Add BetaCalc36,24,06 . Optimize MG

MarketDataLib/DataAccess/ZacksRankDA.cs

@@ -12,6 +12,58 @@ namespace MarketData.DataAccess
     private ZacksRankDA()
     {
     }
+
+// Get the latest rank for symbol that falls on or before the specified date
+    public static Dictionary<String,ZacksRank> GetZacksRankOnOrBefore(List<String> symbols, DateTime maxDate)
+    {
+      MySqlConnection sqlConnection = null;
+      MySqlDataReader sqlDataReader = null;
+			MySqlCommand sqlCommand=null;
+      String strQuery = null;
+      Dictionary<String,ZacksRank> zacksRanks = new Dictionary<String,ZacksRank>(); 
+
+      try
+      {
+
+        StringBuilder sb = new StringBuilder();
+        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
+        sb.Append("SELECT B.symbol, B.zacks_rank, B.date, B.type ");
+        sb.Append("FROM (SELECT symbol,zacks_rank,date,type , ROW_NUMBER() OVER ");
+        sb.Append("(PARTITION BY symbol ORDER BY date desc) AS rownum ");
+        sb.Append("FROM zacksrank WHERE symbol IN ").Append(SqlUtils.CreateInClause(symbols)).Append(" and DATE<=").Append(SqlUtils.ToSqlDate(maxDate,true)).Append(")B ");
+        sb.Append("WHERE B.rownum<=1");
+        strQuery = sb.ToString(); ;
+        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
+        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
+        sqlDataReader = sqlCommand.ExecuteReader();
+
+        while(sqlDataReader.Read())
+        {
+          ZacksRank zacksRank=new ZacksRank();
+          zacksRank.Symbol=sqlDataReader.GetString(0);
+          zacksRank.Rank=sqlDataReader.GetString(1);
+          zacksRank.Date=sqlDataReader.GetDateTime(2);
+          if(!sqlDataReader.IsDBNull(3))zacksRank.Type=sqlDataReader.GetString(3);
+          if(!zacksRanks.ContainsKey(zacksRank.Symbol))
+          {
+            zacksRanks.Add(zacksRank.Symbol, zacksRank);
+          }
+        }
+        return zacksRanks;
+      }
+      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();
+      }
+    }    
+
 // Get the latest rank for symbol that falls on or before the specified date
     public static ZacksRank GetZacksRankOnOrBefore(String symbol, DateTime date)
     {
@@ -54,6 +106,7 @@ namespace MarketData.DataAccess
         if (null != sqlConnection) sqlConnection.Close();
       }
     }
+
 // Get the most recent rank date on or before the given date for specified symbol
     private static DateTime? GetMaxDateOnOrBefore(String symbol, DateTime date)
     {
@@ -92,6 +145,7 @@ namespace MarketData.DataAccess
         if (null != sqlConnection) sqlConnection.Close();
       }
     }
+
 // Get the latest rank for symbol
     public static ZacksRank GetZacksRank(String symbol)
     {
@@ -131,6 +185,7 @@ namespace MarketData.DataAccess
         if (null != sqlConnection) sqlConnection.Close();
       }
     }
+
 // Insert a rank if the latest rank that we have is different from the one to be added or we do not have a rank
     public static bool InsertZacksRank(ZacksRank zacksRank)
     {
@@ -179,6 +234,7 @@ namespace MarketData.DataAccess
         if (null != sqlConnection) sqlConnection.Close();
       }
     }
+
     private static String GetChangeType(ZacksRank latestRank,ZacksRank newRank)
     {
       if(null==latestRank)return "Initial";
@@ -190,6 +246,7 @@ namespace MarketData.DataAccess
       return "NoChange";
 
     }
+
 // Delete a ranking on symbol and date
     private static bool DeleteZacksRank(ZacksRank zacksRank,MySqlConnection sqlConnection,MySqlTransaction sqlTransaction)
     {