public static void CacheData()
{
Logger.Info("Caching MarketPrices");
if (Mock)
{
_all = Utils.GetFile <Dictionary <string, MarketPrice> >("all_marketprices");
}
var sql = $@"select business_date, symbol, MAX(price) from FundAccounting..market_prices group by business_date, symbol";
var list = new Dictionary <string, MarketPrice>();
using (var con = new SqlConnection(connectionString))
{
con.Open();
var query = new SqlCommand(sql, con);
var reader = query.ExecuteReader(System.Data.CommandBehavior.SingleResult);
while (reader.Read())
{
var businessDate = reader.GetFieldValue <DateTime>(0);
var symbol = reader.GetFieldValue <string>(1);
var price = reader.GetFieldValue <decimal>(2);
var element = new MarketPrice
{
BusinessDate = businessDate,
Symbol = symbol,
Price = Convert.ToDouble(price),
};
list.Add(element.Key, element);
}
reader.Close();
con.Close();
}
Utils.Save(list, "all_marketprices");
_all = list;
}
private static MarketPrice Find(DateTime busDate, Transaction element)
{
var mp = new MarketPrice
{
Price = 1
};
if (element.Symbol.Equals("MSUXX"))
{
return(mp);
}
var price = Find(busDate, element.Symbol);
mp = new MarketPrice
{
Price = price.Price,
Valid = price.Valid,
Error = price.Error,
};
var baseCurrency = element.TradeCurrency;
if (element.SecurityType.Equals("FORWARD"))
{
var split = element.Symbol.Split(new char[] { '/', ' ' });
baseCurrency = split[0];
}
if (baseCurrency.ToLowerInvariant().Equals("gbx") || baseCurrency.Equals("GBp"))
{
mp.Price = mp.Price / 100.0;
}
return(mp);
}
