Sean/marketdata
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Changes to handle multiple stop limits for a single symbol. The primary key in the tableis now symbol + shares.

Browse Source
This commit is contained in:
Sean
2026-02-18 19:47:41 -05:00
parent dca11aa6e5
commit 69c8736bf3
1 changed files with 93 additions and 41 deletions
Download Patch File Download Diff File Expand all files Collapse all files

134
MarketDataLib/DataAccess/StopLimitDA.cs
View File

@@ -15,50 +15,95 @@ namespace MarketData.DataAccess
// **********************************************************************************************************************************************************************************
// ****************************************************************************************** S T O P L I M I T S ****************************************************************
// **********************************************************************************************************************************************************************************
public static StopLimit GetStopLimit(String symbol)
public static StopLimits GetStopLimits(String symbol)
{
MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=null;
MySqlCommand sqlCommand=null;
String strQuery=null;
MySqlConnection sqlConnection = null;
MySqlDataReader sqlDataReader = null;
MySqlCommand sqlCommand = null;
String strQuery = null;
StopLimits stopLimits = new StopLimits();
try
{
StringBuilder sb=new StringBuilder();
if(null==symbol)return null;
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
StringBuilder sb = new StringBuilder();
if (null == symbol) return null;
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("select symbol,stop_limit,shares,stop_type from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'");
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sqlDataReader=sqlCommand.ExecuteReader();
if(!sqlDataReader.Read())return null;
StopLimit stopLimit=new StopLimit();
stopLimit.Symbol=sqlDataReader.GetString(0);
stopLimit.StopPrice=sqlDataReader.GetDouble(1);
stopLimit.Shares=sqlDataReader.GetDouble(2);
stopLimit.StopType=sqlDataReader.GetString(3);
return stopLimit;
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader = sqlCommand.ExecuteReader();
while (sqlDataReader.Read())
{
StopLimit stopLimit = new StopLimit();
stopLimit.Symbol = sqlDataReader.GetString(0);
stopLimit.StopPrice = sqlDataReader.GetDouble(1);
stopLimit.Shares = sqlDataReader.GetDouble(2);
stopLimit.StopType = sqlDataReader.GetString(3);
stopLimits.Add(stopLimit);
}
return stopLimits;
}
catch(Exception exception)
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return null;
MDTrace.WriteLine(LogLevel.DEBUG, exception);
return stopLimits;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
if(null!=sqlConnection) sqlConnection.Close();
if (null != sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) { sqlDataReader.Close(); sqlDataReader.Dispose(); }
if (null != sqlConnection) sqlConnection.Close();
}
}
public static StopLimit GetStopLimit(String symbol, double shares)
{
MySqlConnection sqlConnection = null;
MySqlDataReader sqlDataReader = null;
MySqlCommand sqlCommand = null;
String strQuery = null;
try
{
StringBuilder sb = new StringBuilder();
if (null == symbol) return null;
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("select symbol,stop_limit,shares,stop_type from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'");
sb.Append(" ");
sb.Append(" and shares=").Append(Utility.FormatNumber(shares, 2));
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader = sqlCommand.ExecuteReader();
if (!sqlDataReader.Read()) return null;
StopLimit stopLimit = new StopLimit();
stopLimit.Symbol = sqlDataReader.GetString(0);
stopLimit.StopPrice = sqlDataReader.GetDouble(1);
stopLimit.Shares = sqlDataReader.GetDouble(2);
stopLimit.StopType = sqlDataReader.GetString(3);
return stopLimit;
} catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG, exception);
return null;
} finally
{
if (null != sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) { sqlDataReader.Close(); sqlDataReader.Dispose(); }
if (null != sqlConnection) sqlConnection.Close();
}
}
public static bool InsertUpdateStopLimit(StopLimit stopLimit)
{
if(null==stopLimit || null==stopLimit.Symbol || double.IsNaN(stopLimit.StopPrice))return false;
if(!HasStopLimit(stopLimit.Symbol))return InsertStopLimit(stopLimit);
if(!HasStopLimit(stopLimit.Symbol,stopLimit.Shares))return InsertStopLimit(stopLimit);
return UpdateStopLimit(stopLimit);
}
private static bool InsertStopLimit(StopLimit stopLimit)
{
MySqlConnection sqlConnection=null;
@@ -97,6 +142,7 @@ namespace MarketData.DataAccess
if(null!=sqlConnection) sqlConnection.Close();
}
}
private static bool UpdateStopLimit(StopLimit stopLimit)
{
MySqlConnection sqlConnection=null;
@@ -115,6 +161,7 @@ namespace MarketData.DataAccess
sb.Append("stop_limit=").Append(stopLimit.StopPrice).Append(", ");
sb.Append("shares=").Append(stopLimit.Shares);
sb.Append(" where symbol=").Append(SqlUtils.AddQuotes(stopLimit.Symbol));
sb.Append(" and shares=").Append(Utility.FormatNumber(stopLimit.Shares,2));
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
@@ -177,7 +224,7 @@ namespace MarketData.DataAccess
}
}
public static bool HasStopLimit(String symbol)
public static bool HasStopLimit(String symbol,double shares)
{
MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=null;
@@ -191,6 +238,8 @@ 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 ");
sb.Append("shares=").Append(Utility.FormatNumber(shares,2));
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
@@ -211,34 +260,37 @@ namespace MarketData.DataAccess
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static bool DeleteStopLimit(String symbol)
public static bool DeleteStopLimit(String symbol,double shares)
{
MySqlConnection sqlConnection=null;
MySqlCommand sqlCommand=null;
String strQuery=null;
MySqlConnection sqlConnection = null;
MySqlCommand sqlCommand = null;
String strQuery = null;
try
{
StringBuilder sb=new StringBuilder();
if(null==symbol) return false;
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
StringBuilder sb = new StringBuilder();
if (null == symbol) return false;
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("delete from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'");
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sb.Append(" ");
sb.Append("and shares=").Append(Utility.FormatNumber(shares,3));
strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlCommand.ExecuteNonQuery();
return true;
}
catch(Exception exception)
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG, exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
if (null != sqlCommand) sqlCommand.Dispose();
if (null != sqlConnection) sqlConnection.Close();
}
}
}