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Sean
2025-03-25 21:42:32 -04:00
parent c266eecfeb
commit 30c33d3cfd
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106
MarketData/MarketDataLib/Helper/OptionsChainsMarketDataHelper.cs Executable file
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// using System;
// using System.Collections.Generic;
// using System.Linq;
// using System.Text;
// using System.Threading;
// using MarketData.MarketDataModel;
// using MarketData.DataAccess;
// using MarketData.Utils;
// namespace MarketData.Helper
// {
// public class OptionsChainsMarketDataHelper : MarketDataHelperBase<String>
// {
// private static int MaxThreads = 10;
// public OptionsChainsMarketDataHelper()
// {
// }
// // ******************************************************************************************************************************************************
// // ********************************************************** O P T I M I Z E D E V E N T H A N D L E R S T A R T ***********************************
// // ******************************************************************************************************************************************************
// public bool LoadOptionsChains(String symbol)
// {
// List<String> symbols=new List<String>();
// symbols.Add(symbol);
// return LoadOptionsChains(symbols);
// }
// public bool LoadOptionsChains(List<String> symbols)
// {
// Profiler profiler=new Profiler();
// try
// {
// Queue=symbols;
// Index=-1;
// ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
// for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)resetEvents[eventIndex] = new ManualResetEvent(true);
// MDTrace.WriteLine(String.Format("Queuing options chains ..."));
// while (true)
// {
// ManualResetEvent[] availableEvents=GetAvailableEvents(resetEvents);
// ManualResetEvent[] busyEvents=GetBusyEvents(resetEvents);
// if (null == PeekQueueItem() && 0==busyEvents.Length)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Queue contains {0} items, busy events {1}, all done.",0,busyEvents.Length));
// break;
// }
// for (int index = 0; index < availableEvents.Length; index++)
// {
// String symbol=GetQueueItem();
// if (null != symbol)
// {
// availableEvents[index].Reset();
// ThreadHelper optionsChainsThreadHelper = new ThreadHelper(symbol, availableEvents[index]);
// ThreadPool.QueueUserWorkItem(ThreadPoolCallback, optionsChainsThreadHelper);
// }
// else
// {
// busyEvents=GetBusyEvents(resetEvents);
// if(busyEvents.Length!=availableEvents.Length)
// {
// ManualResetEvent[] resizedEvents=new ManualResetEvent[busyEvents.Length];
// Array.Copy(busyEvents, resizedEvents,busyEvents.Length);
// resetEvents = resizedEvents;
// }
// break;
// }
// } // for
// MDTrace.WriteLine(LogLevel.DEBUG,"Waiting for free slots...");
// if(resetEvents.Length>0)WaitHandle.WaitAny(resetEvents);
// if(null==PeekQueueItem())resetEvents=ResizeEvents(resetEvents);
// } // while
// MDTrace.WriteLine(LogLevel.DEBUG,"Options chains handler completed.");
// return true;
// }
// finally
// {
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadOptionsChains]End, total took {0}(ms)",profiler.End()));
// }
// }
// public void ThreadPoolCallback(Object optionsChainsThreadHelperContext)
// {
// ThreadHelper optionsChainsThreadHelper = (ThreadHelper)optionsChainsThreadHelperContext;
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, optionsChainsThreadHelper.Symbol));
// LoadOptionsChainsSymbolEx(optionsChainsThreadHelper.Symbol);
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, optionsChainsThreadHelper.Symbol));
// optionsChainsThreadHelper.ResetEvent.Set();
// }
// public static void LoadOptionsChainsSymbolEx(String symbol)
// {
// if(null==symbol)return;
// symbol = symbol.ToUpper();
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load Options Chains for {0}", symbol));
// Options options = MarketDataHelper.GetOptions(symbol);
// if (null == options || 0 == options.Count)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,"Unable to retrieve option chain for " + symbol);
// return;
// }
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, saving {0} records for {1}", options.Count, symbol));
// if (OptionsDA.AddOptions(options)) MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Added {0} for {1}", options.Count, symbol));
// else MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Failed to add options chain for {0}",symbol));
// }
// }
// }