1682 lines
69 KiB
C#
Executable File
1682 lines
69 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 PricingDA
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{
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public static readonly int ForwardLookingDays = 90;
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private PricingDA()
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{
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}
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public static bool AddSecurity(String symbol,String companyName)
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{
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MySqlConnection sqlConnection = null;
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MySqlTransaction sqlTransaction = 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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if(null==symbol)return false;
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symbol=symbol.Trim();
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if (SecurityExists(symbol)) return false;
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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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StringBuilder sb = new StringBuilder();
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sb.Append("insert into securitymaster (symbol,company,security_type)values(");
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sb.Append(SqlUtils.AddQuotes(symbol)).Append(",");
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sb.Append(SqlUtils.AddQuotes(SqlUtils.SqlString(companyName))).Append(",");
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sb.Append("'EQUITY'");
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sb.Append(")");
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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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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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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 != sqlTransaction) sqlTransaction.Dispose();
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static bool SecurityExists(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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int recordCount = 0;
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select count(*) from securitymaster where symbol='").Append(symbol).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())
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{
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if (!sqlDataReader.IsDBNull(0)) recordCount = sqlDataReader.GetInt32(0);
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}
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sqlCommand.Dispose();
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return 0 == recordCount ? false : 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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static List<String> GetSymbolsNotIn(List<String> symbols)
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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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List<String> selectedSymbols = new List<String>();
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try
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{
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StringBuilder sb = new StringBuilder();
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if (null == symbols || 0 == symbols.Count) return symbols;
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select symbol from SecurityMaster where symbol in ").Append(SqlUtils.CreateInClause(symbols));
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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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selectedSymbols.Add(sqlDataReader.GetString(0));
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}
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for (int index = 0; index < selectedSymbols.Count; index++)
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{
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symbols.RemoveAll(x => x.Equals(selectedSymbols[index]));
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}
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sqlCommand.Dispose();
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return symbols;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return selectedSymbols;
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static int GetPriceCountOn(DateTime date)
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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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int recordCount=0;
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try
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{
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StringBuilder sb=new StringBuilder();
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sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select count(*) from prices where date='").Append(Utility.DateTimeToStringYYYYHMMHDD(date)).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())
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{
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if(!sqlDataReader.IsDBNull(0)) recordCount=sqlDataReader.GetInt32(0);
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}
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return recordCount;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return 0;
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if(null!=sqlConnection) sqlConnection.Close();
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}
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}
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public static bool CheckPricingOn(String symbol,DateTime date)
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{
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List<String> symbols=new List<String>();
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symbols.Add(symbol);
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return CheckPricingOn(symbols,date);
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}
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public static bool CheckPricingOn(List<String> symbols,DateTime date)
