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Get a csv file into an array of structs, confused about lite-c
#470687
01/30/18 14:58
01/30/18 14:58
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Joined: Nov 2017
Posts: 39 Germany
easyX
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I am struggeling to read a file line by line. Playing arround with all kind of funtions, some seem not to work? the data looks like this:
2007/01/14,23:50,JPY,M,CoreMachineryOrdersm/m,3.8%,4.2%,2.8%,,03398
2007/01/15,00:30,AUD,M,HomeLoansm/m,-0.6%,0.0%,-0.2%,-0.1%,10266
2007/01/15,02:00,CNY,L,M2MoneySupplyy/y,16.9%,16.7%,16.8%,,24236
2007/01/15,02:00,CNY,M,NewLoans,214B,,194B,,24331
2007/01/15,05:01,USD,N,BankHoliday[AllDay],,,,,03343
First step would be to split the file into it's lines. After that i want to split the values of each line line to copy them into a struct. Now there are c funtions i would like to use e.g. getline() or strsep() but both seems to be missing in litec? Can i add them somehow manually? Or there other function which will work for sure? Often examples in c also use the term != EOF for loops regarded to reading files, but this also does not work in litec? (sometimes -1 or NULL seems to work instead. Iam just very new to all of this and i am so confused, maybe i just do it wrong, but maybe it's all because of lite-c limitations? I would appreciate any help/hint! Edit: just wondering if DataSet handlign would work for the data i got? With dataParse, ... what do you think? And if so how? Kind Regards Isaak
Last edited by easyX; 01/30/18 15:38.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: jcl]
#470694
01/30/18 18:01
01/30/18 18:01
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Thanks for the reply, does dataParse has a problem with ",,,," if there are no values sometimes?
What format string will i need for the example?
"+%Y/%m/%d,%H:%M,s,%c, ??? ,%i "
is it %s or s for the 3 character string (currency, aka market)?
iam unsure about the strings with different lenght and also containing characters like "[" or "/" or "%", only thing for sure is that ',' is the delimiter. so maybe %[^,] ? What about the lenght?
for the values after the name could i use f? would this automatic skip any characters like %,B,K (non numeric, no '.') like it behaves with i??
And after parsing...it stores the data somewhere, but how to access this data, e.g. if i want to find values from a certain day, oder by name, or by id (last value). No idea yet
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: jcl]
#470840
02/08/18 13:40
02/08/18 13:40
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Joined: Jul 2017
Posts: 784
Zheka
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To access data you use a Handle. It is just an int variable, any number convenient for you. Using it in dataParse associates the whole dataset with this variable/number. So, to access data later, just use this variable in functions like dataFind(),dataVar(),etc.. If format for each type of events is constant, then it might be easier to parse one big file into several datasets, per event, with dataParse (int Handle, string Format, string Filename, string Filter): int parses only lines that contain the string Filter. The string is case senstitive and can cover several adjacent fields, including the delimiters. This way only lines with a certain asset name, year number, or other field content are parsed. I personally did not try it, so I do not know the requirements for 'string Filter' and how it should look like. Experiment. To search by date - use dataFind, but do dataSort before. Searching by other fields will be like working with an array, calling dataVar(row,col), dataInt and dataStr. and comparing to the filter value you need.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: Zheka]
#470933
02/13/18 13:07
02/13/18 13:07
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Ok thanks for your input, i am going to try a bit more later. Another thing i am confused right now: i try to import price data with the CSVtoHistory script, (with an older version i think it worked) The point is the Data is formated like this (and it's a huge file (500mb+): 1986.12.01,01:00,0.90110,0.90110,0.90110,0.90110,4 1986.12.01,01:01,0.90110,0.90110,0.90110,0.90110,4 1986.12.01,01:02,0.90110,0.90110,0.90110,0.90110,4 1986.12.01,01:03,0.90110,0.90110,0.90110,0.90110,4 i am using this format code: string Format = "+%Y.%m.%d,%H:%M,f3,f1,f2,f4,f6"; To notice is that there are no seconds, since it's M1 data if i start the parsing script i get an error: Error 058: Bad date 01:01,1.43 (1.43 is the start of the first price for the file i tried in this example) That look like dataparse wants to have the seconds for sure? How to solve this? to Edit the files is not very easy for me as well, if it would be smaller i could just change format of time in excel, but it's to big file, would need to split it into 10+ files The Point is, it must have worked like this in version 1.72.x if i remember right, but not anymore.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: jcl]
#470958
02/14/18 10:02
02/14/18 10:02
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Yeah, noticed that and tested it (also before).
CSVtoHistory compiling...........
Parse HistoryAUDCAD_1_MT4.csv....... Error 058: Bad date 01:00,0.90 - can't parse AUDCAD_1_MT4.csv 0 lines read
This time i used the file where the above Data sample comes from and added the 0 into the format string.
So it seems data parse really WANT to have seconds? Since it's trying to read it, even without putting it into the format string. Maybe if not in format string it should be 0 by default.
Last edited by easyX; 02/14/18 11:12.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: jcl]
#470961
02/14/18 12:56
02/14/18 12:56
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: easyX]
#471361
03/01/18 05:59
03/01/18 05:59
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Joined: Jan 2018
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luisd
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The problem seems to be be that the data back in old history is shifted even more, so somewhere between there was a change.
How long is a trade week? Always 5*24h (in forex) or did it change over the year(s)? If so it would be possible to find the shift (by looking at first and last bar of a week) Use the CME forex futures trading hours for reference. The CFD from FXCM and other brokers align to the CME hours Forex hours use DST.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: luisd]
#471367
03/01/18 11:16
03/01/18 11:16
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But how to get the historic trading hours of the CME forex future?
The problem is that not everywhere in the World they have DST (Japan) or it's slightly different (US compared to EU). So if you need to be sure where in the timeline you are ist very complex and a big mess.
As a simple example .. market open times of all different markets at any time at least since 2002.
First there was a rule change back in 2007 for US DST. Then Japan has no DST. Australia is on the southern hemisphere. So many factors you have to think of. I never found a working indicator e.g. in mt4 who tought about all this and had no mistakes! It seems Zorro so far has the most advanced DST handling.
But stil i somehow have to get my CET backtest data into UTC, even though the data seems not to be 100% consistent with timezone, i think older data is different. My idea is to analyse it week by week, checking if there is data for 5*24h, if so shift itthat it starts 23:00 sunday, but sometimes there is 1h missing, have to see if it's always the first after the weekend then it would be ok (but still not nice that it's missing).
Biggest problem for me is that i am still a big noob in c litec, handling with files for me is very difficult, never did that before at all.
Last edited by easyX; 03/01/18 11:17.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: luisd]
#471504
03/06/18 22:37
03/06/18 22:37
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Ok i figured out that my Data is 100% GMT+1/+2 (central european time) This was made sure by checking for the regular NFP news, it's easy to find/visible and always at the same time. So now knowing this i want to convert my data to UTC for Zorro. How can i add/subtract 1 hour from a time? I also don't really understand Now and NOW why do i need this? can't find any examples how to use this.. (i need clear examples to understand/copy something i haven't done yet, even though its basic)
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: jcl]
#472719
05/15/18 20:19
05/15/18 20:19
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I think I see now the problem. The timestamp has a "," between date and time, but the "," is a delimiter. That's why the parser does not work.
It should be relatively easy to fix that on the parser side. When you can wait for the next beta release, we'll include the fix there.
is this fixed now? didn't worked on this data last weeks But others trying to load data from Tradestation have now same problem.. the missing seconds leading to an dataParse error
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