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Update StopLimits

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This commit is contained in:
Sean
2025-12-12 17:11:58 -05:00
parent e1bae730f2
commit 73cb48d9b9
5 changed files with 248 additions and 248 deletions
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235
MarketDataLib/DataAccess/PortfolioDA.cs
View File

@@ -13,241 +13,6 @@ namespace MarketData.DataAccess
private PortfolioDA()
{
}
// **********************************************************************************************************************************************************************************
// ****************************************************************************************** S T O P L I M I T S ****************************************************************
// **********************************************************************************************************************************************************************************
public static StopLimit GetStopLimit(String symbol)
{
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,active 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;
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);
stopLimit.Active=sqlDataReader.GetInt32(4);
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);
return UpdateStopLimit(stopLimit);
}
private static bool InsertStopLimit(StopLimit stopLimit)
{
MySqlConnection sqlConnection=null;
MySqlTransaction sqlTransaction=null;
MySqlCommand sqlCommand=null;
String strQuery=null;
try
{
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sqlTransaction=sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
StringBuilder sb=new StringBuilder();
sb.Append("insert into stoplimits(symbol,stop_limit,shares,stop_type,active)values(");
sb.Append(SqlUtils.AddQuotes(stopLimit.Symbol)).Append(",");
sb.Append(stopLimit.StopPrice).Append(",");
sb.Append(stopLimit.Shares).Append(",");
if(null!=stopLimit.StopType) sb.Append(SqlUtils.AddQuotes(stopLimit.StopType)).Append(",");
else sb.Append("null").Append(",");
sb.Append(stopLimit.Active);
sb.Append(")");
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sqlCommand.ExecuteNonQuery();
sqlTransaction.Commit();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlTransaction) sqlTransaction.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
}
}
private static bool UpdateStopLimit(StopLimit stopLimit)
{
MySqlConnection sqlConnection=null;
MySqlTransaction sqlTransaction=null;
MySqlCommand sqlCommand=null;
String strQuery=null;
try
{
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sqlTransaction=sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
StringBuilder sb=new StringBuilder();
sb.Append("update stoplimits ");
sb.Append("set ");
if(null!=stopLimit.StopType) sb.Append("stop_type=").Append(SqlUtils.AddQuotes(stopLimit.StopType)).Append(", ");
sb.Append("stop_limit=").Append(stopLimit.StopPrice).Append(", ");
sb.Append("shares=").Append(stopLimit.Shares).Append(", ");
sb.Append("active=").Append(stopLimit.Active).Append("");
sb.Append(" where symbol=").Append(SqlUtils.AddQuotes(stopLimit.Symbol));
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sqlCommand.ExecuteNonQuery();
sqlTransaction.Commit();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
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
{
if(null == symbols || 0==symbols.Count)return hasStopLimit;
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();sqlDataReader.Dispose();}
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static bool HasStopLimit(String symbol)
{
MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=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"));
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;
sqlDataReader=sqlCommand.ExecuteReader();
if(!sqlDataReader.Read()) return false;
int count=sqlDataReader.GetInt32(0);
return count>0?true:false;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static bool DeleteStopLimit(String symbol)
{
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"));
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;
sqlCommand.ExecuteNonQuery();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
}
}
// **********************************************************************************************************************************************************************
public static bool UpdateTrade(PortfolioTrade trade)
{
MySqlConnection sqlConnection = null;

