public async Task Import(CancellationToken cancellationToken)
{
var lastExpectedDate = _TradingCalendar.PreviousTradingDay(Date.Today.AddDays(-1));
foreach (var stock in _StockQuery.All())
{
if (cancellationToken.IsCancellationRequested)
{
return;
}
var latestDate = stock.DateOfLastestPrice();
if (latestDate < lastExpectedDate)
{
var dateRange = new DateRange(latestDate.AddDays(1), lastExpectedDate);
var asxCode = stock.Properties.ClosestTo(dateRange.ToDate).AsxCode;
_Logger?.LogInformation("Importing closing prices for {0} between {1:d} and {2:d}", asxCode, dateRange.FromDate, dateRange.ToDate);
var data = await _DataService.GetHistoricalPriceData(asxCode, dateRange, cancellationToken);
var closingPrices = data.Select(x => new Domain.Stocks.StockPrice(x.Date, x.Price)).ToList();
_Logger?.LogInformation("{0} closing prices found", closingPrices.Count);
if (closingPrices.Count > 0)
{
_StockService.UpdateClosingPrices(stock.Id, closingPrices);
}
}
}
}
private IEnumerable <Date> GetDates(DateRange dateRange, ValueFrequency frequency)
{
var firstRequestedDate = _TradingCalendar.NextTradingDay(dateRange.FromDate);
var lastRequestedDate = _TradingCalendar.PreviousTradingDay(dateRange.ToDate);
IEnumerable <Date> dates;
if (frequency == ValueFrequency.Day)
{
dates = _TradingCalendar.TradingDays(dateRange);
}
else if (frequency == ValueFrequency.Week)
{
dates = DateUtils.WeekEndingDays(dateRange);
}
else if (frequency == ValueFrequency.Month)
{
dates = DateUtils.MonthEndingDays(dateRange);
}
else
{
dates = new Date[] { firstRequestedDate, lastRequestedDate }
};
if (firstRequestedDate < dates.First())
{
yield return(firstRequestedDate);
}
Date lastDate = lastRequestedDate;
foreach (var date in dates)
{
yield return(date);
lastDate = date;
}
if (lastDate < lastRequestedDate)
{
yield return(lastRequestedDate);
}
}
}