/src/quantlib/ql/utilities/dataparsers.cpp
Line | Count | Source (jump to first uncovered line) |
1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2002, 2003 Decillion Pty(Ltd) |
5 | | Copyright (C) 2006 Joseph Wang |
6 | | Copyright (2) 2009 Mark Joshi |
7 | | Copyright (2) 2009 StatPro Italia srl |
8 | | |
9 | | This file is part of QuantLib, a free-software/open-source library |
10 | | for financial quantitative analysts and developers - http://quantlib.org/ |
11 | | |
12 | | QuantLib is free software: you can redistribute it and/or modify it |
13 | | under the terms of the QuantLib license. You should have received a |
14 | | copy of the license along with this program; if not, please email |
15 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
16 | | <http://quantlib.org/license.shtml>. |
17 | | |
18 | | This program is distributed in the hope that it will be useful, but WITHOUT |
19 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
20 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
21 | | */ |
22 | | |
23 | | #include <ql/utilities/dataparsers.hpp> |
24 | | #include <ql/utilities/null.hpp> |
25 | | #include <ql/time/period.hpp> |
26 | | #include <ql/errors.hpp> |
27 | | #ifndef QL_PATCH_SOLARIS |
28 | | #include <boost/algorithm/string/case_conv.hpp> |
29 | | #include <boost/date_time/gregorian/gregorian.hpp> |
30 | | #endif |
31 | | #include <string> |
32 | | #include <locale> |
33 | | #include <cctype> |
34 | | #if defined(BOOST_NO_STDC_NAMESPACE) |
35 | | namespace std { using ::toupper; } |
36 | | #endif |
37 | | |
38 | | namespace QuantLib { |
39 | | |
40 | 0 | Period PeriodParser::parse(const std::string& str) { |
41 | 0 | QL_REQUIRE(str.length()>1, "period string length must be at least 2"); |
42 | | |
43 | 0 | std::vector<std::string > subStrings; |
44 | 0 | std::string reducedString = str; |
45 | |
|
46 | 0 | Size iPos, reducedStringDim = 100000, max_iter = 0; |
47 | 0 | while (reducedStringDim>0) { |
48 | 0 | iPos = reducedString.find_first_of("DdWwMmYy"); |
49 | 0 | Size subStringDim = iPos+1; |
50 | 0 | reducedStringDim = reducedString.length()-subStringDim; |
51 | 0 | subStrings.push_back(reducedString.substr(0, subStringDim)); |
52 | 0 | reducedString = reducedString.substr(iPos+1, reducedStringDim); |
53 | 0 | ++max_iter; |
54 | 0 | QL_REQUIRE(max_iter<str.length(), "unknown '" << str << "' unit"); |
55 | 0 | } |
56 | | |
57 | 0 | Period result = parseOnePeriod(subStrings[0]); |
58 | 0 | for (Size i=1; i<subStrings.size(); ++i) |
59 | 0 | result += parseOnePeriod(subStrings[i]); |
60 | 0 | return result; |
61 | 0 | } |
62 | | |
63 | 0 | Period PeriodParser::parseOnePeriod(const std::string& str) { |
64 | 0 | QL_REQUIRE(str.length()>1, "single period require a string of at " |
65 | 0 | "least 2 characters"); |
66 | | |
67 | 0 | Size iPos = str.find_first_of("DdWwMmYy"); |
68 | 0 | QL_REQUIRE(iPos==str.length()-1, "unknown '" << |
69 | 0 | str.substr(str.length()-1, str.length()) << "' unit"); |
70 | 0 | TimeUnit units = Days; |
71 | 0 | char abbr = static_cast<char>(std::toupper(str[iPos])); |
72 | 0 | if (abbr == 'D') units = Days; |
73 | 0 | else if (abbr == 'W') units = Weeks; |
74 | 0 | else if (abbr == 'M') units = Months; |
75 | 0 | else if (abbr == 'Y') units = Years; |
76 | |
|
77 | 0 | Size nPos = str.find_first_of("-+0123456789"); |
78 | 0 | QL_REQUIRE(nPos<iPos, "no numbers of " << units << " provided"); |
79 | 0 | Integer n; |
80 | 0 | try { |
81 | 0 | n = std::stoi(str.substr(nPos,iPos)); |
82 | 0 | } catch (std::exception& e) { |
83 | 0 | QL_FAIL("unable to parse the number of units of " << units << |
84 | 0 | " in '" << str << "'. Error:" << e.what()); |
85 | 0 | } |
86 | | |
87 | 0 | return {n, units}; |
88 | 0 | } |
89 | | |
90 | | Date DateParser::parseFormatted(const std::string& str, |
91 | 489 | const std::string& fmt) { |
92 | 489 | #ifndef QL_PATCH_SOLARIS |
93 | 489 | using namespace boost::gregorian; |
94 | | |
95 | 489 | date boostDate; |
96 | 489 | std::istringstream is(str); |
97 | 489 | is.imbue(std::locale(std::locale(), new date_input_facet(fmt))); |
98 | 489 | is >> boostDate; |
99 | 489 | date_duration noDays = boostDate - date(1901, 1, 1); |
100 | 489 | return Date(1, January, 1901) + noDays.days(); |
101 | | #else |
102 | | QL_FAIL("DateParser::parseFormatted not supported under Solaris"); |
103 | | #endif |
104 | 489 | } |
105 | | |
106 | 155 | Date DateParser::parseISO(const std::string& str) { |
107 | 155 | QL_REQUIRE(str.size() == 10 && str[4] == '-' && str[7] == '-', |
108 | 66 | "invalid format"); |
109 | 66 | Integer year = std::stoi(str.substr(0, 4)); |
110 | 66 | Month month = static_cast<Month>(std::stoi(str.substr(5, 2))); |
111 | 66 | Integer day = std::stoi(str.substr(8, 2)); |
112 | | |
113 | 66 | return {day, month, year}; |
114 | 155 | } |
115 | | |
116 | | } |