//#define _POSIX_C_SOURCE
#define SPREAD
#include <default.c>
#include <stdio.h>

// already should contain ticks in reversed order
string base_path = "CsvHistory\\";
string smbl = "USDJPY";
int start = 2004;
int end = 2016;

typedef struct _SYSTEMTIME {
    WORD wYear;
    WORD wMonth;
    WORD wDayOfWeek;
    WORD wDay;
    WORD wHour;
    WORD wMinute;
    WORD wSecond;
} SYSTEMTIME;

API(SystemTimeToVariantTime,oleaut32)
int _stdcall SystemTimeToVariantTime(SYSTEMTIME* lpSystemTime, double* pvtime);

DATE ConvertTime(int Year,int Month,int Day1,int Hour,int Minute,int Second,int Milliseconds)
{
    SYSTEMTIME Time;
    memset(&Time,0,sizeof(SYSTEMTIME));
    if(Year < 50) Year += 2000;
    else if(Year < 100) year += 1900;
    Time.wYear = Year;
    Time.wMonth = Month;
    Time.wDay = Day1;
    Time.wHour = Hour;
    Time.wMinute = Minute;
    Time.wSecond = Second;

    DATE vTime;
    SystemTimeToVariantTime(&Time,&vTime);
    // Add milliseconds
    vTime += (double) Milliseconds / 1000 / 60 / 60 / 24;
    return vTime;
}

string readT1(string content, T1* t1, T1* spread)
{
    // tokenize a single line
    char* line = strtok(content,"\n");
    int Year, Month, Day1, Hour = 0, Minute = 0, Second = 0, Milliseconds = 0;
    float fBid = 0, fAsk = 0, fBidVol = 0, fAskVol = 0;
   // DUKAS line format "2010.01.03 17:00:00.123,1.430100,1.430400,20.12;28.73"

    if(11 != sscanf(line,"%4d.%2d.%2d %2d:%2d:%2d.%3d,%f,%f,%f,%f",
        &Year, &Month, &Day1, &Hour, &Minute, &Second, &Milliseconds,
        &fBid, &fAsk, &fBidVol, &fAskVol)) {
        printf("\nWrong line format!");
        return 0;
    }
    t1->fVal = fAsk;
    t1->time = ConvertTime(Year,Month,Day1,Hour,Minute,Second,Milliseconds);
    if(spread != NULL)
    {
        spread->fVal = fAsk - fBid;
        spread->time = t1->time;
    }
    return line+strlen(line)+1;
}

function main()
{
    FILE *fr;
    int y1;
    for(y1 = start; y1 <= end; y1++)
    {
        printf("\nProcessing year %d...", y1);
        char yStr[4];
        char InName[256];
        char OutName[256];
        char OutName2[256];

        sprintf(yStr, "%d", y1);
        strcpy(InName, base_path);
        strcat(InName, smbl);
        strcat(InName, "_");
        strcat(InName, yStr);
        strcpy(OutName, InName);
        strcat(InName, ".csv");
        strcat(OutName, ".t1");
        strcpy(OutName2, base_path);
        strcat(OutName2, smbl);
        strcat(OutName2, "s_");
        strcat(OutName2, yStr);
        strcat(OutName2, ".t1");

        printf("\nInFile: %s", InName);
        printf("\nOutFile: %s", OutName);
        printf("\nOutFile2: %s", OutName2);

        if(!file_length(InName)) {
            quit("Data file not found!");
            return;
        }

        //string content = file_content(InName);
        int i = 0;
        int maxticks = 60*24*365;
        T1* ticks = malloc(maxticks * sizeof(T1));
        T1* tick = ticks;
#ifdef SPREAD
        T1* spreads = malloc(maxticks * sizeof(T1));
        T1* spread = spreads;
#endif

        fr = fopen(InName, "r");
        char line[128];

        while(fgets(line, 128, fr))
        {
            //printf("\n%s", line);
            ++i;
#ifdef SPREAD
            readT1(line, tick++, spread++);
#else
            readT1(line, tick++, NULL);
#endif

            if(i == maxticks)
            {
                printf("\nSplit: %.5f / %.5f", (var)(tick-1)->time, (var)(tick-1)->fVal);
                int size = (int)(tick)-(int)(ticks);
                file_append(OutName,ticks,size);
                free(ticks);
                ticks = malloc(maxticks*sizeof(T1));
                tick = ticks;
#ifdef SPREAD
                file_append(OutName2,spreads,size);
                free(spreads);
                spreads = malloc(maxticks*sizeof(T1));
                spread = spreads;
#endif
                i = 0;
            }
        } // end while

        if(i > 0)
        {
            int size = (int)(tick)-(int)(ticks);
            if(i >= 2)
            {
                // in case there is an empty line at the end of the file
                printf("\nLast: %.5f / %.5f (%d / %d)", (var)(tick-2)->time, (var)(tick-2)->fVal, i, size);
                printf("\nLast: %.5f / %.5f (%d / %d)", (var)(tick-1)->time, (var)(tick-1)->fVal, i, size);
            }
            else
            {
                printf("\ni = %d", i);
            }
#ifdef SPREAD
            file_append(OutName2,spreads,size);
            free(spreads);
#endif
            file_append(OutName,ticks,size);
            free(ticks);
        } // end if(i > 0)
        fclose(fr);
    } // end for

}