void updateSingleQuoteHistory(IDalSession session, TradeableInstrument instrument, string sISIN, string sExchange)
{
XmlTextReader reader = null;
string companyname = "";
string issueexchange = "";
string issuename = "";
string issueid = "";
string quotecurrency = "";
string quotedate = "";
string lastquote = "";
string openquote = "";
string closedquote = "";
string highquote = "";
string lowquote = "";
string previousdate = "";
string previousquote = "";
try
{
reader = sendRequestXml(buildTBMXML(String.Format(TBMSingleQuoteHistoryRequest, sExchange, sISIN, TickerType, this.StartDate.ToString("yyyy/MM/dd"), this.EndDate.ToString("yyyy/MM/dd"))));
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Organisation")
{
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Name")
{
reader.MoveToAttribute("long");
companyname = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Issue")
{
reader.MoveToAttribute("exchange");
issueexchange = reader.Value;
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Name")
{
reader.MoveToAttribute("long");
issuename = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Ticker")
{
reader.MoveToAttribute("id");
issueid = reader.Value;
}
//if (readMetaData(reader))
// break;
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Quote")
{
reader.MoveToAttribute("date");
quotedate = reader.Value;
reader.MoveToAttribute("currency");
quotecurrency = reader.Value;
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Open")
{
reader.MoveToAttribute("value");
openquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Close")
{
reader.MoveToAttribute("value");
closedquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "High")
{
reader.MoveToAttribute("value");
highquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Low")
{
reader.MoveToAttribute("value");
lowquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Last")
{
reader.MoveToAttribute("value");
lastquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Previous")
{
reader.MoveToAttribute("value");
previousquote = reader.Value;
reader.MoveToAttribute("date");
previousdate = reader.Value;
}
if (reader.NodeType == XmlNodeType.EndElement && reader.Name == "Quote")
{
// Only allow insert/update of a price when it exchange has closed
if (closedquote.Length > 0)
{
CultureInfo culture = new CultureInfo(CultureInfo.CurrentCulture.Name);
NumberFormatInfo numInfo = (NumberFormatInfo)culture.GetFormat(typeof(NumberFormatInfo));
numInfo.NumberDecimalSeparator = ".";
DateTime dtQuoteDate = DateTime.Parse(quotedate);
ICurrency newcur = (ICurrency)InstrumentMapper.GetCurrencyByName(session, quotecurrency);
// For TBM Data the price is the closed price
decimal dClosedQuote = decimal.Parse(closedquote, numInfo);
Price newclosedprice = new Price(new Money(dClosedQuote, newcur), instrument);
IHistoricalPrice newhprice = new HistoricalPrice(newclosedprice, dtQuoteDate);
newhprice.ClosedPrice = newclosedprice;
Price newopenprice = null;
Price newhighprice = null;
Price newlowprice = null;
if (openquote.Length > 0)
{
decimal dOpenQuote = decimal.Parse(openquote, numInfo);
newopenprice = new Price(new Money(dOpenQuote, newcur), instrument);
newhprice.OpenPrice = newopenprice;
}
if (highquote.Length > 0)
{
decimal dHighQuote = decimal.Parse(highquote, numInfo);
newhighprice = new Price(new Money(dHighQuote, newcur), instrument);
newhprice.HighPrice = newhighprice;
}
if (lowquote.Length > 0)
{
decimal dLowQuote = decimal.Parse(lowquote, numInfo);
newlowprice = new Price(new Money(dLowQuote, newcur), instrument);
newhprice.LowPrice = newlowprice;
}
if (instrument.HistoricalPrices.ContainsHistoricalPrice(newhprice))
{
// Look for previous price to see if it differs too much
instrument.HistoricalPrices.AddHistoricalPrice(newhprice);
if (instrument.HistoricalPrices.Count > 1)
