TINKOFF-INVEST. Разработка торгового робота на JAVA. Часть 2

<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
         xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
    <modelVersion>4.0.0</modelVersion>
    <parent>
        <groupId>org.springframework.boot</groupId>
        <artifactId>spring-boot-starter-parent</artifactId>
        <version>2.5.7</version>
        <relativePath/> 
    </parent>

    <groupId>ru.dsci</groupId>
    <artifactId>stockdock</artifactId>
    <version>0.0.1-SNAPSHOT</version>
    <name>stockdock</name>
    <description>stockdock</description>
    <properties>
        <java.version>11</java.version>
    </properties>

    <dependencies>
        <dependency>
            <groupId>org.springframework.boot</groupId>
            <artifactId>spring-boot-starter-data-jpa</artifactId>
        </dependency>
        <dependency>
            <groupId>org.springframework.boot</groupId>
            <artifactId>spring-boot-starter</artifactId>
        </dependency>
        <dependency>
            <groupId>org.springframework.boot</groupId>
            <artifactId>spring-boot-starter-web</artifactId>
            <exclusions>
                <exclusion>
                    <groupId>org.springframework.boot</groupId>
                    <artifactId>spring-boot-starter-logging</artifactId>
                </exclusion>
            </exclusions>
        </dependency>
        <dependency>
            <groupId>org.projectlombok</groupId>
            <artifactId>lombok</artifactId>
            <optional>true</optional>
        </dependency>
        <dependency>
            <groupId>org.springframework.boot</groupId>
            <artifactId>spring-boot-starter-test</artifactId>
            <scope>test</scope>
        </dependency>
        <dependency>
            <groupId>ru.tinkoff.invest</groupId>
            <artifactId>openapi-java-sdk-core</artifactId>
            <version>0.5.1</version>
        </dependency>
        <dependency>
            <groupId>ru.tinkoff.invest</groupId>
            <artifactId>openapi-java-sdk-java8</artifactId>
            <version>0.5.1</version>
        </dependency>
        <dependency>
            <groupId>com.squareup.okhttp3</groupId>
            <artifactId>okhttp</artifactId>
            <version>4.10.0-RC1</version>
        </dependency>
        <dependency>
            <groupId>com.h2database</groupId>
            <artifactId>h2</artifactId>
            <version>1.4.200</version>
            <scope>runtime</scope>
        </dependency>
        <dependency>
            <groupId>org.flywaydb</groupId>
            <artifactId>flyway-core</artifactId>
            <version>8.2.3</version>
        </dependency>
        <dependency>
            <groupId>org.springframework.shell</groupId>
            <artifactId>spring-shell-starter</artifactId>
            <version>2.0.0.RELEASE</version>
        </dependency>
        <dependency>
            <groupId>org.modelmapper</groupId>
            <artifactId>modelmapper</artifactId>
            <version>3.0.0</version>
        </dependency>
    </dependencies>

    <build>
        <plugins>
            <plugin>
                <groupId>org.springframework.boot</groupId>
                <artifactId>spring-boot-maven-plugin</artifactId>
                <configuration>
                    <excludes>
                        <exclude>
                            <groupId>org.projectlombok</groupId>
                            <artifactId>lombok</artifactId>
                        </exclude>
                    </excludes>
                </configuration>
            </plugin>
        </plugins>
    </build>

</project>

server:
  port: 8800

spring:
  output:
    ansi:
      enabled: detect
  datasource:
    driver-class-name: org.h2.Driver
    url: jdbc:h2:mem:mydatabase;MODE=PostgreSQL;DB_CLOSE_DELAY=-1
    username: sa
    password:
  jpa:
    show-sql: false
    properties:
      hibernate:
        dialect: org.hibernate.dialect.H2Dialect
        ddl-auto: none
  h2:
    console:
      enabled: true
      settings:
        web-allow-others: false
      path: /h2

logging:
  level.ru.dsci.stockdock.* : debug
  pattern:
    console: "%d{yyyy-MM-dd HH:mm:ss} [%thread]: %msg%n"
    file: "%d{yyyy-MM-dd HH:mm:ss.sss} [%thread] %-5level %logger{36}: %msg%n"
  file:
    name: logs/dev/stockdock.log
    path: logs/dev

-- INSTRUMENT_TYPE ----------------------------------------
drop table if exists insrtrument_type;
create table instrument_type
(
    id        serial primary key,
    code      varchar(256) not null,
    name      varchar(255)
);
create unique index instrument_type_code_uindex
    on instrument_type(code);
-----------------------------------------------------------

-- INSTRUMENT ---------------------------------------------
drop table if exists instrument cascade;
create table instrument
(
    id                 serial primary key,
    figi               varchar(255) not null,
    isin               varchar(255),
    ticker             varchar(255) not null,
    currency           varchar(255) not null,
    increment          numeric(19, 4),
    name               varchar(255),
    CHECK (increment >= 0),
    lot                integer      not null,
    instrument_type_id varchar(255) not null,
    foreign key (instrument_type_id) references instrument_type (id)
);
create unique index instrument_figi_uindex
    on instrument (figi);
create index instrument_ticker_index
    on instrument (ticker);
create index instrument_isin_index
    on instrument(isin);
create index instrument_currency_index
    on instrument (currency);
create index instrument_type_id_index
    on instrument (instrument_type_id);
-----------------------------------------------------------

