目的
C#上でMetaTraderのHSTファイルを扱いたい。
⇒CSVでごにょごにょしたり，C#上で解析できるかも？
開発環境
- Microsoft Visual Studio Community 2019
- Version 16.11.9
- Microsoft .NET Framework Version 4.8.09032
データフォーマットについて
バージョン400とそれ以外で少しフォーマット違うようなので，その辺も考慮します。
最初にはデータのヘッダ部分が含まれていて，この中にバージョン情報も含まれるので，
- ヘッダを読む
- ヘッダ情報をもとに400とそれ以外で処理を分ける
ということになると思います。
色々調べた結果，ヘッダー部分は，
int version;
byte[] copyRight64 = new byte[64];
string copyRight = "";
byte[] symbol12 = new byte[12];
string symbol;
int period;
int digits;
int timeSign, lastSync;
submitbtn.Text = "実行中";
byte[] buf;
using (FileStream fileStream = new FileStream(srcPath.Text, FileMode.Open, FileAccess.Read))
{
long size;
size = fileStream.Length;
buf = new Byte[size];
fileStream.Read(buf, 0, (int)size);
}
//datasize
int datasize = (buf.Length - 37 * 4) / 44;
//バージョンの読込
version = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//CopyRightの読込
Buffer.BlockCopy(buf, position, copyRight64, 0, 64);
copyRight = System.Text.Encoding.UTF8.GetString(copyRight64).TrimEnd('\0');
position += 64; //64byte
//Symbolの読込
Buffer.BlockCopy(buf, position, symbol12, 0, 12);
symbol = (System.Text.Encoding.UTF8.GetString(symbol12)).TrimEnd('\0');
position += 12; //12byte
//Periodの読込
period = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//Digitsの読込
digits = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//TimeSignの読込
timeSign = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//lastSyncの読込
lastSync = BitConverter.ToInt32(buf, position);
position += 4; //4byte
position += 4 * 13; //4byte
string statusStr = "HSTファイルのバージョン:" + version.ToString() + "\r\n" +
"" + copyRight.Trim() + "\r\n" +
"通貨ペア:" + symbol.Trim() + "\r\n" +
"Period:" + period + "\r\n" +
"Digits:" + digits + "\r\n" +
"TimeSign:" + (new System.DateTime(1970, 1, 1).AddSeconds(timeSign)).ToString("yyyy/MM/dd-hh:mm") + "\r\n" +
"LastSync:" + lastSync;
で読めるんじゃなかろうかと思います。
レイアウト
レイアウトはこんな感じにしました。
ボタンを3つ用意して，変換元と変換後，実行ボタンです。
最終的にはごにょごにょ読み込んで，プログレスバーを更新しながら，CSVに変換したいと思います。
ソースコード
private string srcPathSelect(int mode)
{
if (mode == 0)
{
string str;
srcPath.Text = "";
OpenFileDialog openFileDialog = new OpenFileDialog();
openFileDialog.InitialDirectory = "";
openFileDialog.Filter = "HSTファイル(*.hst)|*.hst|すべてのファイル(*.*)|*.*";
openFileDialog.FilterIndex = 1;
openFileDialog.Title = "開くファイルを選択してください";
openFileDialog.RestoreDirectory = true;
//ダイアログを表示する
if (openFileDialog.ShowDialog() == DialogResult.OK)
str = openFileDialog.FileName;
else
str = "";
return str;
}
else
{
string str;
srcCSVPath.Text = "";
OpenFileDialog openFileDialog = new OpenFileDialog();
openFileDialog.InitialDirectory = "";
openFileDialog.Filter = "csvファイル(*.csv)|*.csv|すべてのファイル(*.*)|*.*";
openFileDialog.FilterIndex = 1;
openFileDialog.Title = "開くファイルを選択してください";
openFileDialog.RestoreDirectory = true;
//ダイアログを表示する
if (openFileDialog.ShowDialog() == DialogResult.OK)
{
str = openFileDialog.FileName;
dstHSTpath.Text = Path.GetDirectoryName(openFileDialog.FileName)+"\\"+ Path.GetFileNameWithoutExtension(openFileDialog.FileName) + "_v2.csv";
}
else
str = "";
return str;
}
}
private string dstPathSelect(int mode)
{
if (mode == 0)
{
string str;
dstPath.Text = "";
SaveFileDialog saveFileDialog = new SaveFileDialog();
saveFileDialog.InitialDirectory = "";
saveFileDialog.Filter = "csvファイル(*.csv)|*.csv";
saveFileDialog.Title = "保存するファイルを選択してください";
saveFileDialog.RestoreDirectory = true;
saveFileDialog.CheckFileExists = false;
//ダイアログを表示する
if (saveFileDialog.ShowDialog() == DialogResult.OK)
str = saveFileDialog.FileName;
else
str = "";
return str;
}
else
{
string str;
dstPath.Text = "";
SaveFileDialog saveFileDialog = new SaveFileDialog();
saveFileDialog.InitialDirectory = "";
saveFileDialog.Filter = "hstファイル(*.hst)|*.hst";
saveFileDialog.Title = "保存するファイルを選択してください";
saveFileDialog.RestoreDirectory = true;
saveFileDialog.CheckFileExists = false;
//ダイアログを表示する
if (saveFileDialog.ShowDialog() == DialogResult.OK)
str = saveFileDialog.FileName;
else
str = "";
return str;
}
}
private void SrcPath_TextChanged(object sender, EventArgs e)
{
}
private void SrcPath_DoubleClick(object sender, EventArgs e)
{
