/*
* Copyright (c) 2012 Jeremy Goetsch
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.jgoetsch.ib.handlers;
import java.text.DateFormat;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.util.ArrayList;
import java.util.Date;
import java.util.List;
import com.jgoetsch.tradeframework.OHLC;
import com.jgoetsch.tradeframework.SimpleOHLC;
import com.jgoetsch.tradeframework.data.HistoricalDataSource;
public class HistoricalDataHandler extends BaseIdHandler {
private List<OHLC> data;
private volatile boolean finished;
public HistoricalDataHandler(int tickerId) {
super(tickerId);
this.data = new ArrayList<OHLC>();
this.finished = false;
}
@Override
public int getStatus() {
if (finished)
return STATUS_SUCCESS;
else if (getErrorCode() == 162 || getErrorCode() == 200)
return STATUS_FAILED;
else
return super.getStatus();
}
@Override
protected void onHistoricalData(String date, double open, double high,
double low, double close, int volume, int count, double WAP, boolean hasGaps)
{
if (date.startsWith("finished")) {
synchronized (this) {
finished = true;
this.notifyAll();
}
}
else {
SimpleOHLC ohlc = new SimpleOHLC();
ohlc.setOpen(open);
ohlc.setHigh(high);
ohlc.setLow(low);
ohlc.setClose(close);
ohlc.setVolume(volume * 100);
try {
if (date.length() == 8) {
DateFormat df = new SimpleDateFormat("yyyyMMdd");
df.setTimeZone(HistoricalDataSource.timeZone);
ohlc.setDate(df.parse(date));
}
else
ohlc.setDate(new Date(Long.parseLong(date) * 1000));
}
catch (ParseException e) {
e.printStackTrace();
}
catch (NumberFormatException e) {
e.printStackTrace();
}
synchronized (this) {
data.add(ohlc);
}
}
}
public OHLC[] getData() {
return data.toArray(new OHLC[0]);
}
}