private bool DataEntryWithinFilter(PreAggSpecs spec, StockDataEntry data)
{
if (spec.type != StockType.Undefined)
{
if (!CheckStockType(spec.type, data.stockType, spec.stockTypeCompare))
{
return(false);
}
}
if (spec.direction != StockDirection.Undefined)
{
if (!CheckDirectionType(spec.direction, data.direction, spec.directionCompare))
{
return(false);
}
}
for (int i = 0; i < spec.holderCountry.Count; i++)
{
if (CheckHolderCountryType(spec.holderCountry[i], data.holderCountry, spec.countryCompare))
{
return(true);
}
}
return(false);
}
public override void Execute(ref bool destroyAfterExecute)
{
int outstadindChunkContexts;
string key;
CriteriaSetObj workingCriteria = Global.criteriaSets[criteriaIndex];
RawDataChunk workingData = Global.parsedRawData[dataIndex];
PreAggSpecs myPreSpecs = workingCriteria.preAggObj;
AggSpecs myAggSpecs = workingCriteria.aggSpecsObj;
PostAggSpecs myPostSpecs = workingCriteria.postAggObj;
uint rawDataRowId;
for (int i = 0; i < workingData.chunkDataParsed.Count; i++)
{
StockDataEntry currStockEntry = workingData.chunkDataParsed[i];
if (DataEntryWithinFilter(myPreSpecs, currStockEntry))
{
rawDataRowId = ((uint)dataIndex << 16) | ((uint)i);
key = myAggSpecs.CreateAggKeyWithAggValues(currStockEntry);
workingCriteria.AddValueToDictionary(yesterdayData, key, currStockEntry.precentageSharesHeld, currStockEntry.sharesHeld, currStockEntry.value, rawDataRowId);
}
}
outstadindChunkContexts = Interlocked.Decrement(ref chunkCount);
if (outstadindChunkContexts == 0)
{
Global.mainThreadWait.Set();
}
}
public override void Execute(ref bool destroyAfterExecute)
{
int dataChunksRemaining;
StockDataEntry entry;
int sectionBuffStart = rangeStart;
int sectionBuffEnd = rangeStart;
int reQueueRangeCreator;
// TODO: check that rangeEnd in buffRef is a newline character
for (int i = rangeStart; i < rangeEnd; i++)
{
if (Global.frp.buff[i].Equals('\r'))
{
if (!globalFirstChunk)
{
// TODO: if string value in split doesn't exist, then value should be 0.
string dataEntrySection = new string(Global.frp.buff, sectionBuffStart, sectionBuffEnd - sectionBuffStart);
string[] split = dataEntrySection.Split(',');
entry = new StockDataEntry();
entry.stockCode = split[0];
entry.stockType = split[1];
entry.holderId = split[2];
entry.holderCountry = split[3];
entry.sharesHeld = Convert.ToDouble(split[4]);
entry.precentageSharesHeld = Convert.ToDouble(split[5]);
entry.direction = split[6];
entry.value = Convert.ToDouble(split[7]);
parsedChunk.chunkDataParsed.Add(entry);
}
else
{
globalFirstChunk = false;
}
sectionBuffStart = sectionBuffEnd + 2;
}
sectionBuffEnd++;
}
reQueueRangeCreator = Interlocked.Decrement(ref Global.frp.m_numOfChunksProcessing);
if (reQueueRangeCreator == 0)
{
Global.threadPool.PutQueue(Global.frp);
}
// TODO: if m_numOfChunksProcessing = 0 then re-queue if not endOfFile
dataChunksRemaining = Interlocked.Decrement(ref outstadingDataChunkParsers);
if (dataChunksRemaining == 0)
{
//Global.mainThreadWait.Set();
}
Global.CombineStockDataEntryChunk(parsedChunk);
}
internal string CreateAggKeyWithAggValues(StockDataEntry data)
{
// TODO: May not be good to create 'new' AggValues, might de-reference.
StringBuilder sb = new StringBuilder();
// AggKey
if (stockCode)
{
sb.Append(data.stockCode);
}
if (stockType)
{
if (sb.Length != 0)
{
sb.Append("~");
}
sb.Append(data.stockType);
}
if (holderId)
{
if (sb.Length != 0)
{
sb.Append("~");
}
sb.Append(data.holderId);
}
if (direction)
{
if (sb.Length != 0)
{
sb.Append("~");
}
sb.Append(data.direction);
}
return(sb.ToString());
}
private void CrossesYesterdayValueComparison(CriteriaSetObj criteriaObj, ThresholdComparison compare)
{
int rawDataChunkIndex;
int stockDataIndex;
double columnValue = 0.0, thresholdCrossed = 0.0;
ThresholdComparison comparison = compare;
CriteriaSetObj criteria = criteriaObj;
ThresholdColumn crossesColumn = criteria.postAggObj.thresholdColumn;
IReadOnlyList <double> thresholds = criteria.postAggObj.GetRefToThresholdValues();
IReadOnlyDictionary <string, AggValues> todaysParsedDataDictionary = criteria.GetRefToAggResults();
IReadOnlyDictionary <string, AggValues> yesterdaysParsedDataDictionary = criteria.GetRefToYesterdayAggResults();
AggValues todaysAgg;
AggValues yestedayAgg;
bool keyExistsYesterday, todayGreaterYesterday;
if (crossesColumn == ThresholdColumn.Undefiend)
{
// TODO: do something else
return;
}
WriteThresholdHeader(criteria);
foreach (string key in todaysParsedDataDictionary.Keys)
{
todaysParsedDataDictionary.TryGetValue(key, out todaysAgg); // should always find something
keyExistsYesterday = yesterdaysParsedDataDictionary.TryGetValue(key, out yestedayAgg);
if (!keyExistsYesterday)
{
yestedayAgg = new AggValues(); // all values are 0 then.
