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);
}
}