public int DiluteOneSecurityPerMinute(string symbol, DateTime startDate, DateTime endDate)
{
var securities = _session.Query <SecurityData>()
.Where(securityData =>
securityData.LastUpdate >= startDate &&
securityData.LastUpdate < endDate);
var unlList = securities.Where(sd => sd.SecurityContract.Symbol.Equals(symbol) &&
sd.Account.Equals(AllConfigurations.AllConfigurationsObject.Application
.MainAccount))
.OrderBy(securityData => securityData.LastUpdate).ToList();
if (unlList.Count == 0)
{
return(0);
}
var lastTimeItems = new TimeItems(unlList[0].LastUpdate);
int counter = 0;
for (var index = 1; index < unlList.Count; index++)
{
var securityData = unlList[index];
var currenTimeItems = new TimeItems(securityData.LastUpdate);
if (lastTimeItems.IsNewMinute(currenTimeItems))
{
lastTimeItems = currenTimeItems;
}
else
{
//delete row
_session.Delete(securityData);
counter++;
}
}
_session.Flush();
Logger.InfoFormat($"DBDiluter Diluted {counter} securities from {symbol}, between dates:{startDate} :: {endDate}");
return(counter);
}
public int DiluteOneOptionPerMinute(string symbol, DateTime startDate, DateTime endDate)
{
//endDate = new DateTime(2017, 11, 1, 0, 1, 0);
//startDate = new DateTime(2017,10,31,0,1, 0);
startDate = startDate.Date;
DateTime dueDate = startDate;
int counter = 0;
List <OptionData> unlList = null;
//Do it in step of 1 day to illuminate the huge possible records!
while (dueDate < endDate)
{
try
{
//var dueDate = startDate;
var theDate = dueDate;
var options = _session.Query <OptionData>()
.Where(optionData =>
optionData.OptionContract.Symbol.Equals(symbol) &&
optionData.LastUpdate >= theDate &&
optionData.LastUpdate < theDate.AddHours(4)) /*.Take(100000)*/.ToList();// &&
//optionData.Account.Equals(AllConfigurations.AllConfigurationsObject
// .Application.MainAccount)).ToList() /*.Take(100000)*/;
//var list = options.Where(od => od.OptionContract.Symbol.Equals(symbol)).ToList();
unlList = options.OrderBy(optionData => optionData.LastUpdate).ToList();
if (unlList.Count == 0)
{
return(0);
}
}
catch (Exception ex)
{
if (ex.InnerException != null)
{
var toString = ex.InnerException.ToString();
if (toString.Contains("canceling statement due to statement timeout"))
{
Logger.Error(ex.Message, ex);
throw new Exception("Canceling task due to Timeout!!!!");
}
}
}
finally
{
dueDate = dueDate.AddHours(4);
}
if (unlList != null)
{
var lastTimeItems = new TimeItems(unlList[0].LastUpdate);
for (var index = 1; index < unlList.Count; index++)
{
var optionData = unlList[index];
var currenTimeItems = new TimeItems(optionData.LastUpdate);
if (lastTimeItems.IsNewMinute(currenTimeItems))
{
lastTimeItems = currenTimeItems;
}
else
{
//delete row
_session.Delete(optionData);
counter++;
}
}
}
_session.Flush();
}
Logger.InfoFormat($"DBDiluter Diluted {counter} options from {symbol}, between dates:{startDate} :: {endDate}");
return(counter);
}