CSVParser.java

  1. package org.drip.feed.loader;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  12.  *
  13.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  14.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  15.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  16.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  17.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  18.  *      and computational support.
  19.  *  
  20.  *      https://lakshmidrip.github.io/DROP/
  21.  *  
  22.  *  DROP is composed of three modules:
  23.  *  
  24.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  25.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  26.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  27.  *
  28.  *  DROP Product Core implements libraries for the following:
  29.  *  - Fixed Income Analytics
  30.  *  - Loan Analytics
  31.  *  - Transaction Cost Analytics
  32.  *
  33.  *  DROP Portfolio Core implements libraries for the following:
  34.  *  - Asset Allocation Analytics
  35.  *  - Asset Liability Management Analytics
  36.  *  - Capital Estimation Analytics
  37.  *  - Exposure Analytics
  38.  *  - Margin Analytics
  39.  *  - XVA Analytics
  40.  *
  41.  *  DROP Computational Core implements libraries for the following:
  42.  *  - Algorithm Support
  43.  *  - Computation Support
  44.  *  - Function Analysis
  45.  *  - Model Validation
  46.  *  - Numerical Analysis
  47.  *  - Numerical Optimizer
  48.  *  - Spline Builder
  49.  *  - Statistical Learning
  50.  *
  51.  *  Documentation for DROP is Spread Over:
  52.  *
  53.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  54.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  55.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  56.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  57.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  58.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  59.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  60.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  61.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  62.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  63.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  64.  *
  65.  *  Licensed under the Apache License, Version 2.0 (the "License");
  66.  *      you may not use this file except in compliance with the License.
  67.  *  
  68.  *  You may obtain a copy of the License at
  69.  *      http://www.apache.org/licenses/LICENSE-2.0
  70.  *  
  71.  *  Unless required by applicable law or agreed to in writing, software
  72.  *      distributed under the License is distributed on an "AS IS" BASIS,
  73.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  74.  *  
  75.  *  See the License for the specific language governing permissions and
  76.  *      limitations under the License.
  77.  */

  78. /**
  79.  * <i>CSVParser</i> Parses the Lines of a Comma Separated File into appropriate Data Types.
  80.  *
  81.  *  <br><br>
  82.  *  <ul>
  83.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  84.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  85.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/feed/README.md">Load, Transform, and compute Target Metrics across Feeds</a></li>
  86.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/feed/loader/README.md">Reference/Market Data Feed Loader</a></li>
  87.  *  </ul>
  88.  *
  89.  * @author Lakshmi Krishnamurthy
  90.  */

  91. public class CSVParser {

  92.     /**
  93.      * Parse the Contents of the CSV File into a List of String Arrays
  94.      *
  95.      * @param strCSVFile The CSV File
  96.      * @param bIgnoreHeader TRUE - Ignore the Leading Row as a Header
  97.      *
  98.      * @return List of String Arrays
  99.      */

  100.     @SuppressWarnings ("resource") public static final org.drip.feed.loader.CSVGrid StringGrid (
  101.         final java.lang.String strCSVFile,
  102.         final boolean bIgnoreHeader)
  103.     {
  104.         if (null == strCSVFile || strCSVFile.isEmpty()) return null;

  105.         boolean bHeader = true;
  106.         java.lang.String strCSVLine = "";
  107.         java.io.BufferedReader brCSV = null;

  108.         org.drip.feed.loader.CSVGrid csvGrid = new org.drip.feed.loader.CSVGrid();

  109.         try {
  110.             brCSV = new java.io.BufferedReader (new java.io.FileReader (strCSVFile));

  111.             while (null != (strCSVLine = brCSV.readLine())) {
  112.                 java.lang.String[] astrValue = org.drip.numerical.common.StringUtil.Split (strCSVLine, ",");

  113.                 if (null != astrValue && 0 != astrValue.length) {
  114.                     if (!bHeader || !bIgnoreHeader) csvGrid.add (astrValue);

  115.                     bHeader = false;
  116.                 }
  117.             }

  118.             return csvGrid;
  119.         } catch (java.lang.Exception e) {
  120.             e.printStackTrace();
  121.         }

  122.         return null;
  123.     }

  124.     /**
  125.      * Parse the Contents of the CSV File into a List of Named String Arrays
  126.      *
  127.      * @param strCSVFile The CSV File
  128.      *
  129.      * @return List of String Arrays
  130.      */

  131.     @SuppressWarnings ("resource") public static final org.drip.feed.loader.CSVGrid NamedStringGrid (
  132.         final java.lang.String strCSVFile)
  133.     {
  134.         if (null == strCSVFile || strCSVFile.isEmpty()) return null;

  135.         boolean bHeader = true;
  136.         java.lang.String strCSVLine = "";
  137.         java.io.BufferedReader brCSV = null;

  138.         org.drip.feed.loader.CSVGrid csvGrid = new org.drip.feed.loader.CSVGrid();

  139.         try {
  140.             brCSV = new java.io.BufferedReader (new java.io.FileReader (strCSVFile));

  141.             while (null != (strCSVLine = brCSV.readLine())) {
  142.                 java.lang.String[] astrValue = org.drip.numerical.common.StringUtil.Split (strCSVLine, ",");

  143.                 if (null != astrValue && 0 != astrValue.length) {
  144.                     if (bHeader)
  145.                         csvGrid.setHeader (astrValue);
  146.                     else
  147.                         csvGrid.add (astrValue);

  148.                     bHeader = false;
  149.                 }
  150.             }

  151.             return csvGrid;
  152.         } catch (java.lang.Exception e) {
  153.             e.printStackTrace();
  154.         }

  155.         return null;
  156.     }
  157. }