Hi,
JBookTrader is great, its ASCII-based format makes things easy to read and
write, but
it also takes a lot of space. This can be annoying, both for copy
operations as well
as as part of backups and such. It is even more the case, if one uses
different assemblies
of files as a basis for different test and optimization operations.
Currently my marketdata directory has more than 5 GB.
If one compresses the data files this leads to a 5:1 - 6:1 ratio in my
experience. Thus, I decided
to provide a zip archive facility.
The following code modifies the Backtestfilereader (and thus both backtest
and optimization)
by introducing the possibility: if a zip-file is given, it opens it, checks
for the same filename without
the zip and reads this, otherwise it simply tries to open the file in the
old way.
Thus, there needs in each zip-file to be exactly one file and the
zip-file-name needs to be
name.txt.zip with a containing file name.txt. This will then be read.
As previous proposals for enclosing in the distribution were not accepted,
I just post the code here.
If someone wants to modify the setup just replace the existing method in
the Backtestfilereader
with this method.
If someone wants: there is certainly room for improvement.
Have fun
Klaus
public BackTestFileReader(String fileName, MarketSnapshotFilter filter)
throws JBookTraderException {
this.filter = filter;
previousDateTimeWithoutSeconds = "";
String zipFileName;
BufferedReader myReader = null;
// KS: Es wird erst überprüft ob der Name mit ZIP endet, wenn ja,
dann wird darin nach
// KS: einer Datei ohne diesen Suffix gesucht und diese geöffnet,
sonst wird die bisherige Strategie
// KS: beibehalten.
if (fileName.toLowerCase().endsWith(".zip")) {
// remove zip-suffix
zipFileName = fileName;
fileName = fileName.substring(0, fileName.length()-4);
// Try to determine whether we got a zip-file that can be used.
try {
ZipFile zf = new ZipFile( zipFileName ); // we assume there is
exactly one entry
ZipEntry entry = zf.entries().nextElement();
myReader = new BufferedReader(new
InputStreamReader(zf.getInputStream(entry)));
} catch (FileNotFoundException fnfe) {
throw new JBookTraderException("Could not find file " + fileName);
} catch (IOException e) {
throw new JBookTraderException("Could not find file " + fileName);
} catch (Exception e) {
throw new JBookTraderException("General Error " + fileName);
}
} else {
try {
myReader = new BufferedReader(new InputStreamReader(new
FileInputStream(fileName)));
} catch (FileNotFoundException fnfe) {
throw new JBookTraderException("Could not find file " + fileName);
}
}
reader = myReader;
fileSize = new File(fileName).length();
}
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