-- TIMEFRAME ----------------------------------------------
drop table if exists timeframe cascade;
create table timeframe
(
    id   serial primary key,
    code varchar(64) not null,
    name varchar(256)
);
create unique index timeframe_code_uindex
    on timeframe(code);
-----------------------------------------------------------

-- CANDLESTICK --------------------------------------------
drop table if exists candlestick;
create table candlestick
(
    id            serial primary key,
    maximum_value numeric(20, 10),
    CHECK (maximum_value >= minimum_value),
    minimum_value numeric(20, 10),
    opened_value  numeric(20, 10),
    closed_value  numeric(20, 10),
    volume        integer CHECK (volume >= 0),
    since         timestamp not null,
    timeframe_id  integer,
    instrument_id integer,
    foreign key (timeframe_id) references timeframe (id),
    foreign key (instrument_id) references instrument (id)
);
create unique index candlestick_ticker_timeframe_since
    on candlestick (instrument_id, timeframe_id, since);
-----------------------------------------------------------

INSERT INTO INSTRUMENT_TYPE (id, code, name)
VALUES (1, 'currency', 'валюта'),
       (2, 'stock', 'акция'),
       (3, 'bond', 'облигация'),
       (4, 'etf', 'биржевой фонд');

INSERT INTO TIMEFRAME (id, code, name)
VALUES (1,  'MIN1', '1 минута'),
       (2,  'MIN2', '2 минуты'),
       (3,  'MIN5', '5 минут'),
       (4,  'MIN10', '10 минут'),
       (5,  'MIN15', '15 минут'),
       (6,  'MIN30', '30 минут'),
       (7,  'HOUR1', '1 час'),
       (8,  'DAY1', 'день'),
       (9,  'WEEK1', 'неделя'),
       (10, 'MON1', 'месяц');

package ru.dsci.stockdock.models.entities;

import lombok.AccessLevel;
import lombok.Data;
import lombok.Setter;

import javax.persistence.Entity;
import javax.persistence.GeneratedValue;
import javax.persistence.GenerationType;
import javax.persistence.Id;

@Entity
@Data
public class InstrumentType {

    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    @Setter(value = AccessLevel.PRIVATE)
    private Long id;

    private String code;

    private String name;

    @Override
    public String toString() {
        return this.code;
    }
}

package ru.dsci.stockdock.models.entities;

import lombok.AccessLevel;
import lombok.Data;
import lombok.Setter;

import javax.persistence.*;
import java.math.BigDecimal;

@Entity
@Data
public class Instrument {

    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    @Setter(value = AccessLevel.PRIVATE)
    private Long id;

    private String figi;

    private String isin;

    private String ticker;

    private String currency;

    private String name;

    private BigDecimal increment;

    private int lot;

    @ManyToOne(fetch = FetchType.EAGER, cascade = CascadeType.MERGE)
    @JoinColumn(name = "instrument_type_id")
    private InstrumentType instrumentType;

    @Override
    public String toString() {
        return String.format("%s [%s] (%s)", this.ticker, this.figi, this.instrumentType.getCode());
    }

}

package ru.dsci.stockdock.models.entities;

import lombok.AccessLevel;
import lombok.Data;
import lombok.Setter;

import javax.persistence.Entity;
import javax.persistence.GeneratedValue;
import javax.persistence.GenerationType;
import javax.persistence.Id;

@Entity
@Data
public class Timeframe {

    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    @Setter(value = AccessLevel.PRIVATE)
    private Long id;

    private String code;

    private String name;

    @Override
    public String toString() {
        return this.code;
    }
}

package ru.dsci.stockdock.models.entities;

import lombok.AccessLevel;
import lombok.Data;
import lombok.Setter;
import ru.dsci.stockdock.core.tools.DateTimeTools;

import javax.persistence.*;
import java.math.BigDecimal;
import java.time.ZonedDateTime;

@Entity
@Data
public class Candlestick {

    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    @Setter(value = AccessLevel.PRIVATE)
    private Long id;

    @ManyToOne(fetch = FetchType.EAGER, cascade = CascadeType.MERGE)
    @JoinColumn(name = "timeframe_id")
    private Timeframe timeframe;

    @ManyToOne(fetch = FetchType.EAGER, cascade = CascadeType.MERGE)
    @JoinColumn(name = "instrument_id")
    private Instrument instrument;

    private BigDecimal maximumValue;

    private BigDecimal minimumValue;

    private BigDecimal openedValue;

    private BigDecimal closedValue;

    private int volume;

    private ZonedDateTime since;

    @Override
    public String toString() {
        return String.format("%s [%s] %s: %.4f",
                this.instrument.getTicker(),
                this.timeframe.getCode(),
                DateTimeTools.getTimeFormatted(this.since),
                this.closedValue);
    }

}

package ru.dsci.stockdock.tcs;

import lombok.extern.slf4j.Slf4j;
import org.springframework.stereotype.Component;
import ru.dsci.stockdock.core.Parameters;
import ru.tinkoff.invest.openapi.OpenApi;
import ru.tinkoff.invest.openapi.model.rest.SandboxRegisterRequest;
import ru.tinkoff.invest.openapi.okhttp.OkHttpOpenApi;

