/**
* @param candleSeries
* @param startPeriod
* @return
* @throws ClassNotFoundException
* @throws InstantiationException
* @throws IllegalAccessException
* @throws NoSuchMethodException
* @throws InvocationTargetException
* @throws IOException
* @throws PersistentModelException
* @throws StrategyRuleException
*/
public Candle getPreviousDayCandleFromDb(CandleSeries candleSeries, ZonedDateTime startPeriod)
throws ClassNotFoundException, InstantiationException, IllegalAccessException,
NoSuchMethodException, InvocationTargetException, IOException, PersistentModelException,
StrategyRuleException {
Candle prevCandle = null;
this.tradePersistentModel =
(PersistentModel)
ClassFactory.getServiceForInterface(PersistentModel._persistentModel, this);
long days = 1;
if (DayOfWeek.MONDAY.equals((startPeriod.getDayOfWeek()))) {
days = 3;
}
ZonedDateTime newStartPeriod = this.getTradestrategy().getTradingday().getOpen();
List<Candle> candleList =
this.tradePersistentModel.findCandlesByContractDateRangeBarSize(
candleSeries.getContract().getIdContract(), newStartPeriod.minusDays(days),
newStartPeriod.minusDays(days), candleSeries.getBarSize());
if (candleList.size() > 0) {
prevCandle = candleList.get(0);
}
return prevCandle;
}
/**
* 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();
}
}
