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

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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
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134
MarketDataLib/DataAccess/StopLimitDA.cs
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@@ -15,50 +15,95 @@ namespace MarketData.DataAccess
// ********************************************************************************************************************************************************************************** // **********************************************************************************************************************************************************************************
// ****************************************************************************************** S T O P L I M I T S **************************************************************** // ****************************************************************************************** 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; MySqlConnection sqlConnection = null;
MySqlDataReader sqlDataReader=null; MySqlDataReader sqlDataReader = null;
MySqlCommand sqlCommand=null; MySqlCommand sqlCommand = null;
String strQuery=null; String strQuery = null;
StopLimits stopLimits = new StopLimits();
try try
{ {
StringBuilder sb=new StringBuilder(); StringBuilder sb = new StringBuilder();
if(null==symbol)return null; if (null == symbol) return null;
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data")); sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("select symbol,stop_limit,shares,stop_type from stoplimits "); sb.Append("select symbol,stop_limit,shares,stop_type from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'"); sb.Append("where symbol='").Append(symbol).Append("'");
strQuery=sb.ToString(); strQuery = sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection); sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT; sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader=sqlCommand.ExecuteReader(); sqlDataReader = sqlCommand.ExecuteReader();
if(!sqlDataReader.Read())return null; while (sqlDataReader.Read())
StopLimit stopLimit=new StopLimit(); {
stopLimit.Symbol=sqlDataReader.GetString(0); StopLimit stopLimit = new StopLimit();
stopLimit.StopPrice=sqlDataReader.GetDouble(1); stopLimit.Symbol = sqlDataReader.GetString(0);
stopLimit.Shares=sqlDataReader.GetDouble(2); stopLimit.StopPrice = sqlDataReader.GetDouble(1);
stopLimit.StopType=sqlDataReader.GetString(3); stopLimit.Shares = sqlDataReader.GetDouble(2);
return stopLimit; stopLimit.StopType = sqlDataReader.GetString(3);
stopLimits.Add(stopLimit);
}
return stopLimits;
} }
catch(Exception exception) catch (Exception exception)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,exception); MDTrace.WriteLine(LogLevel.DEBUG, exception);
return null; return stopLimits;
} }
finally finally
{ {
if(null!=sqlCommand) sqlCommand.Dispose(); if (null != sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();} if (null != sqlDataReader) { sqlDataReader.Close(); sqlDataReader.Dispose(); }
if(null!=sqlConnection) sqlConnection.Close(); 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) public static bool InsertUpdateStopLimit(StopLimit stopLimit)
{ {
if(null==stopLimit || null==stopLimit.Symbol || double.IsNaN(stopLimit.StopPrice))return false; 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); return UpdateStopLimit(stopLimit);
} }
private static bool InsertStopLimit(StopLimit stopLimit) private static bool InsertStopLimit(StopLimit stopLimit)
{ {
MySqlConnection sqlConnection=null; MySqlConnection sqlConnection=null;
@@ -97,6 +142,7 @@ namespace MarketData.DataAccess
if(null!=sqlConnection) sqlConnection.Close(); if(null!=sqlConnection) sqlConnection.Close();
} }
} }
private static bool UpdateStopLimit(StopLimit stopLimit) private static bool UpdateStopLimit(StopLimit stopLimit)
{ {
MySqlConnection sqlConnection=null; MySqlConnection sqlConnection=null;
@@ -115,6 +161,7 @@ namespace MarketData.DataAccess
sb.Append("stop_limit=").Append(stopLimit.StopPrice).Append(", "); sb.Append("stop_limit=").Append(stopLimit.StopPrice).Append(", ");
sb.Append("shares=").Append(stopLimit.Shares); sb.Append("shares=").Append(stopLimit.Shares);
sb.Append(" where symbol=").Append(SqlUtils.AddQuotes(stopLimit.Symbol)); sb.Append(" where symbol=").Append(SqlUtils.AddQuotes(stopLimit.Symbol));
sb.Append(" and shares=").Append(Utility.FormatNumber(stopLimit.Shares,2));
strQuery=sb.ToString(); strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction); sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT; 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; MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=null; MySqlDataReader sqlDataReader=null;
@@ -191,6 +238,8 @@ namespace MarketData.DataAccess
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data")); sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("select count(*) from stoplimits "); sb.Append("select count(*) from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'"); sb.Append("where symbol='").Append(symbol).Append("'");
sb.Append(" and ");
sb.Append("shares=").Append(Utility.FormatNumber(shares,2));
strQuery=sb.ToString(); strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection); sqlCommand=new MySqlCommand(strQuery,sqlConnection);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT; sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
@@ -211,34 +260,37 @@ namespace MarketData.DataAccess
if(null!=sqlConnection) sqlConnection.Close(); if(null!=sqlConnection) sqlConnection.Close();
} }
} }
public static bool DeleteStopLimit(String symbol)
public static bool DeleteStopLimit(String symbol,double shares)
{ {
MySqlConnection sqlConnection=null; MySqlConnection sqlConnection = null;
MySqlCommand sqlCommand=null; MySqlCommand sqlCommand = null;
String strQuery=null; String strQuery = null;
try try
{ {
StringBuilder sb=new StringBuilder(); StringBuilder sb = new StringBuilder();
if(null==symbol) return false; if (null == symbol) return false;
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data")); sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sb.Append("delete from stoplimits "); sb.Append("delete from stoplimits ");
sb.Append("where symbol='").Append(symbol).Append("'"); sb.Append("where symbol='").Append(symbol).Append("'");
strQuery=sb.ToString(); sb.Append(" ");
sqlCommand=new MySqlCommand(strQuery,sqlConnection); sb.Append("and shares=").Append(Utility.FormatNumber(shares,3));
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT; strQuery = sb.ToString();
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlCommand.ExecuteNonQuery(); sqlCommand.ExecuteNonQuery();
return true; return true;
} }
catch(Exception exception) catch (Exception exception)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,exception); MDTrace.WriteLine(LogLevel.DEBUG, exception);
return false; return false;
} }
finally finally
{ {
if(null!=sqlCommand) sqlCommand.Dispose(); if (null != sqlCommand) sqlCommand.Dispose();
if(null!=sqlConnection) sqlConnection.Close(); if (null != sqlConnection) sqlConnection.Close();
} }
} }
} }