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Sean
2025-03-31 15:40:02 -04:00
parent d169d481e7
commit 30c90cb56c
13 changed files with 213 additions and 171 deletions
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43
MarketDataLib/DataAccess/PortfolioDA.cs
View File

@@ -139,6 +139,48 @@ namespace MarketData.DataAccess
if(null!=sqlTransaction) sqlTransaction.Dispose();
}
}
public static Dictionary<String,bool> HasStopLimit(List<String> symbols)
{
MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=null;
MySqlCommand sqlCommand=null;
Dictionary<String,bool> hasStopLimit = new Dictionary<String,bool>();
try
{
StringBuilder sb=new StringBuilder();
if(null==symbols) return null;
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("select symbol, count(*) from stoplimits ");
sb.Append("where symbol in ");
sb.Append(SqlUtils.CreateInClause(symbols));
sb.Append(" and active=1 group by 1");
String strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sqlDataReader=sqlCommand.ExecuteReader();
while(sqlDataReader.Read())
{
String symbol = sqlDataReader.GetString(0);
symbol = symbol.ToUpper();
hasStopLimit.Add(symbol, true);
}
return hasStopLimit;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return null;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlDataReader) sqlDataReader.Close();
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static bool HasStopLimit(String symbol)
{
MySqlConnection sqlConnection=null;
@@ -153,6 +195,7 @@ namespace MarketData.DataAccess
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("select count(*) from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'");
sb.Append(" and active=1");
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;

49
MarketDataLib/DataAccess/PricingDA.cs
View File

@@ -10,6 +10,7 @@ namespace MarketData.DataAccess
{
public class PricingDA
{
public static readonly int ForwardLookingDays = 90;
private PricingDA()
{
}
@@ -628,6 +629,52 @@ namespace MarketData.DataAccess
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
{
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();
if (null != sqlConnection) sqlConnection.Close();
}
}
public static String GetNameForSymbol(String symbol)
{
MySqlConnection sqlConnection = null;
@@ -1117,6 +1164,7 @@ namespace MarketData.DataAccess
// Get prices starting at "startDate" and "days" number of days going into future
public static Prices GetPricesForward(String symbol,DateTime startDate,int days)
{
Profiler profiler = new Profiler();
MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=null;
MySqlCommand sqlCommand=null;
@@ -1166,6 +1214,7 @@ namespace MarketData.DataAccess
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlDataReader) sqlDataReader.Close();
if(null!=sqlConnection) sqlConnection.Close();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetPricesForward] Done, took {0}(ms)",profiler.End()));
}
}
public static Prices GetPricesOnOrBefore(String symbol,DateTime startDate)