Fix AnalystRatings pull.
This commit is contained in:
@@ -806,20 +806,24 @@ namespace MarketData.Services
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{
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MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
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}
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}
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}
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/// <summary>
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/// This uses Briefing.com.
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/// This is not iterating over any list of symbols. It is fetching LatestAnalystRatings from Briefing.com
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/// </summary>
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public static void UpdateLatestAnalystRatings(Boolean createSecurityMaster = true)
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{
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Profiler profiler = new Profiler();
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try
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{
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if(!CheckRunCriteria())return;
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if (!CheckRunCriteria()) return;
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DateGenerator dateGenerator = new DateGenerator();
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MDTrace.WriteLine(LogLevel.DEBUG, "Started.");
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AnalystRatings analystRatings = MarketDataHelper.GetLatestAnalystRatings();
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List<String> symbols = PricingDA.GetSymbolsNotIn(analystRatings.Symbols);
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foreach (String symbol in symbols)
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{
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{
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if (false == createSecurityMaster)
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{
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MDTrace.WriteLine(LogLevel.DEBUG, "Removing " + symbol + ", missing from security master.");
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@@ -849,57 +853,31 @@ namespace MarketData.Services
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}
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}
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}
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MDTrace.WriteLine(LogLevel.DEBUG,$"Rating {analystRating.ToString()}");
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MDTrace.WriteLine(LogLevel.DEBUG, $"Rating {analystRating.ToString()}");
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}
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AnalystRatingsDA.InsertAnalystRatings(analystRatings);
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
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MDTrace.WriteLine(LogLevel.DEBUG, $"Exception:{exception.ToString()}");
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}
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finally
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{
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MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
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MDTrace.WriteLine(LogLevel.DEBUG, $"Done, total took {profiler.End()}(ms)");
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}
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}
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/// <summary>
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/// We need to implement this with a batch queue so that we are doing some of these concurrentlyday
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/// This uses the MarketBeat Analyst Ratings feed
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/// </summary>
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public static void UpdateMissingAnalystRatings()
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{
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Profiler profiler = new Profiler();
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try
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{
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DateGenerator dateGenerator = new DateGenerator();
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List<String> symbols = PricingDA.GetSymbols();
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DateTime maxDate=AnalystRatingsDA.GetMaxDateNoZacks();
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foreach (String symbol in symbols)
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{
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AnalystRatings analystRatings = MarketDataHelper.GetAnalystRatingsMarketBeat(symbol);
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if (null == analystRatings || 0 == analystRatings.Count)
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("No analyst ratings for {0}", symbol));
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continue;
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}
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analystRatings = new AnalystRatings((from AnalystRating analystRating in analystRatings where analystRating.Date >= maxDate.Date select analystRating).ToList());
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AnalystRatings duplicateList = new AnalystRatings();
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foreach (AnalystRating analystRating in analystRatings)
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{
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if (AnalystRatingsDA.ContainsAnalystRating(analystRating))
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Already have analyst rating for {0} on {1} from brokerage firm {2}", analystRating.Symbol, analystRating.Date.ToShortDateString(), analystRating.BrokerageFirm));
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duplicateList.Add(analystRating);
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continue;
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}
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}
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analystRatings = new AnalystRatings(analystRatings.Except(duplicateList).ToList());
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foreach (AnalystRating analystRating in analystRatings)
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Inserting Analyst Rating for {0} on {1} from brokerage firm {2}", analystRating.Symbol, analystRating.Date.ToShortDateString(), analystRating.BrokerageFirm));
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}
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AnalystRatingsDA.InsertAnalystRatings(analystRatings);
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}
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if (!CheckRunCriteria()) return;
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AnalystRatingsMarketDataHelper analystRatingsMarketDataHelper = new AnalystRatingsMarketDataHelper();
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analystRatingsMarketDataHelper.UpdateMissingAnalystRatings();
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}
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catch (Exception exception)
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{
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@@ -907,7 +885,7 @@ namespace MarketData.Services
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}
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finally
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{
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MDTrace.WriteLine(LogLevel.DEBUG,$"{nameof(UpdateMissingAnalystRatings)} Done, total took {profiler.End()}(ms)");
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MDTrace.WriteLine(LogLevel.DEBUG, $"{nameof(UpdateMissingAnalystRatings)} Done, total took {profiler.End()}(ms)");
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}
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}
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@@ -0,0 +1,146 @@
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using MarketData.MarketDataModel;
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using MarketData.DataAccess;
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using MarketData.Utils;
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namespace MarketData.Helper
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{
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public class AnalystRatingsThreadHelper : ThreadHelper
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{
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public AnalystRatingsThreadHelper(String symbol, DateTime modified, DateTime maxAnalystRatingsDate, ManualResetEvent resetEvent)
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{
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Symbol = symbol;
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Modified = modified;
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ResetEvent = resetEvent;
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MaxAnalystRatingsDate = maxAnalystRatingsDate;
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}
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public DateTime MaxAnalystRatingsDate { get; private set; }
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}
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// ****************************************************************************************************************************************
