/**
* Method findByUniqueKey.
*
* @param idTradingday Integer
* @param idContract Integer
* @param startPeriod Date
* @param endPeriod Date
* @return Candle
*/
public Candle findByUniqueKey(
Integer idTradingday, Integer idContract, Date startPeriod, Date endPeriod, Integer barSize) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
entityManager.getTransaction().begin();
CriteriaBuilder builder = entityManager.getCriteriaBuilder();
CriteriaQuery<Candle> query = builder.createQuery(Candle.class);
Root<Candle> from = query.from(Candle.class);
query.select(from);
List<Predicate> predicates = new ArrayList<Predicate>();
if (null != idTradingday) {
Join<Candle, Tradingday> tradingday = from.join("tradingday");
Predicate predicate = builder.equal(tradingday.get("idTradingDay"), idTradingday);
predicates.add(predicate);
}
if (null != idContract) {
Join<Candle, Contract> contract = from.join("contract");
Predicate predicate = builder.equal(contract.get("idContract"), idContract);
predicates.add(predicate);
}
if (null != startPeriod) {
Predicate predicate = builder.equal(from.get("startPeriod"), startPeriod);
predicates.add(predicate);
}
if (null != endPeriod) {
Predicate predicate = builder.equal(from.get("endPeriod"), endPeriod);
predicates.add(predicate);
}
if (null != barSize) {
Predicate predicate = builder.equal(from.get("barSize"), barSize);
predicates.add(predicate);
}
query.where(predicates.toArray(new Predicate[] {}));
TypedQuery<Candle> typedQuery = entityManager.createQuery(query);
List<Candle> items = typedQuery.getResultList();
entityManager.getTransaction().commit();
if (items.size() > 0) {
return items.get(0);
}
return null;
} catch (RuntimeException re) {
throw re;
} finally {
EntityManagerHelper.close();
}
}
/**
* Method findById.
*
* @param idCandle Integer
* @return Candle
*/
public Candle findById(Integer idCandle) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
entityManager.getTransaction().begin();
Candle instance = entityManager.find(Candle.class, idCandle);
entityManager.getTransaction().commit();
return instance;
} catch (RuntimeException re) {
EntityManagerHelper.rollback();
throw re;
} finally {
EntityManagerHelper.close();
}
}
/**
* Method findCandlesByContractDateRangeBarSize.
*
* @param idContract Integer
* @param startDate Date
* @param endDate Date
* @param barSize Integer
* @return List<Candle>
*/
public List<Candle> findCandlesByContractDateRangeBarSize(
Integer idContract, Date startOpenDate, Date endOpenDate, Integer barSize) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
entityManager.getTransaction().begin();
CriteriaBuilder builder = entityManager.getCriteriaBuilder();
CriteriaQuery<Candle> query = builder.createQuery(Candle.class);
Root<Candle> from = query.from(Candle.class);
query.select(from);
query.orderBy(builder.asc(from.get("startPeriod")));
List<Predicate> predicates = new ArrayList<Predicate>();
if (null != idContract) {
Join<Candle, Contract> contract = from.join("contract");
Predicate predicateContract = builder.equal(contract.get("idContract"), idContract);
predicates.add(predicateContract);
}
if (null != startOpenDate) {
Join<Candle, Tradingday> tradingdayOpenDate = from.join("tradingday");
Predicate predicateStartDate =
builder.greaterThanOrEqualTo(
tradingdayOpenDate.get("open").as(Date.class), startOpenDate);
predicates.add(predicateStartDate);
Predicate predicateEndDate =
builder.lessThanOrEqualTo(tradingdayOpenDate.get("open").as(Date.class), endOpenDate);
predicates.add(predicateEndDate);
}
if (null != barSize) {
Predicate predicate = builder.equal(from.get("barSize"), barSize);
predicates.add(predicate);
}
query.where(predicates.toArray(new Predicate[] {}));
TypedQuery<Candle> typedQuery = entityManager.createQuery(query);
List<Candle> items = typedQuery.getResultList();
entityManager.getTransaction().commit();
return items;
} catch (RuntimeException re) {
EntityManagerHelper.rollback();
throw re;
} finally {
EntityManagerHelper.close();
}
}
/**
* Method findByContractAndDateRange.
