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Sean
2024-04-09 18:07:51 -04:00
parent f794f215dc
commit 97569dca2a
5 changed files with 52 additions and 14 deletions
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17
MarketDataLib/Helper/PricingMarketDataHelper.cs
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@@ -6,6 +6,7 @@ using System.Threading;
using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketData.Utils;
using System.Net;
namespace MarketData.Helper
{
@@ -49,7 +50,8 @@ namespace MarketData.Helper
}
public class PricingMarketDataHelper
{
private static int MaxThreads = (int)ThreadHelperEnum.MaxThreads;
private static int MaxThreads = 20; // (int)ThreadHelperEnum.MaxThreads;
private static int WaitBetweenRequests=300;
private List<String> symbols;
private int currentIndex = 0;
@@ -97,7 +99,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index],resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdateLatestPriceAll, pricingThreadHelper);
try{Thread.Sleep(250);}catch(Exception){;}
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdateLatestPriceAll, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -131,6 +133,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index],startDate.Value,resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesBigCharts, pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdatePricesBigCharts, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -164,6 +167,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper=new PricingThreadHelper(queueSymbols[index],startDate.Value,resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesYahoo,pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdatePricesYahoo, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -197,6 +201,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper=new PricingThreadHelper(queueSymbols[index],startDate.Value,resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesYahooSweep,pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdatePricesYahooSweep, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -229,6 +234,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], resetEvents[index],asOf);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesAsOf, pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdatePricesAsOfSymbol, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -261,6 +267,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper=new PricingThreadHelper(queueSymbols[index],asOf,resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesYahoo,pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdatePricesAsOfSymbol, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -292,6 +299,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], resetEvents[index],asOf);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesAsOf, pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"UpdatePricesAsOf, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -325,6 +333,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], resetEvents[index],startDate);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackGetMissingPrice, pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"Get missing prices, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -356,6 +365,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], resetEvents[index],startDate);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackGetMissingPrice, pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"Get missing prices, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -394,7 +404,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], pricingDate,resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdateLatestPrice, pricingThreadHelper);
try{Thread.Sleep(250);}catch(Exception){;}
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"Load prices, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);
@@ -427,6 +437,7 @@ namespace MarketData.Helper
{
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], pricingDate,resetEvents[index]);
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackLoadPrices, pricingThreadHelper);
try{Thread.Sleep(WaitBetweenRequests);}catch(Exception){;}
}
MDTrace.WriteLine(LogLevel.DEBUG,"Load prices, waiting for queued items to complete.");
WaitHandle.WaitAll(resetEvents);