mirror of
https://github.com/aclindsa/moneygo.git
synced 2024-09-21 12:20:04 -04:00
Aaron Lindsay
2ff1f47432
Simplify naming to remove "Tx" now that all handlers only have access to transactions anyway, and always use "tx" as the name of the variable representing the SQL transactions (to make it less likely to cause confusion with monetary transactions).
92 lines
2.4 KiB
Go
92 lines
2.4 KiB
Go
package handlers
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import (
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"time"
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)
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type Price struct {
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PriceId int64
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SecurityId int64
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CurrencyId int64
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Date time.Time
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Value string // String representation of decimal price of Security in Currency units, suitable for passing to big.Rat.SetString()
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RemoteId string // unique ID from source, for detecting duplicates
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}
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func InsertPrice(tx *Tx, p *Price) error {
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err := tx.Insert(p)
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if err != nil {
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return err
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}
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return nil
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}
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func CreatePriceIfNotExist(tx *Tx, price *Price) error {
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if len(price.RemoteId) == 0 {
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// Always create a new price if we can't match on the RemoteId
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err := InsertPrice(tx, price)
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if err != nil {
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return err
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}
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return nil
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}
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var prices []*Price
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_, err := tx.Select(&prices, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date=? AND Value=?", price.SecurityId, price.CurrencyId, price.Date, price.Value)
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if err != nil {
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return err
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}
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if len(prices) > 0 {
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return nil // price already exists
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}
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err = InsertPrice(tx, price)
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if err != nil {
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return err
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}
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return nil
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}
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// Return the latest price for security in currency units before date
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func GetLatestPrice(tx *Tx, security, currency *Security, date *time.Time) (*Price, error) {
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var p Price
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err := tx.SelectOne(&p, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date <= ? ORDER BY Date DESC LIMIT 1", security.SecurityId, currency.SecurityId, date)
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if err != nil {
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return nil, err
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}
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return &p, nil
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}
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// Return the earliest price for security in currency units after date
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func GetEarliestPrice(tx *Tx, security, currency *Security, date *time.Time) (*Price, error) {
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var p Price
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err := tx.SelectOne(&p, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date >= ? ORDER BY Date ASC LIMIT 1", security.SecurityId, currency.SecurityId, date)
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if err != nil {
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return nil, err
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}
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return &p, nil
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}
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// Return the price for security in currency closest to date
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func GetClosestPrice(tx *Tx, security, currency *Security, date *time.Time) (*Price, error) {
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earliest, _ := GetEarliestPrice(tx, security, currency, date)
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latest, err := GetLatestPrice(tx, security, currency, date)
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// Return early if either earliest or latest are invalid
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if earliest == nil {
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return latest, err
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} else if err != nil {
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return earliest, nil
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}
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howlate := earliest.Date.Sub(*date)
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howearly := date.Sub(latest.Date)
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if howearly < howlate {
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return latest, nil
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} else {
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return earliest, nil
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}
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}
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