private void CreatePortfolioNavDates(ISession session, NavDate currentNavDate)
{
using (var transaction = session.BeginTransaction())
{
IList <Portfolio> portfolioList = portfolioRepository.GetPortfolioList(session);
logger.Log(LogLevel.Info, $"Portfolio count: {portfolioList.Count}");
IList <PortfolioNavDate> portfolioNavDateList = portfolioNavDateRepository.GetPortfolioNavDateListByNavDate(session, currentNavDate);
logger.Log(LogLevel.Info, $"Portfolio with NavDate {currentNavDate.Date} count: {portfolioNavDateList.Count}");
foreach (var portfolio in portfolioList)
{
if (portfolioNavDateList.Any(p => p.Portfolio.PortfolioId == portfolio.PortfolioId))
{
continue;
}
PortfolioNavDate portfolioNavDate = new PortfolioNavDate()
{
NavDate = currentNavDate,
Portfolio = portfolio,
CreateDate = DateTime.Now
};
portfolioNavDateRepository.SaveOrUpdate(session, portfolioNavDate);
logger.Log(LogLevel.Info, $"Created NavDate {currentNavDate.Date} for Portfolio {portfolio.PortfolioId}");
}
transaction.Commit();
}
}
public void FixStatusOfPreviousNavDate(ISession session, NavDate currentNavDate)
{
if (session == null)
{
throw new ArgumentNullException(nameof(session));
}
if (currentNavDate == null)
{
throw new ArgumentNullException(nameof(currentNavDate));
}
IList <NavDate> navDateInErrorList = navDateRepository.GetNavDateByRefreshSecurityStaticDataStatus(session, RefreshSecurityStaticDataStatus.Error);
IList <NavDate> navDateInProgressList = navDateRepository.GetNavDateByRefreshSecurityStaticDataStatus(session, RefreshSecurityStaticDataStatus.InProgress);
IList <NavDate> navDateToDoList = navDateRepository.GetNavDateByRefreshSecurityStaticDataStatus(session, RefreshSecurityStaticDataStatus.ToDo);
IList <NavDate> pendingNavDateList = navDateInErrorList.Concat(navDateInProgressList).Concat(navDateToDoList).ToList();
logger.Log(LogLevel.Info, $"Pending NavDate retrieved: {pendingNavDateList.Count}");
foreach (var pendingNavDate in pendingNavDateList)
{
if (pendingNavDate.NavDateId == currentNavDate.NavDateId)
{
continue;
}
logger.Log(LogLevel.Info, $"NavDate [{pendingNavDate.NavDateId}, {pendingNavDate.Date}]: RefreshSecurityStaticDataStatus {pendingNavDate.RefreshSecurityStaticDataStatus} will be set to Expired");
pendingNavDate.RefreshSecurityStaticDataStatus = RefreshSecurityStaticDataStatus.Expired;
navDateRepository.SaveOrUpdate(session, pendingNavDate);
logger.Log(LogLevel.Info, $"NavDate [{pendingNavDate.NavDateId}, {pendingNavDate.Date}]: RefreshSecurityStaticDataStatus {pendingNavDate.RefreshSecurityStaticDataStatus} has been set to Expired");
}
}
public string GetDescription()
{
var description = $"{FundName}({FundCode}) 以 {AvgCost.ToString("F4")} 的价格持有 {Share.ToString("F2")} 份，" +
$"根据 {NavDate.ToString("yyyy-MM-dd")} 的净值({FundNav.ToString("F4")}) 计算，" +
$"市值达 {MarketValue.ToString("F2")}，盈利 {PositionProfit.ToString("F2")}，" +
$"实现 {PositionProfitRate.ToString("P")} 收益率";
if (Abilities?.Any() ?? false)
{
Abilities.ForEach(a => description += $"\n{a.GetDescription()}");
}
return(description);
}
public void UpdateNavDate(IStatelessSession session, NavDate navDate)
{
if (session == null)
{
throw new ArgumentNullException(nameof(session));
}
if (navDate == null)
{
throw new ArgumentNullException(nameof(navDate));
}
navDateRepository.Update(session, navDate);
}
private void CreatePortfolioNavDateSecurityPrices(ISession session, NavDate currentNavDate)
{
IList <PortfolioNavDate> portfolioNavDateList = portfolioNavDateRepository.GetPortfolioNavDateListByNavDate(session, currentNavDate);
foreach (var portfolioNavDate in portfolioNavDateList)
{
