public static void BuildLines(List <Currency> currencies, List <Indicator> indicators, List <Watcher> watchers, List <DataPoint> lines, int dependencyLevel, int stopAt)
{
foreach (var currency in currencies)
{
foreach (var indicator in indicators)
{
if (indicator.DependencyLevel == dependencyLevel) // We set the consecutive ones
{
// Get latest line for this currency indicator pair
var line = lines.FirstOrDefault(LineExpression.Line(lines[0].Time, currency.CurrencyId, indicator.IndicatorId).Compile());
// Get all watchers for this currency indicator pair
var filteredWatchers = watchers.Where(WatcherExpression.WatcherFilter(null, currency.CurrencyId, indicator.IndicatorId).Compile()).ToList();
// Build
var value = IndicatorBuilder.BuildValue(currency, indicator, lines);
var averageBuy = IndicatorBuilder.BuildAverageBuy(filteredWatchers);
var averageSell = IndicatorBuilder.BuildAverageSell(filteredWatchers);
// Set
line?.Set(value, averageBuy, averageSell);
}
}
}
// Do the same with the next level recursively
if (dependencyLevel < stopAt)
{
BuildLines(currencies, indicators, watchers, lines, dependencyLevel + 1, stopAt);
}
}
public static Dictionary <DateTime, Dictionary <string, Dictionary <string, decimal?> > > BuildValues(
List <DataPoint> lines)
{
// Distinct
var times = lines.Select(x => x.Time).Distinct().ToList();
var targets = lines.Select(x => x.TargetId).Distinct().ToList();
var indicators = lines.Select(x => x.IndicatorId).Distinct().ToList();
// Loop
var level1 = new Dictionary <DateTime, Dictionary <string, Dictionary <string, decimal?> > >();
foreach (var time in times)
{
var level2 = new Dictionary <string, Dictionary <string, decimal?> >();
foreach (var indicator in indicators)
{
var level3 = new Dictionary <string, decimal?>();
foreach (var target in targets)
{
var line = lines.FirstOrDefault(LineExpression.Line(time, target, indicator).Compile());
level3.Add(target, line?.Value);
}
level2.Add(indicator, level3);
}
level1.Add(time, level2);
}
// Return
return(level1);
}
public async Task RemoveObsoleteLines()
{
// Start watch
var stopwatch = new Stopwatch();
stopwatch.Start();
// Get lines to be removed
var lines = await _mainDbContext.Lines.Where(LineExpression.ObsoleteLine()).ToListAsync();
// Remove
_mainDbContext.Lines.RemoveRange(lines);
// Save
await _mainDbContext.SaveChangesAsync();
// Stop watch
stopwatch.Stop();
// Log into Splunk
_logger.LogSplunkInformation("RemoveObsoleteLines", new
{
lines.Count,
ExecutionTime = stopwatch.Elapsed.TotalSeconds
});
}
public async Task <List <DataPointResponse> > GetAllLines(string currencyId = null, IndicatorType?indicatorType = null, string indicatorId = null, string userId = null)
{
// Get all lines
var lines = await _lineRepository.GetAll(LineExpression.LineFilter(currencyId, indicatorType, indicatorId, userId));
// Response
var response = _mapper.Map <List <DataPointResponse> >(lines);
// Return
return(response);
}
private async Task SetCurrentLinesAsNoLongerCurrent()
{
// Get current lines
var currentLines = await _lineRepository.GetAll(LineExpression.CurrentLine());
// Set as no longer current
LineBuilder.SetLinesAsNoLongerCurrent(currentLines);
// Update
_lineRepository.UpdateRange(currentLines);
}
public async Task <List <Responses.Line> > GetAllLines(string currencyId = null, IndicatorType?indicatorType = null, string indicatorId = null, string userId = null)
{
// Get all lines
var lines = await _mainDbContext.Lines.Where(LineExpression.LineFilter(currencyId, indicatorType, indicatorId, userId)).ToListAsync();
// Response
var response = _mapper.Map <List <Responses.Line> >(lines);
// Return
return(response);
}
public async Task <ScriptVariables> GetScriptVariables(GetScriptVariables query)
{
// Get all lines
var lines = await _mainDbContext.Lines.Where(LineExpression.Filter(query.Period, query.CurrencyIds, query.UserIds, query.IndicatorIds)).ToListAsync();
// Response
var response = ScriptVariablesBuilder.BuildScriptVariables(lines);
// Return
return(response);
}
public async Task <List <Responses.Line> > GetLines(GetLines query)
{
// Get all lines
var lines = await _mainDbContext.Lines.Where(LineExpression.Filter(query.Period, query.CurrencyIds, query.UserIds, query.IndicatorIds)).ToListAsync();
// Response
var response = _mapper.Map <List <Responses.Line> >(lines);
// Return
return(response);
}
public async Task Run()
{
try
{
// Start watch
var stopwatch = new Stopwatch();
stopwatch.Start();
// Get current lines
var currentLines = await _lineRepository.GetAll(LineExpression.CurrentLine());
// Build default watchers
var newDefaultWatchers = WatcherBuilder.BuildDefaultWatchers(currentLines);
// Get all default watchers
var defaultWatchers = await _watcherRepository.GetAll(WatcherExpression.DefaultWatcher());
// Update
_watcherRepository.UpdateCollection(defaultWatchers, newDefaultWatchers);
// Save
await _mainDbContext.SaveChangesAsync();
