ARM64/MarketData/MarketDataLib/Helper/InsiderTransactionMarketDataHelper.cs

using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketData.Utils;

namespace MarketData.Helper
{
  public class InsiderTransactionThreadHelper : ThreadHelper
  {
    public InsiderTransactionThreadHelper(String symbol, ManualResetEvent resetEvent)
    : base(symbol, resetEvent)
    {
    }
    public int YearGreaterEqual { get; set; } = -1;
  }

  public class InsiderTransactionMarketDataHelper : MarketDataHelperBase<String>
  {
    private static int MaxThreads = 10; //  10 threads avoids receiving HTTP Response 429 (Too many requests)
    private static int WAIT_TIME_MS=500;  // wait between request
    private UpdateManager UpdateManager = new UpdateManager();

    public InsiderTransactionMarketDataHelper()
    {
    }

    public bool LoadInsiderTransactions(String symbol)
    {
      return LoadInsiderTransactions(new String[]{symbol}.ToList<String>());
    }

    public bool LoadInsiderTransactions(List<String> symbols)
    {
      Profiler profiler=new Profiler();
      try
      {
        if(null==symbols || 0==symbols.Count)return false;
        Queue=symbols;
        Index=-1;
        ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
        for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)resetEvents[eventIndex] = new ManualResetEvent(true);
        MDTrace.WriteLine(LogLevel.DEBUG,$"[LoadInsiderTransactions] Queuing LoadInsiderTransactions Load {symbols.Count} symbols MaxThreads:{MaxThreads}...");    
        while (true)
        {
          ManualResetEvent[] availableEvents=GetAvailableEvents(resetEvents);
          ManualResetEvent[] busyEvents=GetBusyEvents(resetEvents);
          if (null == PeekQueueItem() && 0==busyEvents.Length)
          {
            MDTrace.WriteLine(LogLevel.DEBUG,$"[LoadInsiderTransactions] queue contains {0} items, busy events {busyEvents.Length}, all done.");
            break;
          }
          for (int index = 0; index < availableEvents.Length; index++)
          {
            String symbol=GetQueueItem();
            if (null != symbol)
            {
              availableEvents[index].Reset();
              ThreadHelper threadHelper = new ThreadHelper(symbol,availableEvents[index]);
              ThreadPool.QueueUserWorkItem(ThreadPoolCallback, threadHelper);
              try { Thread.Sleep(WAIT_TIME_MS); } catch(Exception) { ;}     // wait
            }
            else
            {
              busyEvents=GetBusyEvents(resetEvents);
              if(busyEvents.Length!=availableEvents.Length)
              {
                ManualResetEvent[] resizedEvents=new ManualResetEvent[busyEvents.Length];
                Array.Copy(busyEvents, resizedEvents,busyEvents.Length);
                resetEvents = resizedEvents;
              }
              break;
            }
          }    // for
          MDTrace.WriteLine(LogLevel.DEBUG,"[LoadInsiderTransactions] waiting for free slots...");
          if(resetEvents.Length>0)WaitHandle.WaitAny(resetEvents);
          if(null==PeekQueueItem())resetEvents=ResizeEvents(resetEvents);
        }    // while
        MDTrace.WriteLine(LogLevel.DEBUG,"[LoadInsiderTransactions] completed.");
        return true;
      }
      finally
      {
        MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadInsiderTransactions] End, total took {0}(ms)",profiler.End()));
      }
    }    

