private void EnrichWithMetadata([NotNull] JProperty metadataJson, [NotNull] StockTimeSeries timeSeries)
{
var metadatas = metadataJson.Children().Single();
foreach (var metadataItem in metadatas)
{
var metadataProperty = (JProperty)metadataItem;
var metadataItemName = metadataProperty.Name;
var metadataItemValue = metadataProperty.Value.ToString();
if (metadataItemName.Contains(MetaDataJsonTokens.InformationToken))
{
timeSeries.Type = GetTimeSeriesType(metadataItemValue);
timeSeries.IsAdjusted = IsAdjusted(metadataItemValue);
}
else if (metadataItemName.Contains(MetaDataJsonTokens.RefreshTimeToken))
{
var refreshTime = DateTime.Parse(metadataItemValue);
timeSeries.LastRefreshed = DateTime.SpecifyKind(refreshTime, DateTimeKind.Local);
}
else if (metadataItemName.Contains(MetaDataJsonTokens.SymbolToken))
{
timeSeries.Symbol = metadataItemValue;
}
}
}
public static async Task StocksDemo()
{
// use your AlphaVantage API key
string apiKey = "6FQOAVODM8ZFCE3T";
// there are 5 more constructors available
using var client = new AlphaVantageClient(apiKey);
using var stocksClient = client.Stocks();
StockTimeSeries stockTs = await stocksClient.GetTimeSeriesAsync("AAPL", Interval.Daily, OutputSize.Compact, isAdjusted : true);
GlobalQuote globalQuote = await stocksClient.GetGlobalQuoteAsync("AAPL");
ICollection <SymbolSearchMatch> searchMatches = await stocksClient.SearchSymbolAsync("BA");
}
//don't use? save actual day object instead?
public async Task UpdateDayFiles() //move to Stock.cs eventually
{
StockObj = await APIObj.RequestIntradayTimeSeriesAsync(Ticker, AlphaVantage.Net.Stocks.TimeSeries.IntradayInterval.OneMin, AlphaVantage.Net.Stocks.TimeSeries.TimeSeriesSize.Full);
DateTime lastDate = DateTime.Now.Date;//StockObj.DataPoints.First().Time.Date;
foreach (var sdp in StockObj.DataPoints)
{
if (sdp.Time.Date != lastDate)
{
lastDate = sdp.Time.Date;
//if (JSONDay)
}
}
}
async Task GetIntraData()
{
IntraDataDict.Clear();
var client = new AlphaVantageStocksClient(APIKey);
StockTimeSeries timeSeries = await client.RequestIntradayTimeSeriesAsync("GE", IntradayInterval.FiveMin, TimeSeriesSize.Compact); // client.RequestDailyTimeSeriesAsync("GE", TimeSeriesSize.Compact, false);
foreach (var dataPoint in timeSeries.DataPoints)
{
if (DateTime.Now.Date == dataPoint.Time.Date)
{
decimal[] tempDecimal = new decimal[4];
tempDecimal[0] = dataPoint.HighestPrice;
tempDecimal[1] = dataPoint.LowestPrice;
tempDecimal[2] = dataPoint.OpeningPrice;
tempDecimal[3] = dataPoint.ClosingPrice;
IntraDataDict[dataPoint.Time] = tempDecimal;
}
}
}
public Analysis(string ticker)
{
//Initialize API object
Ticker = ticker;
StockObj = null;
Task.Run(async() => await InitAPIObj());
while (StockObj == null)
{
Thread.Sleep(1000);
}
//DaysCount = StockObj.DataPoints.Count() / 390; //this assumes every trading day is a full 390 points, no early closures
//Break API object in to days list
APIData = new List <List <StockDataPoint> >();
Days = new List <Day>();
var dataPoints = StockObj.DataPoints;
string tempDate = dataPoints.First().Time.Date.ToString();
var tempList = new List <StockDataPoint>();
foreach (var min in dataPoints)
{
if (min.Time.Date.ToString() != tempDate) //if a new day is reached, add the tempList and start a new one
{
Days.Add(new Day(Ticker, tempList));
tempList = new List <StockDataPoint>();
tempDate = min.Time.Date.ToString();
}
tempList.Add(min);
if (min == dataPoints.Last()) //handles adding the last day since it was cut off with it being in the first if statement
{
Days.Add(new Day(Ticker, tempList));
}
}
foreach (var day in Days)
{
day.DebugDump();
day.SaveJSON();
}
}
private StockHistory TransformSeries(StockTimeSeries series)
{
List <StockDataPoint> history = series.DataPoints.ToList();
if (DateTimeOffset.UtcNow.Subtract(history.First().Time).TotalDays < 1)