{
IHistoricalPrice prevhprice = (IHistoricalPrice)instrument.HistoricalPrices.GetItemByDate(dtQuoteDate.AddDays(-1));
decimal diff = Math.Abs((prevhprice.Price.Quantity - newhprice.Price.Quantity) / prevhprice.Price.Quantity) * 100;
if (diff > 10)
// More than 10% difference, raise warning
throw new ApplicationException(String.Format("Price of instrument: {0} differs more than 10%. Old price: {1}, New price {2}, difference {3}", instrument.Isin, prevhprice.Price, newhprice.Price, diff));
}
}
else
{
IHistoricalPrice existinghprice = (IHistoricalPrice)instrument.HistoricalPrices.GetItemByDate(dtQuoteDate);
existinghprice.Price = newclosedprice;
existinghprice.ClosedPrice = newclosedprice;
existinghprice.OpenPrice = newopenprice;
existinghprice.HighPrice = newhighprice;
existinghprice.LowPrice = newlowprice;
}
session.Update(instrument);
}
break;
}
}
}
}
}
if (reader.NodeType == XmlNodeType.EndElement && reader.Name == "Organisation")
break;
}
}
}
}
finally
{
// Unknown ISIN or error retrieving one
if (reader != null)
reader.Close();
}
return;
}
public void storeQuoteCollection()
{
string companyname = "";
string issueexchange = "";
string issuename = "";
string issueid = "";
string quotecurrency = "";
string quotedate = "";
string lastquote = "";
string openquote = "";
string closedquote = "";
string highquote = "";
string lowquote = "";
string previousdate = "";
string previousquote = "";
StreamWriter exportstream = File.CreateText("c:\\temp\\prices.txt");
XmlTextReader reader = sendRequestXml(buildTBMXML(TBMQuoteCollectionRequest));
//XmlTextReader reader = new XmlTextReader("c:\\temp\\sampletbm.xml");
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Organisation")
{
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Name")
{
reader.MoveToAttribute("long");
companyname = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Issue")
{
reader.MoveToAttribute("exchange");
issueexchange = reader.Value;
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Name")
{
reader.MoveToAttribute("long");
issuename = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Ticker")
{
reader.MoveToAttribute("id");
issueid = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Quote")
{
reader.MoveToAttribute("date");
quotedate = reader.Value;
reader.MoveToAttribute("currency");
quotecurrency = reader.Value;
while (reader.Read())
{
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Open")
{
reader.MoveToAttribute("value");
openquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Close")
{
reader.MoveToAttribute("value");
closedquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "High")
{
reader.MoveToAttribute("value");
highquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Low")
{
reader.MoveToAttribute("value");
lowquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Last")
{
reader.MoveToAttribute("value");
lastquote = reader.Value;
}
if (reader.NodeType == XmlNodeType.Element && reader.Name == "Previous")
{
reader.MoveToAttribute("value");
previousquote = reader.Value;
reader.MoveToAttribute("date");
previousdate = reader.Value;
}
if (reader.NodeType == XmlNodeType.EndElement && reader.Name == "Quote")
{
exportstream.WriteLine(String.Format("{0};{1}",issueid,issuename));
IDalSession session = NHSessionFactory.CreateSession();
try
{
IList<ITradeableInstrument> instrumentlist = InstrumentMapper.GetInstrumentsByIsin(session, issueid);
if (instrumentlist.Count > 0)
{
CultureInfo culture = new CultureInfo(CultureInfo.CurrentCulture.Name);
NumberFormatInfo numInfo = (NumberFormatInfo)culture.GetFormat(typeof(NumberFormatInfo));
numInfo.NumberDecimalSeparator = ".";
TradeableInstrument instrument = (TradeableInstrument)instrumentlist[0];
decimal dLastQuote = decimal.Parse(lastquote,numInfo);
DateTime dtQuoteDate = DateTime.Parse(quotedate);