@Slf4j
@Component
public class TcsApiConnector implements AutoCloseable {

    private final Parameters parameters;
    private OpenApi openApi;

    public TcsApiConnector(Parameters parameters) {
        this.parameters = parameters;
    }

    public OpenApi getOpenApi() throws Exception {
        if (openApi == null) {
            close();
            openApi = new OkHttpOpenApi(parameters.getToken(), parameters.isSandBoxMode());
            if (openApi.isSandboxMode()) {
                openApi.getSandboxContext().performRegistration(new SandboxRegisterRequest()).join();
            }
        }
        return openApi;
    }

    @Override
    public void close() throws Exception {
        if (openApi != null) {
            openApi.close();
        }
    }
}

package ru.dsci.stockdock.tcs;

import lombok.AllArgsConstructor;
import lombok.extern.slf4j.Slf4j;
import org.modelmapper.ModelMapper;
import org.springframework.stereotype.Component;
import ru.dsci.stockdock.models.entities.Instrument;
import ru.dsci.stockdock.models.entities.Timeframe;
import ru.tinkoff.invest.openapi.OpenApi;
import ru.tinkoff.invest.openapi.model.rest.CandleResolution;
import ru.tinkoff.invest.openapi.model.rest.Candles;
import ru.tinkoff.invest.openapi.model.rest.MarketInstrumentList;

import java.time.ZonedDateTime;
import java.util.Optional;

@Slf4j
@Component
@AllArgsConstructor
public class TcsContextProvider {

    private final TcsApiConnector tcsApiConnector;
    private final ModelMapper modelMapper;

    public MarketInstrumentList getStocks() throws Exception {
        return getOpenApi().getMarketContext().getMarketStocks().join();
    }

    public MarketInstrumentList getBonds() throws Exception {
        return getOpenApi().getMarketContext().getMarketBonds().join();
    }

    public MarketInstrumentList getEtfs() throws Exception {
        return getOpenApi().getMarketContext().getMarketEtfs().join();
    }

    public MarketInstrumentList getCurrencies() throws Exception {
        return getOpenApi().getMarketContext().getMarketCurrencies().join();
    }

    public Optional<Candles> getCandles(
            Instrument instrument, Timeframe timeframe, ZonedDateTime begPeriod, ZonedDateTime endPeriod)
            throws Exception {
        return getOpenApi().getMarketContext().getMarketCandles(
                instrument.getFigi(),
                begPeriod.toOffsetDateTime(),
                endPeriod.toOffsetDateTime(),
                modelMapper.map(timeframe, CandleResolution.class)).join();
    }

    private OpenApi getOpenApi() throws Exception {
        return tcsApiConnector.getOpenApi();
    }

}

package ru.tinkoff.invest.openapi.model.rest;

import com.fasterxml.jackson.annotation.JsonProperty;
import io.swagger.v3.oas.annotations.media.Schema;
import java.math.BigDecimal;
import java.time.OffsetDateTime;
import java.util.Objects;

public class Candle {
    @JsonProperty("figi")
    private String figi = null;
    @JsonProperty("interval")
    private CandleResolution interval = null;
    @JsonProperty("o")
    private BigDecimal o = null;
    @JsonProperty("c")
    private BigDecimal c = null;
    @JsonProperty("h")
    private BigDecimal h = null;
    @JsonProperty("l")
    private BigDecimal l = null;
    @JsonProperty("v")
    private Integer v = null;
    @JsonProperty("time")
    private OffsetDateTime time = null;

    public Candle() {
    }

    public Candle figi(String figi) {
        this.figi = figi;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public String getFigi() {
        return this.figi;
    }

    public void setFigi(String figi) {
        this.figi = figi;
    }

    public Candle interval(CandleResolution interval) {
        this.interval = interval;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public CandleResolution getInterval() {
        return this.interval;
    }

    public void setInterval(CandleResolution interval) {
        this.interval = interval;
    }

    public Candle o(BigDecimal o) {
        this.o = o;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public BigDecimal getO() {
        return this.o;
    }

    public void setO(BigDecimal o) {
        this.o = o;
    }

    public Candle c(BigDecimal c) {
        this.c = c;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public BigDecimal getC() {
        return this.c;
    }

    public void setC(BigDecimal c) {
        this.c = c;
    }

    public Candle h(BigDecimal h) {
        this.h = h;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public BigDecimal getH() {
        return this.h;
    }

    public void setH(BigDecimal h) {
        this.h = h;
    }

    public Candle l(BigDecimal l) {
        this.l = l;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public BigDecimal getL() {
        return this.l;
    }

    public void setL(BigDecimal l) {
        this.l = l;
    }

    public Candle v(Integer v) {
        this.v = v;
        return this;
    }

    @Schema(
        required = true,
        description = ""
    )
    public Integer getV() {
        return this.v;
    }

    public void setV(Integer v) {
        this.v = v;
    }

    public Candle time(OffsetDateTime time) {
        this.time = time;
        return this;
    }

