public async Task RefreshLiveStates(bool fast)
{
try
{
var watch = new Stopwatch();
watch.Start();
var indexCodes = StaticData.Instruments
.Where(x => x.Flow != (byte)FlowTypes.Ati && x.CompanyCode != Constants.CompanyCodes.IDXS)
.Select(x => x.InsCode)
.ToList();
if (fast)
{
indexCodes.RemoveFromIList(x => !Online.Data.ContainsKey(x));
}
OnOperationStart?.Invoke(this, indexCodes.Count * 2 + 3);
var liveSrv = StaticServiceFactory.Create <ILiveInstDataService>();
var today = DateTime.Now.Date;
var savedData = await liveSrv.GetDefaultQuery()
.Where(x => x.DEven >= today)
.ToListAsync();
OnOperationStep?.Invoke(this, EventArgs.Empty);
int i = 0;
var readWebSiteBlock = new TransformBlock <long, LiveInstData>(
async inxCode =>
{
InstrumentLastInfo ins = null;
try
{
ins = await Online.FindAsync(null, inxCode);
}
catch (Exception ex)
{
_logger.WarnFormat("Cannot find instrument by code {0}; operation skip from this error.", ex, inxCode);
return(null);
}
if (ins == null)
{
_logger.WarnFormat("cannot find instrument with code {0}", inxCode);
return(null);
}
else
{
_logger.InfoFormat("instance {0} live data fetched {1}% completed", inxCode, Math.Ceiling(i++ *1.0 / indexCodes.Count * 100));
}
var r = new LiveInstData();
foreach (var field in r.GetFields().Where(x => x.Kind == FieldKinds.Primitive))
{
var value = ins.GetPropertyValue(field.Name);
r.SetValue(field.Name, Typing.ChangeType(value, field.PropertyType));
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
return(r);
}, new ExecutionDataflowBlockOptions
{
MaxDegreeOfParallelism = 15
});
List <LiveInstData> newData = new List <LiveInstData>();
List <LiveInstData> dirtyData = new List <LiveInstData>();
var writeLiveInstData = new ActionBlock <LiveInstData>(r =>
{
if (r == null)
{
return;
}
var savedInst = savedData.FirstOrDefault(x => x.InsCode == r.InsCode);
if (savedInst != null)
{
savedInst.ResetChanges();
foreach (var field in r.GetFields().Where(x => x.Kind == FieldKinds.Primitive))
{
var value = r.GetPropertyValue(field.Name);
savedInst.SetValue(field.Name, Typing.ChangeType(value, field.PropertyType));
}
if (savedInst.ChangeTracker.State == ObjectState.Modified)
{
dirtyData.Add(savedInst);
}
}
else
{
r.DEven = today;
newData.Add(r);
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
});
readWebSiteBlock.LinkTo(writeLiveInstData);
foreach (var code in indexCodes)
{
readWebSiteBlock.Post(code);
}
readWebSiteBlock.Complete();
await readWebSiteBlock.Completion;
var ov = ObjectRegistry.GetObject <IValidationProvider>();
newData.RemoveFromIList(x => !ov.Validate(x, Mode.OnInsert.ToString()).IsValid);
if (newData.Count > 0)
{
await liveSrv.Repository.BulkInsertAsync(newData);
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
dirtyData.RemoveFromIList(x => !ov.Validate(x, Mode.OnUpdate.ToString()).IsValid);
if (dirtyData.Count > 0)
{
await liveSrv.SaveEntitiesAsync(dirtyData.ToArray());
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
newData.Clear();
newData.TrimExcess();
dirtyData.Clear();
dirtyData.TrimExcess();
watch.Stop();
_logger.InfoFormat("RefreshLiveStates take {0}ms", watch.ElapsedMilliseconds);
OnOperationCompleted?.Invoke(this, EventArgs.Empty);
}
catch (Exception exception)
{
_logger.Error("RefreshLiveStates", exception);
OnOperationBreak?.Invoke(this, exception);
}
}
public async Task RefreshIndexes()
{
try
{
var indexCodes = StaticData.Instruments.Where(x => x.CompanyCode == Constants.CompanyCodes.IDXS)
.Select(x => x.InsCode)
.ToArray();
OnOperationStart?.Invoke(this, indexCodes.Length + 3);
List <Index> indices = new List <Index>();
var readWebSiteBlock = new ActionBlock <long>(
async inxCode =>
{
indices.Add(await Online.GetIndex(inxCode, false));
OnOperationStep?.Invoke(this, EventArgs.Empty);
}, new ExecutionDataflowBlockOptions
{
MaxDegreeOfParallelism = 15
});
foreach (var code in indexCodes)
{
readWebSiteBlock.Post(code);
}
readWebSiteBlock.Complete();
await readWebSiteBlock.Completion;
var indexLastValue = await Online.GetIndexLastValue();
OnOperationStep?.Invoke(this, EventArgs.Empty);
if (indices.Count > 0)
{
var idxSrvf = StaticServiceFactory.Create <IIndexLastDayTimeValueService>();
var today = DateTime.Now.Date;
var idxData = idxSrvf.GetDefaultQuery()
.Where(x => x.Dt > today)
.ToList();
OnOperationStep?.Invoke(this, EventArgs.Empty);
