282 lines
11 KiB
C#
282 lines
11 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Text;
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using System.Linq;
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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 PremarketDA
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{
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private PremarketDA()
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{
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}
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//SELECT market, change_value,change_percent,timestamp, STR_TO_DATE(SUBSTRING(TIMESTAMP,12,11),'%h:%i:%s %p') time_of_day,CONVERT(TIMESTAMP,DATE) AS the_day
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//FROM premarket WHERE market='S&P' ORDER BY the_day DESC, time_of_day DESC
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public static bool AddElements(PremarketElements premarketElements)
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{
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MySqlConnection sqlConnection=null;
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MySqlTransaction sqlTransaction=null;
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String strQuery=null;
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try
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{
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if(null==premarketElements||0==premarketElements.Count) 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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for(int index=0;index<premarketElements.Count;index++)
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{
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PremarketElement premarketElement=premarketElements[index];
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if(String.IsNullOrEmpty(premarketElement.Market))continue;
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if(Utility.IsEpoch(premarketElement.Timestamp))continue;
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StringBuilder sb=new StringBuilder();
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sb.Append("insert into premarket (market,change_value,change_percent,timestamp)");
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sb.Append("values(");
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sb.Append("'").Append(premarketElement.Market).Append("'").Append(",");
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if(double.NaN.Equals(premarketElement.ChangeValue)) sb.Append("null").Append(",");
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else sb.Append(premarketElement.ChangeValue).Append(","); ;
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if(double.NaN.Equals(premarketElement.ChangePercent)) sb.Append("null").Append(",");
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else sb.Append(premarketElement.ChangePercent).Append(",");
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sb.Append("'").Append(SqlUtils.ToSqlDateTimeTT(premarketElement.Timestamp)).Append("'");
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sb.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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}
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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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if(null!=sqlTransaction) sqlTransaction.Rollback();
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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if(null!=strQuery) MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",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!=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 PremarketElements GetLatestPremarketData()
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{
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PremarketElements premarketElements=new PremarketElements();
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List<String> markets=GetDistinctMarkets();
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if(null==markets)return null;
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foreach(String market in markets)
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{
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PremarketElement premarketElement=GetLatestPremarketData(market);
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if(null==premarketElement)continue;
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premarketElements.Add(premarketElement);
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}
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return premarketElements;
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}
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public static PremarketElement GetLatestPremarketData(String market)
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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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PremarketElement premarketElement=new PremarketElement();
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try
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{
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List<DateTime> availableMarketDates=GetAvailableMarketDates(market);
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if(null==availableMarketDates || 0==availableMarketDates.Count)return null;
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DateTime marketDate=availableMarketDates.Take(1).FirstOrDefault();
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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 market,change_value,change_percent,timestamp,STR_TO_DATE(SUBSTRING(TIMESTAMP,12,11),'%h:%i:%s %p') MILITARY_TIME,CONVERT(TIMESTAMP,DATE) DATE from premarket ");
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sb.Append("WHERE MARKET='").Append(market).Append("' and CONVERT(TIMESTAMP,DATE)=").Append(SqlUtils.AddQuotes(SqlUtils.SqlString(SqlUtils.FormatDate(marketDate))));
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sb.Append("ORDER BY MILITARY_TIME DESC LIMIT 10");
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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())return null;
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if(!sqlDataReader.IsDBNull(0)) premarketElement.Market=sqlDataReader.GetString(0);
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if(!sqlDataReader.IsDBNull(1)) premarketElement.ChangeValue=sqlDataReader.GetDouble(1);
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if(!sqlDataReader.IsDBNull(2)) premarketElement.ChangePercent=sqlDataReader.GetDouble(2);
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if(!sqlDataReader.IsDBNull(3)) premarketElement.Timestamp=Utility.ParseDate(sqlDataReader.GetString(3));
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if(String.IsNullOrEmpty(premarketElement.Market)) return null;
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return premarketElement;
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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 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();
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if(null!=sqlConnection) sqlConnection.Close();
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}
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}
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public static DateTime GetLatestMarketDate()
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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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DateTime latestMarketDate=Utility.Epoch;
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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 MAX(CONVERT(TIMESTAMP,DATE)) FROM premarket ");
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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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latestMarketDate=sqlDataReader.GetDateTime(0);
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}
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return latestMarketDate;
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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 latestMarketDate;
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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();
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if(null!=sqlConnection) sqlConnection.Close();
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}
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}
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public static List<DateTime> GetAvailableMarketDates(String market)
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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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List<DateTime> availableMarketDates=new List<DateTime>();
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DateGenerator dateGenerator=new DateGenerator();
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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 DISTINCT(CONVERT(TIMESTAMP,DATE)) FROM premarket where market=").Append(SqlUtils.AddQuotes(market)).Append(" ORDER BY 1 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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DateTime marketDate=sqlDataReader.GetDateTime(0);
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if(!dateGenerator.IsMarketOpen(marketDate)) continue;
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availableMarketDates.Add(marketDate);
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}
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return availableMarketDates;
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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 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();
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if(null!=sqlConnection) sqlConnection.Close();
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}
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}
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public static PremarketElements GetLatestPremarketData(String market,DateTime date,bool constrainToMarketHours=true)
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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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PremarketElements premarketElements=new PremarketElements();
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DateGenerator dateGenerator=new DateGenerator();
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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 market,change_value,change_percent,timestamp,STR_TO_DATE(SUBSTRING(TIMESTAMP,12,11),'%h:%i:%s %p') MILITARY_TIME,CONVERT(TIMESTAMP,DATE) DATE from premarket ");
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sb.Append("WHERE MARKET='").Append(market).Append("' and CONVERT(TIMESTAMP,DATE)=").Append(SqlUtils.AddQuotes(SqlUtils.FormatDate(date)));
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if(constrainToMarketHours)sb.Append(" AND STR_TO_DATE(SUBSTRING(TIMESTAMP,12,11),'%h:%i:%s %p')<'16:30:00' ");
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sb.Append(" ORDER BY MILITARY_TIME ASC");
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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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PremarketElement premarketElement=new PremarketElement();
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if(!sqlDataReader.IsDBNull(0)) premarketElement.Market=sqlDataReader.GetString(0);
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if(!sqlDataReader.IsDBNull(1)) premarketElement.ChangeValue=sqlDataReader.GetDouble(1);
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if(!sqlDataReader.IsDBNull(2)) premarketElement.ChangePercent=sqlDataReader.GetDouble(2);
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if(!sqlDataReader.IsDBNull(3)) premarketElement.Timestamp=Utility.ParseDate(sqlDataReader.GetString(3));
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if(String.IsNullOrEmpty(premarketElement.Market)) continue;
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if(!dateGenerator.IsMarketOpen(premarketElement.Timestamp))continue;
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premarketElements.Add(premarketElement);
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}
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return premarketElements;
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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 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();
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if(null!=sqlConnection) sqlConnection.Close();
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}
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}
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public static List<String> GetDistinctMarkets()
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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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List<String> markets=new List<String>();
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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 distinct market from premarket order by 1 asc");
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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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markets.Add(sqlDataReader.GetString(0));
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}
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return markets;
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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 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();
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if(null!=sqlConnection) sqlConnection.Close();
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}
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}
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}
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}
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