    @Schema(
        required = true,
        description = "ISO8601"
    )
    public OffsetDateTime getTime() {
        return this.time;
    }

    public void setTime(OffsetDateTime time) {
        this.time = time;
    }

    public boolean equals(Object o) {
        if (this == o) {
            return true;
        } else if (o != null && this.getClass() == o.getClass()) {
            Candle candle = (Candle)o;
            return Objects.equals(this.figi, candle.figi) && Objects.equals(this.interval, candle.interval) && Objects.equals(this.o, candle.o) && Objects.equals(this.c, candle.c) && Objects.equals(this.h, candle.h) && Objects.equals(this.l, candle.l) && Objects.equals(this.v, candle.v) && Objects.equals(this.time, candle.time);
        } else {
            return false;
        }
    }

    public int hashCode() {
        return Objects.hash(new Object[]{this.figi, this.interval, this.o, this.c, this.h, this.l, this.v, this.time});
    }

    public String toString() {
        StringBuilder sb = new StringBuilder();
        sb.append("class Candle {\n");
        sb.append("    figi: ").append(this.toIndentedString(this.figi)).append("\n");
        sb.append("    interval: ").append(this.toIndentedString(this.interval)).append("\n");
        sb.append("    o: ").append(this.toIndentedString(this.o)).append("\n");
        sb.append("    c: ").append(this.toIndentedString(this.c)).append("\n");
        sb.append("    h: ").append(this.toIndentedString(this.h)).append("\n");
        sb.append("    l: ").append(this.toIndentedString(this.l)).append("\n");
        sb.append("    v: ").append(this.toIndentedString(this.v)).append("\n");
        sb.append("    time: ").append(this.toIndentedString(this.time)).append("\n");
        sb.append("}");
        return sb.toString();
    }

    private String toIndentedString(Object o) {
        return o == null ? "null" : o.toString().replace("\n", "\n    ");
    }
}

package ru.dsci.stockdock.tcs;

import lombok.AllArgsConstructor;
import lombok.Data;
import org.modelmapper.Converter;
import org.modelmapper.ModelMapper;
import org.modelmapper.spi.MappingContext;
import org.springframework.stereotype.Component;
import ru.dsci.stockdock.models.entities.Candlestick;
import ru.dsci.stockdock.models.entities.Instrument;
import ru.dsci.stockdock.models.entities.Timeframe;
import ru.dsci.stockdock.services.impl.InstrumentServiceImpl;
import ru.dsci.stockdock.services.impl.InstrumentTypeServiceImpl;
import ru.dsci.stockdock.services.impl.TimeFrameServiceImpl;
import ru.tinkoff.invest.openapi.model.rest.Candle;
import ru.tinkoff.invest.openapi.model.rest.CandleResolution;
import ru.tinkoff.invest.openapi.model.rest.MarketInstrument;

import javax.annotation.PostConstruct;

@Component
@Data
@AllArgsConstructor
public class TcsMapper {

    private final ModelMapper modelMapper;
    private final InstrumentTypeServiceImpl instrumentTypeService;
    private final InstrumentServiceImpl instrumentService;
    private final TimeFrameServiceImpl timeFrameService;

    @PostConstruct
    public void init() {

        modelMapper.createTypeMap(CandleResolution.class, Timeframe.class).setConverter(new Converter<CandleResolution, Timeframe>() {
            @Override
            public Timeframe convert(MappingContext<CandleResolution, Timeframe> mappingContext) {
                String timeframeCode;
                switch (mappingContext.getSource()) {
                    case _1MIN:
                        timeframeCode = "MIN1";
                        break;
                    case _2MIN:
                        timeframeCode = "MIN2";
                        break;
                    case _3MIN:
                        timeframeCode = "MIN3";
                        break;
                    case _5MIN:
                        timeframeCode = "MIN5";
                        break;
                    case _10MIN:
                        timeframeCode = "MIN10";
                        break;
                    case _15MIN:
                        timeframeCode = "MIN15";
                        break;
                    case _30MIN:
                        timeframeCode = "MIN30";
                        break;
                    case HOUR:
                        timeframeCode = "HOUR1";
                        break;
                    case DAY:
                        timeframeCode = "DAY1";
                        break;
                    case WEEK:
                        timeframeCode = "WEEK1";
                        break;
                    case MONTH:
                        timeframeCode = "MON1";
                        break;
                    default:
                        timeframeCode = null;
                }
                return timeFrameService.getByCode(timeframeCode);
            }
        });

        modelMapper.createTypeMap(Timeframe.class, CandleResolution.class).setConverter(new Converter<Timeframe, CandleResolution>() {
            @Override
            public CandleResolution convert(MappingContext<Timeframe, CandleResolution> mappingContext) {
                switch (mappingContext.getSource().getCode()) {
                    case "MIN1":
                        return CandleResolution._1MIN;
                    case "MIN2":
                        return CandleResolution._2MIN;
                    case "MIN3":
                        return CandleResolution._3MIN;
                    case "MIN5":
                        return CandleResolution._5MIN;
                    case "MIN10":
                        return CandleResolution._10MIN;
                    case "MIN15":
                        return CandleResolution._15MIN;
                    case "MIN30":
                        return CandleResolution._30MIN;
                    case "HOUR1":
                        return CandleResolution.HOUR;
                    case "DAY1":
                        return CandleResolution.DAY;
                    case "WEEK1":
                        return CandleResolution.WEEK;
                    case "MONTH1":
                        return CandleResolution.MONTH;
                    default:
                        return null;
                }
            }
        });

