DateTime GetStartDate(AssetFIGI figi)
{
var price = _priceManager.TryGet(figi);
if (price == null)
{
_logger.LogTrace($"Currency price for FIGI '{figi}' is unknown, lookup first add date");
return(_priceManager.GetStartDate());
}
var lastRecordedDate = price.Candles[^ 1].Date;
public CurrencyPrice?TryGet(AssetFIGI figi)
{
var model = TryGetModel(figi);
if (model == null)
{
return(null);
}
return(new CurrencyPrice(
model.Code, model.Figi,
model.Candles.Select(c => new Candle(c.Date, c.Open, c.Close, c.Low, c.High)).ToList()));
}
public async Task AddOrAppendCandles(CurrencyCode currency, AssetFIGI figi, CandleList candles)
{
var model = TryGetModel(figi);
var candleModels = candles.Candles
.Select(c => new CandleModel(new DateTimeOffset(c.Time), c.Open, c.Close, c.Low, c.High))
.ToList();
if (model != null)
{
_logger.LogTrace($"Add {candleModels.Count} candles to existing model '{currency}' with FIGI '{figi}'");
model.Candles.AddRange(candleModels);
await _repository.Update(model);
}
else
{
_logger.LogTrace($"Creating new model '{currency}' with FIGI '{figi}'");
var newModel = new CurrencyPriceModel(currency, candles.Figi, candleModels);
await _repository.Add(newModel);
}
}
CurrencyPriceModel?TryGetModel(AssetFIGI figi) => _repository.GetAll() .FirstOrDefault(m => m.Figi == figi);
public IReadOnlyCollection <(DateTime, DateTime)> TryCalculateRequiredIntervals(AssetFIGI figi)
{
var startDate = GetStartDate(figi);
var endDate = GetEndDate();
_logger.LogTrace($"Interval for FIGI '{figi}' is {startDate}-{endDate}");
var result = new List <(DateTime, DateTime)>();
var diff = (endDate - startDate);
if (diff < TimeSpan.FromDays(1))
{
_logger.LogTrace("No processing required");
return(result);
}
var date = startDate;
while (date < endDate)
{
var interval = (endDate - date);
var nextDate = (interval.TotalDays < 365) ? endDate : date.AddDays(365);
result.Add((date, nextDate));
date = nextDate.AddDays(1);
}
_logger.LogTrace(
$"Interval splits into {result.Count} parts: {string.Join("; ", result.Select(r => r.ToString()))}");
return(result);
}