Beispiel #1
0
        static void Main(string[] args)
        {
            Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");

            Stopwatch stopwatch = new Stopwatch();

            DateTime startDate;
            var endDate = DateTime.Today.GetBusinessDay(-1);

            var options = new CommandLineOptions();

            if (!Parser.Default.ParseArguments(args, options))
                Environment.Exit(Parser.DefaultExitCodeFail);

            DateTime.TryParse(String.Join(".", options.startDate), out startDate);

            var logging = new Logging(options.LogFile);
            Trace.WriteLine(options.ToString());

            var config = new ConfigBase();
            config.Load(options.Settings);

            if (!options.NoDownload)
            {
                IDataSource dataSource = new Bloomberg();
                dataSource.Connect();

                HashSet<string> shareNames = new HashSet<string>();

                // get specifications
                var sheet = new Sheet();
                sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("shareNames") });
                var shareIDs = sheet.toShares();
                shareNames.UnionWith(
                    dataSource.GetTickers(shareIDs.ToList())
                    );

                sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("indices") });
                var indexNames = sheet.toShares();

                sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("fields") });
                var fields = new List<Field>();
                sheet.toFields<Field>(fields);

                //download index compositions
                if (indexNames != null && indexNames.Count() > 0)
                {
                    //obtain components of indices
                    var names = dataSource.DownloadMultipleComponents(indexNames.ToList(), "INDX_MEMBERS");

                    //convert tickers -> BB IDs
                    shareNames.UnionWith(dataSource.GetTickers(names));

                }

                LocalDisk disk = new LocalDisk();
                disk.SetPath(options.Dir);

                //delete data for shares-reload and shares-delete
                {
                    sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("shares-reload") });
                    var sharesReload = dataSource.GetTickers(sheet.toShares().ToList());

                    sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("shares-delete") });
                    var sharesDelete = dataSource.GetTickers(sheet.toShares().ToList());

                    foreach (var item in sharesDelete.Concat(sharesReload))
                        disk.DeleteDirectory(item.StripOfIllegalCharacters());

                    //delete shares-delete names from list of downloadable shares
                    foreach (var item in sharesDelete)
                    {
                        if (shareNames.Contains(item))
                            shareNames.Remove(item);
                    }
                }

                //download and save data
                stopwatch.Start();
                {
                    var shares = new SharesBatch(shareNames.ToList(), fields, dataSource, disk, startDate, endDate);
                    shares.PerformOperations();

                    Trace.Write("Processing Individual: ");
                    foreach (var shareName in shareNames)
                    {
                        Share share = new Share(name: shareName, fields: fields, dataSource: dataSource, fileAccess: disk, startDate: startDate, endDate: endDate);
                        share.DoWork();
                    }
                }
                dataSource.Disconnect();

                //download fieldInfo
                {
                    if (shareNames.Count() > 0)
                    {
                        dataSource.Connect(dataType: "//blp/apiflds");
                        disk.SetPath(options.FieldInfoDir);
                        Share share = new Share(name: shareNames.First(), fields: fields, dataSource: dataSource, fileAccess: disk, startDate: startDate, endDate: endDate);
                        share.DoWorkFieldInfo();
                        dataSource.Disconnect();
                    }
                }
                stopwatch.Stop();
                Trace.WriteLine("Time spent downloading from BB: " + stopwatch.Elapsed.ToString());
            }

            //upload data via SQL connection
            if (!options.NoUpload)
            {
                stopwatch.Restart();
                {
                    LocalDisk disk = new LocalDisk();
                    disk.SetPath(options.Dir);

                    var database = new MySQL(config.GetValue("sqlIP"), config.GetValue("sqlUser"), config.GetValue("sqlPass"), config.GetValue("sqlDB"), disk);
                    database.DoWork();
                }

                {
                    LocalDisk disk = new LocalDisk();
                    disk.SetPath(options.FieldInfoDir);

                    var database = new MySQL(config.GetValue("sqlIP"), config.GetValue("sqlUser"), config.GetValue("sqlPass"), config.GetValue("sqlDB"), disk);
                    database.DoWorkFieldInfo();
                }
                stopwatch.Stop();
                Trace.WriteLine("Time spent uploading: " + stopwatch.Elapsed.ToString());
                logging.Close();