srcPath.Text = srcPathSelect(0);
}
private void SelectSrcbtn_Click(object sender, EventArgs e)
{
srcPath.Text = srcPathSelect(0);
}
private void SelectDstbtn_Click(object sender, EventArgs e)
{
dstPath.Text = dstPathSelect(0);
}
private void DstPath_DoubleClick(object sender, EventArgs e)
{
dstPath.Text = dstPathSelect(0);
}
private void Submitbtn_Click(object sender, EventArgs e)
{
if (srcPath.Text == "") return;
if (dstPath.Text == "") return;
int position = 0;
int version;
byte[] copyRight64 = new byte[64];
string copyRight = "";
byte[] symbol12 = new byte[12];
string symbol;
int period;
int digits;
int timeSign, lastSync;
submitbtn.Text = "実行中";
byte[] buf;
using (FileStream fileStream = new FileStream(srcPath.Text, FileMode.Open, FileAccess.Read))
{
long size;
size = fileStream.Length;
buf = new Byte[size];
fileStream.Read(buf, 0, (int)size);
}
//datasize
int datasize = (buf.Length - 37 * 4) / 44;
//バージョンの読込
version = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//CopyRightの読込
Buffer.BlockCopy(buf, position, copyRight64, 0, 64);
copyRight = System.Text.Encoding.UTF8.GetString(copyRight64).TrimEnd('\0');
position += 64; //64byte
//Symbolの読込
Buffer.BlockCopy(buf, position, symbol12, 0, 12);
symbol = (System.Text.Encoding.UTF8.GetString(symbol12)).TrimEnd('\0');
position += 12; //12byte
//Periodの読込
period = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//Digitsの読込
digits = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//TimeSignの読込
timeSign = BitConverter.ToInt32(buf, position);
position += 4; //4byte
//lastSyncの読込
lastSync = BitConverter.ToInt32(buf, position);
position += 4; //4byte
position += 4 * 13; //4byte
//jikoku 4byte, open 8byte(double) , low 8byte(double) , high 8byte(double) , close 8byte(double) , vol 8byte(double) 全部で44byte
string statusStr = "HSTファイルのバージョン:" + version.ToString() + "\r\n" +
"" + copyRight.Trim() + "\r\n" +
"通貨ペア:" + symbol.Trim() + "\r\n" +
"Period:" + period + "\r\n" +
"Digits:" + digits + "\r\n" +
"TimeSign:" + (new System.DateTime(1970, 1, 1).AddSeconds(timeSign)).ToString("yyyy/MM/dd-hh:mm") + "\r\n" +
"LastSync:" + lastSync;
statusBox1.Text = statusStr;
if (version == 400)
HST2CSV400(datasize, position, buf);
else
HST2CSV401(datasize, position, buf);
//Console.WriteLine("version:" + version);
}
async void HST2CSV400(int datasize, int position, byte[] buf)
{
string src = srcPath.Text;
string dst = dstPath.Text;
progressBar1.Value = 0;
progressBar1.Maximum = 100;
await Task.Run(() =>
{
DateTime[] jikoku;
double[] open;
double[] low;
double[] high;
double[] close;
double[] vol;
jikoku = new DateTime[datasize];
open = new double[datasize];
low = new double[datasize];
high = new double[datasize];
close = new double[datasize];
vol = new double[datasize];
using (System.IO.StreamWriter sw = new System.IO.StreamWriter(dst, false, System.Text.Encoding.GetEncoding("shift_jis")))
{
sw.Write("time,open,low,high,close,vol\r\n");
for (int i = 0; i < datasize; i++)
{
jikoku[i] = new System.DateTime(1970, 1, 1).AddSeconds(BitConverter.ToInt32(buf, position));
//Buffer.BlockCopy(buf, position, a, 0, 4);
//sjikoku[i] = System.Text.Encoding.ASCII.GetString(a);
position += 4; //4byte
// sw.Write(jikoku[i].ToString("yyyy/MM/dd-hh:mm") + ",");
open[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
// sw.Write(open[i].ToString() + ",");
low[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
// sw.Write(low[i].ToString() + ",");
high[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
//sw.Write(high[i].ToString() + ",");
close[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
//sw.Write(close[i].ToString() + ",");
vol[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
//if ((i) % 10 == 0)
// progressBarUpdate(100 * i / (datasize));
//sw.Write(vol[i].ToString() + "\r\n");
}
}
});
progressBarUpdate(100);
MessageBox.Show("終わりました！");
submitbtn.Text = "実行";
}
async void HST2CSV401(int datasize, int position, byte[] buf)
{
string src = srcPath.Text;
string dst = dstPath.Text;
progressBar1.Value = 0;
progressBar1.Maximum = 100;
await Task.Run(() =>
{
DateTime[] jikoku;
double[] open;
