internal void MarkTickerForGetQuotes(Periodicity periodicity) { lock (this) { Quotes = new QuotationList(periodicity); QuoteDataStatus = QuoteDataStatus.New; } }
// mark ticker for automatic quotation update internal void MarkTickerForGetQuotes(Periodicity periodicity) { lock (this) { // create list to store downloaded data Quotes = new QuotationList(periodicity); // mark ticker for quote update QuoteDataStatus = QuoteDataStatus.New; } }
public ItemRequestFormModel GetItemRequestFormById(int id) { ItemRequestFormModel result = new ItemRequestFormModel(); result.RequestFormItems = new List <ItemList>(); result.RequestFormQuotations = new List <QuotationList>(); QuotationList singleQuote = new QuotationList(); CodeHeader ticketStatus = new CodeHeader(); ItemList singleItem = new ItemList(); var query = _itemRequestFormDataAccess.GetItemRequestFormById(id); result.Id = query.Id; result.Title = query.Title; result.DateCreated = query.CreateDttm; result.FollowupDttm = query.FollowupStartDttm.Value; result.StatusCd = query.StatusCd; result.Notes = query.Notes; for (int i = 0; i < query.Quotations.Count; i++) { singleQuote.Id = query.Quotations.ToList()[i].Id; singleQuote.Status = ticketStatus.CodeDetails.Where(x => x.Id == query.Quotations.ToList()[i].StatusCd) .Select(x => x.CodeValue).FirstOrDefault(); singleQuote.Notes = query.Quotations.ToList()[i].Notes; singleQuote.Title = query.Quotations.ToList()[i].Title; singleQuote.SupplierName = query.Quotations.ToList()[i].Supplier.SupplierName; result.RequestFormQuotations.Add(singleQuote); singleQuote = new QuotationList(); } for (int i = 0; i < query.ItemRequestFormMappings.Count; i++) { singleItem.Id = query.ItemRequestFormMappings.ToList()[i].ItemID; singleItem.ItemName = query.ItemRequestFormMappings.ToList()[i].Item.ItemName; singleItem.StocksLeft = query.ItemRequestFormMappings.ToList()[i].Item.Quantity.Value; singleItem.BrandName = query.ItemRequestFormMappings.ToList()[i].Item.Brand.BrandName; singleItem.Notes = query.ItemRequestFormMappings.ToList()[i].Item.Notes; result.RequestFormItems.Add(singleItem); singleItem = new ItemList(); } return(result); }
internal override bool Process(FTController ibController, bool allowNewRequest) { int requestTimeoutPeriod = 75; // if contract of the ticker is still being retrieved or headtimestamp of the ticker is needed (not Offline) AND not yet retrieved if (TickerData.ContractStatus <= ContractStatus.WaitForResponse || ((FTDataSource.Periodicity == Periodicity.EndOfDay || FTDataSource.AllowMixedEODIntra) && TickerData.HeadTimestampStatus <= HeadTimestampStatus.WaitForResponse)) { return(allowNewRequest); } if (TickerData.ContractStatus == ContractStatus.Failed || TickerData.ContractStatus == ContractStatus.Offline || TickerData.HeadTimestampStatus == HeadTimestampStatus.Failed || (TickerData.HeadTimestampStatus == HeadTimestampStatus.Offline && (FTDataSource.Periodicity == Periodicity.EndOfDay || FTDataSource.AllowMixedEODIntra))) { TickerData.QuoteDataStatus = QuotationStatus.Failed; IsFinished = true; return(allowNewRequest); } lock (TickerData) // request handling { // if reqHistoricalData is send to IB and we are waiting for answer if (WaitingForResponse) { // request is not yet timed out... if (RequestTime.AddSeconds(requestTimeoutPeriod) > DateTime.Now) { return(allowNewRequest); } // no response arrived in time, request is timed out... LogAndMessage.LogAndQueue(TickerData, MessageType.Info, "Historical data request has timed out. " + ToString(true, LogAndMessage.VerboseLog)); RequestTimeouts++; WaitingForResponse = false; // if there were too many reqHistoricalData timeouts if (RequestTimeouts > 2) { // drop this ticker... TickerData.QuoteDataStatus = QuotationStatus.Failed; IsFinished = true; return(allowNewRequest); } } // if