public async Task GetPriceHistoryAsync(CancellationToken cancellationToken)
{
_logger.LogInformation("GetPriceHistoryAsync started {now}", DateTime.Now);
long start;
long end;
DateTime dateTime;
int count;
StockCandles stockCandle;
IAsyncEnumerable <Models.TdAmeritrade.Account.Instrument> instruments;
_dataAdapter.JsonSerializerOptions = new();
_dataAdapter.JsonSerializerOptions.PropertyNameCaseInsensitive = true;
dateTime = new DateTime(2015, 1, 1);
instruments = _dataAdapter.StocksDbContext.Instrument;
await foreach (Instrument instrument in instruments)
{
try
{
using StocksDbContext stocksDbContext = _dataAdapter.StocksDbContextFactory.CreateDbContext();
count = stocksDbContext.PriceHistory.Count(x => x.Exchange == instrument.Exchange && x.Symbol == instrument.Symbol);
start = count > 0 ? new DateTimeOffset(stocksDbContext.PriceHistory.Where(x => x.Exchange == instrument.Exchange && x.Symbol == instrument.Symbol).OrderBy(x => x.DateTime).Last().DateTime.Date).AddDays(1).ToUnixTimeMilliseconds() : new DateTimeOffset(dateTime).ToUnixTimeMilliseconds();
end = DateTimeOffset.Now.ToUnixTimeMilliseconds();
_dataAdapter.Json = await Requester.SendRequestAsync(Enums.HttpVerb.Get, $"{_dataAdapter.Settings["MarketDataUri"]}/{instrument.Symbol}/pricehistory?apikey={_dataAdapter.Settings["ApiKey"]}&periodType=year&frequencyType=daily&startDate={start}&endDate={end}", null, cancellationToken);
_dataAdapter.Json = Toolbox.Json.RemoveEntry(_dataAdapter.Json, "NaN");
stockCandle = JsonSerializer.Deserialize <StockCandles>(_dataAdapter.Json, _dataAdapter.JsonSerializerOptions);
if (stockCandle.Empty)
{
_logger.LogInformation("GetPriceHistoryAsync empty {exchange} {symbol}", instrument.Exchange, instrument.Symbol);
}
else
{
await stocksDbContext.AddRangeAsync(stockCandle.Candles.Select(x => new PriceHistory()
{
Symbol = instrument.Symbol,
DateTime = DateTime.UnixEpoch.AddMilliseconds(x.DateTime),
Exchange = instrument.Exchange,
Open = x.Open,
Close = x.Close,
High = x.High,
Low = x.Low,
Volume = x.Volume,
//Instrument = instrument,
Updated = DateTime.UtcNow
}).OrderBy(x => x.DateTime), cancellationToken);
await stocksDbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("GetPriceHistoryAsync added {exchange} {symbol}", instrument.Exchange, instrument.Symbol);
}
}
catch (Exception exception)
{
_logger.LogWarning("GetPriceHistoryAsync {exchange} {symbol} {message}", instrument.Exchange, instrument.Symbol, exception.Message);
}
}
_logger.LogInformation("GetPriceHistoryAsync completed {now}", DateTime.Now);
}