// Stop watch
stopwatch.Stop();
// Log into Splunk
_logger.LogSplunkJob(new
{
newDefaultWatchers.Count,
ExecutionTime = stopwatch.Elapsed.TotalSeconds
});
// Return
await Task.CompletedTask;
}
catch (Exception ex)
{
// Log into Splunk
_logger.LogSplunkJob(new
{
JobFailed = ex.Message
});
// Log error into Splunk
_logger.LogSplunkError(ex);
}
}
public async Task <List <Watcher> > UpdateDefaultWatchers(List <Line> lines)
{
// Return if there are no lines
if (lines.Count == 0)
{
return(new List <Watcher>());
}
// Start watch
var stopwatch = new Stopwatch();
stopwatch.Start();
// Get newest time
var newestTime = lines.Max(x => x.Time);
// Get current lines
var currentLines = await _lineRepository.GetAll(LineExpression.CurrentLine(newestTime));
// Build default watchers
var newDefaultWatchers = WatcherBuilder.BuildDefaultWatchers(currentLines);
// Get all default watchers
var defaultWatchers = await _watcherRepository.GetAll(WatcherExpression.DefaultWatcher());
// Update
_watcherRepository.UpdateCollection(defaultWatchers, newDefaultWatchers);
// Save
await _dbContext.SaveChangesAsync();
// Stop watch
stopwatch.Stop();
// Log into Splunk
_logger.LogSplunkInformation("UpdateDefaultWatchers", new
{
newDefaultWatchers.Count,
ExecutionTime = stopwatch.Elapsed.TotalSeconds
});
// Return
return(defaultWatchers);
}
public async Task Run()
{
try
{
// Start watch
var stopwatch = new Stopwatch();
stopwatch.Start();
// Get lines to be removed
var lines = await _lineRepository.GetAll(LineExpression.ObsoleteLine());
// Remove
_lineRepository.RemoveRange(lines);
// Save
await _mainDbContext.SaveChangesAsync();
// Stop watch
stopwatch.Stop();
// Log into Splunk
_logger.LogSplunkJob(new
{
lines.Count,
ExecutionTime = stopwatch.Elapsed.TotalSeconds
});
// Return
await Task.CompletedTask;
}
catch (Exception ex)
{
// Log into Splunk
_logger.LogSplunkJob(new
{
JobFailed = ex.Message
});
// Log error into Splunk
_logger.LogSplunkError(ex);
}
}
public async Task <List <Responses.Chart> > GetCharts(Period period = Period.ONE_MINUTE, List <string> currencyIds = null, List <string> userIds = null, List <string> indicatorIds = null)
{
// Get all currencies
var currencies = await _mainDbContext.Currencies.Where(CurrencyExpression.Filter(currencyIds)).ToListAsync();
// Get all indicators
var indicators = await _mainDbContext.Indicators.Where(IndicatorExpression.Filter(indicatorIds)).ToListAsync();
// Get all lines
var lines = await _mainDbContext.Lines.Where(LineExpression.Filter(period, currencyIds, userIds, indicatorIds)).ToListAsync();
// Build charts
var charts = ChartBuilder.BuildCharts(currencies, indicators, lines);
// Response
var response = _mapper.Map <List <Responses.Chart> >(charts);
// Return
return(response);
}
public async Task <List <Responses.LineChart> > GetAllLineCharts(string currencyId = null, IndicatorType?indicatorType = null, string indicatorId = null, string userId = null)
{
// Get all currencies
var currencies = await _currencyRepository.GetAll(CurrencyExpression.CurrencyFilter(currencyId));
// Get all indicators
var indicators = await _indicatorRepository.GetAll(IndicatorExpression.IndicatorFilter(indicatorType, indicatorId, userId));
// Get all lines
var lines = await _lineRepository.GetAll(LineExpression.LineFilter(currencyId, indicatorType, indicatorId, userId));
// Build
var lineCharts = LineChartBuilder.BuildLineCharts(currencies, indicators, lines);
// Response
var response = _mapper.Map <List <Responses.LineChart> >(lineCharts);
// Return
return(response);
}
public async Task <List <Responses.Chart> > GetAllCharts(string currencyId = null, IndicatorType?indicatorType = null, string indicatorId = null, string userId = null)
{
// Get all currencies
var currencies = await _mainDbContext.Currencies.Where(CurrencyExpression.CurrencyFilter(currencyId)).ToListAsync();
// Get all indicators
var indicators = await _mainDbContext.Indicators.Where(IndicatorExpression.IndicatorFilter(indicatorType, indicatorId, userId)).ToListAsync();
// Get all lines
var lines = await _mainDbContext.Lines.Where(LineExpression.LineFilter(currencyId, indicatorType, indicatorId, userId)).ToListAsync();
// Build
var charts = ChartBuilder.BuildCharts(currencies, indicators, lines);
// Response
var response = _mapper.Map <List <Responses.Chart> >(charts);
// Return
return(response);
}
public async Task RemoveObsoleteLines()
{
// Start watch
var stopwatch = new Stopwatch();
stopwatch.Start();
// Get lines to be removed
var lines = await _mainDbContext.Lines.Where(LineExpression.ObsoleteLine(_appSettings.LineRetention)).ToListAsync();
// Remove
_mainDbContext.Lines.RemoveRange(lines);
// Save
await _mainDbContext.SaveChangesAsync();
// Stop watch
stopwatch.Stop();
// Log
_logger.LogInformation("{@Event}, {@Count}, {@ExecutionTime}", "ObsoleteLinesRemoved", lines.Count, stopwatch.Elapsed.TotalSeconds);
}
