mirror of https://github.com/aclindsa/moneygo.git
123 lines
3.1 KiB
Go
123 lines
3.1 KiB
Go
package main
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import (
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"fmt"
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"github.com/FlashBoys/go-finance"
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"gopkg.in/gorp.v1"
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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 InsertPriceTx(transaction *gorp.Transaction, p *Price) error {
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err := transaction.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(transaction *gorp.Transaction, 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 := InsertPriceTx(transaction, 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 := transaction.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 = InsertPriceTx(transaction, 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(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
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var p Price
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err := transaction.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(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
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var p Price
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err := transaction.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 GetClosestPriceTx(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
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earliest, _ := GetEarliestPrice(transaction, security, currency, date)
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latest, err := GetLatestPrice(transaction, 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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func GetClosestPrice(security, currency *Security, date *time.Time) (*Price, error) {
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transaction, err := DB.Begin()
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if err != nil {
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return nil, err
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}
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price, err := GetClosestPriceTx(transaction, security, currency, date)
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if err != nil {
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transaction.Rollback()
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return nil, err
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}
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err = transaction.Commit()
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if err != nil {
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transaction.Rollback()
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return nil, err
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}
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return price, nil
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}
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func init() {
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q, err := finance.GetQuote("BRK-A")
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if err == nil {
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fmt.Printf("%+v", q)
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}
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}
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