CSV_Converter_Quandl_to_MT4_fCalendarb

#property copyright "Copyright 2013, Evgeniy Trofimov"
#property link      ""
#property show_inputs
extern string FileName = "FUTURE_NGJ1991"; //Èìÿ ôàéëà áåç ðàñøèðåíèÿ ñêà÷àííîãî ñ ñàéòà http://www.quandl.com
extern int SymbolDigits = 5;
#include <WinUser32.mqh>
//+----------------------------------------------------------------------------+
void start(){
   string aTime[];
   double aOpen[];
   double aHigh[];
   double aLow[];
   double aClose[];
   int aVolume[];
   int aCount=0;
   int pos=0;
   string temp;
   int hRead=0, hWrite=0;       //Óêàçàòåëè îòêðûòûõ ôàéëîâ
   datetime LastDate=0;         //Äàòà ýêñïèðàöèè ïðîøëîãîäíåãî êîíòðàêòà
   datetime CurDate=0;          //Òåêóùàÿ îáðàáàòûâàåìàÿ äàòà
   datetime FirstDate=0;        //Ïåðâàÿ äàòà â ôàéëå ôüþ÷åðñà (äàòà ýêñïèðàöèè)
   bool FirstTimeFutures=false; //Ôëàã òîãî, ÷òî ñ÷èòûâàåòñÿ ïåðâàÿ ñòðîêà ñ ôàéëà ôüþ÷åðñà
   
   string FilePrefix = StringSubstr(FileName, 0, StringLen(FileName)-4);
   int BeginYear = StrToDouble(StringSubstr(FileName, StringLen(FileName)-4));   
   //Alert("FilePrefix = ", FilePrefix, ", BeginYear = ", BeginYear);
   hWrite=FileOpen(FilePrefix+".csv",FILE_CSV|FILE_WRITE,',');
   
   for(int y = BeginYear; y <= Year(); y++){
   
      //========   ×ÒÅÍÈÅ    =======
      hRead=FileOpen(FilePrefix+DoubleToStr(y,0)+".csv",FILE_CSV|FILE_READ,',');
      if(hRead<0) {
         Alert("Ïðè îòêðûòèè ôàéëà ", FilePrefix+DoubleToStr(y,0)+".csv", " âîçíèêëà îøèáêà ", GetLastError());
         continue;
      } else {
         FileSeek(hRead,47,SEEK_SET); //Ïðîïóñê øàïêè (47 ñèìâîëîâ)
         if(FileSize(hRead)>47){
            FirstTimeFutures=true;
            while(pos<FileSize(hRead)){
               temp = FileReadString(hRead);
               temp = StringSubstr(temp,0,4)+"."+StringSubstr(temp,5,2)+"."+StringSubstr(temp,8,2);
               CurDate = StrToTime(temp);
               if(FirstTimeFutures){
                  FirstTimeFutures=false;
                  FirstDate=CurDate;
               }
               if(CurDate<=LastDate){
                  break;
               }
               
               aCount++;
               ArrayResize(aTime, aCount);
               
               aTime[aCount-1]=temp;
            
               ArrayResize(aOpen, aCount);
               aOpen[aCount-1]=StrToDouble(FileReadString(hRead));
            
               ArrayResize(aHigh, aCount);
               aHigh[aCount-1]=StrToDouble(FileReadString(hRead));
            
               ArrayResize(aLow, aCount);
               aLow[aCount-1]=StrToDouble(FileReadString(hRead));
            
               ArrayResize(aClose, aCount);
               aClose[aCount-1]=StrToDouble(FileReadString(hRead)); //Settle
               //temp = FileReadString(hRead); //Çäåñü ïðîïóñêàåì öåíó Settle
            
               ArrayResize(aVolume, aCount);
               aVolume[aCount-1]=StrToInteger(FileReadString(hRead));
            
               temp = FileReadString(hRead); //Çäåñü ïðîïóñêàåì Open Interest
            
               pos=FileTell(hRead);
            }//End While
            LastDate=FirstDate;
         }
         FileClose(hRead);
      }
   
      //========   ÇÀÏÈÑÜ    =======
      temp = DoubleToStr(aOpen[aCount-2], SymbolDigits);
      for(pos = aCount-1; pos >= 0; pos--){
         if(aClose[pos]<0.0000001) continue;
         if(aOpen[pos]<0.0000001) aOpen[pos]=aClose[pos];
         if(aHigh[pos]<0.0000001) aHigh[pos]=aClose[pos];
         if(aLow[pos]<0.0000001) aLow[pos]=aClose[pos];
         FileWrite(hWrite, 
            aTime[pos]+",00:00", 
            DoubleToStr(aOpen[pos], SymbolDigits),
            DoubleToStr(aHigh[pos], SymbolDigits),
            DoubleToStr(aLow[pos], SymbolDigits),
            DoubleToStr(aClose[pos], SymbolDigits),
            /*temp,*/
            DoubleToStr(aVolume[pos], 0)
            );
         //if(pos>1) temp = DoubleToStr(aOpen[pos-2], SymbolDigits);
      }//Next pos
      aCount=0;
   }//Next y   
   FileClose(hWrite);
   MessageBox("Êîíâåðòàöèÿ çàâåðøåíà");
}//start()
//+----------------------------------------------------------------------------+