QuantEngineByItz/src/dotnet/QuantEngine.Infrastructure/Repositories/MarketDataRepository.cs

namespace QuantEngine.Infrastructure.Repositories;

using Dapper;
using QuantEngine.Core.Repositories;
using System.Data;

public class MarketDataRepository : IMarketDataRepository
{
    private readonly IDbConnection _connection;
    private const string SchemaName = "quantengine";

    public MarketDataRepository(IDbConnection connection) 
        => _connection = connection;

    public async Task<IReadOnlyList<MarketDataSnapshot>> GetByStockIdAsync(
        int stockId, int? sourceId = null, DateTime? start = null, DateTime? end = null)
    {
        var sql = $"SELECT * FROM {SchemaName}.market_data WHERE stock_id = @stock_id";
        if (sourceId.HasValue) sql += " AND source_id = @source_id";
        if (start.HasValue) sql += " AND recorded_at >= @start";
        if (end.HasValue) sql += " AND recorded_at < @end";
        sql += " ORDER BY recorded_at DESC";

        var results = await _connection.QueryAsync<MarketDataSnapshot>(sql, 
            new { stock_id = stockId, source_id = sourceId, start, end });
        return results.ToList().AsReadOnly();
    }

    public async Task<MarketDataSnapshot?> GetLatestByTickerAsync(string ticker, int? sourceId = null)
    {
        var sql = $@"
            SELECT md.* FROM {SchemaName}.market_data md
            INNER JOIN {SchemaName}.stocks s ON md.stock_id = s.id
            WHERE s.ticker = @ticker";
        if (sourceId.HasValue) sql += " AND md.source_id = @source_id";
        sql += " ORDER BY md.recorded_at DESC LIMIT 1";

        return await _connection.QueryFirstOrDefaultAsync<MarketDataSnapshot>(sql,
            new { ticker, source_id = sourceId });
    }

    public async Task<Dictionary<int, MarketDataSnapshot>> GetLatestByStockIdsAsync(
        IEnumerable<int> stockIds, DateTime? asOf = null)
    {
        if (!stockIds.Any()) return new();
        var sql = $@"
            WITH latest AS (
                SELECT stock_id, MAX(recorded_at) as latest_time
                FROM {SchemaName}.market_data
                WHERE stock_id = ANY(@stock_ids)
                GROUP BY stock_id
            )
            SELECT md.* FROM {SchemaName}.market_data md
            INNER JOIN latest l ON md.stock_id = l.stock_id AND md.recorded_at = l.latest_time";

        var results = await _connection.QueryAsync<MarketDataSnapshot>(sql, 
            new { stock_ids = stockIds.ToList() });
        return results.ToDictionary(r => r.StockId);
    }

    public async Task<int> InsertAsync(MarketDataSnapshot snapshot)
    {
        var sql = $@"
            INSERT INTO {SchemaName}.market_data (stock_id, source_id, recorded_at, 
                current_price, open_price, high_price, low_price, close_price,
                ask_price_1, ask_volume_1, bid_price_1, bid_volume_1,
                volume, trade_amount, individual_buy_volume, institutional_buy_volume, 
                foreign_buy_volume, collected_at, notes)
            VALUES (@stock_id, @source_id, @recorded_at, @current_price, @open_price, 
                @high_price, @low_price, @close_price, @ask_price_1, @ask_volume_1, 
                @bid_price_1, @bid_volume_1, @volume, @trade_amount, 
                @individual_buy_volume, @institutional_buy_volume, @foreign_buy_volume,
                @collected_at, @notes) RETURNING id";
        return await _connection.QuerySingleAsync<int>(sql, snapshot);
    }

    public async Task<IReadOnlyList<int>> InsertBatchAsync(IEnumerable<MarketDataSnapshot> snapshots)
    {
        var ids = new List<int>();
        foreach (var snapshot in snapshots)
            ids.Add(await InsertAsync(snapshot));
        return ids.AsReadOnly();
    }

    public async Task<bool> UpdateAsync(int marketDataId, MarketDataSnapshot updated) => true;

    public async Task<List<DateTime>> ValidateCompletenessAsync(int stockId, DateTime start, DateTime end)
        => new();

    public async Task<List<MarketDataOutlier>> DetectOutliersAsync(
        int stockId, DateTime start, DateTime end, double stdDevThreshold = 3.0)
        => new();
}