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Combine open positions and watchlist pricing feeds into one intraday feed.

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Sean
2025-04-14 12:33:52 -04:00
parent 761d90a8f5
commit eb9d45f4bd
2 changed files with 46 additions and 22 deletions
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30
MarketData/MarketData/Services/MainService.cs
View File

@@ -26,6 +26,7 @@ namespace MarketData.Services
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEDAILY2 /DATE:"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEDAILY2 /DATE:");
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATELATESTPRICEOPENPOSITIONS"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATELATESTPRICEOPENPOSITIONS");
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATELATESTPRICEWATCHLIST /WATCHLIST:"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATELATESTPRICEWATCHLIST /WATCHLIST:");
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEINTRADAYPRICING:");
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATELATESTANALYSTRATINGS"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATELATESTANALYSTRATINGS");
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEANALYSTRATINGS"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEANALYSTRATINGS");
MDTrace.WriteLine(LogLevel.DEBUG,"UPDATESECFILINGSWATCHLIST /WATCHLIST:"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATESECFILINGSWATCHLIST /WATCHLIST:");
@@ -55,6 +56,7 @@ namespace MarketData.Services
tasks.Add("UPDATEDAILY2",TaskUpdateDaily2); tasks.Add("UPDATEDAILY2",TaskUpdateDaily2);
tasks.Add("UPDATELATESTPRICEOPENPOSITIONS",TaskUpdateLatestPriceOpenPositions); tasks.Add("UPDATELATESTPRICEOPENPOSITIONS",TaskUpdateLatestPriceOpenPositions);
tasks.Add("UPDATELATESTPRICEWATCHLIST",TaskUpdateLatestPriceWatchList); tasks.Add("UPDATELATESTPRICEWATCHLIST",TaskUpdateLatestPriceWatchList);
tasks.Add("UPDATEINTRADAYPRICING",TaskUpdateIntradayPricing);
tasks.Add("UPDATELATESTANALYSTRATINGS",TaskUpdateLatestAnalystRatings); tasks.Add("UPDATELATESTANALYSTRATINGS",TaskUpdateLatestAnalystRatings);
tasks.Add("UPDATEANALYSTRATINGS",TaskUpdateAnalystRatings); tasks.Add("UPDATEANALYSTRATINGS",TaskUpdateAnalystRatings);
tasks.Add("UPDATESECFILINGSWATCHLIST",TaskUpdateSECFilingsWatchList); tasks.Add("UPDATESECFILINGSWATCHLIST",TaskUpdateSECFilingsWatchList);
@@ -180,7 +182,33 @@ namespace MarketData.Services
if(!commandArgs.Has("WATCHLIST")){Console.WriteLine("UPDATELATESTPRICEWATCHLIST MISSING WATCHLIST");return;} if(!commandArgs.Has("WATCHLIST")){Console.WriteLine("UPDATELATESTPRICEWATCHLIST MISSING WATCHLIST");return;}
UpdateLatestPriceWatchList(commandArgs.Coalesce<String>("WATCHLIST")); UpdateLatestPriceWatchList(commandArgs.Coalesce<String>("WATCHLIST"));
await Task.FromResult(true); await Task.FromResult(true);
} }
public async Task TaskUpdateIntradayPricing(CommandArgs commandArgs)
{
try
{
if(!CheckRunCriteria())return;
String watchListName="Valuations";
MDTrace.WriteLine(LogLevel.DEBUG,$"UPDATEINTRADAYPRICING");
List<String> watchlistSymbols = WatchListDA.GetWatchList(watchListName);
PortfolioTrades portfolioTrades=PortfolioDA.GetOpenTrades();
List<String> portfolioSymbols=(from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Symbol).Distinct().ToList();
if(portfolioSymbols.Any(x=>x.Equals("SPY")))portfolioSymbols.Add("SH");
List<String> symbols = new List<String>();
symbols.AddRange(portfolioSymbols);
symbols.AddRange(watchlistSymbols);
symbols = symbols.Distinct().ToList();
MDTrace.WriteLine(LogLevel.DEBUG,$"Updating {symbols.Count} prices. Includes {portfolioSymbols.Count} open positions and {watchlistSymbols.Count} Valuation watchlist.");
PricingMarketDataHelper pricingMarketDataHelper=new PricingMarketDataHelper();
pricingMarketDataHelper.UpdateLatestPrices(symbols);
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
}
await Task.FromResult(true);
}
public async Task TaskUpdateLatestAnalystRatings(CommandArgs commandArgs) public async Task TaskUpdateLatestAnalystRatings(CommandArgs commandArgs)
{ {

