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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2002, 2003 Decillion Pty(Ltd)
Copyright (C) 2006 Joseph Wang
Copyright (2) 2009 Mark Joshi
Copyright (2) 2009 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/utilities/dataparsers.hpp>
#include <ql/utilities/null.hpp>
#include <ql/time/period.hpp>
#include <ql/errors.hpp>
#ifndef x64
#include <boost/lexical_cast.hpp>
#endif
#include <boost/algorithm/string/case_conv.hpp>
#include <boost/date_time/gregorian/gregorian.hpp>
#include <locale>
#include <cctype>
#if defined(BOOST_NO_STDC_NAMESPACE)
namespace std { using ::toupper; }
#endif
namespace QuantLib {
namespace io {
Integer to_integer(const std::string& str) {
#ifndef x64
return boost::lexical_cast<Integer>(str.c_str());
#else
return std::atoi(str.c_str());
#endif
}
}
Period PeriodParser::parse(const std::string& str) {
QL_REQUIRE(str.length()>1, "period string length must be at least 2");
std::vector<std::string > subStrings;
std::string reducedString = str;
Size iPos, reducedStringDim = 100000, max_iter = 0;
while (reducedStringDim>0) {
iPos = reducedString.find_first_of("DdWwMmYy");
Size subStringDim = iPos+1;
reducedStringDim = reducedString.length()-subStringDim;
subStrings.push_back(reducedString.substr(0, subStringDim));
reducedString = reducedString.substr(iPos+1, reducedStringDim);
++max_iter;
QL_REQUIRE(max_iter<str.length(), "unknown '" << str << "' unit");
}
Period result = parseOnePeriod(subStrings[0]);
for (Size i=1; i<subStrings.size(); ++i)
result += parseOnePeriod(subStrings[i]);
return result;
}
Period PeriodParser::parseOnePeriod(const std::string& str) {
QL_REQUIRE(str.length()>1, "single period require a string of at "
"least 2 characters");
Size iPos = str.find_first_of("DdWwMmYy");
QL_REQUIRE(iPos==str.length()-1, "unknown '" <<
str.substr(str.length()-1, str.length()) << "' unit");
TimeUnit units = Days;
char abbr = static_cast<char>(std::toupper(str[iPos]));
if (abbr == 'D') units = Days;
else if (abbr == 'W') units = Weeks;
else if (abbr == 'M') units = Months;
else if (abbr == 'Y') units = Years;
Size nPos = str.find_first_of("-+0123456789");
QL_REQUIRE(nPos<iPos, "no numbers of " << units << " provided");
Integer n;
try {
n = io::to_integer(str.substr(nPos,iPos));
//boost::lexical_cast<Integer>(str.substr(nPos,iPos));
} catch (std::exception& e) {
QL_FAIL("unable to parse the number of units of " << units <<
" in '" << str << "'. Error:" << e.what());
}
return Period(n, units);
}
std::vector<std::string> DateParser::split(const std::string& str,
char delim) {
std::vector<std::string> list;
Size sx= str.find(delim), so=0;
while (sx != std::string::npos) {
list.push_back(str.substr(so,sx));
so += sx+1;
sx = str.substr(so).find(delim);
}
list.push_back(str.substr(so));
return list;
}
Date DateParser::parse(const std::string& str, const std::string& fmt) {
std::vector<std::string> slist;
std::vector<std::string> flist;
Integer d=0, m=0, y=0;
slist = split(str,'/');
flist = split(fmt,'/');
if (slist.size() != flist.size())
return Null<Date>();
Size i;
for (i=0;i<flist.size();i++) {
std::string sub = flist[i];
if (boost::algorithm::to_lower_copy(sub) == "dd")
// d = boost::lexical_cast<Integer>(slist[i]);
d = io::to_integer(slist[i]);
else if (boost::algorithm::to_lower_copy(sub) == "mm")
// m = boost::lexical_cast<Integer>(slist[i]);
m = io::to_integer( slist[i]);
else if (boost::algorithm::to_lower_copy(sub) == "yyyy") {
// y = boost::lexical_cast<Integer>(slist[i]);
y = io::to_integer(slist[i]);
if (y < 100)
y += 2000;
}
}
return Date(d,Month(m),y);
}
Date DateParser::parseFormatted(const std::string& str,
const std::string& fmt) {
using namespace boost::gregorian;
date boostDate;
std::istringstream is(str);
is.imbue(std::locale(std::locale(),
new date_input_facet(fmt.c_str())));
is >> boostDate;
date_duration noDays = boostDate - date(1901, 1, 1);
return Date(1, January, 1901) + noDays.days();
}
Date DateParser::parseISO(const std::string& str) {
QL_REQUIRE(str.size() == 10 && str[4] == '-' && str[7] == '-',
"invalid format");
Integer year = //boost::lexical_cast<Integer>(str.substr(0, 4));
io::to_integer(str.substr(0, 4));
Month month =
// static_cast<Month>(boost::lexical_cast<Integer>(str.substr(5, 2)));
static_cast<Month>(io::to_integer(str.substr(5, 2)));
Integer day = //boost::lexical_cast<Integer>(str.substr(8, 2));
static_cast<Month>(io::to_integer(str.substr(8, 2)));
return Date(day, month, year);
}
}
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