Sean/ARM64
1
0
Fork 0
Code Issues Pull Requests Actions 2 Packages Projects Releases Wiki Activity

Add Exception handling, set min pool size to zero

Browse Source
This commit is contained in:
Sean
2025-04-24 23:42:22 -04:00
parent dbd38cdd0d
commit f170f0f20a
9 changed files with 505 additions and 312 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
MarketData/MarketDataLib/Utility/SQLUtils.cs
View File

@@ -12,7 +12,7 @@ namespace MarketData.Utils
/// <summary>SQlUtils - SQL utility class</summary>
public class SqlUtils
{
private static readonly int MIN_POOL_SIZE=10;
private static readonly int MIN_POOL_SIZE=0; // this will allow the connection pool to shrink for better utilization
private static readonly int MAX_POOL_SIZE=100;
public static readonly int COMMAND_TIMEOUT=300; // seconds
private static readonly int CONNECTION_TIMEOUT=300; // seconds

480
MarketDataServer/Controllers/GainLossController.cs
View File

@@ -21,268 +21,308 @@ namespace MarketDataServer.Controllers
[HttpGet]
public IEnumerable<GainLossSummaryItem> GetGainLossByDate(String token,DateTime selectedDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals=new GainLossSummaryItem();
gainLossSummaryTotals.Symbol="";
gainLossSummaryTotals.CompanyName="Account Summary";
if(null!=gainLossSummaryItems&&gainLossSummaryItems.Count>0)
{
gainLossSummaryTotals.Date=gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change=gainLossSummaryItems.Sum(x=>x.Change);
gainLossSummaryTotals.CurrentGainLoss=gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent=((gainLossSummaryTotals.CurrentGainLoss-gainLossSummaryTotals.PreviousGainLoss)/Math.Abs(gainLossSummaryTotals.PreviousGainLoss))*100.00;
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals=new GainLossSummaryItem();
gainLossSummaryTotals.Symbol="";
gainLossSummaryTotals.CompanyName="Account Summary";
if(null!=gainLossSummaryItems&&gainLossSummaryItems.Count>0)
{
gainLossSummaryTotals.Date=gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change=gainLossSummaryItems.Sum(x=>x.Change);
gainLossSummaryTotals.CurrentGainLoss=gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent=((gainLossSummaryTotals.CurrentGainLoss-gainLossSummaryTotals.PreviousGainLoss)/Math.Abs(gainLossSummaryTotals.PreviousGainLoss))*100.00;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
}
gainLossSummaryItems.Insert(0,gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
else
catch(Exception exception)
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
gainLossSummaryItems.Insert(0,gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
[HttpGet]
public IEnumerable<GainLossSummaryItem> GetGainLossByDateAndAccount(String token,DateTime selectedDate,String account)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate,String account)", DateTime.Now));
LocalPriceCache.GetInstance().Refresh();
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades=new PortfolioTrades(portfolioTrades.Where(x=>x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate,String account)", DateTime.Now));
LocalPriceCache.GetInstance().Refresh();
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades=new PortfolioTrades(portfolioTrades.Where(x=>x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals = new GainLossSummaryItem();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName="Account Summary";
if (null != gainLossSummaryItems && gainLossSummaryItems.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change = gainLossSummaryItems.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals = new GainLossSummaryItem();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName="Account Summary";
if (null != gainLossSummaryItems && gainLossSummaryItems.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change = gainLossSummaryItems.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
}
gainLossSummaryItems.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
else
catch(Exception exception)
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
gainLossSummaryItems.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
[HttpGet]
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDate(String token,DateTime selectedDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
if (null == portfolioTrades || 0 == portfolioTrades.Count) continue;
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots = portfolioTrades.Count;
gainLossSummaryItemDetail.Shares = shares;
gainLossSummaryItemDetail.Exposure = exposure;
if (!double.IsNaN(weightAdjustedDividendYield))
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{
gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
if (null == portfolioTrades || 0 == portfolioTrades.Count) continue;
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots = portfolioTrades.Count;
gainLossSummaryItemDetail.Shares = shares;
gainLossSummaryItemDetail.Exposure = exposure;
if (!double.IsNaN(weightAdjustedDividendYield))
{
gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement = parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
if (null != p1 && null != p2)
{
double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice = p1;
gainLossSummaryItemDetail.PriceChange = change;
}
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement = parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
if (null != p1 && null != p2)
{
double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice = p1;
gainLossSummaryItemDetail.PriceChange = change;
}
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
}