}
switch (crossesColumn)
{
case ThresholdColumn.PrecentageSharesHeld:
{
columnValue = todaysAgg.percentageSharesHeld;
if (columnValue > yestedayAgg.percentageSharesHeld)
{
todayGreaterYesterday = true;
}
else
{
todayGreaterYesterday = false;
}
thresholdCrossed = PreciseThresholdCrossed(todayGreaterYesterday, columnValue, thresholds);
break;
}
case ThresholdColumn.SharesHeld:
{
columnValue = todaysAgg.sharesHeld;
if (columnValue > yestedayAgg.sharesHeld)
{
todayGreaterYesterday = true;
}
else
{
todayGreaterYesterday = false;
}
thresholdCrossed = PreciseThresholdCrossed(todayGreaterYesterday, columnValue, thresholds);
break;
}
case ThresholdColumn.Value:
{
columnValue = todaysAgg.value;
if (columnValue > yestedayAgg.value)
{
todayGreaterYesterday = true;
}
else
{
todayGreaterYesterday = false;
}
thresholdCrossed = PreciseThresholdCrossed(todayGreaterYesterday, columnValue, thresholds);
break;
}
default:
{
break;
}
}
// TODO: write to files
criteriaFilterWriter.WriteLine(GetAggValuesCommaSeparatedString(key, todaysAgg));
IReadOnlyList <uint> unaggregatedDictEntry = todaysAgg.GetRefToRowsInChunk();
for (int i = 0; i < unaggregatedDictEntry.Count; i++)
{
rawDataChunkIndex = (int)unaggregatedDictEntry[i] >> 16;
stockDataIndex = (int)unaggregatedDictEntry[i] & 0xffff;
StockDataEntry sde = Global.parsedRawData[rawDataChunkIndex].chunkDataParsed[stockDataIndex];
criteriaFilterDetailsWriter.WriteLine(GetCommaSeparatedStockDataEntryWithKey(sde, key));
}
criteriaThresholdWriter.WriteLine(GetCommaSeparatedThresholdEntry(key, columnValue, thresholdCrossed));
}
criteriaFilterWriter.Dispose();
criteriaFilterDetailsWriter.Dispose();
criteriaThresholdWriter.Dispose();
}
private string GetCommaSeparatedStockDataEntryWithKey(StockDataEntry sde, string key)
{
return(sde.stockCode + "," + sde.stockType + "," + sde.holderId + "," + sde.holderCountry + "," + Convert.ToString(sde.sharesHeld) + "," + Convert.ToString(sde.precentageSharesHeld) + "," + sde.direction + "," + Convert.ToString(sde.value) + "," + key);
}
private void ValueOfColumnComparison(CriteriaSetObj criteriaObj, ThresholdComparison compare)
{
int rawDataChunkIndex;
int stockDataIndex;
ThresholdComparison comparison = compare;
CriteriaSetObj criteria = criteriaObj;
ThresholdColumn column = criteria.postAggObj.thresholdColumn;
IReadOnlyDictionary <string, AggValues> readOnlyAggResults = criteria.GetRefToAggResults();
AggValues aggValue;
IReadOnlyList <double> thresholdValues = criteria.postAggObj.GetRefToThresholdValues(); // should only contain 1 value.
double thresholdValue = thresholdValues[0]; // should be only 1 value here'
double columnValue = 0.0;
bool thresholdCheck = false;
if (column == ThresholdColumn.Undefiend)
{
// TODO: Do something if it is undefined, shouldn't be.
return;
}
WriteThresholdHeader(criteria);
foreach (string key in readOnlyAggResults.Keys)
{
readOnlyAggResults.TryGetValue(key, out aggValue);
switch (column)
{
case ThresholdColumn.PrecentageSharesHeld:
{
columnValue = aggValue.percentageSharesHeld;
thresholdCheck = ValuePassesComparison(columnValue, thresholdValue, comparison);
break;
}
case ThresholdColumn.SharesHeld:
{
columnValue = aggValue.sharesHeld;
thresholdCheck = ValuePassesComparison(columnValue, thresholdValue, comparison);
break;
}
case ThresholdColumn.Value:
{
columnValue = aggValue.value;
thresholdCheck = ValuePassesComparison(columnValue, thresholdValue, comparison);
break;
}
default:
{
break;
}
}
if (thresholdCheck)
{
criteriaFilterWriter.WriteLine(GetAggValuesCommaSeparatedString(key, aggValue));
IReadOnlyList <uint> unaggregatedDictEntry = aggValue.GetRefToRowsInChunk();
for (int i = 0; i < unaggregatedDictEntry.Count; i++)
{
rawDataChunkIndex = (int)unaggregatedDictEntry[i] >> 16;
stockDataIndex = (int)unaggregatedDictEntry[i] & 0xffff;
StockDataEntry sde = Global.parsedRawData[rawDataChunkIndex].chunkDataParsed[stockDataIndex];
criteriaFilterDetailsWriter.WriteLine(GetCommaSeparatedStockDataEntryWithKey(sde, key));
}
criteriaThresholdWriter.WriteLine(GetCommaSeparatedThresholdEntry(key, columnValue, thresholdValue));
}
}
criteriaFilterWriter.Dispose();
criteriaFilterDetailsWriter.Dispose();
criteriaThresholdWriter.Dispose();
}
internal void AddStockEntry(StockDataEntry sde)
{
dividedSummedStockData.Add(sde);
}