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: Creating PortfolioNavDateSecurityPrices");
IList <Entities.PortfolioSecurity> portfolioSecurityList = portfolioSecurityRepository.GetPortfolioSecurityList(session, portfolioNavDate.Portfolio);
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {portfolioSecurityList.Count} PortfolioSecurity Count");
IList <PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceList = portfolioNavDateSecurityPriceRepository.GetPortfolioNavDateSecurityPriceListByPortfolioNavDate(session, portfolioNavDate);
IDictionary <long, Entities.PortfolioSecurity> portfolioSecurityDictionary = portfolioSecurityList.ToDictionary(x => x.PortfolioSecurityId);
IDictionary <long, PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceDictionary = portfolioNavDateSecurityPriceList.ToDictionary(x => x.PortfolioSecurity.PortfolioSecurityId);
IList <long> missingPortfolioSecurityList = portfolioSecurityDictionary.Keys.Except(portfolioNavDateSecurityPriceDictionary.Keys).ToList();
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {portfolioNavDateSecurityPriceList.Count}/{portfolioSecurityList.Count} PortfolioSecurityPrices already been created");
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {missingPortfolioSecurityList.Count} PortfolioSecurityPrices need to be created");
using (var transaction = session.BeginTransaction())
{
foreach (var portfolioSecurityId in missingPortfolioSecurityList)
{
Entities.PortfolioSecurity portfolioSecurity = portfolioSecurityDictionary[portfolioSecurityId];
PortfolioNavDateSecurityPrice portfolioNavDateSecurityPrice = new PortfolioNavDateSecurityPrice()
{
PortfolioNavDate = portfolioNavDate,
PortfolioSecurity = portfolioSecurity,
PriceStatus = PriceStatus.ToBeRequested,
CreateDate = DateTime.Now,
UpdateDate = DateTime.Now,
Currency = portfolioSecurity.Security.Currency
};
portfolioNavDateSecurityPriceRepository.SaveOrUpdate(session, portfolioNavDateSecurityPrice);
}
transaction.Commit();
logger.Log(LogLevel.Info, $"[PortfolioNavDate: PortfolioId {portfolioNavDate.Portfolio.PortfolioId}, NavDate {portfolioNavDate.NavDate.Date}]: {missingPortfolioSecurityList.Count} PortfolioSecurityPrices created");
}
}
}
public IList <PortfolioNavDateSecurityPrice> GetPortfolioNavDateSecurityPriceByNavDateSymbol(ISession session, DateTime navDate, string symbol)
{
PortfolioNavDate pnd = null;
Entities.PortfolioSecurity ps = null;
NavDate nd = null;
Security sd = null;
Portfolio pt = null;
return(session.QueryOver <PortfolioNavDateSecurityPrice>()
.Fetch(SelectMode.ChildFetch, p => p.PortfolioNavDate)
.Fetch(SelectMode.ChildFetch, p => p.PortfolioSecurity)
.JoinAlias(p => p.PortfolioNavDate, () => pnd).JoinAlias(() => pnd.NavDate, () => nd).JoinAlias(() => pnd.Portfolio, () => pt)
.JoinAlias(p => p.PortfolioSecurity, () => ps).JoinAlias(() => ps.Security, () => sd)
.Where(() => nd.Date == navDate.Date)
.And(() => sd.Symbol == symbol)
.List());
}
public async Task Execute(IJobExecutionContext context)
{
logger.Log(LogLevel.Info, "Begin");
try
{
using (var session = dbSessionFactory.OpenSession())
{
NavDate currentNavDate = navDateService.GetCurrentNavDate(session);
if (currentNavDate == null)
{
throw new Exception("Missing Current NavDate");
}
if (currentNavDate.RefreshSecurityStaticDataStatus != RefreshSecurityStaticDataStatus.Done)
{
PublishSecurityListRequest();
currentNavDate.RefreshSecurityStaticDataStatus = RefreshSecurityStaticDataStatus.InProgress;
navDateService.UpdateNavDate(session, currentNavDate);
}
}
}
catch (Exception exception)
{
logger.Log(LogLevel.Error, exception, exception.Message);
using (var session = dbSessionFactory.OpenSession())
{
