104 lines
4.5 KiB
C#
Executable File
104 lines
4.5 KiB
C#
Executable File
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading;
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using MarketData.MarketDataModel;
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using MarketData.DataAccess;
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using MarketData.Utils;
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namespace MarketData.Helper
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{
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public class EarningsAnnouncementsMarketDataHelper : MarketDataHelperBase<String>
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{
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private static int MaxThreads = 7; // (int)ThreadHelperEnum.MaxThreads;
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public EarningsAnnouncementsMarketDataHelper()
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{
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}
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public bool UpdateEarningsAnnouncements(String symbol=null)
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{
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Profiler profiler=new Profiler();
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try
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{
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if(symbol==null)Queue=PricingDA.GetSymbols();
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else (Queue=new List<String>()).Add(symbol);
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Index=-1;
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ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
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for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)resetEvents[eventIndex] = new ManualResetEvent(true);
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MDTrace.WriteLine(String.Format("Queuing earnings announcement fetches ..."));
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DateTime modified=DateTime.Now;
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while (true)
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{
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ManualResetEvent[] availableEvents=GetAvailableEvents(resetEvents);
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ManualResetEvent[] busyEvents=GetBusyEvents(resetEvents);
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if (null == PeekQueueItem() && 0==busyEvents.Length)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Earnings announcement queue contains {0} items, busy events {1}, all done.",0,busyEvents.Length));
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break;
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}
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for (int index = 0; index < availableEvents.Length; index++)
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{
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symbol=GetQueueItem();
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if (null != symbol)
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{
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availableEvents[index].Reset();
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ThreadHelper earningsAnnouncementsThreadHelper = new ThreadHelper(symbol,modified,availableEvents[index]);
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ThreadPool.QueueUserWorkItem(ThreadPoolCallbackEarningsAnnouncements, earningsAnnouncementsThreadHelper);
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}
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else
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{
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busyEvents=GetBusyEvents(resetEvents);
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if(busyEvents.Length!=availableEvents.Length)
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{
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ManualResetEvent[] resizedEvents=new ManualResetEvent[busyEvents.Length];
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Array.Copy(busyEvents, resizedEvents,busyEvents.Length);
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resetEvents = resizedEvents;
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}
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break;
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}
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} // for
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MDTrace.WriteLine(LogLevel.DEBUG,"Earnings announcements waiting for free slots...");
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if(resetEvents.Length>0)WaitHandle.WaitAny(resetEvents);
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if(null==PeekQueueItem())resetEvents=ResizeEvents(resetEvents);
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} // while
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MDTrace.WriteLine(LogLevel.DEBUG,"Earnings announcements completed.");
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return true;
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}
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finally
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[UpdateEarningsAnnouncements]End, total took {0}(ms)",profiler.End()));
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}
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}
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public void ThreadPoolCallbackEarningsAnnouncements(Object earningsAnnouncementsThreadHelperContext)
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{
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ThreadHelper threadHelper = (ThreadHelper)earningsAnnouncementsThreadHelperContext;
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try
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load earnings announcements, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
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LoadEarningsAnnouncementsEx(threadHelper.Symbol,threadHelper.Modified);
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load earnings announcements, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
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}
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finally
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{
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threadHelper.ResetEvent.Set();
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}
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}
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// Single threaded method, use for debugging a single symbol fetch without going through the queue
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public static void LoadEarningsAnnouncementsEx(String symbol,DateTime modified)
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{
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EarningsAnnouncements earningsAnnouncements=MarketDataHelper.GetEarningsAnnouncements(symbol);
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if(null==earningsAnnouncements||0==earningsAnnouncements.Count)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Error loading earnings announcements for '"+symbol+"'");
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return;
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}
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MDTrace.WriteLine(String.Format("[UpdateEarningsAnnouncements] Got {0} for {1}",earningsAnnouncements.Count,symbol));
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if(!EarningsAnnouncementsDA.InsertEarningsAnnouncements(earningsAnnouncements))MDTrace.WriteLine(String.Format("[UpdateEarningsAnnouncements] Insert failed for {0}",symbol));
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else MDTrace.WriteLine(String.Format("[UpdateEarningsAnnouncements] Insert succeeded for {0}",symbol));
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}
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}
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}
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