Unit SimpleMarketData;

Interface

  Const
    MinVolatility = 0.001;  // Could use a better number here, but this will at least avoid the divided by 0 problem.

  Function SymbolIsFuture(Symbol : String) : Boolean;
  Function SymbolIsIndex(Symbol : String) : Boolean;

  Function LongExchangeName(Const ShortExchangeName : String) : String;

  // AAIu.CAT is a symbol in TAL.  This causes problems for us because we
  // capatalize the letters everywhere.  So we quote this as AAI*U.CAT when
  // we display it to the user.  And We convert it back to talk to TAL.
  // Internally we use the quoted form almost everywhere.
  Function StarQuote(TalFormat : String) : String;
  Function StarUnquote(ExternalFormat : String) : String;

Implementation

  Function SymbolIsFuture(Symbol : String) : Boolean;
    Begin
      Result := (Length(Symbol)>0) And (Symbol[1] = '/');
     //   ((Length(Symbol)=5) And (Symbol[3] = ' '))  // eSignal
    End;

  Function SymbolIsIndex(Symbol : String) : Boolean;
    Begin
      Result := (Length(Symbol)>0) And (Symbol[1] = '$')
    End;

  Function LongExchangeName(Const ShortExchangeName : String) : String;
    Begin
      If ShortExchangeName = 'AMEX' Then
        Result := 'American'
      Else If ShortExchangeName = 'NASD' Then
        Result := 'NASDAQ'
      Else If ShortExchangeName = 'NYSE' Then
        Result := 'New York'
      Else If ShortExchangeName = 'CBOE' Then
        Result := 'Chicago Board Options'
      Else If ShortExchangeName = 'LSE' Then
        Result := 'London'
      Else
        Result := ShortExchangeName
    End;

  Function StarQuote(TalFormat : String) : String;
    Var
      FromIndex, ToIndex : Integer;
      Current : Char;
    Begin
      SetLength(Result, Length(TalFormat)*2);
      ToIndex := 1;
      For FromIndex := 1 To Length(TalFormat) Do
        Begin
          Current := TalFormat[FromIndex];
          If Current In ['a'..'z'] Then
            Begin
              Result[ToIndex] := '*';
              Inc(ToIndex);
              Current := Char(Ord(Current) - 32)
            End;
          Result[ToIndex] := Current;
          Inc(ToIndex)
        End;
      SetLength(Result, Pred(ToIndex));
      //WriteLn('"' + TalFormat + '" => "' + Result + '"')
    End;

  Function StarUnquote(ExternalFormat : String) : String;
    Var
      FromIndex, ToIndex : Integer;
      NextIsLowerCase : Boolean;
      Current : Char;
    Begin
      SetLength(Result, Length(ExternalFormat));
      ToIndex := 1;
      NextIsLowerCase := False;
      For FromIndex := 1 To Length(ExternalFormat) Do
        Begin
          Current := ExternalFormat[FromIndex];
          If Current = '*' Then
            NextIsLowerCase := True
          Else
            Begin
              If NextIsLowerCase And (Current In ['A' .. 'Z']) Then
                Current := Char(Ord(Current) + 32);
              Result[ToIndex] := Current;
              Inc(ToIndex);
              NextIsLowerCase := False
            End
        End;
      SetLength(Result, Pred(ToIndex))
    End;


End.