diff --git a/MarketData/MarketData/Services/MainService.cs b/MarketData/MarketData/Services/MainService.cs
index 33a3520..c31cf5f 100755
--- a/MarketData/MarketData/Services/MainService.cs
+++ b/MarketData/MarketData/Services/MainService.cs
@@ -806,20 +806,24 @@ namespace MarketData.Services
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
}
- }
+ }
+ ///
+ /// This uses Briefing.com.
+ /// This is not iterating over any list of symbols. It is fetching LatestAnalystRatings from Briefing.com
+ ///
public static void UpdateLatestAnalystRatings(Boolean createSecurityMaster = true)
{
Profiler profiler = new Profiler();
try
{
- if(!CheckRunCriteria())return;
+ if (!CheckRunCriteria()) return;
DateGenerator dateGenerator = new DateGenerator();
MDTrace.WriteLine(LogLevel.DEBUG, "Started.");
AnalystRatings analystRatings = MarketDataHelper.GetLatestAnalystRatings();
List symbols = PricingDA.GetSymbolsNotIn(analystRatings.Symbols);
foreach (String symbol in symbols)
- {
+ {
if (false == createSecurityMaster)
{
MDTrace.WriteLine(LogLevel.DEBUG, "Removing " + symbol + ", missing from security master.");
@@ -849,57 +853,31 @@ namespace MarketData.Services
}
}
}
- MDTrace.WriteLine(LogLevel.DEBUG,$"Rating {analystRating.ToString()}");
+ MDTrace.WriteLine(LogLevel.DEBUG, $"Rating {analystRating.ToString()}");
}
AnalystRatingsDA.InsertAnalystRatings(analystRatings);
}
catch (Exception exception)
{
- MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
+ MDTrace.WriteLine(LogLevel.DEBUG, $"Exception:{exception.ToString()}");
}
finally
{
- MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
+ MDTrace.WriteLine(LogLevel.DEBUG, $"Done, total took {profiler.End()}(ms)");
}
}
///
- /// We need to implement this with a batch queue so that we are doing some of these concurrentlyday
+ /// This uses the MarketBeat Analyst Ratings feed
///
public static void UpdateMissingAnalystRatings()
{
Profiler profiler = new Profiler();
try
{
- DateGenerator dateGenerator = new DateGenerator();
- List symbols = PricingDA.GetSymbols();
- DateTime maxDate=AnalystRatingsDA.GetMaxDateNoZacks();
- foreach (String symbol in symbols)
- {
- AnalystRatings analystRatings = MarketDataHelper.GetAnalystRatingsMarketBeat(symbol);
- if (null == analystRatings || 0 == analystRatings.Count)
- {
- MDTrace.WriteLine(LogLevel.DEBUG, String.Format("No analyst ratings for {0}", symbol));
- continue;
- }
- analystRatings = new AnalystRatings((from AnalystRating analystRating in analystRatings where analystRating.Date >= maxDate.Date select analystRating).ToList());
- AnalystRatings duplicateList = new AnalystRatings();
- foreach (AnalystRating analystRating in analystRatings)
- {
- if (AnalystRatingsDA.ContainsAnalystRating(analystRating))
- {
- 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));
- duplicateList.Add(analystRating);
- continue;
- }
- }
- analystRatings = new AnalystRatings(analystRatings.Except(duplicateList).ToList());
- foreach (AnalystRating analystRating in analystRatings)
- {
- MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Inserting Analyst Rating for {0} on {1} from brokerage firm {2}", analystRating.Symbol, analystRating.Date.ToShortDateString(), analystRating.BrokerageFirm));
- }
- AnalystRatingsDA.InsertAnalystRatings(analystRatings);
- }
+ if (!CheckRunCriteria()) return;
+ AnalystRatingsMarketDataHelper analystRatingsMarketDataHelper = new AnalystRatingsMarketDataHelper();
+ analystRatingsMarketDataHelper.UpdateMissingAnalystRatings();
}
catch (Exception exception)
{
@@ -907,7 +885,7 @@ namespace MarketData.Services
}
finally
{
- MDTrace.WriteLine(LogLevel.DEBUG,$"{nameof(UpdateMissingAnalystRatings)} Done, total took {profiler.End()}(ms)");
+ MDTrace.WriteLine(LogLevel.DEBUG, $"{nameof(UpdateMissingAnalystRatings)} Done, total took {profiler.End()}(ms)");
}
}
diff --git a/MarketData/MarketDataLib/Helper/AnalystRatingsMarketDataHelper.cs b/MarketData/MarketDataLib/Helper/AnalystRatingsMarketDataHelper.cs
new file mode 100644
index 0000000..a5994ab
--- /dev/null
+++ b/MarketData/MarketDataLib/Helper/AnalystRatingsMarketDataHelper.cs
@@ -0,0 +1,146 @@
+using MarketData.MarketDataModel;
+using MarketData.DataAccess;
+using MarketData.Utils;
+
+namespace MarketData.Helper
+{
+ public class AnalystRatingsThreadHelper : ThreadHelper
+ {
