
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