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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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int recordCount = 0;
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try
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{
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StringBuilder sb = new StringBuilder();
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if (null == symbols || 0 == symbols.Count) return false;
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select count(*) from prices where date='").Append(Utility.DateTimeToStringYYYYHMMHDD(date)).Append("' ");
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sb.Append("and symbol in ").Append(SqlUtils.CreateInClause(symbols));
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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())
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{
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if (!sqlDataReader.IsDBNull(0)) recordCount = sqlDataReader.GetInt32(0);
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}
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return 0==recordCount?false: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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static DateTime GetEarliestDate()
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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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DateTime earliestDate = DateTime.Parse("01-01-0001");
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select min(date) from prices");
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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())
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{
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if (!sqlDataReader.IsDBNull(0)) earliestDate = sqlDataReader.GetDateTime(0);
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}
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return earliestDate;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return earliestDate;
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static Dictionary<String, Price> GetLatestPrices(List<String> symbols)
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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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Dictionary<String, Price> latestPrices = new Dictionary<String, Price>();
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append($"SELECT B.date, B.symbol,B.open,B.high,B.low,B.close,B.volume,B.adjclose,B.source from ");
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sb.Append($"(SELECT date, symbol, open, high, low, close, volume, adjclose, SOURCE, ROW_NUMBER() OVER (");
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sb.Append($"PARTITION BY symbol ORDER BY DATE DESC) AS rownum from prices ");
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sb.Append($"WHERE symbol IN {SqlUtils.CreateInClause(symbols)})B where B.rownum=1");
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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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Price price = new Price();
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if(!sqlDataReader.IsDBNull(0))price.Date = sqlDataReader.GetDateTime(0);
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else throw new Exception("Date cannot be null");
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if(!sqlDataReader.IsDBNull(1))price.Symbol = sqlDataReader.GetString(1);
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else throw new Exception("Symbol cannot be null");
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if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
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else price.Open=double.NaN;
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if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
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else price.High=double.NaN;
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if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
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else price.Low=double.NaN;
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if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
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else price.Close=double.NaN;
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if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
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else price.Volume=0;
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if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
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else price.AdjClose=double.NaN;
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if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
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else price.Source=Price.PriceSource.Other;
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if(!latestPrices.ContainsKey(price.Symbol))latestPrices.Add(price.Symbol, price);
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}
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return latestPrices;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return latestPrices;
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static DateTime GetLatestDate(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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DateTime maxDate = DateTime.Parse("01-01-0001");
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select max(date) from prices");
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sb.Append(" where symbol='").Append(symbol).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())
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{
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if (!sqlDataReader.IsDBNull(0)) maxDate = sqlDataReader.GetDateTime(0);
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}
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return maxDate;
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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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MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Query was {0}", strQuery));
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return maxDate;