        modelMapper.createTypeMap(Candle.class, Candlestick.class).setConverter(new Converter<Candle, Candlestick>() {
            @Override
            public Candlestick convert(MappingContext<Candle, Candlestick> mappingContext) {
                Candle candle = mappingContext.getSource();
                Candlestick candlestick = new Candlestick();
                candlestick.setTimeframe(modelMapper.map(candle.getInterval(), Timeframe.class));
                candlestick.setInstrument(instrumentService.getByFigi(candle.getFigi()));
                candlestick.setSince(candle.getTime().toZonedDateTime());
                candlestick.setOpenedValue(candle.getO());
                candlestick.setClosedValue(candle.getC());
                candlestick.setMaximumValue(candle.getH());
                candlestick.setMinimumValue(candle.getL());
                candlestick.setVolume(candle.getV());
                return candlestick;
            }
        });

        modelMapper.createTypeMap(MarketInstrument.class, Instrument.class).setConverter(new Converter<MarketInstrument, Instrument>() {
            @Override
            public Instrument convert(MappingContext<MarketInstrument, Instrument> mappingContext) {
                Instrument instrument = new Instrument();
                MarketInstrument marketInstrument = mappingContext.getSource();
                instrument.setCurrency(marketInstrument.getCurrency().getValue());
                instrument.setTicker(marketInstrument.getTicker());
                instrument.setFigi(marketInstrument.getFigi());
                instrument.setIsin(marketInstrument.getIsin());
                instrument.setName(marketInstrument.getName());
                instrument.setLot(marketInstrument.getLot());
                instrument.setIncrement(marketInstrument.getMinPriceIncrement());
                instrument.setInstrumentType(instrumentTypeService.getByCode(marketInstrument.getType().toString()));
                return instrument;
            }
        });
    }
}

package ru.dsci.stockdock;

import org.modelmapper.ModelMapper;
import org.modelmapper.convention.MatchingStrategies;
import org.springframework.boot.ApplicationArguments;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.ComponentScan;
import org.springframework.context.annotation.Configuration;
import ru.dsci.stockdock.core.Parameters;

import static org.modelmapper.config.Configuration.AccessLevel.PRIVATE;

@Configuration
@ComponentScan
public class StockDockConfiguration {

    @Bean
    public ModelMapper modelMapper() {
        ModelMapper modelMapper = new ModelMapper();
        modelMapper.getConfiguration()
                .setMatchingStrategy(MatchingStrategies.STRICT)
                .setFieldMatchingEnabled(true)
                .setSkipNullEnabled(true)
                .setFieldAccessLevel(PRIVATE);
        return modelMapper;
    }

    @Bean
    public Parameters parameters(ApplicationArguments arguments) {
        return new Parameters(arguments.getSourceArgs());
    }

}

package ru.dsci.stockdock.tcs;

import ru.dsci.stockdock.core.tools.DateTimeTools;
import ru.dsci.stockdock.core.tools.TimeInterval;
import ru.dsci.stockdock.models.entities.Timeframe;
import java.time.ZonedDateTime;
import java.time.temporal.ChronoUnit;
import java.util.List;

public class TcsTools {
    public static List<TimeInterval> splitPeriod (
            Timeframe timeFrame, ZonedDateTime begPeriod, ZonedDateTime endPeriod) {

        ChronoUnit chronoUnit;
        int chronoSize;
        switch (timeFrame.getCode()) {
            case "MON1":
                chronoUnit = ChronoUnit.YEARS;
                chronoSize = 10;
                break;
            case "WEEK1":
                chronoUnit = ChronoUnit.YEARS;
                chronoSize = 2;
                break;
            case "DAY1":
                chronoUnit = ChronoUnit.YEARS;
                chronoSize = 1;
                break;
            case "HOUR1":
                chronoUnit = ChronoUnit.DAYS;
                chronoSize = 7;
                break;
            default:
                chronoUnit = ChronoUnit.DAYS;
                chronoSize = 1;
        }
        return DateTimeTools.splitInterval(chronoUnit, chronoSize, begPeriod, endPeriod);
    }

}

package ru.dsci.stockdock.core.tools;

import lombok.Data;
import lombok.NonNull;

import java.time.ZonedDateTime;

@Data
public class TimeInterval {

    private ZonedDateTime begInterval;
    private ZonedDateTime endInterval;

    @Override
    public String toString() {
        return String.format("%s-%s",
                DateTimeTools.getTimeFormatted(begInterval),
                DateTimeTools.getTimeFormatted(endInterval));
    }

    public TimeInterval(@NonNull ZonedDateTime begInterval, @NonNull ZonedDateTime endInterval) {
        DateTimeTools.checkInterval(begInterval, endInterval);
        this.begInterval = begInterval;
        this.endInterval = endInterval;
    }
}

package ru.dsci.stockdock.core.tools;

import java.time.DateTimeException;
import java.time.ZoneId;
import java.time.ZonedDateTime;
import java.time.chrono.ChronoZonedDateTime;
import java.time.format.DateTimeFormatter;
import java.time.temporal.ChronoUnit;
import java.util.ArrayList;
import java.util.List;

public class DateTimeTools {

    public static ZoneId DEFAULT_ZONE_ID = ZoneId.of("Europe/Moscow");

