private async Task AddHistoryToSecurities(Dictionary <Symbol, Security?> securities, HistoryFlags historyFlags, CancellationToken ct)
{
List <Security> secs = securities.Values.NotNull().ToList();
var dividendJobs = secs.Where(_ => historyFlags.HasFlag(HistoryFlags.DividendHistory))
.Select(sec => (sec, History.GetTicksAsync <DividendTick>(sec.Symbol, ct))).ToList();
var splitJobs = secs.Where(_ => historyFlags.HasFlag(HistoryFlags.SplitHistory))
.Select(sec => (sec, History.GetTicksAsync <SplitTick>(sec.Symbol, ct))).ToList();
var priceJobs = secs.Where(_ => historyFlags.HasFlag(HistoryFlags.PriceHistory))
.Select(sec => (sec, History.GetTicksAsync <PriceTick>(sec.Symbol, ct))).ToList();
List <Task> tasks = new();
tasks.AddRange(dividendJobs.Select(t => t.Item2));
tasks.AddRange(splitJobs.Select(t => t.Item2));
tasks.AddRange(priceJobs.Select(t => t.Item2));
await TaskExt.WhenAll(tasks).ConfigureAwait(false);
foreach (var(security, task) in dividendJobs)
{
security.DividendHistory = task.Result;
}
foreach (var(security, task) in splitJobs)
{
security.SplitHistory = task.Result;
}
foreach (var(security, task) in priceJobs)
{
security.PriceHistory = task.Result;
security.PriceHistoryBase = GetPriceHistoryBase(task.Result, security);
}
}
public async Task <Dictionary <Symbol, Security?> > GetAsync(IEnumerable <Symbol> symbols, HistoryFlags historyFlags, Symbol historyBase, CancellationToken ct = default)
{
HashSet <Symbol> syms = symbols.ToHashSet();
if (syms.Any(s => s.IsEmpty))
{
throw new ArgumentException("Empty symbol.");
}
if (historyBase.IsCurrencyRate)
{
throw new ArgumentException($"Invalid base symbol: {historyBase}.");
}
if (!historyBase.IsEmpty && syms.Any(s => s.IsCurrencyRate))
{
throw new ArgumentException($"Invalid symbol: {syms.First(s => s.IsCurrencyRate)}.");
}
if (historyBase.IsEmpty && syms.Any(s => s.IsCurrency))
{
throw new ArgumentException($"Invalid symbol: {syms.First(s => s.IsCurrency)}.");
}
if (!historyBase.IsEmpty && !historyFlags.HasFlag(HistoryFlags.PriceHistory))
{
throw new ArgumentException("PriceHistory must be enabled when historyBase is specified.");
}
try
{
Dictionary <Symbol, Security?> securities = await GetSecuritiesyAsync(syms, historyFlags, historyBase, ct).ConfigureAwait(false);
return(syms.ToDictionary(symbol => symbol, symbol => securities[symbol]));
}
catch (Exception e)
{
Logger.LogCritical(e, "YahooQuotes: GetAsync() error.");
throw;
}
}