*
* @param idContract Integer
* @param startPeriod Date
* @param endPeriod Date
* @return List<Candle>
*/
public List<Candle> findByContractAndDateRange(
Integer idContract, Date startPeriod, Date endPeriod, Integer barSize) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
entityManager.getTransaction().begin();
CriteriaBuilder builder = entityManager.getCriteriaBuilder();
CriteriaQuery<Candle> query = builder.createQuery(Candle.class);
Root<Candle> from = query.from(Candle.class);
query.select(from);
List<Predicate> predicates = new ArrayList<Predicate>();
if (null != idContract) {
Join<Candle, Contract> contract = from.join("contract");
Predicate predicate = builder.equal(contract.get("idContract"), idContract);
predicates.add(predicate);
}
if (null != startPeriod) {
Expression<Date> start = from.get("startPeriod");
Predicate predicate = builder.greaterThanOrEqualTo(start, startPeriod);
predicates.add(predicate);
}
if (null != endPeriod) {
Expression<Date> end = from.get("endPeriod");
Predicate predicate = builder.lessThanOrEqualTo(end, endPeriod);
predicates.add(predicate);
}
if (null != barSize) {
Predicate predicate = builder.equal(from.get("barSize"), barSize);
predicates.add(predicate);
}
query.where(predicates.toArray(new Predicate[] {}));
TypedQuery<Candle> typedQuery = entityManager.createQuery(query);
List<Candle> items = typedQuery.getResultList();
entityManager.getTransaction().commit();
return items;
} catch (RuntimeException re) {
EntityManagerHelper.rollback();
throw re;
} finally {
EntityManagerHelper.close();
}
}
/**
* Method findContractById.
*
* @param id Integer
* @return Contract
*/
private Tradingday findTradingdayById(Integer id) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
Tradingday instance = entityManager.find(Tradingday.class, id);
return instance;
} catch (RuntimeException re) {
throw re;
}
}
/**
* Method findContractById.
*
* @param id Integer
* @return Contract
*/
private Contract findContractById(Integer id) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
Contract instance = entityManager.find(Contract.class, id);
return instance;
} catch (RuntimeException re) {
throw re;
}
}
/**
* Method findCandleCount.
*
* @param idTradingday Integer
* @param idContract Integer
* @return Long
*/
public Long findCandleCount(Integer idTradingday, Integer idContract) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
entityManager.getTransaction().begin();
CriteriaBuilder builder = entityManager.getCriteriaBuilder();
CriteriaQuery<Object> query = builder.createQuery();
Root<Candle> from = query.from(Candle.class);
Expression<Long> id = from.get("idCandle");
Expression<Long> minExpression = builder.count(id);
List<Predicate> predicates = new ArrayList<Predicate>();
if (null != idTradingday) {
Join<Candle, Tradingday> tradingday = from.join("tradingday");
Predicate predicate = builder.equal(tradingday.get("idTradingDay"), idTradingday);
predicates.add(predicate);
}
if (null != idContract) {
Join<Candle, Contract> contract = from.join("contract");
Predicate predicate = builder.equal(contract.get("idContract"), idContract);
predicates.add(predicate);
}
query.where(predicates.toArray(new Predicate[] {}));
CriteriaQuery<Object> select = query.select(minExpression);
TypedQuery<Object> typedQuery = entityManager.createQuery(select);
Object item = typedQuery.getSingleResult();
entityManager.getTransaction().commit();
if (null == item) item = new Long(0);
return (Long) item;
} catch (RuntimeException re) {
EntityManagerHelper.rollback();
throw re;
} finally {
EntityManagerHelper.close();
}
}
/**
* Method findTradingdayByDate.