    public static ZoneId zoneId = DEFAULT_ZONE_ID;

    public static final String DATE_PATTERN = "dd.MM.yyyy";
    public static final DateTimeFormatter DATE_FORMATTER = DateTimeFormatter
            .ofPattern(DATE_PATTERN)
            .withZone(zoneId);
    public static final String DATE_TIME_PATTERN = "dd.MM.yyyy HH:mm:ss";
    public static final DateTimeFormatter DATE_TIME_FORMATTER = DateTimeFormatter
            .ofPattern(DATE_TIME_PATTERN)
            .withZone(zoneId);

    public static String getTimeFormatted(ZonedDateTime dateTime) {
        return dateTime.format(DATE_TIME_FORMATTER);
    }

    public static String getDateFormatted(ZonedDateTime dateTime) {
        return dateTime.format(DATE_FORMATTER);
    }

    public static void checkInterval(ZonedDateTime begInterval, ZonedDateTime endInterval) {
        if (endInterval.isBefore(begInterval))
            throw new DateTimeException(String.format("Invalid date interval: %s - %s",
                    getTimeFormatted(begInterval),
                    getTimeFormatted(endInterval)));
    }

    public static List<TimeInterval> splitInterval(
            ChronoUnit chronoUnit, int chronoSize, ZonedDateTime begInterval, ZonedDateTime endInterval) {
        checkInterval(begInterval, endInterval);
        if (chronoSize <= 0)
            throw new DateTimeException(String.format("Invalid interval: %d", chronoSize));
        List<TimeInterval> intervals = new ArrayList<>();
        ChronoZonedDateTime[] periodTmp = new ChronoZonedDateTime[2];
        periodTmp[0] = begInterval;
        while (periodTmp[0].isBefore(endInterval)) {
            periodTmp[1] = periodTmp[0].plus(chronoSize, chronoUnit);
            if (periodTmp[1].isAfter(endInterval))
                periodTmp[1] = endInterval;
            intervals.add(new TimeInterval((ZonedDateTime) periodTmp[0], (ZonedDateTime) periodTmp[1]));
            periodTmp[0] = periodTmp[0]
                    .plus(chronoSize, chronoUnit)
                    .plus(1, ChronoUnit.MICROS);
        }
        return intervals;
    }

    public static ZonedDateTime parseDate(String textDate) {
        ZonedDateTime date;
        try {
            String[] dateArray = textDate.split("\\.");
            if (dateArray.length < 3)
                throw new IllegalArgumentException(String.format("Incorrect date: %s", textDate));
            int day = Integer.parseInt(dateArray[0]);
            int month = Integer.parseInt(dateArray[1]);
            int year = Integer.parseInt(dateArray[2]);
            date = ZonedDateTime.of(year, month, day, 0, 0, 0, 0, DEFAULT_ZONE_ID);
        } catch (Throwable e) {
            throw new DateTimeException(
                    String.format("Can't parse '%s' into date: %s", textDate, e.getMessage()));
        }
        return date;
    }

}

package ru.dsci.stockdock.repositories;

import org.springframework.data.jpa.repository.JpaRepository;
import org.springframework.stereotype.Repository;
import ru.dsci.stockdock.models.entities.InstrumentType;

@Repository
public interface InstrumentTypeRepository extends JpaRepository<InstrumentType, Long> {

    InstrumentType findByCodeIgnoreCase(String code);

}

package ru.dsci.stockdock.services.impl;

import lombok.AllArgsConstructor;
import org.springframework.stereotype.Service;
import ru.dsci.stockdock.exceptions.EntityNotFoundException;
import ru.dsci.stockdock.models.entities.InstrumentType;
import ru.dsci.stockdock.repositories.InstrumentTypeRepository;
import ru.dsci.stockdock.services.InstrumentTypeService;

import java.util.List;

@Service
@AllArgsConstructor
public class InstrumentTypeServiceImpl implements InstrumentTypeService {

    private InstrumentTypeRepository instrumentTypeRepository;

    @Override
    public List<InstrumentType> getAll() {
        return instrumentTypeRepository.findAll();
    }

    @Override
    public InstrumentType getById(Long id) {
        return instrumentTypeRepository
                .findById(id)
                .orElseThrow(() -> new EntityNotFoundException(InstrumentType.class, id));
    }

    @Override
    public InstrumentType getByCode(String code) {
        return instrumentTypeRepository.findByCodeIgnoreCase(code);
    }
}

package ru.dsci.stockdock.repositories;

import org.springframework.data.jpa.repository.JpaRepository;
import org.springframework.stereotype.Repository;
import ru.dsci.stockdock.models.entities.Instrument;

@Repository
public interface InstrumentRepository extends JpaRepository<Instrument, Long> {

    Instrument findByFigiIgnoreCase(String figi);

    Instrument findByTickerIgnoreCase(String ticker);

    Instrument findByFigiIgnoreCaseOrTickerIgnoreCase(String figi, String ticker);

    boolean existsInstrumentByFigiIgnoreCase(String figi);

