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 | Period PeriodParser::parse(const std::string& str) { |
41 | QL_REQUIRE(str.length()>1, "period string length must be at least 2" ); |
42 | |
43 | std::vector<std::string > subStrings; |
44 | std::string reducedString = str; |
45 | |
46 | Size iPos, reducedStringDim = 100000, max_iter = 0; |
47 | while (reducedStringDim>0) { |
48 | iPos = reducedString.find_first_of(s: "DdWwMmYy" ); |
49 | Size subStringDim = iPos+1; |
50 | reducedStringDim = reducedString.length()-subStringDim; |
51 | subStrings.push_back(x: reducedString.substr(pos: 0, n: subStringDim)); |
52 | reducedString = reducedString.substr(pos: iPos+1, n: reducedStringDim); |
53 | ++max_iter; |
54 | QL_REQUIRE(max_iter<str.length(), "unknown '" << str << "' unit" ); |
55 | } |
56 | |
57 | Period result = parseOnePeriod(str: subStrings[0]); |
58 | for (Size i=1; i<subStrings.size(); ++i) |
59 | result += parseOnePeriod(str: subStrings[i]); |
60 | return result; |
61 | } |
62 | |
63 | Period PeriodParser::parseOnePeriod(const std::string& str) { |
64 | QL_REQUIRE(str.length()>1, "single period require a string of at " |
65 | "least 2 characters" ); |
66 | |
67 | Size iPos = str.find_first_of(s: "DdWwMmYy" ); |
68 | QL_REQUIRE(iPos==str.length()-1, "unknown '" << |
69 | str.substr(str.length()-1, str.length()) << "' unit" ); |
70 | TimeUnit units = Days; |
71 | char abbr = static_cast<char>(std::toupper(c: str[iPos])); |
72 | if (abbr == 'D') units = Days; |
73 | else if (abbr == 'W') units = Weeks; |
74 | else if (abbr == 'M') units = Months; |
75 | else if (abbr == 'Y') units = Years; |
76 | |
77 | Size nPos = str.find_first_of(s: "-+0123456789" ); |
78 | QL_REQUIRE(nPos<iPos, "no numbers of " << units << " provided" ); |
79 | Integer n; |
80 | try { |
81 | n = std::stoi(str: str.substr(pos: nPos,n: iPos)); |
82 | } catch (std::exception& e) { |
83 | QL_FAIL("unable to parse the number of units of " << units << |
84 | " in '" << str << "'. Error:" << e.what()); |
85 | } |
86 | |
87 | return {n, units}; |
88 | } |
89 | |
90 | Date DateParser::parseFormatted(const std::string& str, |
91 | const std::string& fmt) { |
92 | #ifndef QL_PATCH_SOLARIS |
93 | using namespace boost::gregorian; |
94 | |
95 | date boostDate; |
96 | std::istringstream is(str); |
97 | is.imbue(loc: std::locale(std::locale(), new date_input_facet(fmt))); |
98 | is >> boostDate; |
99 | date_duration noDays = boostDate - date(1901, 1, 1); |
100 | return Date(1, January, 1901) + noDays.days(); |
101 | #else |
102 | QL_FAIL("DateParser::parseFormatted not supported under Solaris" ); |
103 | #endif |
104 | } |
105 | |
106 | Date DateParser::parseISO(const std::string& str) { |
107 | QL_REQUIRE(str.size() == 10 && str[4] == '-' && str[7] == '-', |
108 | "invalid format" ); |
109 | Integer year = std::stoi(str: str.substr(pos: 0, n: 4)); |
110 | Month month = static_cast<Month>(std::stoi(str: str.substr(pos: 5, n: 2))); |
111 | Integer day = std::stoi(str: str.substr(pos: 8, n: 2)); |
112 | |
113 | return {day, month, year}; |
114 | } |
115 | |
116 | } |
117 | |