private static IReadOnlyDictionary<string, double> BulkGetHistoricPricesFromCarbon(ICarbonClient client, IReadOnlyCollection<AnalyticsBondStaticData> bondDatas, DateTime date)
{
var dict = new ConcurrentDictionary<string, double>();
var ids = new Dictionary<string, HashSet<string>>();
foreach (var analyticsBondStaticData in bondDatas)
{
var d = GetBondPricesFromCache(analyticsBondStaticData.Id, date);
if (d.HasValue)
{
dict[analyticsBondStaticData.Id] = d.Value;
}
else
{
var snapSource = GetBondPriceSnapSource(analyticsBondStaticData);
HashSet<string> bondIds;
if (ids.TryGetValue(snapSource, out bondIds) && !bondIds.Contains(analyticsBondStaticData.Id))
{
bondIds.Add(analyticsBondStaticData.Id);
}
else
{
ids[snapSource] = new HashSet<string> { analyticsBondStaticData.Id };
}
}
}
if (ids.Count > 0)
{
Parallel.ForEach(ids, kvp =>
{
Parallel.ForEach(Helper.BatchItems(kvp.Value, 32), identfiers =>
{
SLog.log.InfoFormat("Request bond price for {0} ids", identfiers.Length);
var datas = client.GetTimeSeriesAsync(identfiers, kvp.Key,
new DateTime(date.Year, date.Month, date.Day, 0, 0, 0, DateTimeKind.Utc),
new DateTime(date.Year, date.Month, date.Day, 0, 0, 0, DateTimeKind.Utc)).Result;
if (datas == null || datas.Count <= 0) return;
foreach (var data in datas)
{
if (data.Series == null || data.Series.Count == 0) continue;
var o = client.GetValueFromTimeSeriesList(new List<ITimeSeries> { data }, "close", null);
if (!(o is double)) continue;
var close = (double)o;
dict.AddOrUpdate(data.Identifier, close, (s, d) => close);
AddBondPricesToCache(data.Identifier, date, close);
}
});
});
}
return dict.ToDictionary(kvp => kvp.Key, kvp => kvp.Value);
}
