/// <summary>
/// Execute a Reader command to the MSQL database
/// </summary>
/// <param name="cmdString"></param>
/// <returns></returns>
public static SecurityList ExecuteReader(string cmdString)
{
SecurityList mSecurityList = new SecurityList();
MySqlConnection connection = new MySqlConnection(myConnPath);
connection.Open();
MySqlCommand cmd = new MySqlCommand(cmdString, connection);
MySqlDataReader HistReader = cmd.ExecuteReader();
while (HistReader.Read())
{
Security tempSecurity = new Security
{
ConId = HistReader.GetInt32(0),
Symbol = HistReader.GetString(1),
SecType = Security.SecurityType.STK
};
mSecurityList.Add(tempSecurity);
Log.Data(0, string.Format("DB.Read Symbol={0,-10} ConId={1,-10} Type={2,-5}", tempSecurity.Symbol, tempSecurity.ConId, tempSecurity.SecType));
}
HistReader.Close();
connection.Close();
return(mSecurityList);
}
/// <summary>
/// Called when all of the bars have been received
/// </summary>
/// <param name="reqId"></param>
public void EndHistoricalBar(int reqId)
{
myRequests.Release(reqId);
int conId = myRequests.GetConId(reqId);
int routeId = myRequests.GetRouteId(reqId);
string symbol = myRequests.GetSymbol(reqId);
if (symbol == null)
{
Log.Error(3, string.Format("EndHistoricalBar Null Symbol ConId= {0}", conId));
}
Security tempSecurity = new Security
{
ConId = conId,
Symbol = symbol,
SecType = Security.SecurityType.STK
};
switch (routeId)
{
case 0:
// Route = is an update to an existing security in the DB
Log.Data(2, string.Format("EndHistoricalBar {0,-10} {1,-8}", conId, symbol));
myBDL.Trim(TradingTime.TradingMinDate, TradingTime.TradingMaxDate);
MSQL.WriteBarListDB(reqId, conId, symbol, myBDL, true);
break;
case 1:
// Route = 1 means this is a new security to the DB
Log.Data(3, string.Format("EndHistoricalBar Route 1 {0,-10} {1,-8}", conId, symbol));
//Remove any days that our outside our date range
myBDL.Trim(TradingTime.TradingMinDate, TradingTime.TradingMaxDate);
// Only add if Average Daily Volume is above minimum
if (myBDL.CalcAvgVolume() > 2000)
{
Log.Data(3, string.Format("Added Volume {0,-10} {1,-8} {2,8}", conId, symbol, myBDL.CalcAvgVolume()));
MSQL.WriteBarListDB(reqId, conId, symbol, myBDL, true);
IB.masterSecurityList.Add(tempSecurity);
}
else
{
// Average Daily Volume is too small, do not add to the DB
Log.Data(3, string.Format("Skipped Volume {0,-10} {1,-8} {2,8}", conId, symbol, myBDL.CalcAvgVolume()));
BlackList.Add(tempSecurity);
Program.myIB.myRequests.Delete(reqId);
Program.myIB.myBDL.Clear();
}
break;
default:
Log.Error(3, string.Format("RouteId Error = {0}", routeId));
break;
}
}