Beispiel #1
0
        /*
         * public static void BuildMinuteDayNodes(ThreadControl tc)
         * {
         *
         *  List<string> symbols = new List<string>(Global.State.AllSymbols);
         *
         *  symbols.Remove("spy");
         *  symbols.Remove("aapl");
         *  symbols.Add("spy");
         *  symbols.Add("aapl");
         *  symbols.Reverse();
         *
         *  Dictionary<string, List<FD>> symbolsDataDays = new Dictionary<string, List<FD>>();
         *
         *  for(int n = 0; n < symbols.Count; n++)
         *  {
         *      symbolsDataDays.Add(symbols[n], DataMethods.ListOfDataDaysToListOfFD(DBMethods.GetDaysThatHaveDataBySymbol(symbols[n])));
         *  }
         *
         *  for (int n = Global.State.DaysThatHaveData.Count - 1; n > 0; n--)
         *  {
         *      tc.Log.AddLine("Starting symbols for new day");
         *
         *      Parallel.For(0, symbols.Count, new ParallelOptions { MaxDegreeOfParallelism = 15 }, m =>
         *      {
         *          // if the symbol has day data for this date
         *          if (symbolsDataDays[symbols[m]].Exists(d => d.IsEqual(Global.State.DaysThatHaveData[n])))
         *          {
         *              List<StockNode> nodes = DataMethods.GetCachedDayStockNodes(symbols[m], new List<FD>() { Global.State.DaysThatHaveData[n] }, Interval.OneMinute, false);
         *              tc.Log.AddLine("[" + symbols[m] + "] " + Global.State.DaysThatHaveData[n].ToString() + " Done.");
         *          }
         *          else
         *          {
         *              tc.Log.AddLine("[" + symbols[m] + "] DOES NOT HAVE DAY DATA FOR THIS SYMBOL");
         *          }
         *      });
         *
         *      if (!tc.CheckNotStopped())
         *      {
         *          tc.Log.AddLine("Breaking!");
         *          break;
         *      }
         *  }
         *
         *
         * }
         */


        public static void AddSymbols(ThreadControl tc)
        {
            List <string> symbols = new List <string>()
            {
                "adp", "azo", "avb", "avy", "bhge", "bll", "bac", "bk", "bax", "bbt", "bdx", "bby", "biib", "blk", "hrb", "ba", "bkng", "bwa", "bxp", "bsx", "bhf", "bmy", "avgo", "chrw", "ca", "cog", "cdns", "cpb", "cof", "cah", "kmx"
            };

            int count = 0;

            for (int n = 0; n < symbols.Count; n++)
            {
                if (DBMethods.QuotesDBExists(symbols[n]) || DBMethods.TradesDBExists(symbols[n]))
                {
                    tc.Log.AddLine("[" + symbols[n] + "] Already have this symbol");
                }
                else
                {
                    DBMethods.CreateQuotesDB(symbols[n]);
                    DBMethods.CreateTradesDB(symbols[n]);
                    DBMethods.InsertSymbol(symbols[n]);
                    tc.Log.AddLine("[" + symbols[n] + "] Created Quotes and Trades tables and inserting into symbols.db");

                    count++;
                }
            }

            tc.Log.AddLine("All done. Added " + count + " new symbols.");
        }
Beispiel #2
0
        public static void UpdateSingleDayAndSingleSymbolTicks(string symbol, FD fd, ThreadControl tc)
        {
            if (DBMethods.TradesDBExists(symbol) && DBMethods.QuotesDBExists(symbol))
            {
                if (!Global.State.DataTracker.SymbolHasDayData(symbol, fd))
                {
                    tc.Log.AddLine("[" + fd.ToString() + "]", Verbosity.Verbose);

                    tc.Log.AddLine("[" + symbol + "] Making trades API calls", Verbosity.Verbose);

                    List <Trade> trades = StockAPI.Methods.GetHistoricTradesFull(symbol, fd.DT.Year, fd.DT.Month, fd.DT.Day);

                    tc.Log.AddLine("[" + symbol + "] Bulk inserting " + trades.Count + " trade(s)", Verbosity.Verbose);

                    int tradesInserted = DBMethods.BulkInsertTrades(trades, symbol);

                    tc.Log.AddLine("[" + symbol + "] Inserted " + tradesInserted + " trade(s)", Verbosity.Normal);

                    tc.Log.AddLine("[" + symbol + "] Making quotes API calls", Verbosity.Verbose);

                    List <Quote> quotes = StockAPI.Methods.GetHistoricQuotesFull(symbol, fd.DT.Year, fd.DT.Month, fd.DT.Day);

                    tc.Log.AddLine("[" + symbol + "] Bulk inserting " + quotes.Count + " quote(s)", Verbosity.Verbose);

                    int quotesInserted = DBMethods.BulkInsertQuotes(quotes, symbol);

                    tc.Log.AddLine("[" + symbol + "] Inserted " + quotesInserted + " quote(s)", Verbosity.Normal);

                    int p = DBMethods.MarkSymbolHasDayData(symbol, fd.DT.Month, fd.DT.Day, fd.DT.Year);

                    tc.Log.AddLine("[" + symbol + "] Marked symbol has data (" + p + ")", Verbosity.Minimal);
                }
                else
                {
                    tc.Log.AddLine("[" + symbol + "] Already has data for this date.");
                }
            }
            else
            {
                tc.Log.AddLine("[" + symbol + "] DBs not found");
            }
        }