38
README.md
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@@ -82,32 +82,28 @@ Also note that 1>/dev/null is synonymous to, but more explicit than >/dev/null
# sudo service cron reload , sudo service cron restart # sudo service cron reload , sudo service cron restart
# cron helper app here -> https://cron.help/#*/5_9-17_*_*_1-5 # cron helper app here -> https://cron.help/#*/5_9-17_*_*_1-5
DOTNET_ROOT=/opt/dotnet
*/15 6-16 * * 1-5 /opt/MarketData/MarketData/mk LOADHEADLINESWATCHLIST /WATCHLIST:Valuations 2>&1 | logger -t headlines
*/5 5-16 * * 1-5 /opt/MarketData/MarketData/mk LOADPREMARKETDATA 2>&1 | logger -t premarket
*/5 9-16 * * 1-5 /opt/MarketData/MarketData/mk UPDATELATESTPRICEOPENPOSITIONS 2>&1 | logger -t priceopenpositions
*/5 9-16 * * 1-5 /opt/MarketData/MarketData/mk UPDATELATESTPRICEWATCHLIST /WATCHLIST:Valuations 2>&1 | logger -t pricewatchlist
*/30 9-16 * * 1-5 /opt/MarketData/MarketData/mk UPDATELATESTANALYSTRATINGS 2>&1 | logger -t analystratings
0 19 * * 1-5 /opt/MarketData/MarketData/mk UPDATEDAILY2 /DATE:$(date -d"-0 days" +\%m-\%d-\%Y) 2>&1 | logger -t updatedaily2
*/15 6-16 * * 1-5 /opt/MarketData/MarketData/mk LOADHEADLINESWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1
*/5 5-16 * * 1-5 /opt/MarketData/MarketData/mk LOADPREMARKETDATA > /dev/null 2>&1
*/5 9-16 * * 1-5 /opt/MarketData/MarketData/mk UPDATELATESTPRICEOPENPOSITIONS > /dev/null 2>&1
*/5 9-16 * * 1-5 /opt/MarketData/MarketData/mk UPDATELATESTPRICEWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1
*/30 9-16 * * 1-5 /opt/MarketData/MarketData/mk UPDATELATESTANALYSTRATINGS 2>&1 | logger -t analystratings
0 19 * * 1-5 /opt/MarketData/MarketData/mk UPDATEDAILY2 /DATE:$(date -d"-0 days" +\%m-\%d-\%Y) > /dev/null 2>&1
# m h dom mon dow command # m h dom mon dow command
# sudo service cron reload , sudo service cron restart # sudo service cron reload , sudo service cron restart
# cron helper app here -> https://cron.help/#*/5_9-17_*_*_1-5 # cron helper app here -> https://cron.help/#*/5_9-17_*_*_1-5
DOTNET_ROOT=/opt/dotnet DOTNET_ROOT=/opt/dotnet
CRON_DIR=/opt/MarketData/MarketData CRON_DIR=/opt/MarketData/MarketData
*/15 6-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk LOADHEADLINESWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1 */15 6-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk LOADHEADLINESWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1
*/5 5-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk LOADPREMARKETDATA > /dev/null 2>&1 */5 5-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk LOADPREMARKETDATA > /dev/null 2>&1
*/5 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTPRICEOPENPOSITIONS > /dev/null 2>&1 */5 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTPRICEOPENPOSITIONS > /dev/null 2>&1
*/5 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTPRICEWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1 */5 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTPRICEWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1
*/30 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTANALYSTRATINGS > /dev/null 2>&1 */30 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTANALYSTRATINGS > /dev/null 2>&1
0 19 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATEDAILY2 /DATE:$(date -d"-0 days" +\%m-\%d-\%Y) > /dev/null 2>&1 0 19 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATEDAILY2 /DATE:$(date -d"-0 days" +\%m-\%d-\%Y) > /dev/null 2>&1
Here is the latest crontab
# m h dom mon dow command
# sudo service cron reload , sudo service cron restart
# cron helper app here -> https://cron.help/#*/5_9-17_*_*_1-5
DOTNET_ROOT=/opt/dotnet
CRON_DIR=/opt/MarketData/MarketData
*/15 6-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk LOADHEADLINESWATCHLIST /WATCHLIST:Valuations > /dev/null 2>&1
*/5 5-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk LOADPREMARKETDATA > /dev/null 2>&1
*/5 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATEINTRADAYPRICING > /dev/null 2>&1
*/30 9-16 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATELATESTANALYSTRATINGS > /dev/null 2>&1
0 19 * * 1-5 cd $CRON_DIR ; /opt/MarketData/MarketData/mk UPDATEDAILY2 /DATE:$(date -d"-0 days" +\%m-\%d-\%Y) > /dev/null 2>&1