public void CatchUpDailyCandles(int MarketId)
{
using (MarketsDBEntities mdb = new MarketsDBEntities())
{
//load the current daily candles
var CompiledCandles = mdb.Candles.Where(x => x.MarketId == MarketId && x.PeriodId == 5);
//load from the data
var RawData = mdb.DailyCandles.Where(x => x.MarketId == MarketId);
//compare lengths, if same then return
Console.WriteLine(CompiledCandles.Count());
Console.WriteLine(RawData.Count());
if (CompiledCandles.Count() < RawData.Count())
{
//if not same, need to add some candles
HashSet<DateTime> processedDates = new HashSet<DateTime>(CompiledCandles.Select(s => s.StartDate));
var results = RawData.Where(m => !processedDates.Contains(m.Date));
foreach (var dc in results)
{
Candle c = new Candle();
c.Close = dc.Close;
c.EndDate = dc.Date;
c.High = dc.High;
c.Low = dc.Low;
c.MarketId = dc.MarketId;
c.Open = dc.Open;
c.PeriodId = 5;
c.StartDate = dc.Date;
c.Volume = dc.Volume;
using (MarketsDBEntities mdbSaver = new MarketsDBEntities())
{
mdbSaver.Candles.Add(c);
mdbSaver.SaveChanges();
}
}
}
}
}
public void GenerateMonthlyCandles(int marketId)
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
var candles = mde.DailyCandles.Where(x => x.MarketId == marketId)
.OrderBy(x => x.Date)
.GroupBy(x => x.Date.Month.ToString() + "-" + x.Date.Year.ToString())
.Select(x => new CandleListItem { MarketId = marketId,
StartDate = x.Min(y => y.Date),
High = x.Max(y => y.High),
Low = x.Min(y => y.High),
Open = 0,
Close = 0,
Volume = x.Sum(y => y.Volume),
});
foreach (CandleListItem candle in candles)
{
//get open and close
var dailyCandles = mde.DailyCandles.Where(x => x.MarketId == marketId && x.Date.Month == candle.StartDate.Month && x.Date.Year == candle.StartDate.Year).OrderBy(x => x.Date);
candle.Open = dailyCandles.First().Open;
candle.Close = dailyCandles.OrderByDescending(x => x.Date).First().Close;
Candle c = new Candle();
c.Close = candle.Close;
c.EndDate = dailyCandles.OrderByDescending(x => x.Date).First().Date;
c.High = candle.High;
c.Low = candle.Low;
c.MarketId = marketId;
c.Open = candle.Open;
c.PeriodId = 2;
c.StartDate = candle.StartDate;
c.Volume = candle.Volume;
if (mde.Candles.Where(x=>x.MarketId == marketId && x.StartDate == c.StartDate && x.PeriodId == c.PeriodId).Count() == 0)
{
using (MarketsDBEntities mdeSaver = new MarketsDBEntities())
{
mdeSaver.Candles.Add(c);
mdeSaver.SaveChanges();
}
}
Console.WriteLine(candle.StartDate.ToShortDateString() + " H:" + candle.High);
}
}
}