}

package ru.dsci.stockdock.services.impl;

import lombok.AllArgsConstructor;
import org.springframework.stereotype.Service;
import ru.dsci.stockdock.exceptions.EntityNotFoundException;
import ru.dsci.stockdock.models.entities.Instrument;
import ru.dsci.stockdock.repositories.InstrumentRepository;
import ru.dsci.stockdock.services.InstrumentService;

import javax.transaction.Transactional;
import java.util.List;

@Service
@AllArgsConstructor
public class InstrumentServiceImpl implements InstrumentService {

    private InstrumentRepository instrumentRepository;

    @Override
    public List<Instrument> getAll() {
        return instrumentRepository.findAll();
    }

    @Override
    public Instrument getById(Long id) {
        return instrumentRepository
                .findById(id)
                .orElseThrow(() -> new EntityNotFoundException(Instrument.class, id));
    }

    @Override
    public Instrument getByTicker(String ticker) {
        return instrumentRepository.findByTickerIgnoreCase(ticker);
    }

    @Override
    public Instrument getByFigiOrTicker(String identifier) {
        return instrumentRepository.findByFigiIgnoreCaseOrTickerIgnoreCase(identifier, identifier);
    }

    @Override
    public Instrument getByFigi(String isin) {
        return instrumentRepository.findByFigiIgnoreCase(isin);
    }

    @Override
    public void saveAllIfNotExists(List<Instrument> instruments) {
        instruments.forEach(this::saveIfNotExists);
    }

    @Override
    @Transactional
    public void saveIfNotExists(Instrument instrument) {
        if (!instrumentRepository.existsInstrumentByFigiIgnoreCase(instrument.getFigi()))
            instrumentRepository.saveAndFlush(instrument);
    }

}

package ru.dsci.stockdock.repositories;

import org.springframework.data.jpa.repository.JpaRepository;
import org.springframework.stereotype.Repository;
import ru.dsci.stockdock.models.entities.Timeframe;

@Repository
public interface TimeframeRepository extends JpaRepository<Timeframe, Long> {

    Timeframe findByCodeIgnoreCase(String code);

}

package ru.dsci.stockdock.services.impl;

import lombok.AllArgsConstructor;
import org.springframework.stereotype.Service;
import ru.dsci.stockdock.exceptions.EntityNotFoundException;
import ru.dsci.stockdock.models.entities.Timeframe;
import ru.dsci.stockdock.repositories.TimeframeRepository;
import ru.dsci.stockdock.services.TimeFrameService;

import java.util.List;

@Service
@AllArgsConstructor
public class TimeFrameServiceImpl implements TimeFrameService {

    private TimeframeRepository periodRepository;

    @Override
    public List<Timeframe> getAll() {
        return periodRepository.findAll();
    }

    @Override
    public Timeframe getById(Long id) {
        return periodRepository
                .findById(id)
                .orElseThrow(() -> new EntityNotFoundException(Timeframe.class, id));
    }

    @Override
    public Timeframe getByCode(String code) {
        return periodRepository.findByCodeIgnoreCase(code);
    }
}

package ru.dsci.stockdock.repositories;

import org.springframework.data.jpa.repository.JpaRepository;
import org.springframework.stereotype.Repository;
import ru.dsci.stockdock.models.entities.Candlestick;
import ru.dsci.stockdock.models.entities.Instrument;
import ru.dsci.stockdock.models.entities.Timeframe;

import java.time.ZonedDateTime;
import java.util.List;

@Repository
public interface CandlestickRepository extends JpaRepository<Candlestick, Long> {

    List<Candlestick> getCandlestickByInstrumentAndTimeframeAndSinceBetweenOrderBySince(
            Instrument instrument, Timeframe timeframe, ZonedDateTime begPeriod, ZonedDateTime endPeriod);

    boolean existsByInstrumentAndTimeframeAndSince(Instrument instrument, Timeframe timeframe, ZonedDateTime since);

}

package ru.dsci.stockdock.services.impl;

import lombok.AllArgsConstructor;
import org.springframework.stereotype.Service;
import ru.dsci.stockdock.core.GlobalContext;
import ru.dsci.stockdock.core.tools.DateTimeTools;
import ru.dsci.stockdock.models.entities.Candlestick;
import ru.dsci.stockdock.models.entities.Instrument;
import ru.dsci.stockdock.models.entities.Timeframe;
import ru.dsci.stockdock.repositories.CandlestickRepository;
import ru.dsci.stockdock.services.CandlestickService;

import javax.transaction.Transactional;
import java.time.ZonedDateTime;
import java.util.List;

@Service
@AllArgsConstructor
public class CandlestickServiceImpl implements CandlestickService {

    private CandlestickRepository candlestickRepository;

    @Override
    public Candlestick getById(Long id) {
        return candlestickRepository.getById(id);
    }

    @Override
    public List<Candlestick> getCandlesticks(Instrument instrument, Timeframe timeframe) {
        return getCandlesticks(instrument, timeframe, null, null);
    }

    @Override
    public List<Candlestick> getCandlesticks(Instrument instrument, Timeframe timeframe, ZonedDateTime begPeriod) {
        return getCandlesticks(instrument, timeframe, begPeriod);
    }