    public bool LoadInsiderTransactionsYearGreaterEqual(List<String> symbols,int yearGreaterEqual)
    {
      Profiler profiler=new Profiler();
      try
      {
        if(null==symbols || 0==symbols.Count)return false;
        Queue=symbols;
        Index=-1;
        ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
        for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)resetEvents[eventIndex] = new ManualResetEvent(true);
        MDTrace.WriteLine(LogLevel.DEBUG,$"[LoadInsiderTransactionsYearGreaterEqual] Queuing LoadInsiderTransactions Load {symbols} Year>={yearGreaterEqual} MaxThreads:{MaxThreads}...");    
        while (true)
        {
          ManualResetEvent[] availableEvents=GetAvailableEvents(resetEvents);
          ManualResetEvent[] busyEvents=GetBusyEvents(resetEvents);
          if (null == PeekQueueItem() && 0==busyEvents.Length)
          {
            MDTrace.WriteLine(LogLevel.DEBUG,$"[LoadInsiderTransactionsYearGreaterEqual] queue contains {0} items, busy events {busyEvents.Length}, all done.");
            break;
          }
          for (int index = 0; index < availableEvents.Length; index++)
          {
            String symbol=GetQueueItem();
            if (null != symbol)
            {
              availableEvents[index].Reset();
              InsiderTransactionThreadHelper threadHelper = new InsiderTransactionThreadHelper(symbol, availableEvents[index]);
              threadHelper.UpdateManager=UpdateManager;
              threadHelper.YearGreaterEqual=yearGreaterEqual;
              ThreadPool.QueueUserWorkItem(ThreadPoolCallbackYearGreaterEqual, threadHelper);
              try { Thread.Sleep(WAIT_TIME_MS); } catch(Exception) { ;}     // wait
            }
            else
            {
              busyEvents=GetBusyEvents(resetEvents);
              if(busyEvents.Length!=availableEvents.Length)
              {
                ManualResetEvent[] resizedEvents=new ManualResetEvent[busyEvents.Length];
                Array.Copy(busyEvents, resizedEvents,busyEvents.Length);
                resetEvents = resizedEvents;
              }
              break;
            }
          }    // for
          MDTrace.WriteLine(LogLevel.DEBUG,"[LoadInsiderTransactionsYearGreaterEqual] waiting for free slots...");
          if(resetEvents.Length>0)WaitHandle.WaitAny(resetEvents);
          if(null==PeekQueueItem())resetEvents=ResizeEvents(resetEvents);
        }    // while
        MDTrace.WriteLine(LogLevel.DEBUG,"[LoadInsiderTransactionsYearGreaterEqual] completed.");
        return true;
      }
      finally
      {
        MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadInsiderTransactionsYearGreaterEqual] End, total took {0}(ms)",profiler.End()));
      }
    }      

    private void ThreadPoolCallback(Object threadHelperContext)
    {
      ThreadHelper threadHelper = (ThreadHelper)threadHelperContext;
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
      LoadInsiderTransactionsSymbolEx(threadHelper.Symbol);
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions Thread {0} ended for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
      threadHelper.ResetEvent.Set();
    }

    private static void LoadInsiderTransactionsSymbolEx(String symbol)
    {
      symbol = symbol.ToUpper();
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load insider transactions for {0}", symbol));
      InsiderTransactions insiderTransactions = MarketDataHelper.GetInsiderTransactions(symbol);
      if (null == insiderTransactions || 0 == insiderTransactions.Count)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No insider transactions for {0}", symbol));
        return;
      }
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions, Saving {0} records for {1}", insiderTransactions.Count, symbol));
      InsiderTransactionDA.InsertInsiderTransactions(insiderTransactions);
      MDTrace.WriteLine(LogLevel.DEBUG,"Insider Transactions - Done.");
    }

    private void ThreadPoolCallbackYearGreaterEqual(Object threadHelperContext)
    {
      InsiderTransactionThreadHelper threadHelper = (InsiderTransactionThreadHelper)threadHelperContext;
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
      LoadInsiderTransactionsYearGreaterEqualEx(threadHelper.Symbol,threadHelper.YearGreaterEqual);
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions Thread {0} ended for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
      threadHelper.UpdateManager.Add(threadHelper.Symbol);
      threadHelper.ResetEvent.Set();
    }

    private static void LoadInsiderTransactionsYearGreaterEqualEx(String symbol, int yearGreaterEqual)
    {
      symbol = symbol.ToUpper();
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load insider transactions for {0} years>={1}", symbol,yearGreaterEqual));
      InsiderTransactions insiderTransactions = MarketDataHelper.GetInsiderTransactionsYear(symbol, yearGreaterEqual);
      if (null == insiderTransactions || 0 == insiderTransactions.Count)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No insider transactions for {0} years>={1}", symbol,yearGreaterEqual));
        return;
      }
      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions, Saving {0} records for {1} years>={2}", insiderTransactions.Count, symbol, yearGreaterEqual));
      InsiderTransactionDA.DeleteInsiderTransactionsYearsGreaterEqual(symbol, yearGreaterEqual);
      InsiderTransactionDA.InsertInsiderTransactions(insiderTransactions);
      MDTrace.WriteLine(LogLevel.DEBUG,"Insider Transactions - Done.");
    }
  }
}