static void Main(string[] args)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");
Stopwatch stopwatch = new Stopwatch();
DateTime startDate;
var endDate = DateTime.Today.GetBusinessDay(-1);
var options = new CommandLineOptions();
if (!Parser.Default.ParseArguments(args, options))
{
Environment.Exit(Parser.DefaultExitCodeFail);
}
DateTime.TryParse(String.Join(".", options.startDate), out startDate);
var logging = new Logging(options.LogFile);
Trace.WriteLine(options.ToString());
var config = new ConfigBase();
config.Load(options.Settings);
if (!options.NoDownload)
{
IDataSource dataSource = new Bloomberg();
dataSource.Connect();
HashSet <string> shareNames = new HashSet <string>();
// get specifications
var sheet = new Sheet();
sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("shareNames") });
var shareIDs = sheet.toShares();
shareNames.UnionWith(
dataSource.GetFields(shareIDs.ToList(), "ID_BB_GLOBAL")
);
sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("indices") });
var indexNames = sheet.toShares();
sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("fields") });
var fields = new List <Field>();
sheet.toFields <Field>(fields);
//download index compositions
if (indexNames != null && indexNames.Count() > 0)
{
//obtain components of indices
var names = dataSource.DownloadMultipleComponents(indexNames.ToList(), "INDX_MEMBERS");
//convert tickers -> BB IDs
shareNames.UnionWith(dataSource.GetFields(names, "ID_BB_GLOBAL"));
}
LocalDisk disk = new LocalDisk();
disk.SetPath(options.Dir);
//delete data for shares-reload and shares-delete
{
sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("shares-reload") });
var sharesReload = dataSource.GetFields(sheet.toShares().ToList(), "ID_BB_GLOBAL");
sheet.Download(new string[] { config.GetValue("sheetCode"), config.GetValue("shares-delete") });
var sharesDelete = dataSource.GetFields(sheet.toShares().ToList(), "ID_BB_GLOBAL");
foreach (var item in sharesDelete.Concat(sharesReload))
{
disk.DeleteDirectory(item.StripOfIllegalCharacters());
}
//delete shares-delete names from list of downloadable shares
foreach (var item in sharesDelete)
{
if (shareNames.Contains(item))
{
shareNames.Remove(item);
}
}
}
shareNames = new HashSet <string>(shareNames.Where(item => item.Contains("BBG") & !item.Contains(" ")));
//roundtrip to tickers and back to bb_ids - as some bb_ids represent the same share
var ticker = dataSource.GetFields(shareNames.ToList(), "EQY_FUND_TICKER");
var asset_class = dataSource.GetFields(shareNames.ToList(), "BPIPE_REFERENCE_SECURITY_CL_RT");
var tickers = ticker.Zip(asset_class, (first, last) => first + " " + last);
HashSet <string> unique_tickers = new HashSet <string>(tickers);
shareNames = new HashSet <string>(dataSource.GetFields(unique_tickers.ToList(), "ID_BB_GLOBAL").ToList());
//download and save data
stopwatch.Start();
{
var shares = new SharesBatch(shareNames.ToList(), fields, dataSource, disk, startDate, endDate);
shares.PerformOperations();
Trace.Write("Processing Individual: ");
foreach (var shareName in shareNames)
{
Share share = new Share(name: shareName, fields: fields, dataSource: dataSource, fileAccess: disk, startDate: startDate, endDate: endDate);
share.DoWork();
}
}
dataSource.Disconnect();
//download fieldInfo
{
if (shareNames.Count() > 0)
{
dataSource.Connect(dataType: "//blp/apiflds");
disk.SetPath(options.FieldInfoDir);
Share share = new Share(name: shareNames.First(), fields: fields, dataSource: dataSource, fileAccess: disk, startDate: startDate, endDate: endDate);
share.DoWorkFieldInfo();
dataSource.Disconnect();
}
}
stopwatch.Stop();
Trace.WriteLine("Time spent downloading from BB: " + stopwatch.Elapsed.ToString());
}
//upload data via SQL connection
if (!options.NoUpload)
{
stopwatch.Restart();
{
LocalDisk disk = new LocalDisk();
disk.SetPath(options.Dir);
var database = new MySQL(config.GetValue("sqlIP"), config.GetValue("sqlUser"), config.GetValue("sqlPass"), config.GetValue("sqlDB"), disk);
database.DoWork();
}
{
LocalDisk disk = new LocalDisk();
disk.SetPath(options.FieldInfoDir);
var database = new MySQL(config.GetValue("sqlIP"), config.GetValue("sqlUser"), config.GetValue("sqlPass"), config.GetValue("sqlDB"), disk);
database.DoWorkFieldInfo();
}
stopwatch.Stop();
Trace.WriteLine("Time spent uploading: " + stopwatch.Elapsed.ToString());
logging.Close();
}
}