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com.ddfplus.util.Symbol Maven / Gradle / Ivy
/**
* Copyright (C) 2004 - 2015 by Barchart.com, Inc. All Rights Reserved.
*
* This software is the proprietary information of Barchart.com, Inc.
* Use is subject to license terms.
*/
package com.ddfplus.util;
import java.util.ArrayList;
import java.util.List;
import org.joda.time.DateTime;
public class Symbol {
// XXX TIME!ZONE
public static final int _currentYear = new DateTime().getYear();
private static char[] _extendedFuturesMonths = new char[] { 'A', 'B', 'C', 'D', 'E', 'I', 'L', 'O', 'P', 'R', 'S',
'T' };
private static char[] _futuresMonths = new char[] { 'F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z' };
public static int calculateYear(String value) {
int fullYear = 0;
int year = 0;
try {
year = Integer.parseInt(value);
} catch (NumberFormatException e) {
;
}
if (year < 0)
year = 0;
if (year > 1000)
fullYear = year;
else {
if (year < 10) {
fullYear = ((_currentYear / 10) * 10) + year;
if (fullYear < _currentYear)
fullYear += 10;
} else if (year < 100) {
fullYear = ((_currentYear / 100) * 100) + year;
}
}
if (fullYear < 1900)
fullYear = 1900;
return fullYear;
}
public static char getExtendedFuturesMonthCode(int month) {
return _extendedFuturesMonths[month - 1];
}
public static char getFuturesMonthCode(int month) {
return _futuresMonths[month - 1];
}
public static int getMonthFromExtendedFuturesCode(char c) {
for (int i = 0; i < _extendedFuturesMonths.length; i++) {
if (c == _extendedFuturesMonths[i])
return (i + 1);
}
return 0;
}
public static int getMonthFromFuturesCode(char c) {
for (int i = 0; i < _futuresMonths.length; i++) {
if (c == _futuresMonths[i])
return (i + 1);
}
return 0;
}
public static SymbolType getSymbolType(String symbol) {
if (symbol.startsWith("_S_"))
return SymbolType.Future_Spread;
else if (symbol.startsWith("_"))
return SymbolType.Test;
else if (symbol.length() > 0) {
if (symbol.endsWith(".CF"))
return SymbolType.Fund_CAN;
boolean hasNumbers = false;
char[] ca = symbol.toCharArray();
if (ca[0] == '$')
return SymbolType.Index;
else if (ca[0] == '^')
return SymbolType.Forex;
else if (ca[0] == '-')
return SymbolType.Equity_US; // Actually a Sector.
else if (symbol.endsWith(".F"))
return SymbolType.Forex;
else if (symbol.endsWith(".AX"))
return SymbolType.Equity_AX;
else if ((symbol.endsWith(".TO")) || (symbol.endsWith(".VN")) || (symbol.endsWith(".CN")))
return SymbolType.Equity_CAN;
else if (symbol.endsWith(".LS"))
return SymbolType.Equity_LSE;
else if (symbol.endsWith(".NS"))
return SymbolType.Equity_NSE;
for (int i = 0; i < ca.length; i++) {
if (Character.isDigit(ca[i])) {
hasNumbers = true;
break;
}
}
// If the symbol is too short, or the month code is a digit
if (hasNumbers) {
if (symbol.length() < 3)
hasNumbers = false;
}
if (!hasNumbers) {
if ((symbol.length() == 5) && (symbol.endsWith("X"))) {
for (char c : ca) {
if ((c == '-') || (c == '.'))