SetCurrentNavDateInError(session);
}
}
logger.Log(LogLevel.Info, "End");
await Task.CompletedTask;
}
public async Task Execute(IJobExecutionContext context)
{
logger.Log(LogLevel.Info, "Begin");
try
{
using (var session = dbSessionFactory.OpenSession())
{
NavDate currentNavDate = navDateService.CreateNavDateIfNotExists(session);
navDateService.FixStatusOfPreviousNavDate(session, currentNavDate);
}
}
catch (Exception exception)
{
logger.Log(LogLevel.Error, exception, exception.Message);
}
logger.Log(LogLevel.Info, "End");
await Task.CompletedTask;
}
public Task Execute(IJobExecutionContext context)
{
logger.Log(LogLevel.Info, "Begin");
try
{
using (var session = sessionFactory.OpenSession())
{
DateTime navDate = navDateCalculator.CalculateNavDate(DateTime.Today);
NavDate currentNavDate = navDateRepository.GetNavDate(session, navDate);
if (currentNavDate == null)
{
return(Task.CompletedTask);
}
logger.Log(LogLevel.Info, "[CreatePortfolioNavDates]: Begin");
CreatePortfolioNavDates(session, currentNavDate);
logger.Log(LogLevel.Info, "[CreatePortfolioNavDates]: End");
logger.Log(LogLevel.Info, "[CreatePortfolioNavDateSecurityPrices]: Begin");
CreatePortfolioNavDateSecurityPrices(session, currentNavDate);
logger.Log(LogLevel.Info, "[CreatePortfolioNavDateSecurityPrices]: End");
logger.Log(LogLevel.Info, "[CreateRequestForPortfolioNavDateSecurityPrices]: Begin");
CreateRequestForPortfolioNavDateSecurityPrices(session, currentNavDate);
logger.Log(LogLevel.Info, "[CreateRequestForPortfolioNavDateSecurityPrices]: End");
}
}
catch (Exception ex)
{
logger.Log(LogLevel.Error, ex, ex.Message);
}
logger.Log(LogLevel.Info, "End");
return(Task.CompletedTask);
}
public NavDate CreateNavDateIfNotExists(ISession session)
{
if (session == null)
{
throw new ArgumentNullException(nameof(session));
}
var currentNavDate = GetCurrentNavDate(session);
if (currentNavDate == null)
{
DateTime navDate = navDateCalculator.CalculateNavDate(DateTime.Today);
currentNavDate = new NavDate()
{
Date = navDate, RefreshSecurityStaticDataStatus = RefreshSecurityStaticDataStatus.ToDo
};
navDateRepository.SaveOrUpdate(session, currentNavDate);
logger.Log(LogLevel.Info, $"NavDate {navDate} has been created");
}
return(currentNavDate);
}
public IList <PortfolioNavDate> GetPortfolioNavDateListByNavDate(ISession session, NavDate navDate)
{
return(session.QueryOver <PortfolioNavDate>()
.Fetch(SelectMode.ChildFetch, x => x.NavDate)
.Fetch(SelectMode.ChildFetch, x => x.Portfolio)
.Where(p => p.NavDate.NavDateId == navDate.NavDateId).List());
}
private void ProcessResponse(IModel channel, BasicDeliverEventArgs e)
{
try
{
logger.Log(LogLevel.Info, "Processing SecurityListResponse");
var response = e.GetMessage <SecurityListResponse>();
logger.Log(LogLevel.Info, $"[SecurityListResponse] ErrorMessage: {response.ErrorMessage}, SecurityList count: {response.SecurityList?.Count}, RequestDate: {response.RequestDate}, MessageId: {response.MessageId}");
ILookup <SecurityKey, SecurityDataProvider.Entities.Requests.Security> securityFromResponseLookup = GetSecurityLookupFromResponse(response.SecurityList);
using (var session = dbSessionFactory.OpenSession())
{
NavDate currentNavDate = navDateService.GetCurrentNavDate(session);
if (currentNavDate == null)
{
return;
}
if (DateTime.Today != response.RequestDate.Date)
{
logger.Log(LogLevel.Warn, $"[SecurityListResponse] RequestDate: {response.RequestDate} will be ignored because it is not related to today");
channel.SendAck(e.DeliveryTag);
return;
}
if (currentNavDate.RefreshSecurityStaticDataStatus == RefreshSecurityStaticDataStatus.Done)
{