var newData = indices.Where(x => x != null).SelectMany(x => x.LastDayTimeValue)
.Where(x => x.Dt >= today)
.Where(x => !idxData.Any(y => y.InsCode == x.InsCode && x.Dt == y.Dt))
.ToArray();
foreach (var dtv in newData)
{
var lv = indexLastValue.FirstOrDefault(x => x.Code == dtv.InsCode);
if (lv != null)
{
dtv.ChangePercent = lv.ChangePercent;
dtv.ChangeValue = lv.ChangeValue;
}
}
await idxSrvf.SaveEntitiesAsync(newData);
OnOperationStep?.Invoke(this, EventArgs.Empty);
}
OnOperationCompleted?.Invoke(this, EventArgs.Empty);
}
catch (Exception exception)
{
_logger.Error("RefreshIndexes", exception);
OnOperationBreak?.Invoke(this, exception);
}
}
private async Task UpdateDayTradesAsync(DateTime dt)
{
try
{
var hSrv = StaticServiceFactory.Create <IHistoryService>();
var blSrv = StaticServiceFactory.Create <IBestLimitService>();
var tSrv = StaticServiceFactory.Create <ITradeService>();
var shSrv = StaticServiceFactory.Create <IShareHolderChangeService>();
var cpSrv = StaticServiceFactory.Create <IClosingPriceService>();
var codes = Online.Data.Values.Select(x => x.inscode);
OnOperationStart?.Invoke(this, codes.Count() * 5);
var extractDayDetailsBlock = new TransformBlock <long, DayTradeDetails>(
async insCode =>
{
var r = await Online.ExtractDayDetailsAsync(insCode, dt);
OnOperationStep?.Invoke(this, EventArgs.Empty);
return(r);
}, new ExecutionDataflowBlockOptions
{
MaxDegreeOfParallelism = 15
});
var writeBestLimits = new TransformBlock <DayTradeDetails, DayTradeDetails>(async c =>
{
try
{
if (c != null && c.BestLimits.Count > 0 && !await blSrv.GetDefaultQuery()
.Where(x => x.InsCode == c.InsCode && x.DateTime == dt)
.AnyAsync())
{
await blSrv.Repository.BulkInsertAsync(c.BestLimits);
_logger.InfoFormat("write {0} Best Limits to database.", c.BestLimits.Count);
}
}
catch (Exception)
{
throw;
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
return(c);
});
var writeTrades = new TransformBlock <DayTradeDetails, DayTradeDetails>(async c =>
{
try
{
if (c != null && c.Trades.Count > 0 && !await tSrv.GetDefaultQuery()
.Where(x => x.InsCode == c.InsCode && x.DateTime == dt)
.AnyAsync())
{
_logger.InfoFormat("write {0} Trades to database.", c.Trades.Count);
}
}
catch (Exception)
{
throw;
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
return(c);
});
var writeClosingPrices = new TransformBlock <DayTradeDetails, DayTradeDetails>(async c =>
{
var tomorow = dt.AddDays(1);
if (c != null && c.ClosingPriceData.Count > 0 && !await cpSrv.GetDefaultQuery()
.Where(x => x.InsCode == c.InsCode && x.DateTime >= dt && x.DateTime < tomorow)
.AnyAsync())
{
try
{
await cpSrv.Repository.BulkInsertAsync(c.ClosingPriceData);
}
catch (Exception)
{
throw;
}
_logger.InfoFormat("write {0} Closing Price to database.", c.ClosingPriceData.Count);
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
return(c);
});
var writeShareHolderStates = new ActionBlock <DayTradeDetails>(async c =>
{
try
{
if (c != null && c.ShareHolderStates.Count > 0 && !await shSrv.GetDefaultQuery()
.Where(x => x.InsCode == c.InsCode && x.DateTime == dt)
.AnyAsync())
{
await shSrv.Repository.BulkInsertAsync(c.ShareHolderStates);
_logger.InfoFormat("write {0} Share Holder States to database.", c.ShareHolderStates.Count);
}
hSrv.Repository.BulkUpdate(x => x.InsCode == c.InsCode && x.Date == c.DayDate, x => new History
{
HasDetails = true
});
}
catch (Exception)
{
throw;
}
OnOperationStep?.Invoke(this, EventArgs.Empty);
});
extractDayDetailsBlock.LinkTo(writeBestLimits, new DataflowLinkOptions()
{
PropagateCompletion = true
});
writeBestLimits.LinkTo(writeClosingPrices, new DataflowLinkOptions()
{
PropagateCompletion = true
});
writeClosingPrices.LinkTo(writeTrades, new DataflowLinkOptions()
{
PropagateCompletion = true
});
writeTrades.LinkTo(writeShareHolderStates, new DataflowLinkOptions()
{
PropagateCompletion = true
});
foreach (var code in codes)
{
extractDayDetailsBlock.Post(code);
}
extractDayDetailsBlock.Complete();
await Task.WhenAll(writeShareHolderStates.Completion, writeTrades.Completion, writeClosingPrices.Completion, writeBestLimits.Completion, extractDayDetailsBlock.Completion);
OnOperationCompleted?.Invoke(this, EventArgs.Empty);
}
catch (Exception exception)
{
_logger.Error("UpdateDayTradesAsync", exception);
OnOperationBreak?.Invoke(this, exception);
}
}