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execution uploading optimization

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This commit is contained in:
ialbert 2024-08-07 11:30:41 +03:00
parent 21cd02b20a
commit fc8d235fce
3 changed files with 53 additions and 21 deletions
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24
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionCurrencyComponent.java
View file

@ -106,6 +106,9 @@ public class ExecutionCurrencyComponent implements IExecutionUploadComponent {
// }
public void processNewTS(Long fromId) {
if (fromId == null) {
cash.clear();
}
LocalDate today = LocalDate.now();
log.debug("Start check new S_TRADE at {}, fromId={}", today, fromId);
//выбираем STrades на сегодня с правильным section
@ -139,15 +142,22 @@ public class ExecutionCurrencyComponent implements IExecutionUploadComponent {
return true;
}
// MoneyFlowSide excDepSide = sTrdSide == Side.BUY ? MoneyFlowSide.BUY : MoneyFlowSide.SELL;
ExecUploadKey execCash = ExecUploadKey.cash(sTrd.getTradeDate(),
ExecUploadKey excKey = ExecUploadKey.cash(sTrd.getTradeDate(),
sTrd.getTradeNum(),
sTrdSide.getKey());
return cash.contains(execCash);
// return executionCurrencyImdg.getFirstObjectByFieldValues(
// Map.of("tradingDate", sTrd.getTradeDate(),
// "exchangeExecutionId", sTrd.getTradeNum(),
// "side", sTrdSide.getKey())) != null;
if (fromId != null) {
return cash.contains(excKey);
} else {
ExecutionCurrency exec = executionCurrencyImdg.getFirstObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", sTrdSide.getKey()));
if (exec != null) {
cash.add(excKey);
return true;
}
return false;
}
});
log.info("{} strades left after already-added filtering", sTrades.size());

26
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionDepositComponent.java
View file

@ -105,6 +105,9 @@ public class ExecutionDepositComponent implements IExecutionUploadComponent {
}
public void processNewTS(Long fromId) {
if (fromId == null) {
cash.clear();
}
log.debug("Start check new S_TRADE after {}, fromId={}", tradingDay, fromId);
//выбираем STrades на сегодня с правильным section
Collection<STrades> sTrades;
@ -137,13 +140,22 @@ public class ExecutionDepositComponent implements IExecutionUploadComponent {
return true;
}
MoneyFlowSide excDepSide = sTrdSide.equals(Side.BUY) ? MoneyFlowSide.BUY : MoneyFlowSide.SELL;
return cash.contains(
ExecUploadKey.cash(sTrd.getTradeDate(), sTrd.getTradeNum(), excDepSide.getKey())
);
//return executionDepositImdg.getFirstObjectByFieldValues(
// Map.of("tradingDate", sTrd.getTradeDate(),
// "exchangeExecutionId", sTrd.getTradeNum(),
// "side", excDepSide.getKey())) != null;
ExecUploadKey excKey = ExecUploadKey.cash(sTrd.getTradeDate(),
sTrd.getTradeNum(),
excDepSide.getKey());
if (fromId != null) {
return cash.contains(excKey);
} else {
ExecutionDeposit exec = executionDepositImdg.getFirstObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", excDepSide.getKey()));
if (exec != null) {
cash.add(excKey);
return true;
}
return false;
}
});
log.info("{} strades left after already-added filtering", sTrades.size());

24
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionFondComponent.java
View file

@ -124,6 +124,9 @@ public class ExecutionFondComponent implements IExecutionUploadComponent {
}
public void processNewTS(Long fromId) {
if (fromId == null) {
cash.clear();
}
log.debug("Start check new S_TRADE after {}, fromId={}", tradingDay, fromId);
//выбираем STrades на сегодня с правильным section
Collection<STrades> sTrades;
@ -156,13 +159,20 @@ public class ExecutionFondComponent implements IExecutionUploadComponent {
return true;
}
Side excDepSide = sTrdSide.equals(Side.BUY) ? Side.BUY : Side.SELL;
return cash.contains(
ExecUploadKey.cash(sTrd.getTradeDate(), sTrd.getTradeNum(), excDepSide.getKey())
);
//return executionFondImdg.getFirstObjectByFieldValues(
// Map.of("tradingDate", sTrd.getTradeDate(),
// "exchangeExecutionId", sTrd.getTradeNum(),
// "side", excDepSide.getKey())) != null;
ExecUploadKey excKey = ExecUploadKey.cash(sTrd.getTradeDate(), sTrd.getTradeNum(), excDepSide.getKey());
if (fromId != null) {
return cash.contains(excKey);
} else {
ExecutionFond exec = executionFondImdg.getFirstObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", excDepSide.getKey()));
if (exec != null) {
cash.add(excKey);
return true;
}
return false;
}
});
log.info("{} strades left after already-added filtering", sTrades.size());