init

2024-02-22 14:52:53 -05:00
parent 72c94666c5
commit 29b417e3f7
445 changed files with 360852 additions and 0 deletions
--- a/MarketDataLib/Helper/InsiderTransactionMarketDataHelper.cs
+++ b/MarketDataLib/Helper/InsiderTransactionMarketDataHelper.cs
@@ -0,0 +1,121 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading;
+using MarketData.MarketDataModel;
+using MarketData.DataAccess;
+using MarketData.Utils;
+
+namespace MarketData.Helper
+{
+  public class InsiderTransactionMarketDataHelper
+  {
+    private static int MaxThreads = (int)ThreadHelperEnum.MaxThreads;
+    private static int WAIT_TIME_MS=500;  // wait between request
+    private List<String> symbols;
+    private int currentIndex = 0;
+
+    public InsiderTransactionMarketDataHelper()
+    {
+    }
+    public bool LoadInsiderTransactions(String symbol)
+    {
+			Profiler profiler=new Profiler();
+			try
+			{
+				symbols = new List<String>();
+				symbols.Add(symbol);
+				currentIndex = 0;
+				while (true)
+				{
+					List<String> queueSymbols = GetQueueSymbols();
+					if (null == queueSymbols || 0 == queueSymbols.Count) break;
+					ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
+					for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
+					{
+						resetEvents[eventIndex] = new ManualResetEvent(false);
+					}
+					for (int index = 0; index < queueSymbols.Count; index++)
+					{
+						ThreadHelper threadHelper = new ThreadHelper(queueSymbols[index], resetEvents[index]);
+						ThreadPool.QueueUserWorkItem(ThreadPoolCallback, threadHelper);
+					}
+					MDTrace.WriteLine(LogLevel.DEBUG,"Insider Transactions, waiting for queued items to complete.");
+					WaitHandle.WaitAll(resetEvents);
+				}
+				return true;
+			}
+			finally
+			{
+				MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadInsiderTransactions]End, total took {0}(ms)",profiler.End()));
+			}
+    }
+    public bool LoadInsiderTransactions(List<String> symbols)
+    {
+			Profiler profiler=new Profiler();
+			try
+			{
+				this.symbols = symbols;
+				currentIndex = 0;
+				while (true)
+				{
+					List<String> queueSymbols = GetQueueSymbols();
+					if (null == queueSymbols || 0 == queueSymbols.Count) break;
+					ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
+					for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
+					{
+						resetEvents[eventIndex] = new ManualResetEvent(false);
+					}
+					for (int index = 0; index < queueSymbols.Count; index++)
+					{
+						ThreadHelper threadHelper = new ThreadHelper(queueSymbols[index], resetEvents[index]);
+						ThreadPool.QueueUserWorkItem(ThreadPoolCallback, threadHelper);
+            try { Thread.Sleep(WAIT_TIME_MS); } catch(Exception) { ;}     // wait
+					}
+					MDTrace.WriteLine(LogLevel.DEBUG,"Insider Transactions, waiting for queued items to complete.");
+					WaitHandle.WaitAll(resetEvents);
+				}
+				return true;
+			}
+			finally
+			{
+				MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadInsiderTransactions]End, total took {0}(ms)",profiler.End()));
+			}
+    }
+    private List<String> GetQueueSymbols()
+    {
+      List<String> queueSymbols = new List<String>();
+      int index = currentIndex;
+      for (; index < currentIndex + MaxThreads && index < symbols.Count; index++)
+      {
+        queueSymbols.Add(symbols[index]);
+      }
+      currentIndex = index;
+      return queueSymbols;
+    }
+    public void ThreadPoolCallback(Object threadHelperContext)
+    {
+      ThreadHelper threadHelper = (ThreadHelper)threadHelperContext;
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
+      LoadInsiderTransactionsSymbolEx(threadHelper.Symbol);
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions Thread {0} ended for {1}...", Thread.CurrentThread.ManagedThreadId, threadHelper.Symbol));
+      threadHelper.ResetEvent.Set();
+    }
+    public static void LoadInsiderTransactionsSymbolEx(String symbol)
+    {
+      symbol = symbol.ToUpper();
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load insider transactions for {0}", symbol));
+      InsiderTransactions insiderTransactions = MarketDataHelper.GetInsiderTransactions(symbol);
+//      public static SECFilings GetSECInsiderTransactions(String symbol,String cik,int timePeriodDays=7)
+      if (null == insiderTransactions || 0 == insiderTransactions.Count)
+      {
+        MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No insider transactions for {0}", symbol));
+        return;
+      }
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Insider Transactions, Saving {0} records for {1}", insiderTransactions.Count, symbol));
+      InsiderTransactionDA.InsertInsiderTransactions(insiderTransactions);
+      MDTrace.WriteLine(LogLevel.DEBUG,"Insider Transactions - Done.");
+    }
+  }
+}