107 lines
4.7 KiB
C#
107 lines
4.7 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading;
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using MarketData.MarketDataModel;
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using MarketData.DataAccess;
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using MarketData.Utils;
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namespace MarketData.Helper
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{
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public class OptionsChainsMarketDataHelper : MarketDataHelperBase<String>
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{
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private static int MaxThreads = 10;
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public OptionsChainsMarketDataHelper()
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{
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}
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// ******************************************************************************************************************************************************
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// ********************************************************** O P T I M I Z E D E V E N T H A N D L E R S T A R T ***********************************
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// ******************************************************************************************************************************************************
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public bool LoadOptionsChains(String symbol)
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{
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List<String> symbols=new List<String>();
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symbols.Add(symbol);
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return LoadOptionsChains(symbols);
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}
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public bool LoadOptionsChains(List<String> symbols)
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{
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Profiler profiler=new Profiler();
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try
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{
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Queue=symbols;
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Index=-1;
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ManualResetEvent[] resetEvents = new ManualResetEvent[MaxThreads];
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for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)resetEvents[eventIndex] = new ManualResetEvent(true);
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MDTrace.WriteLine(String.Format("Queuing options chains ..."));
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while (true)
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{
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ManualResetEvent[] availableEvents=GetAvailableEvents(resetEvents);
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ManualResetEvent[] busyEvents=GetBusyEvents(resetEvents);
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if (null == PeekQueueItem() && 0==busyEvents.Length)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Queue contains {0} items, busy events {1}, all done.",0,busyEvents.Length));
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break;
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}
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for (int index = 0; index < availableEvents.Length; index++)
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{
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String symbol=GetQueueItem();
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if (null != symbol)
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{
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availableEvents[index].Reset();
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ThreadHelper optionsChainsThreadHelper = new ThreadHelper(symbol, availableEvents[index]);
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ThreadPool.QueueUserWorkItem(ThreadPoolCallback, optionsChainsThreadHelper);
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}
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else
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{
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busyEvents=GetBusyEvents(resetEvents);
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if(busyEvents.Length!=availableEvents.Length)
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{
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ManualResetEvent[] resizedEvents=new ManualResetEvent[busyEvents.Length];
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Array.Copy(busyEvents, resizedEvents,busyEvents.Length);
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resetEvents = resizedEvents;
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}
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break;
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}
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} // for
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MDTrace.WriteLine(LogLevel.DEBUG,"Waiting for free slots...");
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if(resetEvents.Length>0)WaitHandle.WaitAny(resetEvents);
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if(null==PeekQueueItem())resetEvents=ResizeEvents(resetEvents);
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} // while
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MDTrace.WriteLine(LogLevel.DEBUG,"Options chains handler completed.");
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return true;
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}
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finally
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[LoadOptionsChains]End, total took {0}(ms)",profiler.End()));
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}
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}
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public void ThreadPoolCallback(Object optionsChainsThreadHelperContext)
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{
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ThreadHelper optionsChainsThreadHelper = (ThreadHelper)optionsChainsThreadHelperContext;
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Thread {0} started for {1}...", Thread.CurrentThread.ManagedThreadId, optionsChainsThreadHelper.Symbol));
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LoadOptionsChainsSymbolEx(optionsChainsThreadHelper.Symbol);
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Thread {0} ended for {1}", Thread.CurrentThread.ManagedThreadId, optionsChainsThreadHelper.Symbol));
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optionsChainsThreadHelper.ResetEvent.Set();
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}
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public static void LoadOptionsChainsSymbolEx(String symbol)
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{
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if(null==symbol)return;
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symbol = symbol.ToUpper();
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Load Options Chains for {0}", symbol));
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Options options = MarketDataHelper.GetOptions(symbol);
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if (null == options || 0 == options.Count)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Unable to retrieve option chain for " + symbol);
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return;
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}
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, saving {0} records for {1}", options.Count, symbol));
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if (OptionsDA.AddOptions(options)) MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Added {0} for {1}", options.Count, symbol));
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else MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Options Chains, Failed to add options chain for {0}",symbol));
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}
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}
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}
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