ICurrency newcur = (ICurrency)InstrumentMapper.GetCurrencyByName(session, quotecurrency);
Price newprice = new Price(new Money(dLastQuote, newcur), instrument);
IHistoricalPrice newhprice = new HistoricalPrice(newprice, dtQuoteDate);
if (!instrument.HistoricalPrices.ContainsHistoricalPrice(newhprice))
{
instrument.HistoricalPrices.AddHistoricalPrice(newhprice);
}
else
{
IHistoricalPrice existinghprice = (IHistoricalPrice)instrument.HistoricalPrices.GetItemByDate(dtQuoteDate);
existinghprice.Price = newprice;
}
session.Update(instrument);
}
session.Close();
}
catch (Exception ex)
{
break;
}
break;
}
}
}
}
}
}
if (reader.NodeType == XmlNodeType.EndElement && reader.Name == "Organisation")
break;
}
}
exportstream.Close();
}
public static bool UpdateInstrumentPriceHistory(int[] dateKeys, int instrumentId, decimal newQuantity, bool ignoreWarning, out string errMessage)
{
bool success = true;
errMessage = "";
if (dateKeys == null || dateKeys.Count() == 0)
throw new B4F.TotalGiro.ApplicationLayer.Common.GridviewNoSelectionException();
DateTime[] dates = dateKeys
.Select(k => getDataFromPriceHistoryKey(k).Item1)
.OrderBy(k => k)
.ToArray();
using (IDalSession session = NHSessionFactory.CreateSession())
{
IInstrument instrument = InstrumentMapper.GetInstrument(session, instrumentId);
List<DateTime> notExistingDates = new List<DateTime>();
bool saveStuff = false;
if (instrument != null)
{
switch (instrument.SecCategory.Key)
{
case SecCategories.Cash:
IList<IHistoricalExRate> exRates = HistoricalExRateMapper.GetHistoricalExRates(session, instrumentId, dates);
if (exRates != null && exRates.Count > 0)
{
foreach (DateTime date in dates)
{
IHistoricalExRate exRate = exRates.Where(x => x.RateDate == date).FirstOrDefault();
if (exRate != null)
{
if (exRate.Rate != newQuantity)
{
exRate.Rate = newQuantity;
if (!ignoreWarning)
ignoreWarning = CheckNewRate(session, exRate, false, out errMessage);
if (!string.IsNullOrEmpty(errMessage)) return false;
saveStuff = true;
}
}
else
notExistingDates.Add(date);
}
}
else
notExistingDates.AddRange(dates);
if (saveStuff)
session.Update(exRates);
saveStuff = false;
ICurrency currency = instrument.ToCurrency;
foreach (DateTime date in notExistingDates)
{
IHistoricalExRate newExRate = new HistoricalExRate(currency, newQuantity, date);
currency.HistoricalExRates.AddExRate(newExRate);
if (!ignoreWarning)
ignoreWarning = CheckNewRate(session, newExRate, false, out errMessage);
if (!string.IsNullOrEmpty(errMessage)) return false;
saveStuff = true;
}
if (saveStuff)
InstrumentMapper.Update(session, currency);
break;
default:
IInstrumentsWithPrices iwp = (IInstrumentsWithPrices)instrument;
Price newPrice = new Price(newQuantity, iwp.CurrencyNominal, iwp);
IList<IHistoricalPrice> prices = HistoricalPriceMapper.GetHistoricalPrices(session, instrumentId, dates);
if (prices != null && prices.Count > 0)
{
foreach (DateTime date in dates)
{
IHistoricalPrice price = prices.Where(x => x.Date == date).FirstOrDefault();
if (price != null)
{
if (!price.Price.Equals(newPrice))
{
price.Price = newPrice;
if (!ignoreWarning)
ignoreWarning = CheckNewPrice(session, price, false, out errMessage);
if (!string.IsNullOrEmpty(errMessage)) return false;
saveStuff = true;
}
}
else
notExistingDates.Add(date);
}
}
else
notExistingDates.AddRange(dates);
if (saveStuff)
session.Update(prices);
saveStuff = false;
foreach (DateTime date in notExistingDates)
{
IHistoricalPrice newHistoricalPrice = new HistoricalPrice(newPrice, date);
iwp.HistoricalPrices.AddHistoricalPrice(newHistoricalPrice);
if (!ignoreWarning)
ignoreWarning = CheckNewPrice(session, newHistoricalPrice, false, out errMessage);
if (!string.IsNullOrEmpty(errMessage)) return false;
saveStuff = true;
}
if (saveStuff)
InstrumentMapper.Update(session, iwp);
break;
}
}
}
return success;
}