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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 != sqlDataReader) { sqlDataReader.Close(); sqlDataReader.Dispose(); }
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static Dictionary<String,DateTime> GetLatestDates(List<String> symbols)
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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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Dictionary<String,DateTime> latestDates = new Dictionary<String,DateTime>();
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try
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{
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if(null ==symbols || 0==symbols.Count)return latestDates;
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append(" select symbol, max(date) as date ");
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sb.Append(" from prices where symbol in").Append(SqlUtils.CreateInClause(symbols));
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sb.Append(" group by symbol order by symbol");
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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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if(sqlDataReader.IsDBNull(0) || sqlDataReader.IsDBNull(1))continue;
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String symbol = sqlDataReader.GetString(0);
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DateTime latestDate = sqlDataReader.GetDateTime(1);
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if(latestDates.ContainsKey(symbol))continue;
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latestDates.Add(symbol, latestDate);
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}
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return latestDates;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return latestDates;
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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 != sqlDataReader) sqlDataReader.Close();
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static DateTime GetLatestDate(List<String> symbols)
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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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DateTime maxDate = DateTime.Parse("01-01-0001");
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append(" WITH CTE AS ");
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sb.Append(" ( ");
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sb.Append(" select symbol, max(date) as date ");
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sb.Append(" from prices where symbol in").Append(SqlUtils.CreateInClause(symbols));
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sb.Append(" group by symbol ");
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sb.Append(" ) ");
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sb.Append(" select min(date) from CTE ");
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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())
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{
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if (!sqlDataReader.IsDBNull(0)) maxDate = sqlDataReader.GetDateTime(0);
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}
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return maxDate;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return maxDate;
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static DateTime GetLatestDate()
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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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DateTime earliestDate = DateTime.Parse("01-01-0001");
|
|
|
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try
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{
|
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StringBuilder sb = new StringBuilder();
|
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
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sb.Append("select max(date) from prices");
|
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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())
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{
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if (!sqlDataReader.IsDBNull(0)) earliestDate = sqlDataReader.GetDateTime(0);
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}
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return earliestDate;
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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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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
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return earliestDate;
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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 != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
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if (null != sqlConnection) sqlConnection.Close();
|
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}
|
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}
|
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public static DateTime GetLatestDateOnOrBefore(String symbol,DateTime date)
|
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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;
|
|
String strQuery=null;
|
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DateTime maxDate=DateTime.Parse("01-01-0001");
|
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|
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try
|
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{
|
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StringBuilder sb=new StringBuilder();
|
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sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
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sb.Append("select max(date) from prices");
|
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sb.Append(" where symbol='").Append(symbol).Append("'").Append(" ");
|
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sb.Append(" and date<='").Append(SqlUtils.SqlDate(date)).Append("'");
|
|
strQuery=sb.ToString();
|
|
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
|
|
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader=sqlCommand.ExecuteReader();
|
|
if(sqlDataReader.Read())
