private bool SetTickerMetadata(long tickerId, ITimeSeriesMetadata metadata, SqlConnection conn)
{
bool result = false;
SqlCommand cmd = new SqlCommand();
//first checking if TS exists
string spName = "[SP_Set_Ticker_Metadata]";
cmd.CommandText = schema + "." + spName;
cmd.CommandType = CommandType.StoredProcedure;
cmd.Connection = conn;
var paramTickerSymbol = new SqlParameter("@IN_Ticker_Id", SqlDbType.Int, 0, ParameterDirection.Input, false, 0, 0, "", DataRowVersion.Current, tickerId);
cmd.Parameters.Add(paramTickerSymbol);
var paramTickerMeta = new SqlParameter("@IN_Ticker_Metadata", SqlDbType.Structured);
paramTickerMeta.Value = ConvertToTickerMetadata(metadata);
paramTickerMeta.TypeName = "TYPE_Ticker_Metadata";
paramTickerMeta.Direction = ParameterDirection.Input;
cmd.Parameters.Add(paramTickerMeta);
cmd.ExecuteNonQuery();
result = true;
return(result);
}
private DataTable ConvertToTickerMetadata(ITimeSeriesMetadata data)
{
DataTable dtFilingData = DataAccessTypes.CreateTickerMetadataTable();
foreach (var k in data.Values.Keys)
{
DataRow rowFilingData = dtFilingData.NewRow();
rowFilingData["Key"] = k;
rowFilingData["Value"] = data.Values[k];
dtFilingData.Rows.Add(rowFilingData);
}
return(dtFilingData);
}
public IQuotesSourceGetQuotesResult GetQuotes(IQuotesSourceGetQuotesParams getQuotesParams)
{
List <string> tickers = new List <string>(getQuotesParams.Tickers);
// if no tickers were provided - importing al available
if (tickers.Count == 0)
{
tickers.AddRange(_tickers.Keys);
}
DMFX.BLS.Api.BLSApi blsApi = new DMFX.BLS.Api.BLSApi();
IQuotesSourceGetQuotesResult result = new BLSSourceGetQuotesResult();
foreach (var t in tickers)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(t);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
try
{
var response = blsApi.Download(_tickers[t].Bls_Code, getQuotesParams.PeriodStart, getQuotesParams.PeriodEnd);
IQuotesData qd = new BaseQuotesData();
qd.Country = getQuotesParams.Country;
qd.Ticker = _tickers[t].Ticker_Symbol;
qd.Name = _tickers[t].Ticker_Name;
qd.TimeFrame = GetTimeFrame(response.Timeframe);
qd.AgencyCode = s_agencyCode;
qd.Unit = EUnit.Value;
qd.Type = ETimeSeriesType.Indicator;
// adding value records
foreach (var q in response.Quotes)
{
ITimeSeriesRecord tsr = new CustomTimeseriesRecord(qd.Ticker, q.PeriodEnd, q.Value);
qd.AddRecord(tsr);
}
// adding metadata
if (_tickers[t].Metadata != null && _tickers[t].Metadata.Count > 0)
{
ITimeSeriesMetadata metadata = qd.CreateQuotesMetadata();
metadata.Values = _tickers[t].Metadata;
qd.Metadata = metadata;
}
result.QuotesData.Add(qd);
}
catch (Exception ex)
{
result.Success = false;
result.AddError(EErrorCodes.QuotesSourceFail, EErrorType.Error, ex.Message);
}
}
}
result.Success = result.QuotesData.Count > 0;
if (result.Success && result.QuotesData.Count <= getQuotesParams.Tickers.Count)
{
result.AddError(EErrorCodes.QuotesNotFound, EErrorType.Warning, "Not all quotes were found");
}
else if (!result.Success)
{
result.AddError(EErrorCodes.QuotesNotFound, EErrorType.Error, "Requested tickers are not supported or quotes for them not found");
}
return(result);
}
