1:  using System;

   2:  using System.Collections.Generic;

   3:  using System.Linq;

   4:  using System.Text;

   5:  using System.IO;

   6:  using System.Windows.Forms;

   7:   

   8:  namespace uaAPI

   9:  {

  10:      class Program

  11:      {

  12:          static void Main(string[] args)

  13:          {

  14:              //Read EXE arguments

  15:              string paramFile = args[0];

  16:              string outputDir = args[1];

  17:   

  18:              //Read Param file containing all Futures contracts to manipulate

  19:              StreamReader param = new StreamReader(paramFile);

  20:              

  21:              //Add Instrument to a list

  22:              List<string[]> instruments = new List<string[]>();

  23:              string line;

  24:              while ((line = param.ReadLine()) != null)

  25:                  instruments.Add(line.Split(','));

  26:   

  27:              //Instantiate CSI UA

  28:              UA.API2Class ua = new UA.API2Class();

  29:   

  30:              //Set Properties

  31:              ua.IncludeSaturdays = 0;

  32:              ua.IncludeHolidays = 0;

  33:              ua.OnHolidaysUsePreviousData= 0;

  34:              ua.OnHolidaysUseCloseOnly = 0;

  35:              ua.ShowDecimalPoint = 1;

  36:              ua.detrendMethod = 0;

  37:              ua.FillInCashPrice= 1;

  38:              ua.ApplyCommodityAdjustments = 1; //check how adjusted

  39:              ua.UseAlternateBackAdjuster = 1;

  40:              ua.RaiseNegBackAdjustSeries= 0;

  41:              ua.NumDaysConfirmation = 2;

  42:              ua.CloseOutOfRangeAdjustmentMethod = 0;

  43:              ua.RoundToTick = 0;

  44:              ua.UseTradeableTick = 0;

  45:   

  46:              //Loop through the list of futures and get data from CSI

  47:              foreach (string[] instru in instruments)

  48:              {

  49:                  string instrument = instru[0];

  50:   

  51:                  //We could use options to drive what type of data we extract here

  52:                  //for now just back-adjusted proportional contract

  53:                  int iInst = int.Parse(instrument);

  54:   

  55:                  //Get Market Profile for Valid Months

  56:                  ua.MarketNumber = iInst;

  57:                  ua.GetMarketProfile();

  58:                  string validMonths = ua.ValidMonths;

  59:                  

  60:                  ua.RetrieveBackAdjustedContract2(iInst, -1, 1, 0, 0, 1, -1, validMonths, 1, 5, -1, -1, 1);

  61:                  //long RetrieveBackAdjustedContract2(

  62:                  //long MarketNumber, 

  63:                  //short rollLogicType, 

  64:                  //short rollWhen, 

  65:                  //short DayOfMonthToRoll, 

  66:                  //short MonthsPriorToRoll, 

  67:                  //short accumulationMethod,

  68:                  //short rollDeltaType,

  69:                  //String ValidMonths,

  70:                  //short GenerateForward,

  71:                  //short RollAtLeastNDaysBeforeExpiration,

  72:                  //long StartDate,

  73:                  //long EndDate,

  74:                  //short ProportionalAdjustment);

  75:   

  76:                  //Copy retrieve Data into clipboard

  77:                  ua.CopyDataToClipboard();

  78:   

  79:                  //Read data from the clipboard and outputs it to a file

  80:                  string text = Clipboard.GetText();

  81:                  using (StringReader reader = new StringReader( text ))

  82:                  {

  83:                      StreamWriter sw = new StreamWriter(outputDir + instru[1] + ".txt");

  84:                      while ((line = reader.ReadLine()) != null)

  85:                      {

  86:                          sw.WriteLine( line );

  87:                      }

  88:                      sw.Close();

  89:                  }

  90:              }

  91:          }

  92:      }

  93:  }