    @Override
    public List<Candlestick> getCandlesticks(
            Instrument instrument, Timeframe timeframe, ZonedDateTime begPeriod, ZonedDateTime endPeriod) {
        if (begPeriod == null)
            begPeriod = GlobalContext.BEG_DATE;
        if (endPeriod == null)
            endPeriod = ZonedDateTime.now();
        DateTimeTools.checkInterval(begPeriod, endPeriod);
        return candlestickRepository.getCandlestickByInstrumentAndTimeframeAndSinceBetweenOrderBySince(
                instrument, timeframe, begPeriod, endPeriod);
    }

    @Override
    @Transactional
    public void saveAllIfNotExists(Candlestick candlestick) {
        if (!candlestickRepository.existsByInstrumentAndTimeframeAndSince(
                candlestick.getInstrument(), candlestick.getTimeframe(), candlestick.getSince()))
            candlestickRepository.saveAndFlush(candlestick);
    }
}

Built-In Commands
clear: Clear the shell screen.
exit, quit: Exit the shell.
help: Display help about available commands.
script: Read and execute commands from a file.
stacktrace: Display the full stacktrace of the last error.

Cli Processor
uc: update candlesticks
ui: update instruments

NAME
ui - update instruments

SYNOPSYS
ui [[-t] string]

OPTIONS
-t or --type string
data type to update (instruments [bond,etf,currency,stock])
[Optional, default = ]

SYNOPSYS
uc [-i] string [[-t] string] [[-b] string] [[-e] string]

OPTIONS
-i or --id string
instrument identifier (ticker or figi)
[Mandatory]

-t or --tf string timeframe (min1,min2,min5,min10,min15,min30,hour1,day1,week1,mon1) [Optional, default = day1]

-b or --bp string the beginning of period [Optional, default = <none>]

-e or --ep string the end of period [Optional, default = <none>]

package ru.dsci.stockdock.core;

import lombok.AllArgsConstructor;
import lombok.extern.slf4j.Slf4j;
import org.springframework.shell.standard.ShellComponent;
import org.springframework.shell.standard.ShellMethod;
import org.springframework.shell.standard.ShellOption;
import org.springframework.stereotype.Component;
import ru.dsci.stockdock.core.tools.DateTimeTools;
import ru.dsci.stockdock.models.entities.Instrument;
import ru.dsci.stockdock.models.entities.Timeframe;
import ru.dsci.stockdock.services.InstrumentService;
import ru.dsci.stockdock.services.impl.DataServiceImpl;
import ru.dsci.stockdock.services.impl.TimeFrameServiceImpl;

import java.time.ZonedDateTime;
import java.time.temporal.ChronoUnit;

@Component
@ShellComponent
@AllArgsConstructor
@Slf4j
public class CliProcessor {

    private final DataServiceImpl dataService;
    private final InstrumentService instrumentService;
    private final TimeFrameServiceImpl timeFrameService;

    @ShellMethod(key = "ui", value = "update instruments")
    public void updateInstruments(
            @ShellOption(value = {"-t", "--type"},
                    help = "data type to update (instruments [bond,etf,currency,stock])",
                    defaultValue = ShellOption.NULL)
                    String type)
            throws Exception {
        if (type != null) {
            String[] types = type.split(",");
            for (int i = 0; i < types.length; i++)
                dataService.updateInstruments(types[i]);
        } else
            dataService.updateInstruments();
    }

    @ShellMethod(key = "uc", value = "update candlesticks")
    public void updateCandlesticks(
            @ShellOption(value = {"-i", "--id"},
                    help = "instrument identifier (ticker or figi)")
                    String iIdentifier,
            @ShellOption(value = {"-t", "--tf"},
                    help = "timeframe (min1,min2,min5,min10,min15,min30,hour1,day1,week1,mon1)",
                    defaultValue = "day1")
                    String iTimeFrame,
            @ShellOption(value = {"-b", "--bp"},
                    help = "the beginning of period",
                    defaultValue = ShellOption.NULL)
                    String iBegPeriod,
            @ShellOption(value = {"-e", "--ep"},
                    help = "the end of period",
                    defaultValue = ShellOption.NULL)
                    String iEndPeriod) {
        ZonedDateTime begPeriod = iBegPeriod == null ?
                GlobalContext.BEG_DATE :
                DateTimeTools.parseDate(iBegPeriod);
        ZonedDateTime endPeriod = iEndPeriod == null ?
                ZonedDateTime.now().truncatedTo(ChronoUnit.DAYS).plusDays(1) :
                DateTimeTools.parseDate(iEndPeriod);
        if (begPeriod != null && endPeriod != null)
            DateTimeTools.checkInterval(begPeriod, endPeriod);
        String[] identifiers = iIdentifier.split(",");
        String[] timeframes = iTimeFrame.split(",");
        for (int i = 0; i < identifiers.length; i++) {
            for (int j = 0; j < timeframes.length; j++) {
                Instrument instrument = instrumentService.getByFigiOrTicker(identifiers[i]);
                if (instrument == null)
                    throw new IllegalArgumentException(String.format(
                            "Unknown instrument identifier: %s, try update instruments first (ui)", identifiers[i]));
                Timeframe timeframe = timeFrameService.getByCode(timeframes[j]);
                if (timeframe == null)
                    throw new IllegalArgumentException(String.format("Unsupported timeframe: %s", timeframes[j]));
                dataService.updateCandlesticks(instrument, timeframe, begPeriod, endPeriod);
            }
        }
    }
}