491 lines
18 KiB
C#
Executable File
491 lines
18 KiB
C#
Executable File
using System.Text;
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using MySql.Data.MySqlClient;
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using MarketData.MarketDataModel;
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using MarketData.Utils;
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namespace MarketData.DataAccess
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{
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public class SECFilingDA
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{
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private SECFilingDA()
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{
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}
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public static List<String> GetDistinctFilingSymbols()
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{
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List<String> distinctSymbols = new List<String>();
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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MySqlCommand sqlCommand=null;
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String strQuery = null;
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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sb.Append("select distinct(symbol) from secfilings order by symbol asc");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader = sqlCommand.ExecuteReader();
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while (sqlDataReader.Read())
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{
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distinctSymbols.Add(sqlDataReader.GetString(0));
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}
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return distinctSymbols;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return null;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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public static List<DateTime> GetDistinctFilingDatesForSymbol(String symbol)
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{
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List<DateTime> distinctFilingDates = new List<DateTime>();
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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MySqlCommand sqlCommand =null;
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String strQuery = null;
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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sb.Append("select distinct(filing_date) from secfilings where symbol=");
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sb.Append(SqlUtils.AddQuotes(symbol));
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sb.Append(" order by 1 desc");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader = sqlCommand.ExecuteReader();
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while (sqlDataReader.Read())
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{
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distinctFilingDates.Add(sqlDataReader.GetDateTime(0));
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}
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return distinctFilingDates;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return null;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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public static SEC13Info GetSEC13Info(String symbol)
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{
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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MySqlCommand sqlCommand=null;
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String strQuery = null;
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SEC13Info sec13Info=new SEC13Info();
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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sec13Info.Symbol=symbol;
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sb.Append(" select symbol,max(filing_date),count(*) from secfilings where symbol='").Append(symbol).Append("' and (form like '%13D%' or form like '%13G%')");
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sb.Append(" group by symbol having datediff(curdate(),max(filing_date))<180");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader = sqlCommand.ExecuteReader();
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if (!sqlDataReader.Read()) return sec13Info;
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sec13Info.SEC13=true;
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sec13Info.MostRecentFilingDate=sqlDataReader.GetDateTime(1);
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sec13Info.Filings=sqlDataReader.GetInt32(2);
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return sec13Info;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return sec13Info;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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public static bool HaveSECFiling(SECFiling secFiling)
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{
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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MySqlCommand sqlCommand=null;
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String strQuery = null;
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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sb.Append("select count(*) from secfilings ");
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sb.Append("where symbol=").Append(SqlUtils.AddQuotes(secFiling.Symbol)).Append(" ");
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sb.Append("and filing_date=").Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(secFiling.FilingDate))).Append(" ");
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sb.Append("and sec_accession_number=").Append(SqlUtils.AddQuotes(secFiling.SECAccessionNumber)).Append(" ");
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sb.Append("and sequence=").Append(secFiling.Sequence).Append(" ");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader = sqlCommand.ExecuteReader();
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if (!sqlDataReader.Read()) return false;
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int recordCount = sqlDataReader.GetInt32(0);
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return recordCount > 0 ? true : false;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return false;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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public static bool DeleteSECFiling(SECFiling secFiling,MySqlTransaction sqlTransaction)
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{
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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MySqlCommand sqlCommand =null;
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String strQuery = null;
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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sb.Append("delete from secfilings ");
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sb.Append("where symbol=").Append(SqlUtils.AddQuotes(secFiling.Symbol)).Append(" ");
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sb.Append("and filing_date=").Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(secFiling.FilingDate)));
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sb.Append("and sec_accession_number=").Append(SqlUtils.AddQuotes(secFiling.SECAccessionNumber));
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sb.Append("and sequence=").Append(secFiling.Sequence);
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection,sqlTransaction);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlCommand.ExecuteNonQuery();