*
* @param open Date
* @return Tradingday
*/
private Tradingday findTradingdayByDate(Date open, Date close) {
try {
EntityManager entityManager = EntityManagerHelper.getEntityManager();
CriteriaBuilder builder = entityManager.getCriteriaBuilder();
CriteriaQuery<Tradingday> query = builder.createQuery(Tradingday.class);
Root<Tradingday> from = query.from(Tradingday.class);
query.select(from);
if (null != open) query.where(builder.equal(from.get("open"), open));
if (null != close) query.where(builder.equal(from.get("close"), close));
List<Tradingday> items = entityManager.createQuery(query).getResultList();
if (items.size() > 0) {
return items.get(0);
}
return null;
} catch (RuntimeException re) {
throw re;
}
}
/**
* Method persistCandleSeries.
*
* @param candleSeries CandleSeries
* @throws Exception
*/
public synchronized void persistCandleSeries(CandleSeries candleSeries) throws Exception {
Candle transientInstance = null;
try {
if (candleSeries.isEmpty()) return;
EntityManager entityManager = EntityManagerHelper.getEntityManager();
entityManager.getTransaction().begin();
Tradingday tradingday = null;
Contract contract = findContractById(candleSeries.getContract().getIdContract());
for (int i = 0; i < candleSeries.getItemCount(); i++) {
CandleItem candleItem = (CandleItem) candleSeries.getDataItem(i);
if (null != candleItem.getCandle().getIdCandle()) {
Candle instance = entityManager.find(Candle.class, candleItem.getCandle().getIdCandle());
if (instance.equals(candleItem.getCandle())) {
continue;
} else {
// This should never happen.
throw new Exception(
"Count: "
+ i
+ " Symbol: "
+ candleSeries.getSymbol()
+ "candleid: "
+ candleItem.getCandle().getIdCandle()
+ " open: "
+ candleItem.getCandle().getStartPeriod());
}
}
if (!candleItem.getCandle().getTradingday().equals(tradingday)) {
if (null == candleItem.getCandle().getTradingday().getIdTradingDay()) {
tradingday =
findTradingdayByDate(
candleItem.getCandle().getTradingday().getOpen(),
candleItem.getCandle().getTradingday().getClose());
} else {
tradingday =
findTradingdayById(candleItem.getCandle().getTradingday().getIdTradingDay());
}
if (null == tradingday) {
entityManager.persist(candleItem.getCandle().getTradingday());
entityManager.getTransaction().commit();
entityManager.getTransaction().begin();
tradingday = candleItem.getCandle().getTradingday();
} else {
Integer idTradingday = tradingday.getIdTradingDay();
Integer idContract = contract.getIdContract();
Integer barSize = candleSeries.getBarSize();
String hqlDelete =
"delete Candle where idContract = :idContract and idTradingday = :idTradingday and barSize = :barSize";
entityManager
.createQuery(hqlDelete)
.setParameter("idContract", idContract)
.setParameter("idTradingday", idTradingday)
.setParameter("barSize", barSize)
.executeUpdate();
entityManager.getTransaction().commit();
entityManager.getTransaction().begin();
}
}
transientInstance = candleItem.getCandle();
transientInstance.setTradingday(tradingday);
transientInstance.setContract(contract);
entityManager.persist(transientInstance);
// Commit every 50 rows
if ((Math.floor(i / 50d) == (i / 50d)) && (i > 0)) {
entityManager.getTransaction().commit();
entityManager.getTransaction().begin();
}
}
entityManager.getTransaction().commit();
} catch (RuntimeException re) {
EntityManagerHelper.logError("Error persistCandleSeries failed :" + re.getMessage(), re);
EntityManagerHelper.rollback();
throw re;
} finally {
EntityManagerHelper.close();
}
}