// **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure = gainLossSummaryItemDetailCollection.Sum(x => x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
// **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure = gainLossSummaryItemDetailCollection.Sum(x => x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
}
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection;
}
else
catch(Exception exception)
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection;
}
[HttpGet]
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetailByDateAndAccount(String token, DateTime selectedDate, String account)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate,String account)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate,String account)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection=new List<GainLossSummaryItemDetail>();
foreach(GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
if(null==portfolioTrades||0==portfolioTrades.Count)continue;
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots=portfolioTrades.Count;
gainLossSummaryItemDetail.Shares=shares;
gainLossSummaryItemDetail.Exposure=exposure;
if (!double.IsNaN(weightAdjustedDividendYield))
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection=new List<GainLossSummaryItemDetail>();
foreach(GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{
gainLossSummaryItemDetail.DividendYield=weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend=exposure * weightAdjustedDividendYield;
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
if(null==portfolioTrades||0==portfolioTrades.Count)continue;
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots=portfolioTrades.Count;
gainLossSummaryItemDetail.Shares=shares;
gainLossSummaryItemDetail.Exposure=exposure;
if (!double.IsNaN(weightAdjustedDividendYield))
{
gainLossSummaryItemDetail.DividendYield=weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend=exposure * weightAdjustedDividendYield;
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement=parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
if(null!=p1&&null!=p2)
{
double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice=p1;
gainLossSummaryItemDetail.PriceChange=change;
}
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement=parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
if(null!=p1&&null!=p2)
{
double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice=p1;
gainLossSummaryItemDetail.PriceChange=change;
}
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
}
// **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure=gainLossSummaryItemDetailCollection.Sum(x=>x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice=new Price();
gainLossSummaryTotals.PriceChange=0;
// **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure=gainLossSummaryItemDetailCollection.Sum(x=>x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice=new Price();
gainLossSummaryTotals.PriceChange=0;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
}
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection;
}
else
catch(Exception exception)
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection;
}
[HttpGet(Name = "GetCompoundGainLoss")]
public GainLossCompoundModelCollection GetCompoundGainLoss(String token, int selectedDays, bool includeDividends)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetCompundGainLoss](String token, int days)", DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
DividendPayments dividendPayments = null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
GainLossGenerator gainLossGenerator=new GainLossGenerator();
if(includeDividends)dividendPayments=DividendPaymentDA.GetDividendPayments();
ActiveGainLossGenerator activeGainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=activeGainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
TotalGainLossCollection totalGainLoss=null;
if(null!=dividendPayments)totalGainLoss=gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
else totalGainLoss=gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
GainLossCompoundModelCollection gainLossModelCollection=null;
gainLossModelCollection=new GainLossCompoundModelCollection(gainLoss,totalGainLoss);
if(-1==selectedDays)return gainLossModelCollection;
int skip=gainLossModelCollection.Count-selectedDays;
if(skip<0)return gainLossModelCollection;
return new GainLossCompoundModelCollection(gainLossModelCollection.Skip(skip).ToList());
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetCompundGainLoss](String token, int days)", DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
DividendPayments dividendPayments = null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
GainLossGenerator gainLossGenerator=new GainLossGenerator();
if(includeDividends)dividendPayments=DividendPaymentDA.GetDividendPayments();
ActiveGainLossGenerator activeGainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=activeGainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
TotalGainLossCollection totalGainLoss=null;
if(null!=dividendPayments)totalGainLoss=gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
else totalGainLoss=gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
GainLossCompoundModelCollection gainLossModelCollection=null;
gainLossModelCollection=new GainLossCompoundModelCollection(gainLoss,totalGainLoss);
if(-1==selectedDays)return gainLossModelCollection;
int skip=gainLossModelCollection.Count-selectedDays;
if(skip<0)return gainLossModelCollection;
return new GainLossCompoundModelCollection(gainLossModelCollection.Skip(skip).ToList());
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}

