diff --git a/MarketData/MarketDataLib/DataAccess/PricingDA.cs b/MarketData/MarketDataLib/DataAccess/PricingDA.cs index 283af4b..f574722 100755 --- a/MarketData/MarketDataLib/DataAccess/PricingDA.cs +++ b/MarketData/MarketDataLib/DataAccess/PricingDA.cs @@ -253,41 +253,101 @@ namespace MarketData.DataAccess if (null != sqlConnection) sqlConnection.Close(); } } - public static DateTime GetLatestDate(String symbol) + + public static Dictionary GetLatestPrices(List symbols) { - MySqlConnection sqlConnection=null; - MySqlDataReader sqlDataReader=null; - MySqlCommand sqlCommand=null; - String strQuery=null; - DateTime maxDate=DateTime.Parse("01-01-0001"); + MySqlConnection sqlConnection = null; + MySqlDataReader sqlDataReader = null; + MySqlCommand sqlCommand=null; + String strQuery = null; + Dictionary latestPrices = new Dictionary(); try { - StringBuilder sb=new StringBuilder(); - sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data")); - sb.Append("select max(date) from prices"); - sb.Append(" where symbol='").Append(symbol).Append("'"); - strQuery=sb.ToString(); - sqlCommand=new MySqlCommand(strQuery,sqlConnection); - sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT; - sqlDataReader=sqlCommand.ExecuteReader(); - if(sqlDataReader.Read()) + StringBuilder sb = new StringBuilder(); + sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data")); + sb.Append($"SELECT B.date, B.symbol,B.open,B.high,B.low,B.close,B.volume,B.adjclose,B.source from "); + sb.Append($"(SELECT date, symbol, open, high, low, close, volume, adjclose, SOURCE, ROW_NUMBER() OVER ("); + sb.Append($"PARTITION BY symbol ORDER BY DATE DESC) AS rownum from prices "); + sb.Append($"WHERE symbol IN {SqlUtils.CreateInClause(symbols)})B where B.rownum=1"); + strQuery = sb.ToString(); ; + sqlCommand = new MySqlCommand(strQuery, sqlConnection); + sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT; + sqlDataReader = sqlCommand.ExecuteReader(); + while(sqlDataReader.Read()) { - if(!sqlDataReader.IsDBNull(0)) maxDate=sqlDataReader.GetDateTime(0); + Price price = new Price(); + if(!sqlDataReader.IsDBNull(0))price.Date = sqlDataReader.GetDateTime(0); + else throw new Exception("Date cannot be null"); + if(!sqlDataReader.IsDBNull(1))price.Symbol = sqlDataReader.GetString(1); + else throw new Exception("Symbol cannot be null"); + if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2); + else price.Open=double.NaN; + if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3); + else price.High=double.NaN; + if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4); + else price.Low=double.NaN; + if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5); + else price.Close=double.NaN; + if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6); + else price.Volume=0; + if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7); + else price.AdjClose=double.NaN; + if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8)); + else price.Source=Price.PriceSource.Other; + if(!latestPrices.ContainsKey(price.Symbol))latestPrices.Add(price.Symbol, price); } - return maxDate; + return latestPrices; } - catch(Exception exception) + catch (Exception exception) { MDTrace.WriteLine(LogLevel.DEBUG,exception); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery)); + return latestPrices; + } + finally + { + if(null!=sqlCommand)sqlCommand.Dispose(); + if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();} + if (null != sqlConnection) sqlConnection.Close(); + } + } + + public static DateTime GetLatestDate(String symbol) + { + MySqlConnection sqlConnection = null; + MySqlDataReader sqlDataReader = null; + MySqlCommand sqlCommand = null; + String strQuery = null; + DateTime maxDate = DateTime.Parse("01-01-0001"); + + try + { + StringBuilder sb = new StringBuilder(); + sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data")); + sb.Append("select max(date) from prices"); + sb.Append(" where symbol='").Append(symbol).Append("'"); + strQuery = sb.ToString(); + sqlCommand = new MySqlCommand(strQuery, sqlConnection); + sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT; + sqlDataReader = sqlCommand.ExecuteReader(); + if (sqlDataReader.Read()) + { + if (!sqlDataReader.IsDBNull(0)) maxDate = sqlDataReader.GetDateTime(0); + } + return maxDate; + } + catch (Exception exception) + { + MDTrace.WriteLine(LogLevel.DEBUG, exception); + MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Query was {0}", strQuery)); return maxDate; } finally { - if(null!=sqlCommand) sqlCommand.Dispose(); - if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();} - if(null!=sqlConnection) sqlConnection.Close(); + if (null != sqlCommand) sqlCommand.Dispose(); + if (null != sqlDataReader) { sqlDataReader.Close(); sqlDataReader.Dispose(); } + if (null != sqlConnection) sqlConnection.Close(); } } public static Dictionary GetLatestDates(List symbols)