//public bool LoadPriceBarData(Security security)
//{
// using (var db = new PriceDatabaseContext())
// {
// if (db.Entry(security).Collection(s => s.DailyPriceBarData) != null)
// {
// var ent = db.Entry(security);
// ent.State = EntityState.Unchanged;
// ent.Collection(x => x.DailyPriceBarData).Load();
// return true;
// }
// return false;
// }
//}
public Security GetSecurity(string ticker, bool create = true, bool track = false)
{
using (var db = new PriceDatabaseContext(ConnectionString))
{
ticker = ticker.Trim();
var ret = (from sec in (track ? db.Securities
.Include(x => x.DailyPriceBarData) :
db.Securities.AsNoTracking()
.Include(x => x.DailyPriceBarData))
where sec.Ticker == ticker
select sec).SingleOrDefault();
if (ret != null || !create)
{
return ret;
}
ret = db.Securities.AddAndReturn(new Security(ticker));
db.SaveChanges();
return ret;
}
}
public int PriceBarCount(string ticker = "")
{
using (var db = new PriceDatabaseContext(ConnectionString))
{
if (ticker == "")
return (from bar in db.PriceBars select bar).Count();
else
return (from bar in db.PriceBars where bar.Security.Ticker == ticker select bar).Count();
}
}
public List<string> AllTickers()
{
using (var db = new PriceDatabaseContext(ConnectionString))
{
if (Settings.Instance.Debug)
return (from sec in db.Securities select sec.Ticker).Take(Settings.Instance.TestingModeSecurityCount).ToList();
else
return (from sec in db.Securities select sec.Ticker).ToList();
}
}
public void RemoveSecurity(Security security)
{
using (var db = new PriceDatabaseContext(ConnectionString))
{
try
{
//var sec = GetSecurity(security.Ticker, false, true);
//db.Securities.Remove(sec);
//db.SaveChanges();
db.Securities.Attach(security);
db.Entry(security).State = EntityState.Deleted;
db.SaveChanges();
}
catch (Exception ex)
{
Log(new LogMessage(ToString() + ".RemoveSecurity()", ex.Message, LogMessageType.SystemError));
//throw ex;
}
}
}
public List<Security> AllSecurities()
{
Log(new LogMessage(ToString(), "Refreshing Securities list...", LogMessageType.Production));
List<Security> ret;
using (var db = new PriceDatabaseContext(ConnectionString))
{
if (Settings.Instance.TestingModeSecurityEnabled)
ret = db.Securities.AsNoTracking().Include(x => x.DailyPriceBarData)
.Take(Settings.Instance.TestingModeSecurityCount).ToList();
else
ret = db.Securities.AsNoTracking().Include(x => x.DailyPriceBarData).ToList();
foreach (Security sec in ret)
{
var maxBar = (from pb in db.PriceBars where pb.Security.Ticker == sec.Ticker select pb.BarDateTime).ToList();
sec.LastUpdate = maxBar.Count() == 0 ? DateTime.MinValue : maxBar.Max();
}
return ret;
}
}
public bool SetSecurity(Security security, bool Overwrite)
{
if (security.DailyPriceBarData.Any(x => x.BarSize != PriceBarSize.Daily))
throw new UnknownErrorException() { message = "Price Bar data invalid" };
try
{
using (var db = new PriceDatabaseContext(ConnectionString))
{
//// Get the Security entity stored in the database
var dbSecurity = (from sec in db.Securities where sec.Ticker == security.Ticker select sec).Include(x => x.DailyPriceBarData).FirstOrDefault();
if (dbSecurity == null)
{
throw new SecurityNotFoundException() { message = "Attempted to reattach non-existent security to database" };
}
db.Entry(dbSecurity).CurrentValues.SetValues(security);
foreach (var newBar in security.DailyPriceBarData)
{
try
{
// Skip bars not marked for update
if (!newBar.ToUpdate && !Overwrite)
continue;
// Find existing bar if one exists for this date
var currentBar = dbSecurity.DailyPriceBarData.Where(currBar => currBar == newBar);
if (currentBar?.Count() > 1)
{
// More than one bar got saved... delete both and save the new one
currentBar.ToList().ForEach(b => db.Entry(b).State = EntityState.Deleted);
//// Insert new bar
newBar.Security = dbSecurity;
dbSecurity.DailyPriceBarData.Add(newBar);
newBar.ToUpdate = false;
db.SaveChanges();
}
else if (currentBar.SingleOrDefault() != null)
{
if (!Overwrite)
continue;
// Update bars that are in the new bar collection
db.Entry(currentBar).CurrentValues.SetValues(newBar);
newBar.ToUpdate = false;
}
else
{
//// Insert new bars
newBar.Security = dbSecurity;
newBar.ToUpdate = false;
dbSecurity.DailyPriceBarData.Add(newBar);
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
db.SaveChanges();
return true;
}
}
catch (Exception ex)
{
Log(new LogMessage(ToString() + ".SetSecurity()", $"Could not set data for {security.Ticker}; {ex.Message}", LogMessageType.SystemError));
return false;
}
}