+ public AnalystRatingsThreadHelper(String symbol, DateTime modified, DateTime maxAnalystRatingsDate, ManualResetEvent resetEvent)
+ {
+ Symbol = symbol;
+ Modified = modified;
+ ResetEvent = resetEvent;
+ MaxAnalystRatingsDate = maxAnalystRatingsDate;
+ }
+
+ public DateTime MaxAnalystRatingsDate { get; private set; }
+ }
+
+// ****************************************************************************************************************************************
+
+ public class AnalystRatingsMarketDataHelper : MarketDataHelperBase
+ {
+ private static int MaxThreads = 10;
+ private static int SLEEP_TIME_MS = 500;
+
+ public AnalystRatingsMarketDataHelper()
+ {
+ }
+
+ public bool UpdateAnalystRatings()
+ {
+ return false;
+ }
+
+ public bool UpdateMissingAnalystRatings()
+ {
+ Profiler profiler = new Profiler();
+ try
+ {
+ List symbols = PricingDA.GetSymbols();
+ DateTime maxRatingsDate = AnalystRatingsDA.GetMaxDateNoZacks();
+ Queue = symbols;
+ // ShuffleQueue(); // shuffle up the 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 UpdateMissingAnalystRatings fetches ..."));
+ DateTime modified = DateTime.Now;
+ while (true)
+ {
+ ManualResetEvent[] availableEvents = GetAvailableEvents(resetEvents);
+ ManualResetEvent[] busyEvents = GetBusyEvents(resetEvents);
+ if (null == PeekQueueItem() && 0 == busyEvents.Length)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG, String.Format("UpdateMissingAnalystRatings 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();
+ AnalystRatingsThreadHelper analystRatingsThreadHelper = new AnalystRatingsThreadHelper(symbol, maxRatingsDate, modified, availableEvents[index]);
+ ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdateMissingAnalystRating, analystRatingsThreadHelper);
+ try { Thread.Sleep(SLEEP_TIME_MS); } catch (Exception) {; }
+ }
+ 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, "UpdateMissingAnalystRatings waiting for free slots...");
+ if (resetEvents.Length > 0) WaitHandle.WaitAny(resetEvents);
+ if (null == PeekQueueItem()) resetEvents = ResizeEvents(resetEvents);
+ } // while
+ MDTrace.WriteLine(LogLevel.DEBUG, "UpdateMissingAnalystRatings completed.");
+ return true;
+ }
+ finally
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdateMissingAnalystRatings]Done, total took {0}(ms)", profiler.End()));
+ }
+ }
+
+ public void ThreadPoolCallbackUpdateMissingAnalystRating(Object analystRatingThreadHelperContext)
+ {
+ AnalystRatingsThreadHelper threadHelper = (AnalystRatingsThreadHelper)analystRatingThreadHelperContext;
+ try
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Load missing analyst rating, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
+ UpdateMissingAnalystRatingEx(threadHelper.Symbol, threadHelper.MaxAnalystRatingsDate, threadHelper.Modified);
+ MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Load missing analyst rating, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
+ }
+ finally
+ {
+ threadHelper.ResetEvent.Set();
+ }
+ }
+
+ public void UpdateMissingAnalystRatingEx(String symbol, DateTime maxAnalystRatingsDate, DateTime modified)
+ {
+ try
+ {
+ AnalystRatings analystRatings = MarketDataHelper.GetAnalystRatingsMarketBeat(symbol);
+ if (null == analystRatings || 0 == analystRatings.Count)
+ {
+ return;
+ }
+
+ analystRatings = new AnalystRatings((from AnalystRating analystRating in analystRatings where analystRating.Date >= maxAnalystRatingsDate.Date select analystRating).ToList());
+ AnalystRatings duplicateList = new AnalystRatings();
+ foreach (AnalystRating analystRating in analystRatings)
+ {
+ if (AnalystRatingsDA.ContainsAnalystRating(analystRating))
+ {
+ 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));
+ duplicateList.Add(analystRating);
+ return;
+ }
+ }
+ analystRatings = new AnalystRatings(analystRatings.Except(duplicateList).ToList());
+ foreach (AnalystRating analystRating in analystRatings)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Inserting Analyst Rating for {0} on {1} from brokerage firm {2}", analystRating.Symbol, analystRating.Date.ToShortDateString(), analystRating.BrokerageFirm));
+ }
+ AnalystRatingsDA.InsertAnalystRatings(analystRatings);
+ }
+ catch (Exception exception)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG, $"UpdateMissingAnalystRatingEx : Exception {exception.ToString()}");
+ }
+ }
+
+ }
+}
+
+