|
|
{
|
|
if(!sqlDataReader.IsDBNull(0)) maxDate=sqlDataReader.GetDateTime(0);
|
|
}
|
|
return maxDate;
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return maxDate;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand) sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if(null!=sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static DateTime GetEarliestDate(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
DateTime earliestDate = DateTime.Parse("01-01-0001");
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select min(date) from prices");
|
|
sb.Append(" where symbol='").Append(symbol).Append("'");
|
|
strQuery = sb.ToString();
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if (sqlDataReader.Read())
|
|
{
|
|
if (!sqlDataReader.IsDBNull(0)) earliestDate = sqlDataReader.GetDateTime(0);
|
|
}
|
|
return earliestDate;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return earliestDate;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
// selects dates for symbol ordered earliest to latest
|
|
public static List<DateTime> GetPricingDatesForSymbol(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<DateTime> pricingDates=new List<DateTime>();
|
|
|
|
try
|
|
{
|
|
if(null==symbol)return pricingDates;
|
|
symbol=symbol.ToUpper();
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date from prices where symbol='").Append(symbol).Append("' order by date asc");
|
|
strQuery = sb.ToString();
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
pricingDates.Add(sqlDataReader.GetDateTime(0));
|
|
}
|
|
return pricingDates;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return pricingDates;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
// Get pricing dates from lowerBoundary (historical date ) to mosr recent
|
|
public static List<DateTime> GetPricingDates(DateTime lowerBoundary)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand = null;
|
|
String strQuery = null;
|
|
List<DateTime> pricingDates = new List<DateTime>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select distinct(date) from prices where date>='").Append(SqlUtils.ToSqlDateTime(lowerBoundary)).Append("' order by date desc");
|
|
strQuery = sb.ToString();
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
pricingDates.Add(sqlDataReader.GetDateTime(0));
|
|
}
|
|
return pricingDates;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return pricingDates;
|
|
}
|
|
finally
|
|
{
|
|
if (null != sqlCommand) sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static List<DateTime> GetPricingDatesBetween(DateTime lowerBoundary,DateTime upperBoundary)
|
|
{
|
|
MySqlConnection sqlConnection=null;
|
|
MySqlDataReader sqlDataReader=null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery=null;
|
|
List<DateTime> pricingDates=new List<DateTime>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb=new StringBuilder();
|
|
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select distinct(date) from prices where date>='").Append(SqlUtils.ToSqlDateTime(lowerBoundary)).Append("' ");
|
|
sb.Append("and date<='").Append(SqlUtils.ToSqlDateTime(upperBoundary)).Append("'");
|
|
sb.Append(" order by date desc");
|
|
strQuery=sb.ToString();
|
|
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
|
|
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader=sqlCommand.ExecuteReader();
|
|
while(sqlDataReader.Read())
|
|
{
|
|
pricingDates.Add(sqlDataReader.GetDateTime(0));
|
|
}
|
|
return pricingDates;
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return pricingDates;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand) sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if(null!=sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static List<String> GetSymbols()
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<String> symbols = new List<String>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select distinct symbol from securitymaster ");
|
|
sb.Append("order by symbol;");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
symbols.Add(sqlDataReader.GetString(0));
|
|
}
|
|
return symbols;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return symbols;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static List<String> GetSymbolsETF()
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<String> symbols = new List<String>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select distinct symbol from securitymaster where security_type in ('ETF','ETN')");
|
|
sb.Append("order by symbol;");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
symbols.Add(sqlDataReader.GetString(0));
|
|
}
|
|
return symbols;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return symbols;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static Dictionary<String,String> GetNamesForSymbols(List<String> symbols)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Dictionary<String,String> dictionary = new Dictionary<String,String>();
|
|
|
|
try
|
|
{
|
|
if(null == symbols || 0==symbols.Count)return dictionary;
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select symbol, company from securitymaster where symbol in ");
|
|
sb.Append(SqlUtils.CreateInClause(symbols));
|
|
sb.Append(";");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
String symbol = sqlDataReader.GetString(0);
|
|
String companyName = sqlDataReader.GetString(1);
|
|
if(null==companyName || null==symbol)continue;
|
|
companyName=companyName.ToUpper();
|
|
symbol = symbol.ToUpper();
|
|
if(dictionary.ContainsKey(symbol))continue;
|
|
dictionary.Add(symbol,companyName);
|
|
}
|
|
return dictionary;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return null;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static String GetNameForSymbol(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<String> symbols = new List<String>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select company from securitymaster where symbol='");
|
|
sb.Append(symbol).Append("';");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if(!sqlDataReader.Read())return null;
|
|
String companyName=sqlDataReader.GetString(0);
|
|
if (null != companyName) companyName=companyName.ToUpper();
|
|
return companyName;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return null;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static String GetSectorForSymbol(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<String> symbols = new List<String>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select sector from securitymaster where symbol='");