logger.Log(LogLevel.Warn, $"[SecurityListResponse] RequestDate: {response.RequestDate} will be ignored because Securities have been already updated");
channel.SendAck(e.DeliveryTag);
return;
}
IDictionary <SecurityKey, Entities.Security> securityFromDbDictionary = GetSecurityDictionaryFromDb(session);
IList <SecurityKey> securityKeyFromResponseList = securityFromResponseLookup.Select(x => x.Key).ToList();
IList <SecurityKey> newOrUpdatedSecurityList = securityKeyFromResponseList.Except(securityFromDbDictionary.Keys).ToList();
IDictionary <SecurityKey, Entities.Security> securityFromDbBySymbolDictionary = securityFromDbDictionary.Values.ToDictionary(x => new SecurityKey(x.Symbol, string.Empty, x.Currency));
int newSecurityCount = 0;
int updateSecurityCount = 0;
using (var statelessSession = dbSessionFactory.OpenStatelessSession())
using (var transaction = statelessSession.BeginTransaction())
{
foreach (SecurityKey securityKey in newOrUpdatedSecurityList)
{
SecurityDataProvider.Entities.Requests.Security securityResponse = securityFromResponseLookup[securityKey].FirstOrDefault();
Entities.Security securityDb;
SecurityKey securityKeyWithoutName = new SecurityKey(securityResponse.Symbol?.ToUpper(), string.Empty, securityResponse.Symbol?.ToUpper());
if (!securityFromDbBySymbolDictionary.TryGetValue(securityKeyWithoutName, out securityDb))
{
securityDb = new Entities.Security()
{
Symbol = securityResponse.Symbol?.ToUpper(),
Name = securityResponse.Name,
Currency = securityResponse.Currency,
CreateDate = DateTime.Now,
UpdateDate = DateTime.Now,
};
newSecurityCount++;
}
else
{
securityDb.Name = securityResponse.Name;
securityDb.Currency = securityResponse.Currency;
updateSecurityCount++;
}
securityRepository.Insert(statelessSession, securityDb);
}
currentNavDate.RefreshSecurityStaticDataStatus = RefreshSecurityStaticDataStatus.Done;
navDateService.UpdateNavDate(statelessSession, currentNavDate);
transaction.Commit();
logger.Log(LogLevel.Info, $"[SecurityListResponse] RequestDate {response.RequestDate} Processed: new {newSecurityCount}, updated {updateSecurityCount}");
}
channel.SendAck(e.DeliveryTag);
}
}
catch (JsonException jsonException)
{
logger.Log(LogLevel.Error, jsonException, jsonException.Message);
channel.SendAck(e.DeliveryTag);
}
catch (Exception exception)
{
logger.Log(LogLevel.Error, exception, exception.Message);
channel.SendNack(e.DeliveryTag);
}
}
private void CreateRequestForPortfolioNavDateSecurityPrices(ISession session, NavDate currentNavDate)
{
using (IConnection connection = connectionFactory.CreateConnection())
{
using (IModel channel = connection.CreateModel())
{
channel.CreateQueueIfNotExists(Queues.SecurityPriceRequestQueue);
IList <PortfolioNavDate> portfolioNavDateList = portfolioNavDateRepository.GetPortfolioNavDateListByNavDate(session, currentNavDate);
foreach (var portfolioNavDate in portfolioNavDateList)
{
logger.Log(LogLevel.Info, $"Portfolio {portfolioNavDate.Portfolio.PortfolioId} for NavDate {portfolioNavDate.NavDate.Date}: Creating Security Price Requests");
IList <PortfolioNavDateSecurityPrice> portfolioNavDateSecurityPriceList = portfolioNavDateSecurityPriceRepository.GetPortfolioNavDateSecurityPriceListByPortfolioNavDate(session, portfolioNavDate)
.Where(p => p.PriceStatus == PriceStatus.ToBeRequested).ToList();
foreach (var portfolioNavDateSecurityPrice in portfolioNavDateSecurityPriceList)
{
SendSecurityPriceRequest(channel, session, portfolioNavDateSecurityPrice);
}
logger.Log(LogLevel.Info, $"Portfolio {portfolioNavDate.Portfolio.PortfolioId} for NavDate {portfolioNavDate.NavDate.Date}: {portfolioNavDateSecurityPriceList.Count} Security Price Requests created");
}
}
}
}
