339 lines
14 KiB
C#
339 lines
14 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Text;
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using MySql.Data.MySqlClient;
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using MarketData.MarketDataModel;
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using MarketData.Utils;
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namespace MarketData.DataAccess
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{
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public class SplitsDA
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{
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private SplitsDA()
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{
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}
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public static bool InsertSplit(Split split)
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{
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Splits splits=new Splits();
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splits.Add(split);
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InsertSplits(splits);
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return true;
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}
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public static bool ContainsSplit(Split split)
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{
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MySqlConnection sqlConnection = null;
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MySqlDataReader sqlDataReader = null;
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MySqlCommand sqlCommand=null;
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String strQuery = null;
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int recordCount = 0;
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try
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{
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StringBuilder sb = new StringBuilder();
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sb.Append("select count(*) from splits where symbol='").Append(split.Symbol).Append("' ");
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sb.Append("and effective_date='").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("' ");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader = sqlCommand.ExecuteReader();
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if (sqlDataReader.Read())
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{
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if (!sqlDataReader.IsDBNull(0)) recordCount = sqlDataReader.GetInt32(0);
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}
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sqlCommand.Dispose();
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return 0 == recordCount ? false : true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return false;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static bool UpdateSplit(Split split)
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{
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MySqlConnection sqlConnection = null;
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MySqlTransaction sqlTransaction = null;
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MySqlCommand sqlCommand=null;
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String strQuery = null;
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try
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{
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if(!ContainsSplit(split))return false;
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
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StringBuilder sb = new StringBuilder();
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DateTime modified=DateTime.Now;
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if(split.Applied&&(Utility.IsEpoch(split.AppliedLeastRecent)||Utility.IsEpoch(split.AppliedMostRecent)))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Applied split requires AppliedRecent and AppliedMostRecent dates.");
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return false;
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}
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if(!split.Applied)return false;
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sb.Append("update splits set ");
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sb.Append("applied=").Append(split.Applied).Append(", ");
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sb.Append("applied_least_recent='").Append(SqlUtils.SqlDate(split.AppliedLeastRecent)).Append("'").Append(", ");
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sb.Append("applied_most_recent='").Append(SqlUtils.SqlDate(split.AppliedMostRecent)).Append("'").Append(", ");
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sb.Append("modified='").Append(SqlUtils.SqlDate(modified)).Append("'").Append(" ");
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sb.Append(" where symbol='").Append(split.Symbol).Append("'").Append(" and ");
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sb.Append("effective_date='").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("'");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlCommand.ExecuteNonQuery();
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sqlTransaction.Commit();
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return true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
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return false;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if(null!=sqlTransaction)sqlTransaction.Dispose();
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static Splits GetUnappliedSplits()
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{
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MySqlConnection sqlConnection = null;
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MySqlCommand sqlCommand=null;
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MySqlDataReader sqlDataReader=null;
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String strQuery = null;
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Splits splits=new Splits();
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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DateTime modified=DateTime.Now;
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sb.Append("select symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created from splits where Symbol in(select symbol from securitymaster) and applied=0 order by symbol,effective_date desc");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader=sqlCommand.ExecuteReader();
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while(sqlDataReader.Read())
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{
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Split split=new Split();
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split.Symbol=sqlDataReader.GetString(0);
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split.EffectiveDate=sqlDataReader.GetDateTime(1);
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split.StrRatio=sqlDataReader.GetString(2);
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split.Applied=sqlDataReader.GetInt32(3)==0?false:true;
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if(!sqlDataReader.IsDBNull(4))split.AppliedLeastRecent=sqlDataReader.GetDateTime(4);
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if(!sqlDataReader.IsDBNull(5))split.AppliedMostRecent=sqlDataReader.GetDateTime(5);
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if(!sqlDataReader.IsDBNull(6))split.Modified=sqlDataReader.GetDateTime(6);
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if(!sqlDataReader.IsDBNull(7))split.Created=sqlDataReader.GetDateTime(7);
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splits.Add(split);
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}
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return splits;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
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return null;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static Splits GetSplits(String symbol)
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{
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MySqlConnection sqlConnection = null;
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MySqlCommand sqlCommand=null;
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MySqlDataReader sqlDataReader=null;
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String strQuery = null;
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Splits splits=new Splits();
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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DateTime modified=DateTime.Now;
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sb.Append("select symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created from splits ");
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sb.Append(" where symbol='").Append(symbol).Append("'");
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sb.Append(" order by symbol,effective_date desc");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader=sqlCommand.ExecuteReader();
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while(sqlDataReader.Read())
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{
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Split split=new Split();
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split.Symbol=sqlDataReader.GetString(0);
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split.EffectiveDate=sqlDataReader.GetDateTime(1);
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split.StrRatio=sqlDataReader.GetString(2);
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split.Applied=sqlDataReader.GetInt32(3)==0?false:true;
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if(!sqlDataReader.IsDBNull(4))split.AppliedLeastRecent=sqlDataReader.GetDateTime(4);
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if(!sqlDataReader.IsDBNull(5))split.AppliedMostRecent=sqlDataReader.GetDateTime(5);
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if(!sqlDataReader.IsDBNull(6))split.Modified=sqlDataReader.GetDateTime(6);
