feed.java

EclipseTrader is a stock exchange analysis system, featuring shares pricing watch, intraday and hi

/*
 * Copyright (c) 2004-2007 Marco Maccaferri and others.
 * All rights reserved. This program and the accompanying materials
 * are made available under the terms of the Eclipse Public License v1.0
 * which accompanies this distribution, and is available at
 * http://www.eclipse.org/legal/epl-v10.html
 *
 * Contributors:
 *     Marco Maccaferri - initial API and implementation
 */

package net.sourceforge.eclipsetrader.yahoo;

import java.io.BufferedReader;
import java.io.InputStreamReader;
import java.text.NumberFormat;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.GregorianCalendar;
import java.util.HashMap;
import java.util.Iterator;
import java.util.Locale;
import java.util.Map;
import java.util.TimeZone;

import net.sourceforge.eclipsetrader.core.CorePlugin;
import net.sourceforge.eclipsetrader.core.IFeed;
import net.sourceforge.eclipsetrader.core.db.Bar;
import net.sourceforge.eclipsetrader.core.db.History;
import net.sourceforge.eclipsetrader.core.db.Security;
import net.sourceforge.eclipsetrader.core.db.feed.Quote;

import org.apache.commons.httpclient.HttpClient;
import org.apache.commons.httpclient.HttpMethod;
import org.apache.commons.httpclient.UsernamePasswordCredentials;
import org.apache.commons.httpclient.auth.AuthScope;
import org.apache.commons.httpclient.methods.GetMethod;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import org.eclipse.jface.preference.IPreferenceStore;

public class Feed implements IFeed, Runnable
{
    private Map map = new HashMap();
    private Thread thread;
    private boolean stopping = false;
    private SimpleDateFormat usDateTimeParser = new SimpleDateFormat("MM/dd/yyyy h:mma"); //$NON-NLS-1$
    private SimpleDateFormat usDateParser = new SimpleDateFormat("MM/dd/yyyy"); //$NON-NLS-1$
    private SimpleDateFormat usTimeParser = new SimpleDateFormat("h:mma"); //$NON-NLS-1$
    private NumberFormat numberFormat = NumberFormat.getInstance(Locale.US);
    private Log log = LogFactory.getLog(getClass());

    public Feed()
    {
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#subscribe(net.sourceforge.eclipsetrader.core.db.Security)
     */
    public void subscribe(Security security)
    {
        String symbol = security.getQuoteFeed().getSymbol();
        if (symbol == null || symbol.length() == 0)
            symbol = security.getCode();
        map.put(security, symbol);
        log.info("Subscribed to " + security.getCode() + " - " + security.getDescription()); //$NON-NLS-1$ //$NON-NLS-2$
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#unSubscribe(net.sourceforge.eclipsetrader.core.db.Security)
     */
    public void unSubscribe(Security security)
    {
        map.remove(security);
        log.info("Unsubscribed from " + security.getCode() + " - " + security.getDescription()); //$NON-NLS-1$ //$NON-NLS-2$
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#start()
     */
    public void start()
    {
        if (thread == null)
        {
            stopping = false;
            thread = new Thread(this);
            thread.start();
            log.info("Thread started"); //$NON-NLS-1$
        }
        else
            log.warn("Thread already instantiated"); //$NON-NLS-1$
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#stop()
     */
    public void stop()
    {
        stopping = true;
        if (thread != null)
        {
            try {
                thread.join(30 * 1000);
                log.info("Thread stopped"); //$NON-NLS-1$
            }
            catch (InterruptedException e) {
                log.error(e, e);
            }
            thread = null;
        }
        else
            log.warn("Thread not yet instantiated"); //$NON-NLS-1$
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#snapshot()
     */
    public void snapshot()
    {
        log.info("Snapshot update"); //$NON-NLS-1$
        update();

        boolean updateHistory = YahooPlugin.getDefault().getPreferenceStore().getBoolean(YahooPlugin.PREFS_UPDATE_HISTORY);
        if (updateHistory)
            updateHistory();
    }

