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Optimize the LocalPriceCache by adding a method to PricingDA

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Sean
2025-04-04 16:35:16 -04:00
parent 6797e9aee0
commit 4a3fb9750f
2 changed files with 62 additions and 70 deletions
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44
MarketData/MarketDataLib/DataAccess/PricingDA.cs
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@@ -285,6 +285,50 @@ namespace MarketData.DataAccess
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static Dictionary<String,DateTime> GetLatestDates(List<String> symbols)
{
MySqlConnection sqlConnection = null;
MySqlDataReader sqlDataReader = null;
MySqlCommand sqlCommand = null;
String strQuery = null;
Dictionary<String,DateTime> latestDates = new Dictionary<String,DateTime>();
try
{
StringBuilder sb = new StringBuilder();
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
sb.Append(" select symbol, max(date) as date ");
sb.Append(" from prices where symbol in").Append(SqlUtils.CreateInClause(symbols));
sb.Append(" group by symbol order by symbol");
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader = sqlCommand.ExecuteReader();
while (sqlDataReader.Read())
{
if(sqlDataReader.IsDBNull(0) || sqlDataReader.IsDBNull(1))continue;
String symbol = sqlDataReader.GetString(0);
DateTime latestDate = sqlDataReader.GetDateTime(1);
if(latestDates.ContainsKey(symbol))continue;
latestDates.Add(symbol, latestDate);
}
return latestDates;
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
return latestDates;
}
finally
{
if (null != sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) sqlDataReader.Close();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static DateTime GetLatestDate(List<String> symbols)
{
MySqlConnection sqlConnection = null;