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/OptionsChainsMarketDataHelper.cs
+++ b/MarketDataLib/Helper/OptionsChainsMarketDataHelper.cs
@@ -0,0 +1,106 @@
+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 OptionsChainsMarketDataHelper : MarketDataHelperBase<String>
+  {
+    private static int MaxThreads = 10;   
+    public OptionsChainsMarketDataHelper()
+    {
+    }
+// ******************************************************************************************************************************************************
+// ********************************************************** O P T I M I Z E D  E V E N T  H A N D L E R   S T A R T ***********************************
+// ******************************************************************************************************************************************************
+		public bool LoadOptionsChains(String symbol)
+		{
+      List<String> symbols=new List<String>();
+      symbols.Add(symbol);
+      return LoadOptionsChains(symbols);
+		}
+    public bool LoadOptionsChains(List<String> symbols)
+    {
+      Profiler profiler=new Profiler();
+      try
+      {
+        Queue=symbols;
+        Index=-1;
+        ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
+        for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)resetEvents[eventIndex] = new ManualResetEvent(true);
+        MDTrace.WriteLine(String.Format("Queuing options chains ..."));    
+
+        while (true)
+        {
+          ManualResetEvent[] availableEvents=GetAvailableEvents(resetEvents);
+          ManualResetEvent[] busyEvents=GetBusyEvents(resetEvents);
+          if (null == PeekQueueItem() && 0==busyEvents.Length)
+          {
+            MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Queue contains {0} items, busy events {1}, all done.",0,busyEvents.Length));
+            break;
+          }
+          for (int index = 0; index < availableEvents.Length; index++)
+          {
+            String symbol=GetQueueItem();
+            if (null != symbol)
+            {
+              availableEvents[index].Reset();
+              ThreadHelper optionsChainsThreadHelper = new ThreadHelper(symbol, availableEvents[index]);
+              ThreadPool.QueueUserWorkItem(ThreadPoolCallback, optionsChainsThreadHelper);
+            }
+            else
+            {
+              busyEvents=GetBusyEvents(resetEvents);
+              if(busyEvents.Length!=availableEvents.Length)
+              {
+                ManualResetEvent[] resizedEvents=new ManualResetEvent[busyEvents.Length];
+                Array.Copy(busyEvents, resizedEvents,busyEvents.Length);
+                resetEvents = resizedEvents;
+              }
+              break;
+            }
+          }    // for
+          MDTrace.WriteLine(LogLevel.DEBUG,"Waiting for free slots...");
+          if(resetEvents.Length>0)WaitHandle.WaitAny(resetEvents);
+          if(null==PeekQueueItem())resetEvents=ResizeEvents(resetEvents);
+        }    // while
+        MDTrace.WriteLine(LogLevel.DEBUG,"Options chains handler completed.");
+        return true;
+      }
+      finally
+      {
+        MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadOptionsChains]End, total took {0}(ms)",profiler.End()));
+      }
+    }
+    public void ThreadPoolCallback(Object optionsChainsThreadHelperContext)
+    {
+      ThreadHelper optionsChainsThreadHelper = (ThreadHelper)optionsChainsThreadHelperContext;
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, optionsChainsThreadHelper.Symbol));
+      LoadOptionsChainsSymbolEx(optionsChainsThreadHelper.Symbol);
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, optionsChainsThreadHelper.Symbol));
+      optionsChainsThreadHelper.ResetEvent.Set();
+    }
+    public static void LoadOptionsChainsSymbolEx(String symbol)
+    {
+			if(null==symbol)return;
+      symbol = symbol.ToUpper();
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load Options Chains for {0}", symbol));
+      Options options = MarketDataHelper.GetOptions(symbol);
+      if (null == options || 0 == options.Count)
+      {
+        MDTrace.WriteLine(LogLevel.DEBUG,"Unable to retrieve option chain for " + symbol);
+        return;
+      }
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, saving {0} records for {1}", options.Count, symbol));
+      if (OptionsDA.AddOptions(options)) MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Added {0} for {1}", options.Count, symbol));
+      else MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Failed to add options chain for {0}",symbol));
+    }
+  }
+}