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This commit is contained in:
Sean Kessler
2024-02-22 14:52:53 -05:00
parent 72c94666c5
commit 29b417e3f7
445 changed files with 360852 additions and 0 deletions
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MarketDataLib/DataAccess/SplitsDA.cs Normal file
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using System;
using System.Collections.Generic;
using System.Text;
using MySql.Data.MySqlClient;
using MarketData.MarketDataModel;
using MarketData.Utils;
namespace MarketData.DataAccess
{
public class SplitsDA
{
private SplitsDA()
{
}
public static bool InsertSplit(Split split)
{
Splits splits=new Splits();
splits.Add(split);
InsertSplits(splits);
return true;
}
public static bool ContainsSplit(Split split)
{
MySqlConnection sqlConnection = null;
MySqlDataReader sqlDataReader = null;
MySqlCommand sqlCommand=null;
String strQuery = null;
int recordCount = 0;
try
{
StringBuilder sb = new StringBuilder();
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
sb.Append("select count(*) from splits where symbol='").Append(split.Symbol).Append("' ");
sb.Append("and effective_date='").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("' ");
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader = sqlCommand.ExecuteReader();
if (sqlDataReader.Read())
{
if (!sqlDataReader.IsDBNull(0)) recordCount = sqlDataReader.GetInt32(0);
}
sqlCommand.Dispose();
return 0 == recordCount ? false : true;
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if (null != sqlDataReader) sqlDataReader.Close();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static bool UpdateSplit(Split split)
{
MySqlConnection sqlConnection = null;
MySqlTransaction sqlTransaction = null;
MySqlCommand sqlCommand=null;
String strQuery = null;
try
{
if(!ContainsSplit(split))return false;
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
StringBuilder sb = new StringBuilder();
DateTime modified=DateTime.Now;
if(split.Applied&&(Utility.IsEpoch(split.AppliedLeastRecent)||Utility.IsEpoch(split.AppliedMostRecent)))
{
MDTrace.WriteLine(LogLevel.DEBUG,"Applied split requires AppliedRecent and AppliedMostRecent dates.");
return false;
}
if(!split.Applied)return false;
sb.Append("update splits set ");
sb.Append("applied=").Append(split.Applied).Append(", ");
sb.Append("applied_least_recent='").Append(SqlUtils.SqlDate(split.AppliedLeastRecent)).Append("'").Append(", ");
sb.Append("applied_most_recent='").Append(SqlUtils.SqlDate(split.AppliedMostRecent)).Append("'").Append(", ");
sb.Append("modified='").Append(SqlUtils.SqlDate(modified)).Append("'").Append(" ");
sb.Append(" where symbol='").Append(split.Symbol).Append("'").Append(" and ");
sb.Append("effective_date='").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("'");
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,"Query was '" + strQuery + "'");
return false;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if(null!=sqlTransaction)sqlTransaction.Dispose();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static Splits GetUnappliedSplits()
{
MySqlConnection sqlConnection = null;
MySqlCommand sqlCommand=null;
MySqlDataReader sqlDataReader=null;
String strQuery = null;
Splits splits=new Splits();
try
{
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
StringBuilder sb = new StringBuilder();
DateTime modified=DateTime.Now;
sb.Append("select symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created from splits where Symbol in(select symbol from securitymaster) and applied=0 order by symbol,effective_date desc");
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader=sqlCommand.ExecuteReader();
while(sqlDataReader.Read())
{
Split split=new Split();
split.Symbol=sqlDataReader.GetString(0);
split.EffectiveDate=sqlDataReader.GetDateTime(1);
split.StrRatio=sqlDataReader.GetString(2);
split.Applied=sqlDataReader.GetInt32(3)==0?false:true;
if(!sqlDataReader.IsDBNull(4))split.AppliedLeastRecent=sqlDataReader.GetDateTime(4);
if(!sqlDataReader.IsDBNull(5))split.AppliedMostRecent=sqlDataReader.GetDateTime(5);
if(!sqlDataReader.IsDBNull(6))split.Modified=sqlDataReader.GetDateTime(6);
if(!sqlDataReader.IsDBNull(7))split.Created=sqlDataReader.GetDateTime(7);
splits.Add(split);
}
return splits;
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
return null;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static Splits GetSplits(String symbol)
{
MySqlConnection sqlConnection = null;
MySqlCommand sqlCommand=null;
MySqlDataReader sqlDataReader=null;
String strQuery = null;
Splits splits=new Splits();
try
{
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
StringBuilder sb = new StringBuilder();
