public void Run(string command)
{
lock (this._lock)
{
var console = this._appFactory.Console;
var apiRepository = this._appFactory.SecurityApiRepository;
var marketApiRepository = this._appFactory.MarketApiRepository;
var cmd = command.ToLower();
cmd = cmd.Replace("run high volume trades", string.Empty).Trim();
var splitCmd = cmd.Split(' ');
var rawFromDate = splitCmd.FirstOrDefault();
var market = splitCmd.Skip(1).FirstOrDefault();
var trades = splitCmd.Skip(2).FirstOrDefault();
var saveMarketCsv = splitCmd.Skip(3).FirstOrDefault();
var saveTradeCsv = splitCmd.Skip(4).FirstOrDefault();
var sedols = splitCmd.Skip(5).ToList();
var fromSuccess = DateTime.TryParse(
rawFromDate,
CultureInfo.CurrentCulture,
DateTimeStyles.AssumeLocal,
out var fromDate);
var tradesSuccess = string.Equals(trades, "trade", StringComparison.InvariantCultureIgnoreCase) ||
string.Equals(trades, "notrade", StringComparison.InvariantCultureIgnoreCase);
var marketSuccess = !string.IsNullOrWhiteSpace(market);
var saveMarketCsvSuccess =
string.Equals(saveMarketCsv, "marketcsv", StringComparison.InvariantCultureIgnoreCase) ||
string.Equals(saveMarketCsv, "nomarketcsv", StringComparison.InvariantCultureIgnoreCase);
var saveTradeCsvSuccess =
string.Equals(saveTradeCsv, "tradecsv", StringComparison.InvariantCultureIgnoreCase) ||
string.Equals(saveTradeCsv, "notradecsv", StringComparison.InvariantCultureIgnoreCase);
if (!fromSuccess)
{
console.WriteToUserFeedbackLine($"Did not understand from date of {rawFromDate}");
return;
}
if (!marketSuccess)
{
console.WriteToUserFeedbackLine($"Did not understand market of {market}");
return;
}
if (!tradesSuccess)
{
console.WriteToUserFeedbackLine(
$"Did not understand trades of {trades}. Can be 'trade' or 'notrade'");
return;
}
if (!saveMarketCsvSuccess)
{
console.WriteToUserFeedbackLine(
"Did not understand the save to csv value. Options are \'market\' or \'nomarketcsv\'. No spaces.");
return;
}
if (!saveTradeCsvSuccess)
{
console.WriteToUserFeedbackLine(
"Did not understand the save to csv value. Options are \'trade\' or \'notradecsv\'. No spaces.");
return;
}
if (!sedols.Any())
{
console.WriteToUserFeedbackLine("Did not understand any of the sedol arguments provided");
return;
}
var isHeartbeatingTask = apiRepository.Heartbeating();
isHeartbeatingTask.Wait();
if (!isHeartbeatingTask.Result)
{
console.WriteToUserFeedbackLine("Could not connect to the security api on the client service");
return;
}
var priceApiTask = apiRepository.Get(fromDate, fromDate.Date.AddDays(1).AddSeconds(-1), market);
priceApiTask.Wait();
var priceApiResult = priceApiTask.Result;
if (priceApiResult == null || (!priceApiResult.SecurityPrices?.Any() ?? true))
{
console.WriteToUserFeedbackLine(
"Could not find any results on the security api for the provided query");
return;
}
var marketApiHeartbeatTask = marketApiRepository.HeartBeating();
marketApiHeartbeatTask.Wait();
if (!marketApiHeartbeatTask.Result)
{
console.WriteToUserFeedbackLine("Could not connect to the market api on the client service");
return;
}
var marketApiTask = marketApiRepository.Get();
marketApiTask.Wait();
var marketApiResult = marketApiTask.Result;
if (marketApiResult == null || marketApiResult.Count == 0)
{
console.WriteToUserFeedbackLine(
"Could not find any results for the market api on the client service");
return;
}
var marketData = marketApiResult.FirstOrDefault(
ap => string.Equals(ap.Code, market, StringComparison.InvariantCultureIgnoreCase));
if (marketData == null)
{
console.WriteToUserFeedbackLine(
