public async Task <int> AddDailyPrices(SecuritiesDIM security)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
string avKey = context.AppSettings.Where(ap => ap.SettingName == "AlphaVantageAPI").First().SettingValue;
AlphaVantageConnection avConn = _dataFactory.CreateAlphaVantageClient(avKey);
IEnumerable <AVSecurityPriceData> allPrices = await avConn.GetPricesAsync(security);
HashSet <DateTime> existingDates = context.SecurityPriceData.Where(spd => spd.Security.Symbol == security.Symbol).Select(spd => spd.Date).ToHashSet();
string assetClass = security.AssetClass.Name;
int pricesSaved = 0;
foreach (AVSecurityPriceData price in allPrices)
{
if (!existingDates.Contains(price.TimeStamp))
{
// i should the indirect quote therefore i inverse the price here...
if (assetClass == "FX")
{
price.Close = 1 / price.Close;
}
if (security.Currency.Symbol == "GBP" && assetClass != "FX")
{
price.Close /= 100;
}
SecurityPriceStore newPrice = new SecurityPriceStore {
Date = price.TimeStamp, ClosePrice = price.Close, SecurityId = security.SecurityId, PriceSource = price.PriceSource
};
context.SecurityPriceData.Add(newPrice);
pricesSaved += 1;
}
}
await context.SaveChangesAsync();
return(pricesSaved);
}
}