DateTime modified=DateTime.Now;
sb.Append("select symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created from splits ");
sb.Append(" where symbol='").Append(symbol).Append("'");
sb.Append(" order by symbol,effective_date desc");
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader=sqlCommand.ExecuteReader();
while(sqlDataReader.Read())
{
Split split=new Split();
split.Symbol=sqlDataReader.GetString(0);
split.EffectiveDate=sqlDataReader.GetDateTime(1);
split.StrRatio=sqlDataReader.GetString(2);
split.Applied=sqlDataReader.GetInt32(3)==0?false:true;
if(!sqlDataReader.IsDBNull(4))split.AppliedLeastRecent=sqlDataReader.GetDateTime(4);
if(!sqlDataReader.IsDBNull(5))split.AppliedMostRecent=sqlDataReader.GetDateTime(5);
if(!sqlDataReader.IsDBNull(6))split.Modified=sqlDataReader.GetDateTime(6);
if(!sqlDataReader.IsDBNull(7))split.Created=sqlDataReader.GetDateTime(7);
splits.Add(split);
}
return splits;
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
return null;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static Splits GetSplits()
{
MySqlConnection sqlConnection = null;
MySqlCommand sqlCommand=null;
MySqlDataReader sqlDataReader=null;
String strQuery = null;
Splits splits=new Splits();
try
{
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
StringBuilder sb = new StringBuilder();
DateTime modified=DateTime.Now;
sb.Append("select symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created from splits order by symbol,effective_date desc");
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader=sqlCommand.ExecuteReader();
while(sqlDataReader.Read())
{
Split split=new Split();
split.Symbol=sqlDataReader.GetString(0);
split.EffectiveDate=sqlDataReader.GetDateTime(1);
split.StrRatio=sqlDataReader.GetString(2);
split.Applied=sqlDataReader.GetInt32(3)==0?false:true;
if(!sqlDataReader.IsDBNull(4))split.AppliedLeastRecent=sqlDataReader.GetDateTime(4);
if(!sqlDataReader.IsDBNull(5))split.AppliedMostRecent=sqlDataReader.GetDateTime(5);
if(!sqlDataReader.IsDBNull(6))split.Modified=sqlDataReader.GetDateTime(6);
if(!sqlDataReader.IsDBNull(7))split.Created=sqlDataReader.GetDateTime(7);
splits.Add(split);
}
return splits;
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
return null;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static bool InsertSplits(Splits splits)
{
MySqlConnection sqlConnection = null;
MySqlTransaction sqlTransaction = null;
MySqlCommand sqlCommand=null;
String strQuery = null;
try
{
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
StringBuilder sb = new StringBuilder();
DateTime modified=DateTime.Now;
DateTime created=modified;
foreach(Split split in splits)
{
sb=new StringBuilder();
if(ContainsSplit(split))continue;
sb.Append("insert into splits (symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created) ");
sb.Append("values(");
sb.Append("'").Append(split.Symbol).Append("'").Append(",");
sb.Append("'").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("'").Append(",");
sb.Append("'").Append(split.StrRatio).Append("'").Append(",");
sb.Append("").Append(split.Applied).Append("").Append(",");
if(split.Applied&&(Utility.IsEpoch(split.AppliedLeastRecent)||Utility.IsEpoch(split.AppliedMostRecent)))
{
MDTrace.WriteLine(LogLevel.DEBUG,"Applied split requires LeastRecentDate and MostRecentDate to be set.");
continue;
}
if(!Utility.IsEpoch(split.AppliedLeastRecent))sb.Append("'").Append(SqlUtils.SqlDate(split.AppliedLeastRecent)).Append("'").Append(",");
else sb.Append("null,");
if(!Utility.IsEpoch(split.AppliedLeastRecent))sb.Append("'").Append(SqlUtils.SqlDate(split.AppliedMostRecent)).Append("'").Append(",");
else sb.Append("null,");
sb.Append("'").Append(SqlUtils.SqlDate(modified)).Append("'").Append(",");
sb.Append("'").Append(SqlUtils.SqlDate(modified)).Append("'").Append("");
sb.Append(")");
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,"Query was '" + strQuery + "'");
return false;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if(null!=sqlTransaction)sqlTransaction.Dispose();
if (null != sqlConnection) sqlConnection.Close();
}
}
private static bool DeleteSplits(Splits splits, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
{
foreach(Split split in splits)DeleteSplit(split,sqlConnection,sqlTransaction);
return true;
}
private static bool DeleteSplit(Split split, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
{
StringBuilder sb = new StringBuilder();
String strQuery = null;
try
{
sb.Append("delete from splits where ");
sb.Append("symbol='").Append(split.Symbol).Append("'");
sb.Append(" and ");
sb.Append("effective_date='").Append(SqlUtils.SqlDate(split.EffectiveDate)).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
{
}
}
}
}