private void EnrichQuotes(List <StockQuote> quotes, DateTime date)
{
var allQuotesFromPreviousSession = _stockQuoteRepository.GetAllQuotesFromPreviousSession(date).ToHashSet();
foreach (var quote in quotes)
{
quote.Company = _companyRepository.GetById(quote.Ticker);
if (quote.Company == null)
{
var newCompanyEntity = new Company {
Ticker = quote.Ticker
};
quote.Company = newCompanyEntity;
_companyRepository.Add(newCompanyEntity);
_companyRepository.SaveChanges();
}
else
{
quote.PreviousStockQuote = allQuotesFromPreviousSession.SingleOrDefault(x => x.Ticker.Equals(quote.Ticker));
if (quote.PreviousStockQuote != null)
{
quote.AveragePriceChange = (quote.AveragePrice - quote.PreviousStockQuote.AveragePrice) /
quote.PreviousStockQuote.AveragePrice;
}
else
{
_logger.LogWarning($"Inconsistent state. {quote.Ticker} is present in database, yet it does not have any record from previous session dated in {allQuotesFromPreviousSession.First().DateParsed.ToShortDateString()}" +
$"Add it to blacklist or data fix manually.");
}
}
quote.DateParsed = DateTime.ParseExact(quote.Date.ToString(), "yyyyMMdd",
CultureInfo.InvariantCulture);
}
}
public virtual List <StockQuote> GetSignals(TradingSimulationConfig tradingSimulationConfig, DateTime date)
{
var allQuotesFromLastSession = StockQuoteRepository.GetAllQuotesFromPreviousSession(date);
return(GetTopN(tradingSimulationConfig, allQuotesFromLastSession, date));
}