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CriteriaSetObj.cs
587 lines (552 loc) · 22.5 KB
/
CriteriaSetObj.cs
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using System;
using System.Collections.Generic;
using System.Text;
using System.Threading;
namespace StockAnalysis
{
public static class CriteriaConstants
{
public const string HOLDER_COUNTRY = "holdercountry";
public const string STOCK_TYPE = "stocktype";
public const string DIRECTION = "direction";
public const string PRECENT_SHARES_HELD = "percentagesharesheld";
public const string SHARES_HELD = "sharesheld";
public const string VALUE = "value";
public const string STOCK_CODE = "stockcode";
public const string HOLDER_ID = "holderid";
public const string IN_MATCH_SPECIFIER = "IN";
public const string MAX_THRESHOLD_SPECIFIER = "MAX";
public const string CROSSES_THRESHOLD_SPECIFIER = "CROSSES";
public const string EQUAL_MATCH_SPECIFIER = "=";
public const string NOT_EQUAL_MATCH_SPECIFIER = "<>";
public const string GREATER_THAN_COMPARER = ">";
public const string GREATER_THAN_EQUAL_TO_COMPARERE = ">=";
public const string LESS_THAN_COMPARER = "<";
public const string LESS_THAN_OR_EQUAL_COMPARER = "<=";
}
// All enums have 'Undefined' because it will be the default value for enum definition.
internal enum StockType {Undefined, Common, Preferred};
internal enum StockDirection {Undefined, Short, Long};
internal enum ThresholdColumn {Undefiend, PrecentageSharesHeld, SharesHeld, Value};
internal enum ThresholdComparison {Undefined, GreaterThan, GreaterThanOrEqualTo, LessThan, LessThanOrEqualTo, Equal, NotEqual, Crosses, Max};
internal enum Comparison {Undefined, GreaterThan, GreaterThanOrEqualTo, LessThan, LessThanOrEqualTo, Equal, NotEqual, IN};
internal enum AssignTo {Undefined, HolderCountry, Direction, StockType};
//********************************************************************************************************************************
internal class CriteriaSetObj
{
internal string criteriaSetName { get; private set; }
private int localProcCtxCount = 0; // TODO: Use this value to know when CriteriaSetObj Pre-Agg and Agg functionality is finished.
internal PreAggSpecs preAggObj = new PreAggSpecs();
internal AggSpecs aggSpecsObj = new AggSpecs();
internal PostAggSpecs postAggObj = new PostAggSpecs();
// TKeys for the Dictionaries will be a string comprised of stockcode, stocktype, holderid, direction
private object dictionaryLock = new object(); // used to lock dictionarys when aggregating
private Dictionary<string, AggValues> aggResults = new Dictionary<string, AggValues>();
// TODO: only need yesterday if CROSSES keyword is found. Create a function that will initialize this object.
// TODO: make crossed case
private Dictionary<string, AggValues> yesterdayAggResults = new Dictionary<string, AggValues>();
internal bool SetCriteriaName(string name)
{
if (criteriaSetName == null)
{
criteriaSetName = name;
return true;
}
return false;
}
// Hopefully this is the correct way to give access to this dictionary as read-only.
internal IReadOnlyDictionary<string, AggValues> GetRefToAggResults()
{
return aggResults;
}
internal IReadOnlyDictionary<string, AggValues> GetRefToYesterdayAggResults()
{
return yesterdayAggResults;
}
internal void AddValueToDictionary(bool yesterdayData, string key, double percentageSharesHeld, double sharesHeld, double value, uint rawDataRowId)
{
Dictionary<string, AggValues> sumDictionary;
AggValues aggTemp;
if(yesterdayData)
{
sumDictionary = yesterdayAggResults;
}
else
{
sumDictionary = aggResults;
}
lock (dictionaryLock)
{
if (sumDictionary.TryGetValue(key, out aggTemp))
{
// TODO: make sure reference is the same, and that dictionary updates.