return SymbolType.Equity_US;
}
return SymbolType.Fund;
} else
return SymbolType.Equity_US;
} else {
if (Character.isDigit(ca[ca.length - 1]))
return SymbolType.Future;
else
return SymbolType.Future_Option;
}
} else
return SymbolType.Unknown;
}
private static String[] splitSymbol(String symbol) {
SymbolType type = getSymbolType(symbol);
return splitSymbol(symbol, type);
}
private static String[] splitSymbol(String symbol, SymbolType type) {
String[] parts = null;
switch (type) {
case Future:
parts = new String[3]; // Commodity Code, Month, Year
if (symbol.length() == 6) {
parts[0] = symbol.substring(0, 3);
parts[1] = symbol.substring(3, 4);
parts[2] = symbol.substring(4, 6);
} else {
parts[0] = parts[1] = parts[2] = "";
boolean year = true;
for (int i = symbol.length(); i > 0; i--) {
char c = symbol.charAt(i - 1);
if (year) {
if (Character.isDigit(c))
parts[2] = c + parts[2];
else {
parts[1] = "" + c;
year = false;
}
} else
parts[0] = "" + c + parts[0];
}
parts[0] = parts[0].trim();
parts[2] = parts[2].trim();
}
return parts;
case Future_Option:
String[] sa = symbol.split("\\|");
if (sa.length == 2) {
parts = new String[4];
String[] sb = splitSymbol(sa[0]);
parts[0] = sb[0];
parts[1] = sb[1];
parts[2] = sa[1].substring(0, sa[1].length() - 1);
parts[3] = sa[1].substring(sa[1].length() - 1, sa[1].length());
return parts;
} else {
parts = new String[4];
parts[3] = symbol.substring(symbol.length() - 1);
parts[2] = "";
int pos = symbol.length() - 2;
while (pos > 0) {
if (Character.isDigit(symbol.charAt(pos)))
parts[2] = symbol.charAt(pos) + parts[2];
else
break;
pos--;
}
parts[1] = "" + Character.toUpperCase(symbol.charAt(pos));
parts[0] = symbol.substring(0, pos).toUpperCase();
return parts;
}
default:
return null;
}
}
private final String _symbol;
private final String _commodityCode;
private final char _month;
private final OptionType _optionType;
private final String _strike;
private final SymbolType _type;
private final int _year;
private final String _spreadType;
private final List _spreadLegs;
public Symbol(String symbol) {
this._symbol = symbol;
this._type = Symbol.getSymbolType(symbol);
switch (this._type) {
case Future: {
String[] sa = Symbol.splitSymbol(symbol);
this._commodityCode = sa[0];
this._month = (sa[1].length() > 0) ? sa[1].charAt(0) : '\0';
this._year = Symbol.calculateYear(sa[2]);
this._optionType = null;
this._strike = null;
this._spreadType = null;
this._spreadLegs = null;
break;
}
case Future_Option: {
String[] sa = Symbol.splitSymbol(symbol);
this._commodityCode = sa[0];
this._month = (sa[1].length() > 0) ? sa[1].charAt(0) : '\0';
this._strike = sa[2];
char cp = sa[3].charAt(0);
if (cp >= 'P') {
this._optionType = OptionType.Put;
this._year = _currentYear + (cp - 'P');
} else {
this._optionType = OptionType.Call;
this._year = _currentYear + (cp - 'C');
}
this._spreadType = null;
this._spreadLegs = null;
break;
}
case Future_Spread: {
String[] sa = symbol.split("_");
String spreadType = null;
List legs = new ArrayList();
if (sa.length > 3) {
int count = 0;
for (String s2 : sa) {
s2 = s2.trim();
if (count < 2) {
;
} else if (count == 2)
spreadType = s2;
else if (s2.length() > 0)
legs.add(new Symbol(s2));
count++;
}
}
if (spreadType != null) {
this._spreadType = spreadType;
this._spreadLegs = legs;
Symbol s = legs.get(0);
this._commodityCode = s.getCommodityCode();
this._month = s.getMonth();
this._year = s.getYear();
} else {
this._spreadType = null;
this._spreadLegs = null;
this._commodityCode = null;
this._month = '\0';
this._year = 0;
}
this._optionType = null;
this._strike = null;
break;
}
default:
this._commodityCode = null;
this._month = '\0';
this._optionType = OptionType.None;
this._strike = null;
this._year = 0;
this._spreadType = null;
this._spreadLegs = null;
break;
}
}
@Override
public boolean equals(Object o) {
if (o instanceof Symbol) {
Symbol s = (Symbol) o;
switch (s._type) {
case Future:
return ((this._commodityCode.equals(s._commodityCode)) && (this._month == s._month) && (this._year == s._year));
case Future_Option:
return ((this._commodityCode.equals(s._commodityCode)) && (this._month == s._month)
&& (this._year == s._year) && (this._strike.equals(s._strike)) && (this._optionType == s._optionType));
default:
return ((this._symbol.equals(s._symbol)) && (this._type == s._type));
}
}
return false;
}
public String getCommodityCode() {
return this._commodityCode;
}
public char getMonth() {
return this._month;
}
public OptionType getOptionType() {
return _optionType;
}
public String getNormalizedSymbol() {
switch (this._type) {
case Future:
StringBuilder sb = new StringBuilder(this._commodityCode);
sb.append(this._month);
sb.append(Integer.toString(_year).substring(2, 4));
return sb.toString();
default:
return this._symbol;
}
}
public String getShortSymbol() {
switch (this._type) {
case Future: {
char c_mo = _month;
if (_currentYear < _year - 9) {
int mon = Symbol.getMonthFromFuturesCode(_month);
if (mon == 0)
return _symbol;
// XXX TIME!ZONE
int mon2 = new DateTime().getMonthOfYear() + 1;
if ((_currentYear < _year + 10) || (mon > mon2))
c_mo = Symbol.getExtendedFuturesMonthCode(mon);
}
return _commodityCode + c_mo + Integer.toString(_year).substring(3, 4);
}
default:
return this._symbol;
}
}
public List getSpreadLegs() {
return this._spreadLegs;
}
public String getSpreadType() {
return this._spreadType;
}
public String getStrike() {
return _strike;
}
public String getSymbol() {
return _symbol;
}
public SymbolType getSymbolType() {
return this._type;
}
public int getYear() {
return this._year;
}
}