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public class AnalystRatingsMarketDataHelper : MarketDataHelperBase<String>
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{
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private static int MaxThreads = 10;
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private static int SLEEP_TIME_MS = 500;
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public AnalystRatingsMarketDataHelper()
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{
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}
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public bool UpdateAnalystRatings()
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{
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return false;
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}
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public bool UpdateMissingAnalystRatings()
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{
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Profiler profiler = new Profiler();
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try
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{
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List<String> symbols = PricingDA.GetSymbols();
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DateTime maxRatingsDate = AnalystRatingsDA.GetMaxDateNoZacks();
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Queue = symbols;
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// ShuffleQueue(); // shuffle up the symbols
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Index = -1;
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ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
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for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++) resetEvents[eventIndex] = new ManualResetEvent(true);
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MDTrace.WriteLine(String.Format("Queuing UpdateMissingAnalystRatings fetches ..."));
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DateTime modified = DateTime.Now;
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while (true)
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{
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ManualResetEvent[] availableEvents = GetAvailableEvents(resetEvents);
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ManualResetEvent[] busyEvents = GetBusyEvents(resetEvents);
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if (null == PeekQueueItem() && 0 == busyEvents.Length)
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("UpdateMissingAnalystRatings queue contains {0} items, busy events {1}, all done.", 0, busyEvents.Length));
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break;
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}
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for (int index = 0; index < availableEvents.Length; index++)
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{
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String symbol = GetQueueItem();
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if (null != symbol)
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{
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availableEvents[index].Reset();
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AnalystRatingsThreadHelper analystRatingsThreadHelper = new AnalystRatingsThreadHelper(symbol, maxRatingsDate, modified, availableEvents[index]);
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ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdateMissingAnalystRating, analystRatingsThreadHelper);
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try { Thread.Sleep(SLEEP_TIME_MS); } catch (Exception) {; }
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}
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else
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{
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busyEvents = GetBusyEvents(resetEvents);
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if (busyEvents.Length != availableEvents.Length)
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{
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ManualResetEvent[] resizedEvents = new ManualResetEvent[busyEvents.Length];
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Array.Copy(busyEvents, resizedEvents, busyEvents.Length);
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resetEvents = resizedEvents;
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}
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break;
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}
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} // for
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MDTrace.WriteLine(LogLevel.DEBUG, "UpdateMissingAnalystRatings waiting for free slots...");
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if (resetEvents.Length > 0) WaitHandle.WaitAny(resetEvents);
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if (null == PeekQueueItem()) resetEvents = ResizeEvents(resetEvents);
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} // while
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MDTrace.WriteLine(LogLevel.DEBUG, "UpdateMissingAnalystRatings completed.");
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return true;
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}
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finally
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdateMissingAnalystRatings]Done, total took {0}(ms)", profiler.End()));
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}
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}
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public void ThreadPoolCallbackUpdateMissingAnalystRating(Object analystRatingThreadHelperContext)
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{
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AnalystRatingsThreadHelper threadHelper = (AnalystRatingsThreadHelper)analystRatingThreadHelperContext;
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try
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Load missing analyst rating, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
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UpdateMissingAnalystRatingEx(threadHelper.Symbol, threadHelper.MaxAnalystRatingsDate, threadHelper.Modified);
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Load missing analyst rating, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
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}
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finally
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{
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threadHelper.ResetEvent.Set();
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}
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}
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public void UpdateMissingAnalystRatingEx(String symbol, DateTime maxAnalystRatingsDate, DateTime modified)
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{
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try
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{
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AnalystRatings analystRatings = MarketDataHelper.GetAnalystRatingsMarketBeat(symbol);
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if (null == analystRatings || 0 == analystRatings.Count)
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{
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return;
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}
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analystRatings = new AnalystRatings((from AnalystRating analystRating in analystRatings where analystRating.Date >= maxAnalystRatingsDate.Date select analystRating).ToList());
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AnalystRatings duplicateList = new AnalystRatings();
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foreach (AnalystRating analystRating in analystRatings)
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{
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if (AnalystRatingsDA.ContainsAnalystRating(analystRating))
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Already have analyst rating for {0} on {1} from brokerage firm {2}", analystRating.Symbol, analystRating.Date.ToShortDateString(), analystRating.BrokerageFirm));
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duplicateList.Add(analystRating);
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return;
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}
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}
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analystRatings = new AnalystRatings(analystRatings.Except(duplicateList).ToList());
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foreach (AnalystRating analystRating in analystRatings)
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{
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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Inserting Analyst Rating for {0} on {1} from brokerage firm {2}", analystRating.Symbol, analystRating.Date.ToShortDateString(), analystRating.BrokerageFirm));
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}
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AnalystRatingsDA.InsertAnalystRatings(analystRatings);
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG, $"UpdateMissingAnalystRatingEx : Exception {exception.ToString()}");
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}
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}
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}
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}
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