aggTemp.AddToValue(value);
aggTemp.AddToSharesHeld(sharesHeld);
aggTemp.AddToPercentSharesHeld(percentageSharesHeld);
aggTemp.AddRowChunkReference(rawDataRowId);
}
else
{
aggTemp = new AggValues();
aggTemp.AddToValue(value);
aggTemp.AddToSharesHeld(sharesHeld);
aggTemp.AddToPercentSharesHeld(percentageSharesHeld);
aggTemp.AddRowChunkReference(rawDataRowId);
sumDictionary.Add(key, aggTemp);
}
}
}
internal bool ValidateParsingCompletion()
{
if(preAggObj.preAggSpecificationsSatisfied && aggSpecsObj.aggSpecificationsSatisfied && postAggObj.postAggSpecificationsSatisfied)
{
return true;
}
return false;
}
}
//********************************************************************************************************************************
internal class AggValues
{
internal double percentageSharesHeld { get; private set; }
internal double sharesHeld { get; private set; }
internal double value { get; private set; }
private List<uint> rowInChunkEntries = new List<uint>(); //first 16 bits is chunk index, second 16 bits is stock entry
internal IReadOnlyList<uint> GetRefToRowsInChunk()
{
return rowInChunkEntries;
}
internal AggValues()
{
percentageSharesHeld = 0;
sharesHeld = 0;
value = 0;
}
internal void AddRowChunkReference(uint rowChunkEntry)
{
rowInChunkEntries.Add(rowChunkEntry);
}
internal void AddToPercentSharesHeld(double morePercSharesHeld)
{
percentageSharesHeld += morePercSharesHeld;
}
internal void AddToSharesHeld(double moreSharesHeld)
{
sharesHeld += moreSharesHeld;
}
internal void AddToValue(double moreValue)
{
value += moreValue;
}
}
//********************************************************************************************************************************
internal class PreAggSpecs
{
private enum PreAggProgress {HaveNothing, HaveName, HaveComparisonType, HaveComparisonValue};
private PreAggProgress progress = PreAggProgress.HaveNothing;
internal bool preAggSpecificationsSatisfied = false;
internal AssignTo currentAssignment;
// The values used for the Pre-Aggregation filtering
internal Comparison stockTypeCompare;
internal Comparison directionCompare;
internal Comparison countryCompare;
internal StockType type;
internal StockDirection direction;
internal List<string> holderCountry = new List<string>();
// TODO: return bool
// This relates to the line that goes with '@'.
internal void ChangeCurrentAssignee(string newAssignment)
{
switch(newAssignment)
{
case CriteriaConstants.HOLDER_COUNTRY:
{
currentAssignment = AssignTo.HolderCountry;
break;
}
case CriteriaConstants.STOCK_TYPE:
{
currentAssignment = AssignTo.StockType;
break;
}
case CriteriaConstants.DIRECTION:
{
currentAssignment = AssignTo.Direction;
break;
}
default:
{
break;
}
}
if(progress == PreAggProgress.HaveNothing)
{
progress = PreAggProgress.HaveName;
}
}
// This relates to the line that goes with '^'.
internal void AddComparisonType(string specifier)
{
switch(specifier)
{
case CriteriaConstants.IN_MATCH_SPECIFIER:
{
switch(currentAssignment)
{
case AssignTo.Undefined:
{
// TODO: return bool
break;
}
case AssignTo.Direction:
{
directionCompare = Comparison.IN;
break;
}
case AssignTo.HolderCountry:
{
countryCompare = Comparison.IN;
break;
}
case AssignTo.StockType:
{
stockTypeCompare = Comparison.IN;
break;
}
}
break;
}
case CriteriaConstants.EQUAL_MATCH_SPECIFIER:
{
switch (currentAssignment)
{
case AssignTo.Undefined:
{
// TODO: return bool
break;
}
case AssignTo.Direction:
{
directionCompare = Comparison.Equal;
break;
}
case AssignTo.HolderCountry:
{
countryCompare = Comparison.Equal;
break;
}
case AssignTo.StockType:
{
stockTypeCompare = Comparison.Equal;
break;
}
}
break;
}
case CriteriaConstants.NOT_EQUAL_MATCH_SPECIFIER:
{
switch (currentAssignment)
{
case AssignTo.Undefined:
{
// TODO: return bool
break;
}
case AssignTo.Direction:
{
directionCompare = Comparison.NotEqual;
break;
}
case AssignTo.HolderCountry:
{
countryCompare = Comparison.NotEqual;
break;
}
case AssignTo.StockType:
{
stockTypeCompare = Comparison.NotEqual;
break;
}
}
break;
}
default:
{
break;
}
}
if (progress == PreAggProgress.HaveName)
{
progress = PreAggProgress.HaveComparisonType;
}
}
// This relates to the line that goes with '#'.
internal void AddComparisonValue(string value)
{
switch (currentAssignment)
{
case AssignTo.Undefined:
{
// TODO: Return bool
break;
}
case AssignTo.Direction:
{
if (string.Compare(value, StockDirection.Long.ToString().ToLower()) == 0)
{
direction = StockDirection.Long;
}
else
{
direction = StockDirection.Short;
}
break;
}
case AssignTo.HolderCountry:
{
holderCountry.Add(value);
break;
}
case AssignTo.StockType:
{
if (string.Compare(value, StockType.Common.ToString().ToLower()) == 0)
{
type = StockType.Common;
}
else
{
type = StockType.Preferred;
}
break;
}
default:
{
break;
}
}
if (progress == PreAggProgress.HaveComparisonType)
{
progress = PreAggProgress.HaveComparisonValue;
preAggSpecificationsSatisfied = true;
}
}
}
//********************************************************************************************************************************
internal class AggSpecs
{
private enum AggProgress {HaveNothing, HaveAggKey, HaveSumColumn};
private AggProgress progress = AggProgress.HaveNothing;
internal bool aggSpecificationsSatisfied = false;
// Values used for the AggKey
internal bool stockType { get; private set; } = false;
internal bool direction { get; private set; } = false;
internal bool stockCode { get; private set; } = false;
internal bool holderId { get; private set; } = false;
// Sumation values
private bool precentageSharesHeld = false;
private bool sharesHeld = false;
private bool value = false;
internal string CreateAggKeyWithAggValues(StockDataEntry data)
{
// TODO: May not be good to create 'new' AggValues, might de-reference.
