389 lines
17 KiB
C#
Executable File
389 lines
17 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 OptionsDA
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{
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private OptionsDA()
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{
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}
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public static List<String> GetOptionsSymbolIn(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> optionSymbols = new List<String>();
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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 distinct symbol from options where symbol in ").Append(SqlUtils.CreateInClause(symbols)).Append(" 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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optionSymbols.Add(sqlDataReader.GetString(0));
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}
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return optionSymbols;
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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 != 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 Options GetOptions(String symbol, DateTime earliestDate)
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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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Options options = new Options();
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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 symbol, expiration_date,option_type,strike,bid,ask,volume,open_interest,modified from options ");
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sb.Append("where symbol='").Append(symbol).Append("'");
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sb.Append(" and expiration_date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(earliestDate)).Append("'");
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sb.Append(" order by option_type,expiration_date asc, strike 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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Option option = new Option();
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option.Symbol = sqlDataReader.GetString(0);
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option.Expiration = sqlDataReader.GetDateTime(1);
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option.Type = ("C".Equals(sqlDataReader.GetString(2)) ? OptionTypeEnum.CallOption : OptionTypeEnum.PutOption);
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if (!sqlDataReader.IsDBNull(3)) option.Strike = sqlDataReader.GetDouble(3);
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else option.Strike = double.NaN;
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if (!sqlDataReader.IsDBNull(4)) option.Bid = sqlDataReader.GetDouble(4);
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else option.Bid = double.NaN;
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if (!sqlDataReader.IsDBNull(5)) option.Ask = sqlDataReader.GetDouble(5);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(6)) option.Volume = sqlDataReader.GetInt32(6);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(7)) option.OpenInterest = sqlDataReader.GetDouble(7);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(8)) option.Modified = sqlDataReader.GetDateTime(8);
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else option.Modified = Utility.Epoch;
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options.Add(option);
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}
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return options;
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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 != 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 Options GetOptions(String symbol, DateTime earliestDate,OptionTypeEnum optionType)
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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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Options options = new Options();
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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 symbol, expiration_date,option_type,strike,bid,ask,volume,open_interest,modified from options ");
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sb.Append("where symbol='").Append(symbol).Append("'");
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sb.Append(" and expiration_date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(earliestDate)).Append("'");
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sb.Append(" and option_type='").Append(optionType.Equals(OptionTypeEnum.CallOption) ? "C" : "P").Append("'");
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sb.Append(" order by option_type,expiration_date asc, strike 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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Option option = new Option();
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option.Symbol = sqlDataReader.GetString(0);
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option.Expiration = sqlDataReader.GetDateTime(1);
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option.Type = ("C".Equals(sqlDataReader.GetString(2)) ? OptionTypeEnum.CallOption : OptionTypeEnum.PutOption);
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if (!sqlDataReader.IsDBNull(3)) option.Strike = sqlDataReader.GetDouble(3);
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else option.Strike = double.NaN;
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if (!sqlDataReader.IsDBNull(4)) option.Bid = sqlDataReader.GetDouble(4);
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else option.Bid = double.NaN;
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if (!sqlDataReader.IsDBNull(5)) option.Ask = sqlDataReader.GetDouble(5);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(6)) option.Volume = sqlDataReader.GetInt32(6);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(7)) option.OpenInterest = sqlDataReader.GetDouble(7);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(8)) option.Modified = sqlDataReader.GetDateTime(8);
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else option.Modified = Utility.Epoch;
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options.Add(option);
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}
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return options;
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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 != 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 Options GetOptions(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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Options options = new Options();
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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 symbol, expiration_date,option_type,strike,bid,ask,volume,open_interest,modified from options where symbol='").Append(symbol).Append("' order by option_type,expiration_date asc, strike 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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Option option = new Option();
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option.Symbol = sqlDataReader.GetString(0);
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option.Expiration = sqlDataReader.GetDateTime(1);
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option.Type = ("C".Equals(sqlDataReader.GetString(2)) ?OptionTypeEnum.CallOption : OptionTypeEnum.PutOption);
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if (!sqlDataReader.IsDBNull(3)) option.Strike = sqlDataReader.GetDouble(3);
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else option.Strike = double.NaN;
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if (!sqlDataReader.IsDBNull(4)) option.Bid = sqlDataReader.GetDouble(4);
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else option.Bid = double.NaN;
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if (!sqlDataReader.IsDBNull(5)) option.Ask = sqlDataReader.GetDouble(5);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(6)) option.Volume = sqlDataReader.GetInt32(6);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(7)) option.OpenInterest = sqlDataReader.GetDouble(7);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(8)) option.Modified = sqlDataReader.GetDateTime(8);
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else option.Modified = Utility.Epoch;
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options.Add(option);
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}
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return options;
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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 != 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 Options GetOptions(String symbol,OptionTypeEnum optionType)
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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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Options options = new Options();
