dataparsers.cpp

/* -*- 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 QL_PATCH_SOLARIS
#include <boost/algorithm/string/case_conv.hpp>
#include <boost/date_time/gregorian/gregorian.hpp>
#endif
#include <string>
#include <locale>
#include <cctype>
#if defined(BOOST_NO_STDC_NAMESPACE)
    namespace std { using ::toupper; }
#endif
 
namespace QuantLib {
 
    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 = std::stoi(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 {n, units};
    }
 
    Date DateParser::parseFormatted(const std::string& str,
                                    const std::string& fmt) {
        #ifndef QL_PATCH_SOLARIS
        using namespace boost::gregorian;
 
        date boostDate;
        std::istringstream is(str);
        is.imbue(std::locale(std::locale(), new date_input_facet(fmt)));
        is >> boostDate;
        date_duration noDays = boostDate - date(1901, 1, 1);
        return Date(1, January, 1901) + noDays.days();
        #else
        QL_FAIL("DateParser::parseFormatted not supported under Solaris");
        #endif
    }
 
    Date DateParser::parseISO(const std::string& str) {
        QL_REQUIRE(str.size() == 10 && str[4] == '-' && str[7] == '-',
                   "invalid format");
        Integer year = std::stoi(str.substr(0, 4));
        Month month = static_cast<Month>(std::stoi(str.substr(5, 2)));
        Integer day = std::stoi(str.substr(8, 2));
 
        return {day, month, year};
    }
 
}