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Sean
2025-03-25 21:42:32 -04:00
parent c266eecfeb
commit 30c33d3cfd
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MarketData/MarketDataLib/Helper/HeadlinesMarketDataHelper.cs Executable file
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketData.Utils;
namespace MarketData.Helper
{
public class HeadlinesMarketDataHelper
{
private static int MaxThreads = 5; // (int)ThreadHelperEnum.MaxThreads;
private static int WAIT_BETWEEN_REQUESTS_MS = 2000; // wait ms between requests
private List<String> symbols;
private int currentIndex = 0;
public HeadlinesMarketDataHelper()
{
}
public bool LoadHeadlines()
{
Profiler profiler=new Profiler();
try
{
symbols=PricingDA.GetSymbols();
currentIndex = 0;
while (true)
{
List<String> queueSymbols = GetQueueSymbols();
if (null == queueSymbols || 0 == queueSymbols.Count) break;
ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
{
resetEvents[eventIndex] = new ManualResetEvent(false);
}
for (int index = 0; index < queueSymbols.Count; index++)
{
ThreadHelper threadHelper = new ThreadHelper(queueSymbols[index],resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackLoadHeadline, threadHelper);
try{Thread.Sleep(WAIT_BETWEEN_REQUESTS_MS);}catch{;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"Load Headline, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
}
return true;
}
finally
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadHeadlines]End, total took {0}(ms)",profiler.End()));
}
}
public bool LoadHeadlines(List<String> requestSymbols)
{
Profiler profiler=new Profiler();
try
{
symbols=requestSymbols;
currentIndex = 0;
while (true)
{
List<String> queueSymbols = GetQueueSymbols();
if (null == queueSymbols || 0 == queueSymbols.Count) break;
ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
{
resetEvents[eventIndex] = new ManualResetEvent(false);
}
for (int index = 0; index < queueSymbols.Count; index++)
{
ThreadHelper threadHelper = new ThreadHelper(queueSymbols[index],resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackLoadHeadline, threadHelper);
try{Thread.Sleep(WAIT_BETWEEN_REQUESTS_MS);}catch{;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"Load Headline, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
}
return true;
}
finally
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadHeadlines]End, total took {0}(ms)",profiler.End()));
}
}
private List<String> GetQueueSymbols()
{
List<String> queueSymbols = new List<String>();
int index = currentIndex;
for (; index < currentIndex + MaxThreads && index < symbols.Count; index++)
{
queueSymbols.Add(symbols[index]);
}
currentIndex = index;
return queueSymbols;
}
public void ThreadPoolCallbackLoadHeadline(Object threadHelperContext)
{
ThreadHelper threadHelper = (ThreadHelper)threadHelperContext;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load Headline, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
LoadHeadlineEx(threadHelper.Symbol);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load Headline, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
}
finally
{
threadHelper.ResetEvent.Set();
}
}
// This method is used by unit test
public static Headlines GetHeadlinesEx(String symbol)
{
Headlines headlinesCollection=new Headlines();
Headlines headlines=null;
// SEEKING ALPHA
headlines=MarketDataHelper.GetCompanyHeadlinesSeekingAlpha(symbol);
if(null!=headlines)headlinesCollection.AddRange(headlines);
// NASDAQ
headlines=MarketDataHelper.GetCompanyHeadlinesNASDAQ(symbol);
if(null!=headlines)headlinesCollection.AddRange(headlines);
// MARKETWATCH
headlines=MarketDataHelper.GetCompanyHeadlinesMarketWatch(symbol);
if(null!=headlines)headlinesCollection.AddRange(headlines);
return headlinesCollection;
}
// ***********************************************************************************************************************************************
// ***********************************************************************************************************************************************
// ***********************************************************************************************************************************************
public static void LoadHeadlineEx(String symbol)
{
DateTime marketDate=PremarketDA.GetLatestMarketDate();
marketDate=new DateTime(marketDate.Year,marketDate.Month,marketDate.Day,23,59,59);
Headlines headlines=null;
// NASDAQ
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetCompanyHeadlinesNASDAQ {0}",symbol));
headlines=MarketDataHelper.GetCompanyHeadlinesNASDAQ(symbol);
if(headlines.IsNullOrEmpty())
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No headlines for {0} from NASDAQ",symbol));
}
else
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Got {0} headlines for {1} from NASDAQ",headlines.Count,symbol));
headlines=new Headlines(headlines.Where(x=>x.Date<marketDate).ToList());
HeadlinesDA.InsertHeadlines(headlines);
foreach(Headline headline in headlines)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NASDAQ: {0}, {1} -> {2}",headline.Symbol,headline.Date.ToShortDateString(),headline.Entry));
}
}
// MARKETWATCH
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetCompanyHeadlinesMarketWatch {0}",symbol));
headlines=MarketDataHelper.GetCompanyHeadlinesMarketWatch(symbol);
if(headlines.IsNullOrEmpty())
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No headlines for {0} from MARKETWATCH",symbol));
}
else
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Got {0} headlines for {1} from MARKETWATCH",headlines.Count,symbol));
headlines=new Headlines(headlines.Where(x=>x.Date<marketDate).ToList());
HeadlinesDA.InsertHeadlines(headlines);
foreach(Headline headline in headlines)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MARKETWATCH: {0}, {1} -> {2}",headline.Symbol,headline.Date.ToShortDateString(),headline.Entry));
}
}
// SEEKING ALPHA
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetCompanyHeadlinesSeekingAlpha {0}",symbol));
headlines=MarketDataHelper.GetCompanyHeadlinesSeekingAlpha(symbol);
if(headlines.IsNullOrEmpty())
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No headlines for {0} from Seeking Alpha",symbol));
}
else
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Got {0} headlines for {1} from Seeking Alpha",headlines.Count,symbol));
headlines=new Headlines(headlines.Where(x=>x.Date<marketDate).ToList());
HeadlinesDA.InsertHeadlines(headlines);
foreach(Headline headline in headlines)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Seeking Alpha {0}, {1} -> {2}",headline.Symbol,headline.Date.ToShortDateString(),headline.Entry));
}
}
return;
}
}
}