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return true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return false;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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public static bool InsertOrUpdateSECFilings(SECFilings secFilings)
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{
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MySqlTransaction sqlTransaction = null;
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MySqlConnection sqlConnection = null;
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try
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{
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secFilings=secFilings.Distinct();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
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for (int index = 0; index < secFilings.Count; index++)
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{
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SECFiling secFiling = secFilings[index];
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if (HaveSECFiling(secFiling)) DeleteSECFiling(secFiling,sqlTransaction);
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InsertSECFiling(secFiling,sqlConnection,sqlTransaction);
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}
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sqlTransaction.Commit();
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return true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return false;
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}
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finally
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{
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if (null != sqlTransaction)
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{
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sqlTransaction.Dispose();
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sqlTransaction = null;
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}
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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}
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}
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public static bool InsertSECFilings(SECFilings secFilings)
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{
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MySqlTransaction sqlTransaction = null;
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MySqlConnection sqlConnection = null;
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try
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{
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secFilings=secFilings.Distinct();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
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for (int index = 0; index < secFilings.Count; index++)
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{
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SECFiling secFiling = secFilings[index];
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if (HaveSECFiling(secFiling)) continue;
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InsertSECFiling(secFiling, sqlConnection, sqlTransaction);
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}
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sqlTransaction.Commit();
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return true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return false;
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}
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finally
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{
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if (null != sqlTransaction)
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{
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sqlTransaction.Dispose();
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sqlTransaction = null;
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}
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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}
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}
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private static bool InsertSECFiling(SECFiling secFiling,MySqlConnection sqlConnection,MySqlTransaction sqlTransaction)
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{
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MySqlCommand sqlCommand = null;
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlCommand = new MySqlCommand();
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlCommand.Connection = sqlConnection;
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sb.Append("insert into secfilings(sec_accession_number,sequence,symbol,filing_date,form,form_text,description,sec_filing_url)");
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sb.Append(" values(?sec_accession_number,?sequence,?symbol,?filing_date,?form,?form_text,?description,?secFilingUrl);");
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MySqlParameter secAccessionNumberParameter = new MySqlParameter("?sec_accession_number", MySqlDbType.VarChar,50);
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MySqlParameter sequenceParameter = new MySqlParameter("?sequence", MySqlDbType.Int32);
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MySqlParameter symbolParameter = new MySqlParameter("?symbol", MySqlDbType.VarChar, 15);
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MySqlParameter filingDateParameter = new MySqlParameter("?filing_date", MySqlDbType.DateTime);
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MySqlParameter formParameter = new MySqlParameter("?form", MySqlDbType.VarChar,25);
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MySqlParameter formTextParameter = new MySqlParameter("?form_text", MySqlDbType.Blob, secFiling.FormText.Length);
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MySqlParameter descriptionParameter = new MySqlParameter("?description", MySqlDbType.VarChar, 128);
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MySqlParameter secFilingUrlParameter = new MySqlParameter("?secFilingUrl", MySqlDbType.VarChar, 255);
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secAccessionNumberParameter.Value = secFiling.SECAccessionNumber;
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sequenceParameter.Value = secFiling.Sequence;
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symbolParameter.Value = secFiling.Symbol;
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filingDateParameter.Value=Utility.DateTimeToStringYYYYHMMHDD(secFiling.FilingDate);
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formParameter.Value=secFiling.Form;
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formTextParameter.Value = Utility.Compress(secFiling.FormText);
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descriptionParameter.Value = secFiling.Description;
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secFilingUrlParameter.Value = secFiling.SecFilingUrl;
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sqlCommand.Parameters.Add(secAccessionNumberParameter);
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sqlCommand.Parameters.Add(symbolParameter);
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sqlCommand.Parameters.Add(filingDateParameter);
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sqlCommand.Parameters.Add(formParameter);
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sqlCommand.Parameters.Add(formTextParameter);
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sqlCommand.Parameters.Add(descriptionParameter);
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sqlCommand.Parameters.Add(secFilingUrlParameter);
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sqlCommand.Parameters.Add(sequenceParameter);
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sqlCommand.CommandText = sb.ToString();
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sqlCommand.ExecuteNonQuery();
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return true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return false;