245
MarketDataLib/DataAccess/StopLimitDA.cs Normal file
View File

@@ -0,0 +1,245 @@
using System;
using System.Collections.Generic;
using System.Text;
using MySql.Data.MySqlClient;
using MarketData.MarketDataModel;
using MarketData.Utils;
namespace MarketData.DataAccess
{
public class StopLimitDA
{
private StopLimitDA()
{
}
// **********************************************************************************************************************************************************************************
// ****************************************************************************************** S T O P L I M I T S ****************************************************************
// **********************************************************************************************************************************************************************************
public static StopLimit GetStopLimit(String symbol)
{
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("'");
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);
return UpdateStopLimit(stopLimit);
}
private static bool InsertStopLimit(StopLimit stopLimit)
{
MySqlConnection sqlConnection=null;
MySqlTransaction sqlTransaction=null;
MySqlCommand sqlCommand=null;
String strQuery=null;
try
{
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sqlTransaction=sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
StringBuilder sb=new StringBuilder();
sb.Append("insert into stoplimits(symbol,stop_limit,shares,stop_type)values(");
sb.Append(SqlUtils.AddQuotes(stopLimit.Symbol)).Append(",");
sb.Append(stopLimit.StopPrice).Append(",");
sb.Append(stopLimit.Shares).Append(",");
if(null!=stopLimit.StopType) sb.Append(SqlUtils.AddQuotes(stopLimit.StopType));
else sb.Append("null");
sb.Append(")");
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sqlCommand.ExecuteNonQuery();
sqlTransaction.Commit();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlTransaction) sqlTransaction.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
}
}
private static bool UpdateStopLimit(StopLimit stopLimit)
{
MySqlConnection sqlConnection=null;
MySqlTransaction sqlTransaction=null;
MySqlCommand sqlCommand=null;
String strQuery=null;
try
{
sqlConnection=SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("portfolio_data"));
sqlTransaction=sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
StringBuilder sb=new StringBuilder();
sb.Append("update stoplimits ");
sb.Append("set ");
if(null!=stopLimit.StopType) sb.Append("stop_type=").Append(SqlUtils.AddQuotes(stopLimit.StopType)).Append(", ");
sb.Append("stop_limit=").Append(stopLimit.StopPrice).Append(", ");
sb.Append("shares=").Append(stopLimit.Shares);
sb.Append(" where symbol=").Append(SqlUtils.AddQuotes(stopLimit.Symbol));
strQuery=sb.ToString();
sqlCommand=new MySqlCommand(strQuery,sqlConnection,sqlTransaction);
sqlCommand.CommandTimeout=SqlUtils.COMMAND_TIMEOUT;
sqlCommand.ExecuteNonQuery();
sqlTransaction.Commit();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
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
{
if(null == symbols || 0==symbols.Count)return hasStopLimit;
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(" 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();sqlDataReader.Dispose();}
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static bool HasStopLimit(String symbol)
{
MySqlConnection sqlConnection=null;
MySqlDataReader sqlDataReader=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"));
sb.Append("select count(*) 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 false;
int count=sqlDataReader.GetInt32(0);
return count>0?true:false;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
if(null!=sqlConnection) sqlConnection.Close();
}
}
public static bool DeleteStopLimit(String symbol)
{
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"));
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;
sqlCommand.ExecuteNonQuery();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
return false;
}
finally
{
if(null!=sqlCommand) sqlCommand.Dispose();
if(null!=sqlConnection) sqlConnection.Close();
}
}
}
}

1
MarketDataLib/MarketDataLib.csproj
View File

@@ -110,6 +110,7 @@
<Compile Include="DataAccess\PremarketDA.cs" />
<Compile Include="DataAccess\SECFilingDA.cs" />
<Compile Include="DataAccess\SplitsDA.cs" />
<Compile Include="DataAccess\StopLimitDA.cs" />
<Compile Include="DataAccess\UserDA.cs" />
<Compile Include="DataAccess\ValuationDA.cs" />
<Compile Include="DataAccess\WatchListDA.cs" />

4
MarketDataLib/MarketDataModel/GainLoss/GainLossSummaryItemCollection.cs
View File

@@ -27,7 +27,7 @@ namespace MarketData.MarketDataModel.GainLoss
if(null==gainLossGenerator || null==activeGainLossGenerator)return;
Dictionary<String,String> companyNames = PricingDA.GetNamesForSymbols(symbols);
Dictionary<String,bool> stopLimits = PortfolioDA.HasStopLimit(symbols);
Dictionary<String,bool> stopLimits = StopLimitDA.HasStopLimit(symbols);
foreach(String symbol in symbols)
{
@@ -100,7 +100,7 @@ namespace MarketData.MarketDataModel.GainLoss
{
List<String> symbols=portfolioTrades.Symbols;
Dictionary<String,bool> stopLimits = PortfolioDA.HasStopLimit(symbols);
Dictionary<String,bool> stopLimits = StopLimitDA.HasStopLimit(symbols);
foreach(String symbol in symbols)
{

11
MarketDataLib/MarketDataModel/StopLimit.cs
View File

@@ -57,20 +57,11 @@ namespace MarketData.MarketDataModel
public double StopPrice{get;set;}
public double Shares{get;set;}
public String StopType{get;set;}
public int Active{get;set;}
public DateTime EffectiveDate{get;set;} // if the EffectiveDate is Epoch then the StopLimit is taken to be in effect and is the most recent. Otherwise it is considered an historical stop limit
public StopLimit()
{
}
public StopLimit(String symbol,double stopPrice,int shares,String stopType,int active)
{
this.Symbol=symbol;
this.StopPrice=stopPrice;
this.Shares=shares;
this.StopType=stopType;
this.Active=active;
}
public override String ToString()
{
StringBuilder sb=new StringBuilder();
@@ -78,7 +69,6 @@ namespace MarketData.MarketDataModel
sb.Append(Utility.FormatCurrency(StopPrice)).Append(",");
sb.Append(Utility.FormatNumber(Shares,3)).Append(",");
sb.Append(StopType).Append(",");
sb.Append(Active.ToString()).Append(",");
sb.Append(EffectiveDate.ToShortDateString());
return sb.ToString();
}
@@ -89,7 +79,6 @@ namespace MarketData.MarketDataModel
nvpCollection.Add(new NVP("StopPrice",StopPrice.ToString()));
nvpCollection.Add(new NVP("Shares",Shares.ToString()));
nvpCollection.Add(new NVP("StopType",StopType.ToString()));
nvpCollection.Add(new NVP("Active",Active.ToString()));
nvpCollection.Add(new NVP("EffectiveDate",EffectiveDate.ToShortDateString()));
return nvpCollection;
}