                {
                    Console.WriteLine("Executing long job, you can force exit program, it will continue executing on server");
                    LocalDisk disk = new LocalDisk();
                    disk.SetPath(options.Dir);
                    var database = new MySQL(config.GetValue("sqlIP"), config.GetValue("sqlUser"), config.GetValue("sqlPass"), config.GetValue("sqlDB"), disk);
                    database.executeScript();
                }
            }
        }
Beispiel #2
0
 private void SharesNewOld(IEnumerable<IField> fields)
 {
     sharesNew = new List<string>();
     sharesOld = new List<string>();
     foreach (var shareName in shareNames)
     {
         var share = new Share(shareName, fields, dataSource, fileAccess);
         if (!share.ShareExists())
             sharesNew.Add(shareName);
     }
     sharesOld = (from s in shareNames
                 where !this.sharesNew.Contains(s)
                 select s).ToList();
 }
Beispiel #3
0
        // check specific share for last update - for all historical fields. Extend to all shares, where the same conditions are met. Download
        private void DownloadOldWithSameLastUpdateDate()
        {
            if (oldFields == null || oldFields.Count()==0)
                return;

            var oldFieldsReference = (from f in oldFields
                            where f.requestType == "ReferenceDataRequest"
                            select f).ToList();
            oldFieldsReference.Sort();

            foreach (var f in FieldBlocks(oldFieldsReference))
            {
                if (f != null && f.Count() > 0)
                    this.DownloadNew(sharesOld.ToList(), f, null);
            }

            var oldFieldsHistorical = (from f in oldFields
                                      where f.requestType == "HistoricalDataRequest"
                                      select f).ToList();
            oldFieldsHistorical.Sort();

            Share share = new Share(sharesOld.First(), fields, dataSource, fileAccess);

            DateTime oldestUpdate = this.endDate;
            foreach (var f in oldFieldsHistorical)
            {
                var update = share.CheckLatest(f);
                if (update!=null)
                {
                    if (update < oldestUpdate)
                        oldestUpdate = update.Value;
                }
            }

            if (oldestUpdate <= this.startDate)
                return;

            foreach (var f in FieldBlocks(oldFieldsHistorical))
            {
                if (f != null && f.Count() > 0)
                    this.DownloadNew(sharesOld.ToList(), f, oldestUpdate);
            }
        }
Beispiel #4
0
        private void FieldsNewOld()
        {
            newFields = new List<IField>();
            oldFields = new List<IField>();

            if (sharesOld == null || sharesOld.Count() == 0)
                return;

            Share share = new Share(sharesOld.First(), fields, dataSource, fileAccess);
            foreach (var f in fields)
            {
                if (!share.FieldExists(f))
                    newFields.Add(f);
                else
                    oldFields.Add(f);
            }

            newFields.Sort();
            oldFields.Sort();
        }
Beispiel #5
0
        private void DownloadNew(List<string> shares, IEnumerable<IField> fields, DateTime? startDate)
        {
            Console.ForegroundColor = ConsoleColor.White;
            Trace.Write("\nFields: ");
            Console.ForegroundColor = ConsoleColor.Gray;
            Trace.Write(fields.ToExtendedString());
            Console.ForegroundColor = ConsoleColor.White;
            Trace.Write(" Shares: ");
            Console.ForegroundColor = ConsoleColor.Gray;

            var equities = from s in shares
                           select s;

            foreach (var shareBlock in this.ShareBlocks(shares))
            {
                var output = dataSource.DownloadData(shareBlock.ToList(), fields.ToList(), startDate: startDate.HasValue ? startDate.Value : this.startDate, endDate: endDate);

                var enumerator = output.GetEnumerator();

                foreach (var s in shareBlock)
                {
                    var share = new Share(" ", fields, dataSource, fileAccess, startDate: startDate.HasValue ? startDate.Value : this.startDate, endDate: endDate);

                    foreach (var f in fields)
                    {
                        enumerator.MoveNext();
                        var field = enumerator.Current;
                        share.name = field.Item1;
                        share.InjectDownloaded(f, field.Item2);
                    }
                    share.FieldsToKeep(this.fields);
                    share.DoWork();
                }
            }
        }