public async Task InsertToDatabase(IStockQuoteFromDataSource stockData)
{
// get previous close price , if none, it's the first record and then insert to db
IReadOnlyList <IStockPriceHistory> previousPrices = await _database.GetStockPriceHistoryAsync(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime, 1).ConfigureAwait(false);
IStockPriceHistory previousStockPriceHistory = previousPrices?.FirstOrDefault();
if (previousStockPriceHistory == null)
{
//string msg = $"The stock data {GetStockFullID(todayPriceFromDataSource.StockId)} from data sourceKind doesn't have the previous closed price, so it will NOT be added to database";
//WriteToErrorLog(msg);
IStockPriceHistory priceHist = new StockPriceHistory(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime)
{
OpenPrice = stockData.OpenPrice,
ClosePrice = stockData.ClosePrice,
HighPrice = stockData.HighPrice,
LowPrice = stockData.LowPrice,
Volume = stockData.Volume
};
await _database.AddOrUpdateStockPriceHistoryAsync(priceHist).ConfigureAwait(false);
return;
}
// get the max days of SystemN
IReadOnlyList <IStockPriceHistory> recentStockPriceHistory = await _database.GetStockPriceHistoryAsync(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime, _maxCalculationDay - 1).ConfigureAwait(false);
// if there exists previous closed price, then calculate today's ATR
decimal todayATR = _baseData.CalculateTodayATR(stockData.HighPrice, stockData.LowPrice, previousStockPriceHistory.ClosePrice);
(decimal? N20, decimal? HighIn20, decimal? LowIn10) = DailyPriceCalculationSystem(BuySellStrategyType.N20, recentStockPriceHistory, todayATR, stockData);
(decimal? N40, decimal? HighIn40, decimal? LowIn15) = DailyPriceCalculationSystem(BuySellStrategyType.N40, recentStockPriceHistory, todayATR, stockData);
(decimal? N60, decimal? HighIn60, decimal? LowIn20) = DailyPriceCalculationSystem(BuySellStrategyType.N60, recentStockPriceHistory, todayATR, stockData);
decimal?MA20 = CalculateMovingAverage(20, recentStockPriceHistory, stockData);
decimal?MA40 = CalculateMovingAverage(40, recentStockPriceHistory, stockData);
decimal?MA60 = CalculateMovingAverage(60, recentStockPriceHistory, stockData);
decimal?MA120 = CalculateMovingAverage(120, recentStockPriceHistory, stockData);
decimal?MA240 = CalculateMovingAverage(240, recentStockPriceHistory, stockData);
IStockPriceHistory priceHistory = new StockPriceHistory(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime)
{
OpenPrice = stockData.OpenPrice,
ClosePrice = stockData.ClosePrice,
HighPrice = stockData.HighPrice,
LowPrice = stockData.LowPrice,
Volume = stockData.Volume,
ATR = todayATR,
N20 = N20,
N40 = N40,
N60 = N60,
HighIn20 = HighIn20,
LowIn10 = LowIn10,
HighIn40 = HighIn40,
LowIn15 = LowIn15,
HighIn60 = HighIn60,
LowIn20 = LowIn20,
MA20 = MA20,
MA40 = MA40,
MA60 = MA60,
MA120 = MA120,
MA240 = MA240
};
await _database.AddOrUpdateStockPriceHistoryAsync(priceHistory).ConfigureAwait(false);
}