no new request can be sent (request pacing) bool histThrottling = !allowNewRequest || TickerData.QuoteDataStatus > QuotationStatus.New && RequestTime.AddSeconds(6.5) > DateTime.Now; // process the ticker depending on its state switch (TickerData.QuoteDataStatus) { case QuotationStatus.Offline: LogAndMessage.Log(MessageType.Error, "Program error. Offline ticker cannot get historical update."); IsFinished = true; return(allowNewRequest); // All historical data requests are processed for the ticker // (the last CalcNextHistoricalDataRequest call sets this state) case QuotationStatus.DownloadedEod: #region Merging and backadjusting downloaded quotes of different contracts/expiry into a simgle QuotationList of the continuous contract if (TickerData.SymbolParts.IsContinuous) { QuotationList mergedQuotes = new QuotationList(FTDataSource.Periodicity); int newQuoteIndex; foreach (ContractDetails cd in TickerData.contractDetailsList) { // if there were no quotes receiced for this contract... if (!TickerData.ContinuousQuotesDictionary.ContainsKey(cd.Contract.LocalSymbol)) { continue; } newQuoteIndex = 0; if (mergedQuotes.Count > 0) { int mergedQuoteIndex = mergedQuotes.Count - 1; AmiDate mergedQuoteDateTime = mergedQuotes[mergedQuoteIndex].DateTime; // move forward to the first quote not overlqapping with prev contract while (newQuoteIndex < TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol].Count - 1 && TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex].DateTime.Date < mergedQuoteDateTime.Date) { newQuoteIndex++; } // at this point newQuoteIndex points to a quote of the "same" date as mergedQuoteDateTime (if there are quotes for the same day, if not, then the next day) // if daily database then we look for a day where volume on older contract is greater (switch over day) if (FTDataSource.Periodicity == Periodicity.EndOfDay) { // find the quote that has a lower volume while (newQuoteIndex > 0 && mergedQuoteIndex > 0 && TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex].DateTime.Date == mergedQuotes[mergedQuoteIndex].DateTime.Date && // quotes are of same date TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex].Volume > mergedQuotes[mergedQuoteIndex].Volume) // new contract's volume is higher then old contract's volume { newQuoteIndex--; mergedQuoteIndex--; } // at this point newQuoteIndex and lastQuoteDateTime point to quote at which contract is replaced } if (TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex].DateTime.Date != mergedQuotes[mergedQuoteIndex].DateTime.Date) { LogAndMessage.Log(MessageType.Info, TickerData.ToString(cd.Contract) + ": No overlapping quote found. Used dates to change contracts: " + mergedQuotes[mergedQuoteIndex].DateTime + " and " + TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex].DateTime + "."); } else { LogAndMessage.Log(MessageType.Info, TickerData.ToString(cd.Contract) + ": Switching to new contract on " + mergedQuotes[mergedQuoteIndex].DateTime + "."); } // get "closing prices" of the contract on the same day float closeOfNewer = TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex].Price; float closeOfOlder = mergedQuotes[mergedQuoteIndex].Price; double priceMult = closeOfNewer / closeOfOlder; // back-adjust prev contracts' prices QuotationList tempList = new QuotationList(FTDataSource.Periodicity); for (int i = 0; i < mergedQuoteIndex; i++) { Quotation quote = mergedQuotes[i]; quote.Open = (float)(quote.Open * priceMult); quote.High = (float)(quote.High * priceMult); quote.Low = (float)(quote.Low * priceMult); quote.Price = (float)(quote.Price * priceMult); tempList.Merge(quote); } mergedQuotes.Clear(); mergedQuotes = tempList; } // add quotes of newer contract for (; newQuoteIndex < TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol].Count; newQuoteIndex++) { mergedQuotes.Merge(TickerData.ContinuousQuotesDictionary[cd.Contract.LocalSymbol][newQuoteIndex]); } } TickerData.Quotes = mergedQuotes; } #endregion // this is not THROTTLED, but counted in general throttling queue ibController.SendSubscriptionRequest(0, TickerData, false); TickerData.QuoteDataStatus = QuotationStatus.Online; return(allowNewRequest); // this should never happen (ticker with online status should not be in the queue...) case QuotationStatus.Online: LogAndMessage.LogAndQueue(TickerData, MessageType.Info, "Backfill finished, symbol is ready. "); IsFinished = true; return(allowNewRequest); // if any error happend case QuotationStatus.Failed: // if intraday download received no data response if (errorCode == 162 && FTDataSource.Periodicity < Periodicity.EndOfDay && FTDataSource.Periodicity > Periodicity.FifteenSeconds) { errorCode = 0; // move forward 4 periods to speed up download/find first valid period with available data CalcNextBackfillRequest(); CalcNextBackfillRequest(); CalcNextBackfillRequest(); LogAndMessage.Log(TickerData, MessageType.Trace, "No data returned, fast forward download period."); // start next download TickerData.QuoteDataStatus = QuotationStatus.DownloadingIntra; return(allowNewRequest); } else { LogAndMessage.LogAndQueue(TickerData, MessageType.Info, "Backfill failed, symbol is offline."); IsFinished = true; return(allowNewRequest); } // start historical data refresh case QuotationStatus.New: if (histThrottling) { return(false); } // calc download properties downloadPeriodicity = FTDataSource.Periodicity; downloadStep = IBClientHelper.GetDownloadStep(FTDataSource.Periodicity); downloadInterval = IBClientHelper.GetDownloadInterval(FTDataSource.Periodicity); downloadStart = IBClientHelper.GetAdjustedStartDate(TickerData.RefreshStartDate, FTDataSource.Periodicity, GetEarliestDownloadDate(), true); downloadEnd = downloadStart.AddMinutes(downloadInterval); downloadContract = GetCurrentContract(downloadStart); // remove quotes already stored TickerData.Quotes.Clear(); // set next state if (FTDataSource.Periodicity == Periodicity.EndOfDay) { TickerData.QuoteDataStatus = QuotationStatus.DownloadingEod; } else { TickerData.QuoteDataStatus = QuotationStatus.DownloadingIntra; } // not to wait to send next request RequestTime = DateTime.MinValue; // download historical data SendBackfillRequest(ibController); return(false); case QuotationStatus.DownloadingEod: case QuotationStatus.DownloadingIntra: if (histThrottling) { return(false); } // if previous request timed out if (RequestTimeouts != 0) { SendBackfillRequest(ibController); } // download historical data else if (CalcNextBackfillRequest()) { SendBackfillRequest(ibController); } return(false); // last CalcNextHistoricalDataRequest call for intraday bars should have set this state case QuotationStatus.DownloadedIntra: // if we need EOD data as well if (FTDataSource.AllowMixedEODIntra) { if (histThrottling) { return(false); } // calc download properties for EOD downloadPeriodicity = Periodicity.EndOfDay; downloadStep = IBClientHelper.GetDownloadStep(Periodicity.EndOfDay); downloadInterval = IBClientHelper.GetDownloadInterval(Periodicity.EndOfDay); downloadStart = IBClientHelper.GetAdjustedStartDate(TickerData.RefreshStartDate, Periodicity.EndOfDay, GetEarliestDownloadDate(), true); downloadEnd = downloadStart.AddMinutes(downloadInterval); downloadContract = GetCurrentContract(downloadStart); SendBackfillRequest(ibController); TickerData.QuoteDataStatus = QuotationStatus.DownloadingEod; } else { TickerData.QuoteDataStatus = QuotationStatus.DownloadedEod; } return(false); default: LogAndMessage.LogAndQueue(TickerData, MessageType.Info, "Program error in backfill logic."); IsFinished = true; return(true); } } }