|
|
sb.Append(symbol).Append("';");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if (!sqlDataReader.Read()) return null;
|
|
String sector = null;
|
|
if(!sqlDataReader.IsDBNull(0))sector=sqlDataReader.GetString(0);
|
|
return sector;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return null;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static String GetIndustryForSymbol(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<String> symbols = new List<String>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select industry from securitymaster where symbol='");
|
|
sb.Append(symbol).Append("';");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if (!sqlDataReader.Read()) return null;
|
|
String industry = null;
|
|
if(!sqlDataReader.IsDBNull(0))industry=sqlDataReader.GetString(0);
|
|
return industry;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return null;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
// *********************************************************************************
|
|
// ****************************** Manage Central Index Key *************************
|
|
// *********************************************************************************
|
|
public static List<String> GetSymbolsForNullCIK()
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
List<String> unmapped = new List<String>();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select distinct symbol from securitymaster where cik is null");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
String symbol = sqlDataReader.GetString(0);
|
|
unmapped.Add(symbol);
|
|
}
|
|
return unmapped;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return null;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static String GetCIKForSymbol(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
String cik;
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select distinct cik from securitymaster where symbol='");
|
|
sb.Append(symbol);
|
|
sb.Append("' and cik is not null;");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if (!sqlDataReader.Read()) return null;
|
|
cik=sqlDataReader.GetString(0);
|
|
return cik;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));;
|
|
return null;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static bool UpdateCIKForSymbol(String symbol,String cik)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlTransaction sqlTransaction = null;
|
|
MySqlCommand sqlCommand =null;
|
|
String strQuery = null;
|
|
|
|
try
|
|
{
|
|
if (null == symbol || null == cik) return false;
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
|
|
StringBuilder sb = new StringBuilder();
|
|
sb.Append("update securitymaster ");
|
|
sb.Append("set ");
|
|
sb.Append("cik=").Append(SqlUtils.AddQuotes(cik)).Append(" ");
|
|
sb.Append(" where symbol=").Append(SqlUtils.AddQuotes(symbol));
|
|
strQuery = sb.ToString();
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlCommand.ExecuteNonQuery();
|
|
sqlTransaction.Commit();
|
|
return true;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return false;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlTransaction) sqlTransaction.Dispose();
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static Price GetPrice(String symbol,DateTime pricingDate)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Price price = null;
|
|
|
|
try
|
|
{
|
|
if(Utility.IsEpoch(pricingDate))return null;
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'").Append(" ");
|
|
sb.Append("and date='").Append(Utility.DateTimeToStringYYYYHMMHDD(pricingDate)).Append("'").Append(" ");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if (sqlDataReader.Read())
|
|
{
|
|
price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
|
|
if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
}
|
|
return price;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return price;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static Price GetPrice(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand =null;
|
|
String strQuery = null;
|
|
Price price = null;
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
DateTime latestDate = GetLatestDate(symbol);
|
|
if(Utility.IsEpoch(latestDate))return null;
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'").Append(" ");
|
|
sb.Append("and date='").Append(Utility.DateTimeToStringYYYYHMMHDD(latestDate)).Append("'").Append(" ");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
if (sqlDataReader.Read())
|
|
{
|
|
price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
else price.Open=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
else price.High=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
else price.Low=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
else price.Close=double.NaN;
|
|
price.Volume = sqlDataReader.GetInt64(6);
|
|
price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
}
|
|
return price;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return price;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static Prices GetPrices(String symbol)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Prices prices = new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("' order by date desc");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while(sqlDataReader.Read())
|
|
{
|
|
Price price = new Price();
|
|
if(!sqlDataReader.IsDBNull(0))price.Date = sqlDataReader.GetDateTime(0);
|
|
else throw new Exception("Date cannot be null");
|
|
if(!sqlDataReader.IsDBNull(1))price.Symbol = sqlDataReader.GetString(1);
|
|
else throw new Exception("Symbol cannot be null");
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
else price.Open=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
else price.High=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
else price.Low=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
else price.Close=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
|
|
else price.Volume=0;
|
|
if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
|
|
else price.AdjClose=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
}
|
|
return prices;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
public static Prices GetPrices(String symbol, int days)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Prices prices = new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'");
|
|
sb.Append(" order by date desc");
|
|
sb.Append(" limit ").Append(days);
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