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}
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finally
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{
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if (null != sqlCommand)
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{
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sqlCommand.Dispose();
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sqlCommand = null;
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}
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}
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}
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public static SECFilings GetSECFilings(String symbol)
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{
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MySqlCommand sqlCommand = null;
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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SECFilings secFilings = new SECFilings();
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlCommand = null;
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select symbol,filing_date,form,length(form_text),form_text,description,sec_filing_url,sequence,sec_accession_number from secfilings ");
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sb.Append("where symbol='").Append(symbol).Append("' order by filing_date desc");
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String strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader=sqlCommand.ExecuteReader();
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while (sqlDataReader.Read())
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{
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SECFiling secFiling = new SECFiling();
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secFiling.Symbol = sqlDataReader.GetString(0);
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secFiling.FilingDate = sqlDataReader.GetDateTime(1);
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secFiling.Form = sqlDataReader.GetString(2);
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int lengthFormText=sqlDataReader.GetInt32(3);
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byte[] formTextBytes=new byte[lengthFormText];
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sqlDataReader.GetBytes(4,0,formTextBytes,0,lengthFormText);
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secFiling.FormText=Utility.Decompress(formTextBytes);
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secFiling.Description = sqlDataReader.GetString(5);
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secFiling.SecFilingUrl = sqlDataReader.GetString(6);
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secFiling.Sequence = sqlDataReader.GetInt32(7);
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secFiling.SECAccessionNumber = sqlDataReader.GetString(8);
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secFilings.Add(secFiling);
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}
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return secFilings;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return null;
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}
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finally
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{
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlCommand)
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{
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sqlCommand.Dispose();
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sqlCommand = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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public static SECFilings GetSECFilings(String symbol,DateTime filingDate)
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{
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MySqlCommand sqlCommand = null;
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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SECFilings secFilings = new SECFilings();
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlCommand = null;
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select symbol,filing_date,form,length(form_text),form_text,description,sec_filing_url,sequence,sec_accession_number from secfilings ");
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sb.Append("where symbol=").Append(SqlUtils.AddQuotes(symbol));
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sb.Append(" and filing_date=").Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(filingDate)));
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sb.Append(" order by filing_date desc");
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String strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader = sqlCommand.ExecuteReader();
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while (sqlDataReader.Read())
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{
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SECFiling secFiling = new SECFiling();
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secFiling.Symbol = sqlDataReader.GetString(0);
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secFiling.FilingDate = sqlDataReader.GetDateTime(1);
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secFiling.Form = sqlDataReader.GetString(2);
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int lengthFormText = sqlDataReader.GetInt32(3);
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byte[] formTextBytes = new byte[lengthFormText];
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sqlDataReader.GetBytes(4, 0, formTextBytes, 0, lengthFormText);
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secFiling.FormText = Utility.Decompress(formTextBytes);
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secFiling.Description = sqlDataReader.GetString(5);
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secFiling.SecFilingUrl = sqlDataReader.GetString(6);
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secFiling.Sequence = sqlDataReader.GetInt32(7);
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secFiling.SECAccessionNumber = sqlDataReader.GetString(8);
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secFilings.Add(secFiling);
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}
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return secFilings;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return null;
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}
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finally
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{
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if (null != sqlConnection)
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{
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sqlConnection.Close();
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sqlConnection = null;
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}
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if (null != sqlCommand)
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{
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sqlCommand.Dispose();
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sqlCommand = null;
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}
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if (null != sqlDataReader)
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{
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sqlDataReader.Close();
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sqlDataReader.Dispose();
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sqlDataReader = null;
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}
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}
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}
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}
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}
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