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Make RobinHood feed a sweep

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Sean
2025-10-17 21:37:42 -04:00
parent 19cdd1359a
commit d3ad9e918b
2 changed files with 36 additions and 18 deletions
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6
MarketData/MarketData/Services/MainService.cs
View File

@@ -558,7 +558,7 @@ namespace MarketData.Services
ThreadPool.QueueUserWorkItem(delegate
{
UpdatePricesYahooSweep(startDate); // This was a sweep but now it is the main price feed since the BigCharts feed issue. Robinhood runs to fill the gaps anbd then BarChart
UpdatePricesRobinhood(startDate); // This the new Robinhood price feed. It will only pull current day prices for items that have not been pulled from above feed.
UpdatePricesRobinhoodSweep(startDate); // This the new Robinhood price feed. It will only pull current day prices for items that have not been pulled from above feed.
UpdatePricesBarChartSweep(startDate); // barchart. This sweep will pull any prices we failed to retrieve from Yahoo and Robinhood.
resetEvents[STAGE_1].Set();
SMSClient.SendSMSEmail("UPDATEDAILY2 STAGE_1 UPDATEPRICES YAHOO/ROBINHOOD/BARCHART done.", smsUserName, smsRecipients, smsSMTPAddress, smsUserName, smsPassword);
@@ -653,10 +653,10 @@ namespace MarketData.Services
pricingMarketDataHelper.UpdatePricesYahooSweep(startDate);
}
public static void UpdatePricesRobinhood(DateTime startDate)
public static void UpdatePricesRobinhoodSweep(DateTime startDate)
{
PricingMarketDataHelper pricingMarketDataHelper=new PricingMarketDataHelper();
pricingMarketDataHelper.UpdatePricesRobinhood(startDate);
pricingMarketDataHelper.UpdatePricesRobinhoodSweep(startDate);
}
public static void UpdatePricesBarChartSweep(DateTime startDate)

48
MarketData/MarketDataLib/Helper/PricingMarketDataHelper.cs
View File

@@ -106,20 +106,39 @@ namespace MarketData.Helper
// ************************************************************* R O B I N H O O D ******************************************************
// **************************************************************************************************************************************
/// <summary>
/// Robinhood will only give us latest price. The price will have a date associated with it.. todays date. so the date provided needs to match.
/// I am planning to use this feed in UpdateDaily2
/// Robinhood will only give us latest price. The price will have a date associated with it.. todays date. so the date provided needs to match.
/// This feed works the same way as the BarChartSweep in that we will only attempt to fetch prices that are missing today for which we had prices yesterday.
/// </summary>
/// <param name="startDate"></param>
/// <returns></returns>
public bool UpdatePricesRobinhood(DateTime startDate)
public bool UpdatePricesRobinhoodSweep(DateTime startDate)
{
Profiler profiler = new Profiler();
int maxThreads = 20; // I am tweaking these to back into a total runtime of 40 minutes for all stocks. maxThreads=10 waitBetweenRequests=500 = 86 minutes
int waitBetweenRequests = 200;
try
{
symbols = PricingDA.GetSymbols();
int maxThreads = 20; // I am tweaking these to back into a total runtime of 40 minutes for all stocks. maxThreads=10 waitBetweenRequests=500 = 86 minutes
int waitBetweenRequests = 200;
MDTrace.WriteLine(LogLevel.DEBUG, "[UpdatePricesRobinhoodSweep]Enter");
DateGenerator dateGenerator = new DateGenerator();
startDate = dateGenerator.GetPrevBusinessDay(startDate); // make sure we are given a valid business date
DateTime requiredDate = dateGenerator.FindPrevBusinessDay(startDate); // now go and fetch yesterday (prev business day)
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesRobinhoodSweep] Determining what prices we need on {startDate.ToShortDateString()} by examing what prices we had on {requiredDate.ToShortDateString()}");
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesRobinhoodSweep] Retrieve universe of symbols...");
symbols = PricingDA.GetSymbols(); // get the list of symbols in the universe
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesRobinhoodSweep] 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, $"[UpdatePricesRobinhoodSweep] 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
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesRobinhoodSweep] Preparing to supplement {symbolsToFetch.Count} prices for pricing date {startDate.ToShortDateString()} .");
currentIndex = 0;
while (true)
{
@@ -133,20 +152,19 @@ namespace MarketData.Helper
for (int index = 0; index < queueSymbols.Count; index++)
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], startDate, resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesRobinhood, pricingThreadHelper);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesRobinhoodSweep, pricingThreadHelper);
try { Thread.Sleep(waitBetweenRequests); } catch (Exception) {; }
}
MDTrace.WriteLine(LogLevel.DEBUG, "UpdatePricesRobinhood, waiting for queued items to complete.");
MDTrace.WriteLine(LogLevel.DEBUG, "UpdatePricesRobinhoodSweep, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
}
return true;
}
finally
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdatePricesRobinhood]End, total took {0} (ms)", profiler.End()));
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdatePricesRobinhoodSweep] End, total took {0}(ms)", profiler.End()));
}
}
// **************************************************************************************************************************************
// ************************************************************* E N D R O B I N H O O D ***********************************************
// **************************************************************************************************************************************
@@ -268,7 +286,7 @@ namespace MarketData.Helper
}
}
symbols = symbolsToFetch; // These are the symbols that we know we need to fetch
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Preparing to supplement {symbolsToFetch.Count} for pricing date {startDate.Value.ToShortDateString()} .");
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweep] Preparing to supplement {symbolsToFetch.Count} prices for pricing date {startDate.Value.ToShortDateString()} .");
currentIndex = 0;
while (true)
{
@@ -460,13 +478,13 @@ namespace MarketData.Helper
}
}
public void ThreadPoolCallbackUpdatePricesRobinhood(Object pricingThreadHelperContext)
public void ThreadPoolCallbackUpdatePricesRobinhoodSweep(Object pricingThreadHelperContext)
{
PricingThreadHelper pricingThreadHelper = (PricingThreadHelper)pricingThreadHelperContext;
try
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Load price (Robinhood), Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, pricingThreadHelper.Symbol));
UpdatePriceRobinhoodEx(pricingThreadHelper.Symbol, pricingThreadHelper.PricingDate);
UpdatePriceRobinhoodSweepEx(pricingThreadHelper.Symbol, pricingThreadHelper.PricingDate);
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Load price (Robinhood), Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, pricingThreadHelper.Symbol));
}
finally
@@ -670,7 +688,7 @@ namespace MarketData.Helper
}
}
public static void UpdatePriceRobinhoodEx(String symbol, DateTime pricingDate)
public static void UpdatePriceRobinhoodSweepEx(String symbol, DateTime pricingDate)
{
try
{