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if(!sqlDataReader.IsDBNull(7))split.Created=sqlDataReader.GetDateTime(7);
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splits.Add(split);
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}
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return splits;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
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return null;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static Splits GetSplits()
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{
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MySqlConnection sqlConnection = null;
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MySqlCommand sqlCommand=null;
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MySqlDataReader sqlDataReader=null;
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String strQuery = null;
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Splits splits=new Splits();
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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StringBuilder sb = new StringBuilder();
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DateTime modified=DateTime.Now;
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sb.Append("select symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created from splits order by symbol,effective_date desc");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlDataReader=sqlCommand.ExecuteReader();
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while(sqlDataReader.Read())
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{
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Split split=new Split();
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split.Symbol=sqlDataReader.GetString(0);
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split.EffectiveDate=sqlDataReader.GetDateTime(1);
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split.StrRatio=sqlDataReader.GetString(2);
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split.Applied=sqlDataReader.GetInt32(3)==0?false:true;
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if(!sqlDataReader.IsDBNull(4))split.AppliedLeastRecent=sqlDataReader.GetDateTime(4);
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if(!sqlDataReader.IsDBNull(5))split.AppliedMostRecent=sqlDataReader.GetDateTime(5);
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if(!sqlDataReader.IsDBNull(6))split.Modified=sqlDataReader.GetDateTime(6);
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if(!sqlDataReader.IsDBNull(7))split.Created=sqlDataReader.GetDateTime(7);
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splits.Add(split);
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}
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return splits;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
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return null;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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public static bool InsertSplits(Splits splits)
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{
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MySqlConnection sqlConnection = null;
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MySqlTransaction sqlTransaction = null;
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MySqlCommand sqlCommand=null;
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String strQuery = null;
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try
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{
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sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
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sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
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StringBuilder sb = new StringBuilder();
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DateTime modified=DateTime.Now;
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DateTime created=modified;
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foreach(Split split in splits)
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{
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sb=new StringBuilder();
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if(ContainsSplit(split))continue;
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sb.Append("insert into splits (symbol,effective_date,ratio,applied,applied_least_recent,applied_most_recent,modified,created) ");
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sb.Append("values(");
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sb.Append("'").Append(split.Symbol).Append("'").Append(",");
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sb.Append("'").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("'").Append(",");
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sb.Append("'").Append(split.StrRatio).Append("'").Append(",");
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sb.Append("").Append(split.Applied).Append("").Append(",");
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if(split.Applied&&(Utility.IsEpoch(split.AppliedLeastRecent)||Utility.IsEpoch(split.AppliedMostRecent)))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Applied split requires LeastRecentDate and MostRecentDate to be set.");
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continue;
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}
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if(!Utility.IsEpoch(split.AppliedLeastRecent))sb.Append("'").Append(SqlUtils.SqlDate(split.AppliedLeastRecent)).Append("'").Append(",");
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else sb.Append("null,");
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if(!Utility.IsEpoch(split.AppliedLeastRecent))sb.Append("'").Append(SqlUtils.SqlDate(split.AppliedMostRecent)).Append("'").Append(",");
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else sb.Append("null,");
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sb.Append("'").Append(SqlUtils.SqlDate(modified)).Append("'").Append(",");
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sb.Append("'").Append(SqlUtils.SqlDate(modified)).Append("'").Append("");
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sb.Append(")");
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strQuery = sb.ToString();
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sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlCommand.ExecuteNonQuery();
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}
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sqlTransaction.Commit();
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return true;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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MDTrace.WriteLine(LogLevel.DEBUG,"Query was '" + strQuery + "'");
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return false;
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}
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finally
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{
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if(null!=sqlCommand)sqlCommand.Dispose();
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if(null!=sqlTransaction)sqlTransaction.Dispose();
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if (null != sqlConnection) sqlConnection.Close();
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}
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}
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private static bool DeleteSplits(Splits splits, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
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{
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foreach(Split split in splits)DeleteSplit(split,sqlConnection,sqlTransaction);
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return true;
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}
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private static bool DeleteSplit(Split split, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
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{
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StringBuilder sb = new StringBuilder();
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String strQuery = null;
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try
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{
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sb.Append("delete from splits where ");
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sb.Append("symbol='").Append(split.Symbol).Append("'");
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sb.Append(" and ");
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sb.Append("effective_date='").Append(SqlUtils.SqlDate(split.EffectiveDate)).Append("'");
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strQuery = sb.ToString();
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MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
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sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
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sqlCommand.ExecuteNonQuery();
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sqlCommand.Dispose();
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return true;
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}
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catch (Exception exception)
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{
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sqlTransaction.Rollback();
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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if (null != strQuery) MDTrace.WriteLine(LogLevel.DEBUG,"Query was " + strQuery);
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return false;
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}
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finally
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{
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}
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}
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}
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}
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