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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 symbol, expiration_date,option_type,strike,bid,ask,volume,open_interest,modified from options where symbol='").Append(symbol).Append("'");
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sb.Append(" and option_type='").Append(optionType.Equals(OptionTypeEnum.CallOption)?"C":"P").Append("'");
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sb.Append(" order by option_type,expiration_date asc, strike 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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Option option = new Option();
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option.Symbol = sqlDataReader.GetString(0);
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option.Expiration = sqlDataReader.GetDateTime(1);
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option.Type = ("C".Equals(sqlDataReader.GetString(2)) ? OptionTypeEnum.CallOption : OptionTypeEnum.PutOption);
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if (!sqlDataReader.IsDBNull(3)) option.Strike = sqlDataReader.GetDouble(3);
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else option.Strike = double.NaN;
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if (!sqlDataReader.IsDBNull(4)) option.Bid = sqlDataReader.GetDouble(4);
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else option.Bid = double.NaN;
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if (!sqlDataReader.IsDBNull(5)) option.Ask = sqlDataReader.GetDouble(5);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(6)) option.Volume = sqlDataReader.GetInt32(6);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(7)) option.OpenInterest = sqlDataReader.GetDouble(7);
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else option.Ask = double.NaN;
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if (!sqlDataReader.IsDBNull(8)) option.Modified = sqlDataReader.GetDateTime(8);
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else option.Modified = Utility.Epoch;
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options.Add(option);
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}
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return options;
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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 != 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 DeleteOptions(String symbol)
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{
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MySqlConnection sqlConnection = 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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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("delete from options 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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sqlCommand.ExecuteNonQuery();
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sqlCommand.Dispose();
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sqlCommand = null;
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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(); sqlCommand = null; }
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if (null != sqlConnection) { sqlConnection.Close(); sqlConnection = null; }
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}
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}
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private static bool DeleteOption(Option option, MySqlTransaction sqlTransaction)
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{
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MySqlConnection sqlConnection = 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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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("delete from options where symbol=").Append(SqlUtils.AddQuotes(option.Symbol));
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sb.Append(" and expiration_date=").Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(option.Expiration)));
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sb.Append(" and strike=").Append(Utility.FormatNumber(option.Strike,2));
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sb.Append(" and option_type=").Append(SqlUtils.AddQuotes(option.Type.Equals(OptionTypeEnum.CallOption) ? "C" : "P"));
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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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sqlCommand.Dispose();
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sqlCommand = null;
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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(); sqlCommand = null; }
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if (null != sqlConnection) { sqlConnection.Close(); sqlConnection = null; }
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}
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}
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public static bool AddOptions(Options options)
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{
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foreach (Option option in options)
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{
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AddOption(option);
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}
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return true;
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}
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public static bool AddOption(Option option)
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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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DateTime modified = DateTime.Now;
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if (null == option) 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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DeleteOption(option,sqlTransaction);
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StringBuilder sb=new StringBuilder();
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sb.Append("insert into options(symbol,expiration_date,option_type,strike,last_price,change_price,bid,ask,volume,open_interest,modified)values(");
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sb.Append(SqlUtils.AddQuotes(option.Symbol)).Append(",");
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sb.Append(SqlUtils.AddQuotes((Utility.DateTimeToStringYYYYHMMHDD(option.Expiration)))).Append(",");
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sb.Append(SqlUtils.AddQuotes(option.Type.Equals(OptionTypeEnum.CallOption)?"C":"P")).Append(",");
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if (!double.IsNaN(option.Strike)) sb.Append(Utility.FormatNumber(option.Strike,2)).Append(",");
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else sb.Append("null").Append(",");
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if (!double.IsNaN(option.Last)) sb.Append(option.Last).Append(",");
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else sb.Append("null").Append(",");
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if (!double.IsNaN(option.Change)) sb.Append(option.Change).Append(",");
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else sb.Append("null").Append(",");
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if (!double.IsNaN(option.Bid)) sb.Append(option.Bid).Append(",");
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else sb.Append("null").Append(",");
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if (!double.IsNaN(option.Ask)) sb.Append(option.Ask).Append(",");
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else sb.Append("null").Append(",");
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if (!double.IsNaN(option.Volume)) sb.Append(option.Volume).Append(",");
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else sb.Append("null").Append(",");
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if (!double.IsNaN(option.OpenInterest)) sb.Append(option.OpenInterest).Append(",");
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else sb.Append("null").Append(",");
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sb.Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(modified)));
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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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sqlTransaction.Dispose();
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sqlTransaction=null;
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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) sqlConnection.Close();
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if (null != sqlTransaction) sqlTransaction.Dispose();
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}
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}
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}
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}
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