int count = 0;
|
|
while (sqlDataReader.Read() && count < days)
|
|
{
|
|
Price price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
else price.Open=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
else price.High=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
else price.Low=double.NaN;
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
else price.Close=double.NaN;
|
|
price.Volume = sqlDataReader.GetInt64(6);
|
|
price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
count++;
|
|
}
|
|
return prices;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
// Prices are returned with the latest (most current) price in the lowest index location
|
|
public static Prices GetPrices(String symbol,DateTime startDate, int days)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Prices prices = new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
DateTime maxHistoricalDate = dateGenerator.GenerateHistoricalDate(startDate, days * 2);
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'");
|
|
sb.Append(" and date<=").Append("'").Append(Utility.DateTimeToStringYYYYHMMHDD(startDate)).Append("'");
|
|
sb.Append(" and date>=").Append("'").Append(Utility.DateTimeToStringYYYYHMMHDD(maxHistoricalDate)).Append("'");
|
|
sb.Append(" order by date desc");
|
|
sb.Append(" limit ").Append(days);
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
Price price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
|
|
if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
}
|
|
return prices;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
// Get prices starting at "startDate" and "days" number of days going into future
|
|
public static Prices GetPricesForward(String symbol,DateTime startDate,int days)
|
|
{
|
|
MySqlConnection sqlConnection=null;
|
|
MySqlDataReader sqlDataReader=null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery=null;
|
|
Prices prices=new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb=new StringBuilder();
|
|
DateGenerator dateGenerator=new DateGenerator();
|
|
DateTime maxDate=dateGenerator.GenerateFutureBusinessDate(startDate,days);
|
|
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'");
|
|
sb.Append(" and date>=").Append("'").Append(Utility.DateTimeToStringYYYYHMMHDD(startDate)).Append("'");
|
|
sb.Append(" and date<=").Append("'").Append(Utility.DateTimeToStringYYYYHMMHDD(maxDate)).Append("'");
|
|
sb.Append(" order by date asc");
|
|
sb.Append(" limit ").Append(days);
|
|
strQuery=sb.ToString(); ;
|
|
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
|
|
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader=sqlCommand.ExecuteReader();
|
|
while(sqlDataReader.Read())
|
|
{
|
|
Price price=new Price();
|
|
price.Date=sqlDataReader.GetDateTime(0);
|
|
price.Symbol=sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2)) price.Open=sqlDataReader.GetDouble(2);
|
|
if(!sqlDataReader.IsDBNull(3)) price.High=sqlDataReader.GetDouble(3);
|
|
if(!sqlDataReader.IsDBNull(4)) price.Low=sqlDataReader.GetDouble(4);
|
|
if(!sqlDataReader.IsDBNull(5)) price.Close=sqlDataReader.GetDouble(5);
|
|
if(!sqlDataReader.IsDBNull(6)) price.Volume=sqlDataReader.GetInt64(6);
|
|
if(!sqlDataReader.IsDBNull(7)) price.AdjClose=sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
}
|
|
return prices;
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand) sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if(null!=sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static Prices GetPricesOnOrBefore(String symbol,DateTime startDate)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Prices prices = new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'");
|
|
sb.Append(" and date<=").Append("'").Append(Utility.DateTimeToStringYYYYHMMHDD(startDate)).Append("'");
|
|
sb.Append(" order by date desc");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
Price price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
|
|
if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
}
|
|
return prices;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
// StartDate: The most recent date
|
|
// EndDate: The most historical date
|
|
public static Prices GetPrices(String symbol,DateTime startDate,DateTime endDate)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Prices prices = new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'");
|
|
sb.Append(" ");
|
|
sb.Append("and date<='").Append(Utility.DateTimeToStringYYYYHMMHDD(startDate)).Append("'");
|
|
sb.Append(" and date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(endDate)).Append("'");
|
|
sb.Append(" order by date desc");
|
|
strQuery = sb.ToString(); ;
|
|
// MDTrace.WriteLine(LogLevel.DEBUG,strQuery);
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
Price price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(sqlDataReader.IsDBNull(2))price.Open=double.NaN;
|
|
else price.Open = sqlDataReader.GetDouble(2);
|
|
if(sqlDataReader.IsDBNull(3))price.High=double.NaN;
|
|
else price.High = sqlDataReader.GetDouble(3);
|
|
if(sqlDataReader.IsDBNull(4))price.Low=double.NaN;
|
|
else price.Low = sqlDataReader.GetDouble(4);
|
|
if(sqlDataReader.IsDBNull(5))price.Close=double.NaN;
|
|
else price.Close = sqlDataReader.GetDouble(5);
|
|
price.Volume = sqlDataReader.GetInt64(6);
|
|
price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
}
|
|
return prices;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static Prices GetPrices(String symbol, DateTime endDate)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
MySqlDataReader sqlDataReader = null;
|
|
MySqlCommand sqlCommand=null;
|
|
String strQuery = null;
|
|
Prices prices = new Prices();
|
|
|
|
try
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sb.Append("select date,symbol,open,high,low,close,volume,adjclose,source from prices where symbol='").Append(symbol).Append("'");
|
|
sb.Append(" ");
|
|
sb.Append(" and date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(endDate)).Append("'");
|
|
sb.Append(" order by date desc");
|
|
strQuery = sb.ToString(); ;
|
|
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlDataReader = sqlCommand.ExecuteReader();
|
|
while (sqlDataReader.Read())
|
|
{
|
|
Price price = new Price();
|
|
price.Date = sqlDataReader.GetDateTime(0);
|
|
price.Symbol = sqlDataReader.GetString(1);
|
|
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
|
|
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
|
|
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
|
|
