First pass at reorganizing go code into sub-packages

internal/handlers/prices.go

@@ -0,0 +1,113 @@
+package handlers
+
+import (
+	"gopkg.in/gorp.v1"
+	"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 InsertPriceTx(transaction *gorp.Transaction, p *Price) error {
+	err := transaction.Insert(p)
+	if err != nil {
+		return err
+	}
+	return nil
+}
+
+func CreatePriceIfNotExist(transaction *gorp.Transaction, price *Price) error {
+	if len(price.RemoteId) == 0 {
+		// Always create a new price if we can't match on the RemoteId
+		err := InsertPriceTx(transaction, price)
+		if err != nil {
+			return err
+		}
+		return nil
+	}
+
+	var prices []*Price
+
+	_, err := transaction.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 = InsertPriceTx(transaction, price)
+	if err != nil {
+		return err
+	}
+	return nil
+}
+
+// Return the latest price for security in currency units before date
+func GetLatestPrice(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
+	var p Price
+	err := transaction.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(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
+	var p Price
+	err := transaction.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 GetClosestPriceTx(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
+	earliest, _ := GetEarliestPrice(transaction, security, currency, date)
+	latest, err := GetLatestPrice(transaction, 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
+	}
+}
+
+func GetClosestPrice(db *DB, security, currency *Security, date *time.Time) (*Price, error) {
+	transaction, err := db.Begin()
+	if err != nil {
+		return nil, err
+	}
+
+	price, err := GetClosestPriceTx(transaction, security, currency, date)
+	if err != nil {
+		transaction.Rollback()
+		return nil, err
+	}
+
+	err = transaction.Commit()
+	if err != nil {
+		transaction.Rollback()
+		return nil, err
+	}
+
+	return price, nil
+}