public static void UpdateInstrumentPriceHistory(decimal newQuantity, bool ignoreWarning, int DateKey, int Key, int instrumentId)
{
using (IDalSession session = NHSessionFactory.CreateSession())
{
IInstrument instrument = InstrumentMapper.GetInstrument(session, instrumentId);
var res = getDataFromPriceHistoryKey(DateKey);
DateTime date = res.Item1;
bool exist = res.Item2;
if (instrument != null)
{
switch (instrument.SecCategory.Key)
{
case SecCategories.Cash:
if (exist)
{
IHistoricalExRate newExRate = HistoricalExRateMapper.GetHistoricalExRate(session, Key);
if (newExRate.Rate != newQuantity)
{
newExRate.Rate = newQuantity;
if (!ignoreWarning)
CheckNewRate(session, newExRate);
HistoricalExRateMapper.Update(session, newExRate);
}
}
else
{
ICurrency currency = instrument.ToCurrency;
IHistoricalExRate newExRate = new HistoricalExRate(currency, newQuantity, date);
currency.HistoricalExRates.AddExRate(newExRate);
if (!ignoreWarning)
CheckNewRate(session, newExRate);
InstrumentMapper.Update(session, currency);
}
break;
default:
IInstrumentsWithPrices iwp = (IInstrumentsWithPrices)instrument;
Price price = new Price(newQuantity, iwp.CurrencyNominal, iwp);
if (exist)
{
IHistoricalPrice newPrice = HistoricalPriceMapper.GetHistoricalPrice(session, Key);
if (newPrice.Price != price)
{
newPrice.Price = price;
if (!ignoreWarning)
CheckNewPrice(session, newPrice);
HistoricalPriceMapper.Update(session, newPrice);
}
}
else
{
IHistoricalPrice newPrice = new HistoricalPrice(price, date);
iwp.HistoricalPrices.AddHistoricalPrice(newPrice);
if (!ignoreWarning)
CheckNewPrice(session, newPrice);
InstrumentMapper.Update(session, iwp);
}
break;
}
}
}
}
protected static Price updateStockDividendPrices(IDalSession session, IStockDividend instrument, IDividendHistory history)
{
if (instrument == null)
throw new ApplicationException("Stuff");
Price price = new Price(history.UnitPrice.Quantity, instrument.CurrencyNominal, instrument);
IList<IHistoricalPrice> historicalPrices = HistoricalPriceMapper.GetHistoricalPrices(session, instrument.Key, history.ExDividendDate, history.SettlementDate);
DateTime priceDate = history.ExDividendDate;
while (priceDate <= history.SettlementDate)
{
IHistoricalPrice historicalPrice = historicalPrices.Where(x => x.Date == priceDate).FirstOrDefault();
if (historicalPrice == null)
{
historicalPrice = new HistoricalPrice(price, priceDate);
instrument.HistoricalPrices.AddHistoricalPrice(historicalPrice);
InstrumentMapper.Update(session, instrument);
}
else
{
if (historicalPrice.Price != price)
{
historicalPrice.Price = price;
HistoricalPriceMapper.Update(session, historicalPrice);
}
}
priceDate = priceDate.AddDays(1);
}
return price;
}
public static void UpdateHistoricalPrice(DateTime Date, bool ignoreWarning, decimal newQuantity, int original_InstrumentId)
{
using (IDalSession session = NHSessionFactory.CreateSession())
{
IInstrumentsWithPrices instrument = (IInstrumentsWithPrices)InstrumentMapper.GetInstrument(session, original_InstrumentId);
Price price = new Price(newQuantity, instrument.CurrencyNominal, instrument);
IList<IHistoricalPrice> historicalPrices = HistoricalPriceMapper.GetHistoricalPrices(session, instrument, Date);
IHistoricalPrice historicalPrice = null;
if (historicalPrices.Count == 0)
{
historicalPrice = new HistoricalPrice(price, Date);
instrument.HistoricalPrices.AddHistoricalPrice(historicalPrice);
if (!ignoreWarning)
InstrumentPriceUpdateAdapter.CheckNewPrice(session, historicalPrice);
InstrumentMapper.Update(session, instrument);
}
else
{
historicalPrice = (IHistoricalPrice)historicalPrices[0];
if (historicalPrice.Price != price)
{
historicalPrice.Price = price;
if (!ignoreWarning)
InstrumentPriceUpdateAdapter.CheckNewPrice(session, historicalPrice);
HistoricalPriceMapper.Update(session, historicalPrice);
}
}
}
}
