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moneygo/internal/handlers/prices.go
Aaron Lindsay 2ff1f47432 Remove duplicate *Tx versions of database access methods
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).
2017-10-14 19:41:13 -04:00

92 lines
2.4 KiB
Go

package handlers
import (
"time"
)
type Price struct {
PriceId int64
SecurityId int64
CurrencyId int64
Date time.Time
Value string // String representation of decimal price of Security in Currency units, suitable for passing to big.Rat.SetString()
RemoteId string // unique ID from source, for detecting duplicates
}
func InsertPrice(tx *Tx, p *Price) error {
err := tx.Insert(p)
if err != nil {
return err
}
return nil
}
func CreatePriceIfNotExist(tx *Tx, price *Price) error {
if len(price.RemoteId) == 0 {
// Always create a new price if we can't match on the RemoteId
err := InsertPrice(tx, price)
if err != nil {
return err
}
return nil
}
var prices []*Price
_, err := tx.Select(&prices, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date=? AND Value=?", price.SecurityId, price.CurrencyId, price.Date, price.Value)
if err != nil {
return err
}
if len(prices) > 0 {
return nil // price already exists
}
err = InsertPrice(tx, price)
if err != nil {
return err
}
return nil
}
// Return the latest price for security in currency units before date
func GetLatestPrice(tx *Tx, security, currency *Security, date *time.Time) (*Price, error) {
var p Price
err := tx.SelectOne(&p, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date <= ? ORDER BY Date DESC LIMIT 1", security.SecurityId, currency.SecurityId, date)
if err != nil {
return nil, err
}
return &p, nil
}
// Return the earliest price for security in currency units after date
func GetEarliestPrice(tx *Tx, security, currency *Security, date *time.Time) (*Price, error) {
var p Price
err := tx.SelectOne(&p, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date >= ? ORDER BY Date ASC LIMIT 1", security.SecurityId, currency.SecurityId, date)
if err != nil {
return nil, err
}
return &p, nil
}
// Return the price for security in currency closest to date
func GetClosestPrice(tx *Tx, security, currency *Security, date *time.Time) (*Price, error) {
earliest, _ := GetEarliestPrice(tx, security, currency, date)
latest, err := GetLatestPrice(tx, security, currency, date)
// Return early if either earliest or latest are invalid
if earliest == nil {
return latest, err
} else if err != nil {
return earliest, nil
}
howlate := earliest.Date.Sub(*date)
howearly := date.Sub(latest.Date)
if howearly < howlate {
return latest, nil
} else {
return earliest, nil
}
}