double[] low;
double[] high;
double[] close;
double[] vol;
int[] spread;
double[] rvol;
jikoku = new DateTime[datasize];
open = new double[datasize];
low = new double[datasize];
high = new double[datasize];
close = new double[datasize];
vol = new double[datasize];
spread = new int[datasize];
rvol = new double[datasize];
using (System.IO.StreamWriter sw = new System.IO.StreamWriter(dst, false, System.Text.Encoding.GetEncoding("shift_jis")))
{
sw.Write("time,open,high,low,close,vol,spread,real_volume\r\n");
for (int i = 0; i < datasize; i++)
{
jikoku[i] = new System.DateTime(1970, 1, 1).AddSeconds(BitConverter.ToInt32(buf, position));
//Buffer.BlockCopy(buf, position, a, 0, 4);
//sjikoku[i] = System.Text.Encoding.ASCII.GetString(a);
position += 4; //4byte
sw.Write(jikoku[i].ToString("yyyy/MM/dd-hh:mm") + ",");
open[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
sw.Write(open[i].ToString() + ",");
high[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
sw.Write(high[i].ToString() + ",");
low[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
sw.Write(low[i].ToString() + ",");
close[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
sw.Write(close[i].ToString() + ",");
vol[i] = BitConverter.ToDouble(buf, position);
position += 8; //8byte
sw.Write(vol[i].ToString() + ",");
spread[i] = BitConverter.ToInt32(buf, position);
position += 4;
sw.Write(spread.ToString() + ",");
rvol[i] = BitConverter.ToDouble(buf, position);
position += 8;
sw.Write(rvol[i].ToString() + "\r\n");
if ((i) % 10 == 0)
progressBarUpdate(100 * i / (datasize));
}
}
});
progressBarUpdate(100);
MessageBox.Show("終わりました！");
submitbtn.Text = "実行";
}
private void progressBarUpdate(int i)
{
if (this.InvokeRequired)
{
Invoke(new Action<int>(progressBarUpdate), i);
return;
}
//progressBar1
progressBar1.Value = i;
Update();
//Console.WriteLine(i );
}
private void srcCSVbtn_Click(object sender, EventArgs e)
{
srcCSVPath.Text = srcPathSelect(1);
}
private void dstHSTpath_DoubleClick(object sender, EventArgs e)
{
dstHSTpath.Text = dstPathSelect(1);
}
private void srcCSVPath_DoubleClick(object sender, EventArgs e)
{
srcCSVPath.Text = srcPathSelect(0);
}
private void dstHSTBtn_Click(object sender, EventArgs e)
{
dstHSTpath.Text = dstPathSelect(0);
}
private void exCSV2HSTbtn_Click(object sender, EventArgs e)
{
exCSV2HSTbtn.Text = "実行中";
int counter = 0;
List<String> lines = new List<string>();
List<String> hiduke = new List<string>();
List<String> jikoku = new List<string>();
List<String> open = new List<string>();
List<String> close = new List<string>();
List<String> high = new List<string>();
List<String> low = new List<string>();
List<String> vol = new List<string>();
using (System.IO.StreamReader file = new System.IO.StreamReader(srcCSVPath.Text))
{
String line;
String[] sep = { "," };
while ((line = file.ReadLine()) != null)
{
String[] val = line.Split(sep, StringSplitOptions.RemoveEmptyEntries);
hiduke.Add(val[0]);
jikoku.Add(val[1]);
open.Add(val[2]);
close.Add(val[3]);
high.Add(val[4]);
low.Add(val[5]);
vol.Add(val[6]);
counter++;
}
}
StringBuilder sb = new StringBuilder();
String[] sep2 = { "/" };
for (int i = 0; i < counter; i++)
{
String[] variant = hiduke[i].Split(sep2, StringSplitOptions.RemoveEmptyEntries);
if (variant.Length < 2)
continue;
sb.Append(variant[2]);
sb.Append(".");
sb.Append(variant[0]);
sb.Append(".");
sb.Append(variant[1]);
sb.Append(",");
sb.Append(jikoku[i].Substring(0, 5));
sb.Append(",");
sb.Append(open[i]);
sb.Append(",");
sb.Append(close[i]);
sb.Append(",");
sb.Append(high[i]);
sb.Append(",");
sb.Append(low[i]);
sb.Append(",");
sb.Append(vol[i]);
sb.Append("\r\n");
}
// 文字コードを指定
Encoding enc = System.Text.Encoding.UTF8;
// ファイルを開く
using (StreamWriter writer = new StreamWriter(dstHSTpath.Text, false, enc))
{
// テキストを書き込む
writer.WriteLine(sb);
}
exCSV2HSTbtn.Text = "実行";
MessageBox.Show("終わったよん",
"しゅうりょう～",
MessageBoxButtons.OK,
MessageBoxIcon.Asterisk);
}
ソース上で一点注意事項があるとすれば，エクセルとかで読み込む前提だとすると，CSVはShift-Jisにしといた方が良いです。最近のエクセルでは，UTF-8でも読めるようですが・・・。
REFERENCEs
さいごに
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