static Url SetQueryParamBySkipOption(this Url url, SkipOption skipOption)
{
Enum.GetValues(typeof(SkipOption))
.Cast <SkipOption>()
.Where(so => !so.Equals(SkipOption.None) && skipOption.HasFlag(so))
.ToList()
.ForEach(so => url.SetQueryParam(so.Name(), "1"));
return(url);
}
public static async Task <IList <Candle> > GetHistoricalAsync(string symbol, Period period = Period.Daily, DateTime?startTime = null, DateTime?endTime = null, SkipOption skipOption = SkipOption.None, bool ascending = false, CancellationToken token = default(CancellationToken))
{
string text;
using (var s = await GetResponseStreamAsync(symbol, period, startTime, endTime, skipOption, token).ConfigureAwait(false))
using (var sr = new StreamReader(s))
{
text = await sr.ReadToEndAsync();
const string validHeader = "Date";
if (!text.StartsWith(validHeader, StringComparison.OrdinalIgnoreCase))
{
throw new Exception(string.IsNullOrEmpty(text) ? "Source csv does not contain any text" : text);
}
}
var candles = new List <Candle>();
using (var tsr = new StringReader(text))
using (var csvReader = new CsvReader(tsr))
{
while (csvReader.Read())
{
string[] row = csvReader.CurrentRecord;
try
{
candles.Add(new Candle(
Convert.ToDateTime(row[0], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[1], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[2], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[3], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[4], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[5], CultureInfo.InvariantCulture)
));
}
catch
{
// Intentionally blank, skip invalid records
}
}
}
return(candles.OrderBy(c => c.DateTime, new DateTimeComparer(ascending)).ToList());
}
static async Task <Stream> GetResponseStreamAsync(string symbol, Period period = Period.Daily, DateTime?startTime = null, DateTime?endTime = null, SkipOption skipOption = SkipOption.None, CancellationToken token = default(CancellationToken))
=> await StooqUrl
.SetQueryParam(SymbolTag, symbol, true)
.SetQueryParam(StartTimeTag, (startTime ?? DefaultStartTime).ToString("yyyyMMdd"))
.SetQueryParam(EndTimeTag, (endTime ?? DateTime.Now).ToString("yyyyMMdd"))
.SetQueryParam(PeriodTag, period.Name())
.SetQueryParam(SkipTag, skipOption == SkipOption.None ? null : Convert.ToString((int)skipOption, 2))
.SetQueryParamBySkipOption(skipOption)
.GetAsync(token)
.ReceiveStream()
.ConfigureAwait(false);
public static async Task <IList <Candle> > GetHistoricalAsync(string symbol, Period period = Period.Daily, DateTime?startTime = null, DateTime?endTime = null, SkipOption skipOption = SkipOption.None, bool ascending = false, CancellationToken token = default(CancellationToken))
{
string text;
using (var s = await GetResponseStreamAsync(symbol, period, startTime, endTime, skipOption, token).ConfigureAwait(false))
using (var sr = new StreamReader(s))
{
text = await sr.ReadToEndAsync();
const string validHeader = "Date";
if (!text.StartsWith(validHeader, StringComparison.OrdinalIgnoreCase))
{
throw new Exception(string.IsNullOrEmpty(text) ? "Source csv does not contain any text" : text);
}
}
var candles = new List <Candle>();
//bool isBypassedHeader = false;
using (var tsr = new StringReader(text))
using (var csvReader = new CsvReader(tsr, new Configuration {
HasHeaderRecord = true
}))
{
while (csvReader.Read())
{
// CsvHelper's HasHeaderRecord not working v6.0.3
//if (!isBypassedHeader)
//{
// isBypassedHeader = true;
// continue;
//}
string[] row = csvReader.Context.Record;
try
{
decimal volume = (row.Count() <= 5 || string.IsNullOrWhiteSpace(row[5])) ? 0 : Convert.ToDecimal(row[5], CultureInfo.InvariantCulture);
candles.Add(new Candle(
Convert.ToDateTime(row[0], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[1], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[2], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[3], CultureInfo.InvariantCulture),
Convert.ToDecimal(row[4], CultureInfo.InvariantCulture),
volume
));
}
catch (Exception ex)
{
// Intentionally blank, skip invalid records
}
}
}
return(candles.OrderBy(c => c.DateTime, new DateTimeComparer(ascending)).ToList());
}