46
MarketDataServer/Controllers/HeadlinesController.cs
View File

@@ -14,27 +14,51 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetLatestHeadlines")]
public IEnumerable<Headline> GetLatestHeadlines(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetLatestHeadlines]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return HeadlinesDA.GetLatestHeadlines();
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetLatestHeadlines]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return HeadlinesDA.GetLatestHeadlines();
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetHeadlineDates")]
public IEnumerable<String> GetHeadlineDates(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetHeadlineDates]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
List<string> headlineDates = HeadlinesDA.GetHeadlineDates();
if(headlineDates.Count>0)headlineDates=headlineDates.Take(252).ToList();
return headlineDates;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetHeadlineDates]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
List<string> headlineDates = HeadlinesDA.GetHeadlineDates();
if(headlineDates.Count>0)headlineDates=headlineDates.Take(252).ToList();
return headlineDates;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetHeadlines")]
public IEnumerable<Headline> GetHeadlines(String token,DateTime headlineDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetHeadliness(DateTime headlineDate)]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return HeadlinesDA.GetHeadlines(headlineDate);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetHeadliness(DateTime headlineDate)]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return HeadlinesDA.GetHeadlines(headlineDate);
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}

28
MarketDataServer/Controllers/LoginController.cs
View File

@@ -12,19 +12,27 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetToken")]
public String GetToken(String user, String password)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][AuthorizationController::Authorize]",DateTime.Now));
if(null==user)return null;
user=Authorizations.Xor(user,5);
password=Authorizations.Xor(password,5);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][Login requested for user '{1}']",DateTime.Now, user));
if(!Authorizations.GetInstance().IsValidUser(user, password))
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][User '{1}' is not authorized]", DateTime.Now,user));
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][AuthorizationController::Authorize]",DateTime.Now));
if(null==user)return null;
user=Authorizations.Xor(user,5);
password=Authorizations.Xor(password,5);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][Login requested for user '{1}']",DateTime.Now, user));
if(!Authorizations.GetInstance().IsValidUser(user, password))
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][User '{1}' is not authorized]", DateTime.Now,user));
return null;
}
String accessToken= Authorizations.GetInstance().GetAuthenticationToken();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][Access token granted for user {1} : {2}]",DateTime.Now ,user, accessToken));
return accessToken;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
String accessToken= Authorizations.GetInstance().GetAuthenticationToken();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][Access token granted for user {1} : {2}]",DateTime.Now ,user, accessToken));
return accessToken;
}
}
}

110
MarketDataServer/Controllers/PortfolioController.cs
View File

@@ -20,60 +20,100 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetOpenPositionsWithDescription")]
public IEnumerable<PositionWithDescription> GetOpenPositionsWithDescription(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetOpenPositionsWithDescriptionAsOf]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
List<PositionWithDescription> positionsWithDescription=new List<PositionWithDescription>();
PortfolioTrades openTrades=PortfolioDA.GetOpenTrades();
List<Position> positions=openTrades.GetPositions(DateTime.Now);
foreach(Position position in positions)
{
CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(position.Symbol);
if(null==companyProfile.Description)companyProfile.Description="Description unvailable";
positionsWithDescription.Add(new PositionWithDescription(position,companyProfile.CompanyName, companyProfile.Description));
}
return positionsWithDescription;
}
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetOpenPositionsWithDescriptionAsOf]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
List<PositionWithDescription> positionsWithDescription=new List<PositionWithDescription>();
PortfolioTrades openTrades=PortfolioDA.GetOpenTrades();
List<Position> positions=openTrades.GetPositions(DateTime.Now);
foreach(Position position in positions)
{
CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(position.Symbol);
if(null==companyProfile.Description)companyProfile.Description="Description unvailable";
positionsWithDescription.Add(new PositionWithDescription(position,companyProfile.CompanyName, companyProfile.Description));
}
return positionsWithDescription;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetAccounts")]
public IEnumerable<String> GetAccounts(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetAccounts]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PortfolioDA.GetAccounts();
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetAccounts]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PortfolioDA.GetAccounts();
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetAccountsWithOpenTrades")]
public IEnumerable<String> GetAccountsWithOpenTrades(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetAccountsWithOpenTrades]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PortfolioDA.GetAccountsWithOpenTrades();
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetAccountsWithOpenTrades]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PortfolioDA.GetAccountsWithOpenTrades();
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetStopLimit")]
public StopLimit GetStopLimit(String token,String symbol)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetStopLimit]",DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
StopLimit stopLimit=PortfolioDA.GetStopLimit(symbol);
return stopLimit;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetStopLimit]",DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
StopLimit stopLimit=PortfolioDA.GetStopLimit(symbol);
return stopLimit;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetPortfolioTradesWithParityPrice")]
public PortfolioTradesWithParityPrice GetPortfolioTradesWithParityPrice(String token, String symbol)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetPortfolioTradesWithParityPrice]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
Price zeroPrice=null;
DateTime latestPricingDate=PricingDA.GetLatestDate(symbol);
Price latestPrice = PricingDA.GetPrice(symbol, latestPricingDate);
PortfolioTrades portfolioTrades = PortfolioDA.GetTradesSymbol(symbol);
if (null == portfolioTrades) return null;
portfolioTrades = portfolioTrades.GetOpenTrades();
if (null == portfolioTrades) return null;
PortfolioTrades portfolioTradesLots = LotAggregator.CombineLots(portfolioTrades);
zeroPrice=ParityGenerator.GenerateGainLossValue(portfolioTrades,latestPrice);
return new PortfolioTradesWithParityPrice(portfolioTradesLots,zeroPrice);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetPortfolioTradesWithParityPrice]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
Price zeroPrice=null;
DateTime latestPricingDate=PricingDA.GetLatestDate(symbol);
Price latestPrice = PricingDA.GetPrice(symbol, latestPricingDate);
PortfolioTrades portfolioTrades = PortfolioDA.GetTradesSymbol(symbol);
if (null == portfolioTrades) return null;
portfolioTrades = portfolioTrades.GetOpenTrades();
if (null == portfolioTrades) return null;
PortfolioTrades portfolioTradesLots = LotAggregator.CombineLots(portfolioTrades);
zeroPrice=ParityGenerator.GenerateGainLossValue(portfolioTrades,latestPrice);
return new PortfolioTradesWithParityPrice(portfolioTradesLots,zeroPrice);
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}