"Could not find any relevant results for the market api on the client service");
return;
}
var auroraRepository = this._appFactory.AuroraRepository;
auroraRepository.DeleteTradingAndMarketDataForMarketOnDate(market, fromDate);
var equitiesDirectory = Path.Combine(Directory.GetCurrentDirectory(), FileDirectory);
this._equitiesFileStorageProcess =
this._appFactory.EquitiesFileStorageProcessFactory.Create(equitiesDirectory);
var tradeDirectory = Path.Combine(Directory.GetCurrentDirectory(), TradeFileDirectory);
this._orderFileStorageProcess = this._appFactory.OrderFileStorageProcessFactory.Build(tradeDirectory);
var equityStream = this._appFactory.StockExchangeStreamFactory.CreateDisplayable(console);
this._equityProcess = this._appFactory.EquitiesDataGenerationProcessFactory.Build();
var tradeStream = this._appFactory.TradeOrderStreamFactory.CreateDisplayable(console);
this._tradingProcess = this._appFactory.TradingFactory.Create().MarketUpdate()
.TradingNormalDistributionVolume(4).SetFilterSedol(sedols, false).Finish();
var highVolumeTradingProcess = this._appFactory.TradingHighVolumeFactory.Build(sedols);
equityStream.Subscribe(highVolumeTradingProcess);
highVolumeTradingProcess.InitiateTrading(equityStream, tradeStream);
if (string.Equals(trades, "trade", StringComparison.InvariantCultureIgnoreCase))
{
this._tradingProcess.InitiateTrading(equityStream, tradeStream);
}
if (string.Equals(saveMarketCsv, "marketcsv", StringComparison.InvariantCultureIgnoreCase))
{
this._equitiesFileStorageProcess.Initiate(equityStream);
}
if (string.Equals(saveTradeCsv, "tradecsv", StringComparison.InvariantCultureIgnoreCase))
{
tradeStream.Subscribe(this._orderFileStorageProcess);
}
this._equityProcess.InitiateWalk(equityStream, marketData, priceApiResult);
}
}
private void _Run(string command)
{
// command splitter
var console = this._appFactory.Console;
var apiRepository = this._appFactory.SecurityApiRepository;
var marketApiRepository = this._appFactory.MarketApiRepository;
var cmd = command.ToLower();
cmd = cmd.Replace("run data generation", string.Empty).Trim();
var splitCmd = cmd.Split(' ');
var rawFromDate = splitCmd.FirstOrDefault();
var rawToDate = splitCmd.Skip(1).FirstOrDefault();
var market = splitCmd.Skip(2).FirstOrDefault();
var trade = splitCmd.Skip(3).FirstOrDefault();
var saveMarketCsv = splitCmd.Skip(4).FirstOrDefault();
var saveTradeCsv = splitCmd.Skip(5).FirstOrDefault();
var filterFtse100 = splitCmd.Skip(6).FirstOrDefault();
var fromSuccess = DateTime.TryParse(
rawFromDate,
CultureInfo.CurrentCulture,
DateTimeStyles.AssumeLocal,
out var fromDate);
var toSuccess = DateTime.TryParse(
rawToDate,
CultureInfo.CurrentCulture,
DateTimeStyles.AssumeLocal,
out var toDate);
var marketSuccess = !string.IsNullOrWhiteSpace(market);
var tradeSuccess = string.Equals(trade, "trades", StringComparison.OrdinalIgnoreCase) ||
string.Equals(trade, "notrades", StringComparison.OrdinalIgnoreCase);
var saveMarketCsvSuccess = string.Equals(saveMarketCsv, "marketcsv", StringComparison.OrdinalIgnoreCase) ||
string.Equals(
saveMarketCsv,
"nomarketcsv",
StringComparison.OrdinalIgnoreCase);
var saveTradeCsvSuccess = string.Equals(saveTradeCsv, "tradecsv", StringComparison.OrdinalIgnoreCase) ||
string.Equals(saveTradeCsv, "notradecsv", StringComparison.OrdinalIgnoreCase);
var applyFtseFilter = string.Equals(filterFtse100, "filter-ftse-100", StringComparison.OrdinalIgnoreCase);
if (!fromSuccess)
{
console.WriteToUserFeedbackLine($"Did not understand from date of {rawFromDate}");
return;
}
if (!toSuccess)
{