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
|
|
if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
|
|
if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
|
|
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
|
|
else price.Source=Price.PriceSource.Other;
|
|
prices.Add(price);
|
|
}
|
|
return prices;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return prices;
|
|
}
|
|
finally
|
|
{
|
|
if(null!=sqlCommand)sqlCommand.Dispose();
|
|
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static bool InsertPrice(Price price)
|
|
{
|
|
Prices prices = new Prices();
|
|
prices.Add(price);
|
|
DeletePrice(price.Symbol, price.Date);
|
|
return InsertPrices(prices);
|
|
}
|
|
|
|
public static bool InsertPrices(Prices prices)
|
|
{
|
|
MySqlConnection sqlConnection=null;
|
|
MySqlTransaction sqlTransaction=null;
|
|
String strQuery=null;
|
|
|
|
try
|
|
{
|
|
if(null==prices||0==prices.Count)return false;
|
|
prices = new Prices(prices.DistinctBy(x => new {x.Symbol, x.Date.Date}).ToList()); // ensure prices are distinct
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
sqlTransaction=sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
|
|
DeletePrices(prices,sqlConnection,sqlTransaction);
|
|
for(int index=0;index<prices.Count;index++)
|
|
{
|
|
Price price=prices[index];
|
|
if(double.IsNaN(price.Open)&&double.IsNaN(price.Close)&&double.IsNaN(price.High)&&double.IsNaN(price.Low)&&double.IsNaN(price.AdjClose))
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Cannot insert null data price for {0}/{1}",price.Symbol,price.Date.ToShortDateString()));
|
|
continue;
|
|
}
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("insert into prices (date,symbol,open,high,low,close,volume,adjclose,source)");
|
|
sb.Append("values(");
|
|
sb.Append("'").Append(Utility.DateTimeToStringYYYYHMMHDD(price.Date)).Append("'").Append(",");
|
|
sb.Append("'").Append(price.Symbol).Append("'").Append(",");
|
|
if(double.NaN.Equals(price.Open))sb.Append("null").Append(",");
|
|
else sb.Append(price.Open).Append(",");
|
|
if(double.NaN.Equals(price.High))sb.Append("null").Append(",");
|
|
else sb.Append(price.High).Append(",");
|
|
if(double.NaN.Equals(price.Low))sb.Append("null").Append(",");
|
|
else sb.Append(price.Low).Append(",");
|
|
sb.Append(price.Close).Append(",");
|
|
sb.Append(price.Volume).Append(",");
|
|
sb.Append(price.AdjClose).Append(",");
|
|
sb.Append((int)price.Source);
|
|
sb.Append(")");
|
|
strQuery=sb.ToString();
|
|
MySqlCommand sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
|
|
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
|
|
sqlCommand.ExecuteNonQuery();
|
|
sqlCommand.Dispose();
|
|
}
|
|
sqlTransaction.Commit();
|
|
return true;
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
if(null!=sqlTransaction)sqlTransaction.Rollback();
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
if(null!=strQuery)MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return false;
|
|
}
|
|
finally
|
|
{
|
|
if (null != sqlTransaction) sqlTransaction.Dispose();
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static bool DeletePrice(String symbol, DateTime date)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
String strQuery = null;
|
|
|
|
try
|
|
{
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
StringBuilder sb = new StringBuilder();
|
|
sb.Append("delete from prices where symbol='").Append(symbol).Append("'").Append(" ");
|
|
sb.Append("and date='").Append(Utility.DateTimeToStringYYYYHMMHDD(date)).Append("'");
|
|
strQuery = sb.ToString();
|
|
MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlCommand.ExecuteNonQuery();
|
|
sqlCommand.Dispose();
|
|
return true;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return false;
|
|
}
|
|
finally
|
|
{
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static bool DeletePriceOnOrAfter(String symbol, DateTime date)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
String strQuery = null;
|
|
|
|
try
|
|
{
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
StringBuilder sb = new StringBuilder();
|
|
sb.Append("delete from prices where symbol='").Append(symbol).Append("'").Append(" ");
|
|
sb.Append("and date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(date)).Append("'");
|
|
strQuery = sb.ToString();
|
|
MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlCommand.ExecuteNonQuery();
|
|
sqlCommand.Dispose();
|
|
return true;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return false;
|
|
}
|
|
finally
|
|
{
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
public static bool DeletePriceOnOrBefore(String symbol, DateTime date)
|
|
{
|
|
MySqlConnection sqlConnection = null;
|
|
String strQuery = null;
|
|
|
|
try
|
|
{
|
|
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
|
|
StringBuilder sb = new StringBuilder();
|
|
sb.Append("delete from prices where symbol='").Append(symbol).Append("'").Append(" ");
|
|
sb.Append("and date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(date)).Append("'");
|
|
strQuery = sb.ToString();
|
|
MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlCommand.ExecuteNonQuery();
|
|
sqlCommand.Dispose();
|
|
return true;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
|
|
return false;
|
|
}
|
|
finally
|
|
{
|
|
if (null != sqlConnection) sqlConnection.Close();
|
|
}
|
|
}
|
|
|
|
private static bool DeletePrices(Prices prices, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
|
|
{
|
|
for(int index=0;index<prices.Count;index++)
|
|
{
|
|
DeletePrice(prices[index],sqlConnection,sqlTransaction);
|
|
}
|
|
return true;
|
|
}
|
|
|
|
private static bool DeletePrice(Price price, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
|
|
{
|
|
StringBuilder sb = new StringBuilder();
|
|
String strQuery = null;
|
|
|
|
try
|
|
{
|
|
sb.Append("delete from prices where ");
|
|
sb.Append("symbol='").Append(price.Symbol).Append("'");
|
|
sb.Append(" and ");
|
|
sb.Append("date='").Append(Utility.DateTimeToStringYYYYHMMHDD(price.Date)).Append("'");
|
|
strQuery = sb.ToString();
|
|
MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
|
|
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
|
|
sqlCommand.ExecuteNonQuery();
|
|
sqlCommand.Dispose();
|
|
return true;
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
sqlTransaction.Rollback();
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
if (null != strQuery) MDTrace.WriteLine(LogLevel.DEBUG, "Query was " + strQuery);
|
|
return false;
|
|
}
|
|
finally
|
|
{
|
|
}
|
|
}
|
|
}
|
|
} |