42
MarketDataServer/Controllers/PreMarketController.cs
View File

@@ -15,25 +15,49 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetAvailableMarketDates")]
public IEnumerable<DateTime> GetAvailableMarketDates(String token,String market)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetAvailableMarketDates]{1}",DateTime.Now,market));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetAvailableMarketDates(market);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetAvailableMarketDates]{1}",DateTime.Now,market));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetAvailableMarketDates(market);
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetAvailableMarkets")]
public IEnumerable<String> GetAvailableMarkets(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetAvailableMarkets]",DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetDistinctMarkets();
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetAvailableMarkets]",DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetDistinctMarkets();
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetLatestPremarketData")]
public IEnumerable<PremarketElement> GetLatestPremarketData(String token,String market,DateTime marketDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetLatestPremarketData]{1},{2}",DateTime.Now,market,marketDate.ToShortDateString()));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetLatestPremarketData(market,marketDate);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetLatestPremarketData]{1},{2}",DateTime.Now,market,marketDate.ToShortDateString()));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetLatestPremarketData(market,marketDate);
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}

65
MarketDataServer/Controllers/PriceController.cs
View File

@@ -5,6 +5,7 @@ using MarketData.Generator;
using MarketData;
using LogLevel = MarketData.LogLevel;
using Microsoft.AspNetCore.Mvc;
using MarketData.Utils;
namespace MarketDataServer.Controllers
{
@@ -19,37 +20,69 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetPrices")]
public IEnumerable<Price> GetPrices(String token, String symbol, int days)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetPrices]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PricingDA.GetPrices(symbol, days);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetPrices]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PricingDA.GetPrices(symbol, days);
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetBollingerBands")]
public BollingerBands GetBollingerBands(String token,String symbol,int dayCount)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetBollingerBands]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
Prices prices=PricingDA.GetPrices(symbol,dayCount);
BollingerBands bollingerBands=BollingerBandGenerator.GenerateBollingerBands(prices);
return bollingerBands;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetBollingerBands]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
Prices prices=PricingDA.GetPrices(symbol,dayCount);
BollingerBands bollingerBands=BollingerBandGenerator.GenerateBollingerBands(prices);
return bollingerBands;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetLatestPricingDate")]
public DateTime GetLatestPricingDate(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetLatestPricingDate]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return DateTime.MinValue;
DateTime latestPricingDate=PricingDA.GetLatestDate();
return latestPricingDate;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetLatestPricingDate]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return DateTime.MinValue;
DateTime latestPricingDate=PricingDA.GetLatestDate();
return latestPricingDate;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return Utility.Epoch;
}
}
[HttpGet(Name = "GetCompanyNameForSymbol")]
public String GetCompanyNameForSymbol(String token, String symbol)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetCompanyNameForSymbol]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
String companyName=PricingDA.GetNameForSymbol(symbol);
return companyName;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetCompanyNameForSymbol]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
String companyName=PricingDA.GetNameForSymbol(symbol);
return companyName;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}

30
MarketDataServer/Controllers/PriceIndexController.cs
View File

@@ -15,18 +15,34 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetDistinctPriceIndices")]
public IEnumerable<String> GetDistinctPriceIndices(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceIndexController::GetDistinctPriceIndices]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return ConsumerPriceIndexDA.GetDistinctIndices();
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceIndexController::GetDistinctPriceIndices]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return ConsumerPriceIndexDA.GetDistinctIndices();
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
[HttpGet(Name = "GetConsumerPriceIndex")]
public IEnumerable<PriceIndex> GetConsumerPriceIndex(String token,String indexCode)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceIndexController::GetOpenPositionsWithDescriptionAsOf]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
PriceIndices priceIndices=ConsumerPriceIndexDA.GetConsumerPriceIndex(indexCode);
return priceIndices;
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceIndexController::GetOpenPositionsWithDescriptionAsOf]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
PriceIndices priceIndices=ConsumerPriceIndexDA.GetConsumerPriceIndex(indexCode);
return priceIndices;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}

14
MarketDataServer/Controllers/WatchListController.cs
View File

@@ -13,9 +13,17 @@ namespace MarketDataServer.Controllers
[HttpGet(Name = "GetWatchList")]
public IEnumerable<String> GetWatchList(String token,String watchList)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][WatchListController::GetWatchList]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return WatchListDA.GetWatchList(watchList);
try
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][WatchListController::GetWatchList]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return WatchListDA.GetWatchList(watchList);
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,$"Exception:{exception.ToString()}");
return null;
}
}
}
}