StringBuilder sb = new StringBuilder();
// AggKey
if (stockCode)
{
sb.Append(data.stockCode);
}
if(stockType)
{
if(sb.Length != 0)
{
sb.Append("~");
}
sb.Append(data.stockType);
}
if(holderId)
{
if (sb.Length != 0)
{
sb.Append("~");
}
sb.Append(data.holderId);
}
if(direction)
{
if (sb.Length != 0)
{
sb.Append("~");
}
sb.Append(data.direction);
}
return sb.ToString();
}
// TODO: return bool
// This relates to the line that goes with '*'.
internal void SetAggregationKey(string value)
{
switch(value)
{
case CriteriaConstants.STOCK_CODE:
{
stockCode = true;
break;
}
case CriteriaConstants.HOLDER_ID:
{
holderId = true;
break;
}
case CriteriaConstants.STOCK_TYPE:
{
stockType = true;
break;
}
case CriteriaConstants.DIRECTION:
{
direction = true;
break;
}
default:
{
break;
}
}
if(progress == AggProgress.HaveNothing)
{
progress = AggProgress.HaveAggKey;
}
}
// This relates to the line that goes with '+'.
internal void SetColumnSummations(string columnName)
{
switch (columnName)
{
case CriteriaConstants.PRECENT_SHARES_HELD:
{
precentageSharesHeld = true;
break;
}
case CriteriaConstants.SHARES_HELD:
{
sharesHeld = true;
break;
}
case CriteriaConstants.VALUE:
{
value = true;
break;
}
default:
{
break;
}
}
if (progress == AggProgress.HaveAggKey)
{
progress = AggProgress.HaveSumColumn;
aggSpecificationsSatisfied = true;
}
}
}
//********************************************************************************************************************************
internal class PostAggSpecs
{
private enum PostAggProgress {HaveNothing, HaveThresholdColumn, HaveThresholdComparison, HaveValue};
private PostAggProgress progress = PostAggProgress.HaveNothing;
internal bool postAggSpecificationsSatisfied = false;
internal ThresholdColumn thresholdColumn { get; private set; } // If 'threshold' is 'Value' then need to store what the 'Comparison' will be
private List<double> thresholdValues = new List<double>();
internal ThresholdComparison comparison { get; private set; }
internal IReadOnlyList<double> GetRefToThresholdValues()
{
return thresholdValues;
}
// This relates to the line that goes with '#'.
internal void AddThresholdValue(double value)
{
thresholdValues.Add(value);
if(progress == PostAggProgress.HaveThresholdComparison)
{
progress = PostAggProgress.HaveValue;
postAggSpecificationsSatisfied = true;
}
}
// This relates to the line that goes with '$'.
internal void SetThresholdColumn(string column)
{
switch(column)
{
case CriteriaConstants.PRECENT_SHARES_HELD:
{
thresholdColumn = ThresholdColumn.PrecentageSharesHeld;
break;
}
case CriteriaConstants.SHARES_HELD:
{
thresholdColumn = ThresholdColumn.SharesHeld;
break;
}
case CriteriaConstants.VALUE:
{
thresholdColumn = ThresholdColumn.Value;
break;
}
default:
{
break;
}
}
if(progress == PostAggProgress.HaveNothing)
{
progress = PostAggProgress.HaveThresholdColumn;
}
}
// This relates to the line that goes with '&'.
internal void SetThresholdComparison(string compareValue)
{
switch(compareValue)
{
case CriteriaConstants.MAX_THRESHOLD_SPECIFIER:
{
comparison = ThresholdComparison.Max;
break;
}
case CriteriaConstants.CROSSES_THRESHOLD_SPECIFIER:
{
comparison = ThresholdComparison.Crosses;
break;
}
case CriteriaConstants.GREATER_THAN_COMPARER:
{
comparison = ThresholdComparison.GreaterThan;
break;
}
case CriteriaConstants.GREATER_THAN_EQUAL_TO_COMPARERE:
{
comparison = ThresholdComparison.GreaterThanOrEqualTo;
break;
}
case CriteriaConstants.LESS_THAN_COMPARER:
{
comparison = ThresholdComparison.LessThan;
break;
}
case CriteriaConstants.LESS_THAN_OR_EQUAL_COMPARER:
{
comparison = ThresholdComparison.LessThanOrEqualTo;
break;
}
default:
{
break;
}
}
if (progress == PostAggProgress.HaveThresholdColumn)
{
progress = PostAggProgress.HaveThresholdComparison;
}
}
}
//********************************************************************************************************************************
}