console.WriteToUserFeedbackLine($"Did not understand to date of {rawToDate}");
return;
}
if (!marketSuccess)
{
console.WriteToUserFeedbackLine($"Did not understand market of {market}");
return;
}
if (!tradeSuccess)
{
console.WriteToUserFeedbackLine(
"Did not understand value for whether to include trades. Options are \'trades\' or \'notrades\'. No spaces.");
return;
}
if (!saveMarketCsvSuccess)
{
console.WriteToUserFeedbackLine(
"Did not understand the save to csv value. Options are \'market\' or \'nomarketcsv\'. No spaces.");
return;
}
if (!saveTradeCsvSuccess)
{
console.WriteToUserFeedbackLine(
"Did not understand the save to csv value. Options are \'trade\' or \'notradecsv\'. No spaces.");
return;
}
var isHeartbeatingTask = apiRepository.Heartbeating();
isHeartbeatingTask.Wait();
if (!isHeartbeatingTask.Result)
{
console.WriteToUserFeedbackLine("Could not connect to the security api on the client service");
return;
}
var priceApiTask = apiRepository.Get(fromDate, toDate, market);
priceApiTask.Wait();
var priceApiResult = priceApiTask.Result;
if (priceApiResult == null || (!priceApiResult.SecurityPrices?.Any() ?? true))
{
console.WriteToUserFeedbackLine(
"Could not find any results on the security api for the provided query");
return;
}
var marketApiHeartbeatTask = marketApiRepository.HeartBeating();
marketApiHeartbeatTask.Wait();
if (!marketApiHeartbeatTask.Result)
{
console.WriteToUserFeedbackLine("Could not connect to the market api on the client service");
return;
}
var marketApiTask = marketApiRepository.Get();
marketApiTask.Wait();
var marketApiResult = marketApiTask.Result;
if (marketApiResult == null || marketApiResult.Count == 0)
{
console.WriteToUserFeedbackLine("Could not find any results for the market api on the client service");
return;
}
var marketData = marketApiResult.FirstOrDefault(
ap => string.Equals(ap.Code, market, StringComparison.OrdinalIgnoreCase));
if (marketData == null)
{
console.WriteToUserFeedbackLine(
"Could not find any relevant results for the market api on the client service");
return;
}
var equityStream = this._appFactory.StockExchangeStreamFactory.CreateDisplayable(console);
this._equityProcess = this._appFactory.EquitiesDataGenerationProcessFactory.Build();
var tradeStream = this._appFactory.TradeOrderStreamFactory.CreateDisplayable(console);
var filterStep = this._appFactory.TradingFactory.Create().MarketUpdate().TradingNormalDistributionVolume(5);
ICompleteSelector completeSelector;
if (applyFtseFilter)
{
completeSelector = filterStep.SetFilterSedol(this.Ftse100SedolList(), true);
}
else
{
completeSelector = filterStep.SetFilterNone();
}
this._tradingProcess = completeSelector.Finish();
var equitiesDirectory = Path.Combine(Directory.GetCurrentDirectory(), FileDirectory);
this._equitiesFileStorageProcess =
this._appFactory.EquitiesFileStorageProcessFactory.Create(equitiesDirectory);
var tradeDirectory = Path.Combine(Directory.GetCurrentDirectory(), TradeFileDirectory);
this._orderFileStorageProcess = this._appFactory.OrderFileStorageProcessFactory.Build(tradeDirectory);
if (string.Equals(trade, "trades", StringComparison.OrdinalIgnoreCase))
{
this._tradingProcess.InitiateTrading(equityStream, tradeStream);
}
if (string.Equals(saveMarketCsv, "marketcsv", StringComparison.OrdinalIgnoreCase))
{
this._equitiesFileStorageProcess.Initiate(equityStream);
}
if (string.Equals(saveTradeCsv, "tradecsv", StringComparison.OrdinalIgnoreCase))
{
tradeStream.Subscribe(this._orderFileStorageProcess);
}
this._equityProcess.InitiateWalk(equityStream, marketData, priceApiResult);
}