    /* (non-Javadoc)
     * @see java.lang.Runnable#run()
     */
    public void run()
    {
        long nextRun = System.currentTimeMillis() + 2 * 1000;

        while (!stopping)
        {
            if (System.currentTimeMillis() >= nextRun)
            {
                update();
                nextRun = System.currentTimeMillis() + 10 * 1000;
            }

            try {
                Thread.sleep(1000);
            } catch (InterruptedException e) {
                // Ignore exception, not important at this time
            }
        }
    }

    private void update()
    {
        // Builds the url for quotes download
        StringBuffer url = new StringBuffer("http://quote.yahoo.com/download/javasoft.beans?symbols="); //$NON-NLS-1$
        for (Iterator iter = map.values().iterator(); iter.hasNext();)
            url = url.append((String) iter.next() + "+"); //$NON-NLS-1$
        if (url.charAt(url.length() - 1) == '+')
            url.deleteCharAt(url.length() - 1);
        url.append("&format=sl1d1t1c1ohgvbap"); //$NON-NLS-1$
        log.debug(url.toString());

        // Read the last prices
        String line = ""; //$NON-NLS-1$
        try
        {
            HttpClient client = new HttpClient();
            client.getHttpConnectionManager().getParams().setConnectionTimeout(5000);

            IPreferenceStore store = CorePlugin.getDefault().getPreferenceStore();
            if (store.getBoolean(CorePlugin.PREFS_ENABLE_HTTP_PROXY))
            {
                client.getHostConfiguration().setProxy(store.getString(CorePlugin.PREFS_PROXY_HOST_ADDRESS), store.getInt(CorePlugin.PREFS_PROXY_PORT_ADDRESS));
                if (store.getBoolean(CorePlugin.PREFS_ENABLE_PROXY_AUTHENTICATION))
                    client.getState().setProxyCredentials(AuthScope.ANY, new UsernamePasswordCredentials(store.getString(CorePlugin.PREFS_PROXY_USER), store.getString(CorePlugin.PREFS_PROXY_PASSWORD)));
            }

            HttpMethod method = new GetMethod(url.toString());
            method.setFollowRedirects(true);
            client.executeMethod(method);

            BufferedReader in = new BufferedReader(new InputStreamReader(method.getResponseBodyAsStream()));
            while ((line = in.readLine()) != null)
            {
                String[] item = line.split(","); //$NON-NLS-1$
                if (line.indexOf(";") != -1) //$NON-NLS-1$
                    item = line.split(";"); //$NON-NLS-1$

                Double open = null, high = null, low = null, close = null;
                Quote quote = new Quote();

                // 2 = Date
                // 3 = Time
                try
                {
                    GregorianCalendar c = new GregorianCalendar(TimeZone.getTimeZone("EST"), Locale.US); //$NON-NLS-1$
                    usDateTimeParser.setTimeZone(c.getTimeZone());
                    usDateParser.setTimeZone(c.getTimeZone());
                    usTimeParser.setTimeZone(c.getTimeZone());

