171 lines
6.2 KiB
C#
Executable File
171 lines
6.2 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 DividendHistoryThreadHelper : ThreadHelper
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{
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public DividendHistoryThreadHelper()
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{
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}
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public DividendHistoryThreadHelper(String symbol, ManualResetEvent resetEvent)
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{
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Symbol=symbol;
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ResetEvent=resetEvent;
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}
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public DividendHistoryThreadHelper(String symbol, DateTime modified,ManualResetEvent resetEvent)
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{
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Symbol=symbol;
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Modified=modified;
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ResetEvent=resetEvent;
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}
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}
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public class DividendHistoryMarketDataHelper
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{
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private static int MaxThreads =10; //2;//(int)ThreadHelperEnum.MaxThreads;
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private static int WAIT_TIME_MS=1000; // wait between request
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private static Random generator=new Random();
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private List<String> symbols;
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private int currentIndex = 0;
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private static int successHits=0;
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public DividendHistoryMarketDataHelper()
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{
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}
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public static int NextRandom(int min,int max)
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{
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return generator.Next(min,max);
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}
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public bool UpdateDividendHistory(String symbol)
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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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symbols = new List<String>();
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symbols.Add(symbol);
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currentIndex = 0;
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while (true)
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{
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List<String> queueSymbols = GetQueueSymbols();
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if (null == queueSymbols || 0 == queueSymbols.Count) break;
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ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
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for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
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{
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resetEvents[eventIndex] = new ManualResetEvent(false);
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}
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for (int index = 0; index < queueSymbols.Count; index++)
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{
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ThreadHelper threadHelper = new DividendHistoryThreadHelper(queueSymbols[index],resetEvents[index]);
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ThreadPool.QueueUserWorkItem(ThreadPoolCallbackLoadDividendHistory, threadHelper);
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}
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MDTrace.WriteLine(LogLevel.DEBUG,"Load dividend history, waiting for queued items to complete.");
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WaitHandle.WaitAll(resetEvents);
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}
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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("[UpdateDividendHistory]End, total took {0}(ms)",profiler.End()));
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}
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}
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public bool UpdateDividendHistory()
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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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symbols = PricingDA.GetSymbols();
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currentIndex = 0;
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while (true)
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{
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List<String> queueSymbols = GetQueueSymbols();
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if (null == queueSymbols || 0 == queueSymbols.Count) break;
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ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
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for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
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{
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resetEvents[eventIndex] = new ManualResetEvent(false);
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}
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for (int index = 0; index < queueSymbols.Count; index++)
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{
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ThreadHelper threadHelper = new DividendHistoryThreadHelper(queueSymbols[index],resetEvents[index]);
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ThreadPool.QueueUserWorkItem(ThreadPoolCallbackLoadDividendHistory, threadHelper);
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try { Thread.Sleep(WAIT_TIME_MS); }catch(Exception) { ;}
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}
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MDTrace.WriteLine(LogLevel.DEBUG,"Load dividend history, waiting for queued items to complete.");
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WaitHandle.WaitAll(resetEvents);
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}
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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("[UpdateDividendHistory]End, total took {0}(ms)",profiler.End()));
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}
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}
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private List<String> GetQueueSymbols()
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{
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List<String> queueSymbols = new List<String>();
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int index = currentIndex;
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for (; index < currentIndex + MaxThreads && index < symbols.Count; index++)
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{
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queueSymbols.Add(symbols[index]);
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}
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currentIndex = index;
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return queueSymbols;
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}
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public void ThreadPoolCallbackLoadDividendHistory(Object threadHelperContext)
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{
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DividendHistoryThreadHelper threadHelper = (DividendHistoryThreadHelper)threadHelperContext;
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try
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{ // nasdaq website is very bot sensitive. this is why all the sleeps and delays here in this block
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load dividend history, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
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if(UpdateDividendHistoryEx(threadHelper.Symbol))successHits++;
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//if(successHits>100)
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//{
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// successHits=0;
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// MDTrace.WriteLine(LogLevel.DEBUG,"Pausing for 60 seconds.");
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// Thread.Sleep(60000);
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//}
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//else if(1==DividendHistoryMarketDataHelper.NextRandom(1,20))
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//{
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// MDTrace.WriteLine(LogLevel.DEBUG,"Pausing for 10 seconds.");
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// Thread.Sleep(10000);
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//}
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//else if(1==DividendHistoryMarketDataHelper.NextRandom(1,100))
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//{
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// MDTrace.WriteLine(LogLevel.DEBUG,"Pausing for 30 seconds.");
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// Thread.Sleep(30000);
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//}
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//else Thread.Sleep(50);
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load dividend history, 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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public static bool UpdateDividendHistoryEx(String symbol)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Retrieving dividend history for " + symbol);
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DividendHistory dividendHistory = MarketDataHelper.GetDividendHistory(symbol);
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if (null == dividendHistory || 0 == dividendHistory.Count)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Unable to retrieve dividend history for " + symbol);
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return false;
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}
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Got {0} dividend history records for {1}", dividendHistory.Count, symbol));
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MDTrace.WriteLine(LogLevel.DEBUG,"Adding...");
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if (DividendHistoryDA.InsertOrUpdate(dividendHistory)) MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Added {0} dividend history records for {1}", dividendHistory.Count, symbol));
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else MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Failed to update dividend history for {0}", symbol));
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return true;
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}
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}
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}
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