private static TimeSpan getTimespan(DataFrequencyType freqType_, int freqNum_)
{
TimeSpan ret = TimeSpan.MaxValue;
switch (freqType_)
{
case DataFrequencyType.D: ret = new TimeSpan(days: freqNum_, hours: 0, minutes: 0, seconds: 0); break;
case DataFrequencyType.M: ret = new TimeSpan(hours: 0, minutes: freqNum_, seconds: 0); break;
case DataFrequencyType.H: ret = new TimeSpan(hours: freqNum_, minutes: 0, seconds: 0); break;
}
return ret;
}
public static string GetDataAsXml(StaticFuture sf_, DateTime startDate_, DateTime endDate_, TZ timezone_, int freqNum_, DataFrequencyType freqType_)
{
Constructs.ConstructGen<double> con = null;
if (estimateReturnRowCount(startDate_, endDate_, freqNum_, freqType_) > _maxReturnRowCount)
return XmlStringForGenericTableErrorMessage(string.Format("Call would exceed max row return row count of {0}", _maxReturnRowCount));
using (var db = new DBHelper())
{
con = GetHistData(sf_, startDate_, endDate_, timezone_, freqNum_, freqType_, db);
}
if (con == null) return null;
return con.Dates.Select(x => new { Date = x.ToString("dd-MMM-yyyy HH:mm"), Price = con.GetValue(x, 0) }).ToGenericTableXml();
}
private static Constructs.ConstructGen<double> GetHistData(StaticFuture sf_, DateTime startDate_, DateTime endDate_, TZ timezone_, int freqNum_, DataFrequencyType freqType_, DBHelper db_)
{
var retriever = DataRetrievers.RetrieverBase.GetRetriever(timezone_, freqType_, startDate_, endDate_);
var rawData = retriever.GetData(db_, sf_);
if (rawData == null || rawData.Dates == null || rawData.Dates.Count == 0)
return null;
SLog.log.Debug(string.Format("RawDataCount from Database: {0}", rawData.Dates.Count.ToString()));
var timespan = getTimespan(freqType_, freqNum_);
var filled = rawData.GetSubsetOnTimespan(startDate_, timespan);
SLog.log.Debug(string.Format("After fillout, datacount is: {0}", filled.Dates.Count.ToString()));
if (filled.NeedsToSortKeys()) filled.SortKeys();
return filled;
}
private static int estimateReturnRowCount(DateTime startDate_, DateTime endDate_, int freqNum_, DataFrequencyType freqType_)
{
var timespan = endDate_ - startDate_;
int estimatedRowCount = 0;
switch (freqType_)
{
case DataFrequencyType.D:
estimatedRowCount = Convert.ToInt32(timespan.TotalDays / (double)freqNum_);
break;
case DataFrequencyType.H:
estimatedRowCount = Convert.ToInt32(timespan.TotalHours / (double)freqNum_);
break;
case DataFrequencyType.M:
estimatedRowCount = Convert.ToInt32(timespan.TotalMinutes / (double)freqNum_);
break;
}
return estimatedRowCount;
}
public static RetrieverBase GetRetriever(TZ tz_, DataFrequencyType freqType_, DateTime startDate_, DateTime endDate_)
{
RetrieverBase ret = null;
switch (freqType_)
{
case DataFrequencyType.D:
ret = new DailyRetriever(startDate_, endDate_, tz_);
break;
case DataFrequencyType.H:
case DataFrequencyType.M:
ret = new AllRetriever(startDate_, endDate_, tz_);
break;
}
return ret;
}