                    String date = stripQuotes(item[2]);
                    if (date.indexOf("N/A") != -1) //$NON-NLS-1$
                        date = usDateParser.format(Calendar.getInstance().getTime());
                    String time = stripQuotes(item[3]);
                    if (time.indexOf("N/A") != -1) //$NON-NLS-1$
                        time = usTimeParser.format(Calendar.getInstance().getTime());
                    c.setTime(usDateTimeParser.parse(date + " " + time)); //$NON-NLS-1$
                    c.setTimeZone(TimeZone.getDefault());
                    quote.setDate(c.getTime());
                }
                catch (Exception e)
                {
                    log.error(e.getMessage() + ": " + line); //$NON-NLS-1$
                }
                // 1 = Last price or N/A
                if (item[1].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    quote.setLast(numberFormat.parse(item[1]).doubleValue());
                // 4 = Change
                // 5 = Open
                if (item[5].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    open = new Double(numberFormat.parse(item[5]).doubleValue());
                // 6 = Maximum
                if (item[6].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    high = new Double(numberFormat.parse(item[6]).doubleValue());
                // 7 = Minimum
                if (item[7].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    low = new Double(numberFormat.parse(item[7]).doubleValue());
                // 8 = Volume
                if (item[8].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    quote.setVolume(numberFormat.parse(item[8]).intValue());
                // 9 = Bid Price
                if (item[9].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    quote.setBid(numberFormat.parse(item[9]).doubleValue());
                // 10 = Ask Price
                if (item[10].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    quote.setAsk(numberFormat.parse(item[10]).doubleValue());
                // 11 = Close Price
                if (item[11].equalsIgnoreCase("N/A") == false) //$NON-NLS-1$
                    close = new Double(numberFormat.parse(item[11]).doubleValue());

                // 0 = Code
                String symbol = stripQuotes(item[0]);
                for (Iterator iter = map.keySet().iterator(); iter.hasNext();)
                {
                    Security security = (Security) iter.next();
                    if (symbol.equalsIgnoreCase((String) map.get(security)))
                    {
                        security.setQuote(quote, open, high, low, close);
                    }
                }
            }
            in.close();
        }
        catch (Exception e)
        {
            log.error(e);
        }
    }

    private String stripQuotes(String s)
    {
        if (s.startsWith("\"")) //$NON-NLS-1$
            s = s.substring(1);
        if (s.endsWith("\"")) //$NON-NLS-1$
            s = s.substring(0, s.length() - 1);
        return s;
    }

    protected void updateHistory()
    {
        for (Iterator iter = map.keySet().iterator(); iter.hasNext();)
        {
            Security security = (Security) iter.next();
            updateHistory(security, security.getQuote());
        }
    }

    /**
     * Updates security's history with quote data if:
     * <li>security's history is not empty
     * <li>quote's date is one day after the last history bar
     * <li>current time is after the end of the financial day as per the security's end date.
     * 
     * @param security
     * @param quote
     */
    protected void updateHistory(Security security, Quote quote)
    {
        // update only if quote's date is the last history date + 1, and the current time is later than the end time in security settings
        History history = security.getHistory();
        if (quote.getDate() != null && (!history.isEmpty()))
        {
            Calendar quoteCalendar = Calendar.getInstance();
            quoteCalendar.setTime(quote.getDate());
            quoteCalendar = new GregorianCalendar(quoteCalendar.get(Calendar.YEAR), quoteCalendar.get(Calendar.MONTH), quoteCalendar.get(Calendar.DAY_OF_MONTH));

            Bar lastBar = (Bar) history.get(history.size() - 1);

            Calendar lastBarDate = Calendar.getInstance();
            lastBarDate.setTime(lastBar.getDate());

            Calendar securityEndTime = Calendar.getInstance();
            securityEndTime.setTime(quote.getDate());
            securityEndTime.set(Calendar.HOUR_OF_DAY, security.getEndTime() / 60);
            securityEndTime.set(Calendar.MINUTE, security.getEndTime() % 60);
            securityEndTime.set(Calendar.SECOND, 0);
            securityEndTime.set(Calendar.MILLISECOND, 0);

            Calendar today = Calendar.getInstance();

            if (quoteCalendar.getTime().after(lastBarDate.getTime()) && today.after(securityEndTime))
            {
                Bar bar = new Bar();
                bar.setDate(quoteCalendar.getTime());
                bar.setOpen(security.getOpen().doubleValue());
                bar.setHigh(security.getHigh().doubleValue());
                bar.setLow(security.getLow().doubleValue());
                bar.setClose(quote.getLast());
                bar.setVolume(quote.getVolume());
                history.add(bar);
                CorePlugin.getRepository().save(history);
            }
        }
    }
}