public void SaveQuotes_Multiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesDal dal = PrepareQuotesDal();
IQuotesDalSaveTimeseriesValuesParams saveParams = dal.CreateSaveTimeseriesValuesParams();
string[] tickers =
{
ConfigurationManager.AppSettings["TickerSPY"],
ConfigurationManager.AppSettings["TickerQQQ"]
};
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
foreach (var t in tickers)
{
getQuotesParams.Tickers.Add(t);
}
getQuotesParams.Country = ConfigurationManager.AppSettings["CountryUS"];
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Daily;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
saveParams.Quotes.AddRange(getQuotesResult.QuotesData);
IQuotesDalSaveTimeseriesValuesResult saveResult = dal.SaveTimeseriesValues(saveParams);
Assert.IsTrue(saveResult.Success);
Assert.IsTrue(!saveResult.HasWarnings, "Unexpected warnings while performing save");
Assert.IsTrue(!saveResult.HasErrors, "Unexpected errors while performing save");
}
public IQuotesDalSaveTimeseriesValuesResult SaveTimeseriesValues(IQuotesDalSaveTimeseriesValuesParams saveQuotesParams)
{
throw new NotImplementedException();
}
public IQuotesDalSaveTimeseriesValuesResult SaveTimeseriesValues(IQuotesDalSaveTimeseriesValuesParams saveQuotesParams)
{
IQuotesDalSaveTimeseriesValuesResult result = new QuotesDalMSSQLSaveQuotesResult();
SqlConnection conn = OpenConnection("ConnectionStringTimeSeries");
foreach (var q in saveQuotesParams.Quotes)
{
if (q.Quotes.Count > 0)
{
// getting ID of the ticker
long tickerId = GetTickerId(q.Ticker, conn);
if (tickerId == long.MinValue)
{
tickerId = AddTicker(q.Ticker, q.Name, q.AgencyCode, q.Notes, conn);
if (tickerId != Int32.MinValue && q.Metadata != null && q.Metadata.Values.Count > 0)
{
SetTickerMetadata(tickerId, q.Metadata, conn);
}
}
int unitId = (int)q.Unit;
int timeFrameId = (int)q.TimeFrame;
int typeId = (int)q.Type;
// getting TS info for this ticker
long tsId = GetTimeSeriesId(tickerId, timeFrameId, conn);
if (tsId == long.MinValue)
{
// creating new record
tsId = CreateTimeseries(tickerId, unitId, typeId, timeFrameId, q.Quotes[0].ValueNames.ToList(), conn);
}
if (tsId == Int32.MinValue)
{
result.AddError(
Interfaces.EErrorCodes.InvalidSourceParams,
Interfaces.EErrorType.Warning,
string.Format("Failed to insert {0} - verify input parameters", q.Ticker));
}
else
{
// preparing staging table
string stageTable = PrepareStageTable(q.Quotes[0].ValueNames.Count, conn);
if (!string.IsNullOrEmpty(stageTable))
{
DataTable dtTimeSeriesValues = ConvertToLoadTimeSeries(q);
LoadToStagingTable(q.Quotes[0].ValueNames.Count, stageTable, dtTimeSeriesValues, conn);
TriggerStageToCore(stageTable, tsId, conn);
result.TimeSeriesSaved.Add(tickerId);
}
else
{
result.AddError(
Interfaces.EErrorCodes.InvalidSourceParams,
Interfaces.EErrorType.Warning,
string.Format("Failed to insert {0} - stage table was not created", q.Ticker));
}
}
}
}
conn.Close();
result.Success = result.TimeSeriesSaved != null && result.TimeSeriesSaved.Count > 0;
return(result);
}
protected void ImportThread()
{
_logger.Log(EErrorType.Info, "ImportThread started");
if (_compContainer != null)
{
// Clearing all errors
Errors.Clear();
// validating if there are anything need to be imported
CurrentState = EImportState.Init;
var sources = string.IsNullOrEmpty(_impParams.AgencyCode) ? _compContainer.GetExports <IQuotesSource>() : _compContainer.GetExports <IQuotesSource>(_impParams.AgencyCode);
IQuotesSourceCanImportParams canImportParams = null;
foreach (var s in sources)
{
// break if stopped
if (!_isRunning)
{
break;
}
var source = s;
if (source != null)
{
List <string> tickersToImport = new List <string>();
//if list of tickers is provided - checking which of them can be imported by the current source
if (_impParams.Tickers != null)
{
// checking which of the given tickers can be imported
canImportParams = source.Value.CreateCanImportParams();
_impParams.Tickers.ToList().ForEach(x => canImportParams.Tickers.Add(x));
IQuotesSourceCanImportResult canImportResult = source.Value.CanImport(canImportParams);
if (canImportResult.Success)
{
tickersToImport.AddRange(canImportResult.Tickers);
}
}
// starting import in two cases: 1) some tickers can be imported by this source OR 2) requested to import all possible tickers by given agency
if (tickersToImport.Count > 0 || (_impParams.Tickers == null && !string.IsNullOrEmpty(_impParams.AgencyCode)))
{
CurrentState = EImportState.ImportSources;
IQuotesSourceGetQuotesParams getQuotesParams = source.Value.CreateGetQuotesParams();
foreach (var t in tickersToImport)
{
getQuotesParams.Tickers.Add(t);
}
try
{
IQuotesDalSaveTimeseriesValuesParams saveParams = _dal.CreateSaveTimeseriesValuesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["DefaultCountry"];
getQuotesParams.PeriodStart = _impParams.DateStart;
getQuotesParams.PeriodEnd = _impParams.DateEnd;
getQuotesParams.TimeFrame = (ETimeFrame)_impParams.TimeFrame;
CurrentState = EImportState.ImportSources;
IQuotesSourceGetQuotesResult getQuotesResult = source.Value.GetQuotes(getQuotesParams);
saveParams.Quotes.AddRange(getQuotesResult.QuotesData);
CurrentState = EImportState.Saving;
IQuotesDalSaveTimeseriesValuesResult saveResult = _dal.SaveTimeseriesValues(saveParams);
if (saveResult.Success)
{
foreach (var t in tickersToImport)
{
_tickersProcessed.Add(t);
}
saveResult.TimeSeriesSaved.ToList().ForEach(x => { AddTickerForETL(x); });
}
_logger.Log(EErrorType.Info, string.Format("Import done"));
}
catch (Exception ex)
{
_logger.Log(ex);
Errors.Add(new Error()
{
Code = EErrorCodes.ImporterError, Type = EErrorType.Error, Message = string.Format("Import failed. Error: {0}", ex.Message)
});
}
}
}
} // foreach
}
else
{
Errors.Add(new Error()
{
Code = EErrorCodes.ImporterError, Type = EErrorType.Error, Message = "Import failed. Composition comtainer is NULL"
});
}
CurrentState = EImportState.Idle;
_isRunning = false;
_importEnd = DateTime.UtcNow;
_logger.Log(EErrorType.Info, string.Format("ImportThread finished. Total errors: {0}, Time: {1}", Errors.Count, _importEnd - _importStart));
}
