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Optimize the BarChart pull

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Sean
2025-06-28 12:21:47 -04:00
parent 3719e4d2bf
commit 8c73faf59f
2 changed files with 38 additions and 26 deletions
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4
MarketData/MarketDataLib/Helper/MarketDataHelper.cs
View File

@@ -5113,6 +5113,8 @@ namespace MarketData.Helper
HttpNetResponse httpNetResponse = null;
try
{
DateGenerator dateGenerator = new DateGenerator();
DateTime currentPricingDate = dateGenerator.GetPrevBusinessDay(DateTime.Now);
StringBuilder sb = new StringBuilder();
String strRequest;
if (null == symbol) return null;
@@ -5138,7 +5140,7 @@ namespace MarketData.Helper
Dictionary<String, double> values = CreateBarChartValues(pairs);
Price price = new Price();
price.Symbol = symbol;
price.Date = DateTime.Now;
price.Date = currentPricingDate;
price.Source = Price.PriceSource.BarChart;
if (values.ContainsKey("lowPrice")) price.Low = values["lowPrice"];
if (values.ContainsKey("highPrice")) price.High = values["highPrice"];

60
MarketData/MarketDataLib/Helper/PricingMarketDataHelper.cs
View File

@@ -165,8 +165,8 @@ namespace MarketData.Helper
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[UpdatePricesBigCharts]End, total took {0}(ms)",profiler.End()));
}
}
public bool UpdatePricesYahooSweep(DateTime? startDate = null) // get prices from Yahoo
public bool UpdatePricesYahooSweep(DateTime? startDate = null) // get prices from Yahoo
{
Profiler profiler = new Profiler();
try
@@ -199,19 +199,46 @@ namespace MarketData.Helper
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdatePricesYahooSweep]End, total took {0}(ms)", profiler.End()));
}
}
/// <summary>
/// UpdatePricesBarChartSweep - This feed will retrieve latest price. It will not use a date
/// UpdatePricesBarChartSweep - This feed is intended to supplement BigCharts nightly price feed in UPDATEDAILY2 by filling any gaps that may occur
/// in that feed. This feed will only pull a price for which we had a price yesterday (findprevbusinessday) and for which do not have
/// a price tonight. If BigCharts was successful then we can expect this method to retrieve nothing. If BigCharts fails to give us a price
/// tonight BUT did in fact give us a price yesterday then this method will attempt to rerieve that symbol from BarChart and insert that
/// price into the database with the appropriate date (tonight) and with the appropriate Source (BarChart).
/// </summary>
/// <param name="startDate"></param>
/// <returns></returns>
public bool UpdatePricesBarChartSweep(DateTime? startDate = null) // get prices from BarCharts
public bool UpdatePricesBarChartSweep(DateTime? startDate = null)
{
Profiler profiler = new Profiler();
try
{
symbols = PricingDA.GetSymbols();
MDTrace.WriteLine(LogLevel.DEBUG, "[UpdatePricesBarChartSweep]Enter");
DateGenerator dateGenerator = new DateGenerator();
if (null == startDate) startDate = DateTime.Now;
startDate = dateGenerator.GetPrevBusinessDay(startDate.Value); // make sure we are given a valid business date
DateTime requiredDate = dateGenerator.FindPrevBusinessDay(startDate.Value); // now go and fetch yesterday (prev business day)
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Determining what prices we need on {startDate.Value.ToShortDateString()} by examing what prices we had on {requiredDate.ToShortDateString()}");
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Retrieve universe of symbols...");
symbols = PricingDA.GetSymbols(); // get the list of symbols in the universe
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Retrieve latest dates...");
Dictionary<String, DateTime> latestDates = PricingDA.GetLatestDates(symbols); // get the latest pricing date for these symbols
List<String> symbolsToFetch = new List<String>();
List<String> keys = latestDates.Keys.ToList();
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Filtering...");
foreach (String key in keys) // go through the latest dates and select those for which
{ // we have a price on previous business date
if (latestDates[key].Date.Date.Equals(requiredDate.Date))
{
symbolsToFetch.Add(key);
}
}
symbols = symbolsToFetch; // These are the symbols that we know we need to fetch
if (0 == symbolsToFetch.Count)
{
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Does not need to supplement any pricing data for {startDate.Value.ToShortDateString()} .");
}
currentIndex = 0;
while (true)
{
@@ -814,6 +841,7 @@ namespace MarketData.Helper
/// It should run in the UPDATEDAILY2 chain after Yahoo during the nightly price capture.
/// It will only retrieve price for the current date AND it expects us to have a price for the previous business date.
/// In other words it will not fill pricing gaps, it will only add "tonights" price to an already established pricing history
/// and only if we are missing a price. See the method UpdatePricesBarChartSweep to understand the context.
/// </summary>
/// <param name="symbol"></param>
/// <param name="pricingDate"></param>
@@ -821,26 +849,8 @@ namespace MarketData.Helper
{
try
{
DateGenerator dateGenerator = new DateGenerator();
DateTime prevBusinessDay = dateGenerator.FindPrevBusinessDay(pricingDate);
Price price = PricingDA.GetPrice(symbol); // retrieve the latest price for this symbol
if (null == price) // we don't have a price for the symbol so return
{
return;
}
if (price.Date.Date.Equals(pricingDate.Date))
{
MDTrace.WriteLine(LogLevel.DEBUG, $"Already have latest price for {symbol} on {price.Date.ToShortDateString()}");
return;
}
if (!prevBusinessDay.Date.Equals(price.Date.Date))
{
MDTrace.WriteLine(LogLevel.DEBUG, $"Expected a date of {prevBusinessDay.ToShortDateString()} for {symbol} but found {price.Date.ToShortDateString()}");
return;
}
MDTrace.WriteLine(LogLevel.DEBUG,$"Latest price for {symbol} is {price.Date.Date.ToShortDateString()}");
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("UpdatePriceBarChartSweep: Requesting latest price for {0} ", symbol));
price = MarketDataHelper.GetLatestPriceBarChart(symbol);
Price price = MarketDataHelper.GetLatestPriceBarChart(symbol);
if (null == price)
{
MDTrace.WriteLine(LogLevel.DEBUG, "(UpdatePriceBarChartSweep) No price for '" + symbol + "'");