{
history = history.Skip(1).ToList();
}
return(new StockHistory
{
Symbol = series.Symbol,
History = history.Select((dp, i) => new StockHistoryItem
{
ClosingDate = dp.Time,
Volume = dp.Volume,
AdjustedClose = dp.ClosingPrice,
AdjustedPercentChanged = i == history.Count - 1 ? 0 : dp.ClosingPrice / history[i + 1].ClosingPrice
}).ToList()
});
}
public async Task GetStocksToday(String ticker)
{
string apiKey = "UI2LXNQXDODSOR3L";
var client = new AlphaVantageStocksClient(apiKey);
StockTimeSeries timeSeries = await client.RequestDailyTimeSeriesAsync($"{ticker}", TimeSeriesSize.Compact, true);
int perceptronId = 0;
foreach (var perceptron in context.Perceptrons)
{
if (perceptron.Stock == ticker)
{
perceptronId = perceptron.PerceptronId;
}
}
if (perceptronId == 0)
{
Perceptron perceptron = new Perceptron();
perceptron.Stock = ticker;
context.Perceptrons.Add(perceptron);
perceptronId = context.Perceptrons.Find(perceptron).PerceptronId;
await context.SaveChangesAsync();
}
foreach (var dataPoint in timeSeries.DataPoints)
{
if (dataPoint.Time.Date == DateTime.Today.AddDays(-1))
{
MarketData DataPoint = new MarketData();
DataPoint.Date = dataPoint.Time.Date;
DataPoint.Ticker = ticker;
DataPoint.PercentChange = (double)(dataPoint.OpeningPrice / dataPoint.ClosingPrice);
context.MarketDataPoints.Add(DataPoint);
await context.SaveChangesAsync();
}
}
}
private async Task InitAPIObj()
{
APIObj = new AlphaVantageStocksClient(APIKey.key);
StockObj = await APIObj.RequestIntradayTimeSeriesAsync(Ticker, AlphaVantage.Net.Stocks.TimeSeries.IntradayInterval.OneMin, AlphaVantage.Net.Stocks.TimeSeries.TimeSeriesSize.Full);
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//debugging, dump data to file
/*string dumpFile = $"SPYDUMP_5-30-2020_11-02am.txt";
* if (!File.Exists(dumpFile))
* {
* using (StreamWriter f = new StreamWriter(Path.Combine(Directory.GetCurrentDirectory(), dumpFile)))
* {
* foreach (var sdp in StockObj.DataPoints)
* {
* string temp = $"Time:{sdp.Time}\tOpen:{sdp.OpeningPrice}\tClose:{sdp.ClosingPrice}\tVolume:{sdp.Volume}";
* f.WriteLine(temp);
* }
* }
* }*/
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
}
public async Task GetStocksAll(String ticker)
{
string apiKey = "UI2LXNQXDODSOR3L";
var client = new AlphaVantageStocksClient(apiKey);
StockTimeSeries timeSeries = await client.RequestDailyTimeSeriesAsync($"{ticker}", TimeSeriesSize.Full, true);
int perceptronId = 0;
//foreach (var perceptron in context.Perceptrons)
//{
// if (perceptron.Stock == ticker)
// {
// perceptronId = perceptron.PerceptronId;
// }
//}
//if (perceptronId == 0)
//{
// Perceptron perceptron = new Perceptron();
// perceptron.Stock = ticker;
// context.Perceptrons.Add(perceptron);
// perceptronId = context.Perceptrons.Find(perceptron.PerceptronId).PerceptronId;
// await context.SaveChangesAsync();
//}
foreach (var dataPoint in timeSeries.DataPoints)
{
MarketData DataPoint = new MarketData();
DataPoint.Date = dataPoint.Time.Date;
DataPoint.Ticker = ticker;
DataPoint.PercentChange = (double)(dataPoint.OpeningPrice / dataPoint.ClosingPrice);
context.MarketDataPoints.Add(DataPoint);
await context.SaveChangesAsync();
}
}
public StockTimeSeries ParseTimeSeries(JObject jObject)
{
if (jObject == null)
{
throw new ArgumentNullException(nameof(jObject));
}
try
{
var properties = jObject.Children().Select(ch => (JProperty)ch).ToArray();
var metadataJson = properties.FirstOrDefault(p => p.Name == MetaDataJsonTokens.MetaDataHeader);
var timeSeriesJson =
properties.FirstOrDefault(p => p.Name.Contains(TimeSeriesJsonTokens.TimeSeriesHeader));
if (metadataJson == null || timeSeriesJson == null)
{
throw new StocksParsingException("Unable to parse time-series json");
}
var result = new StockTimeSeries();
EnrichWithMetadata(metadataJson, result);
result.DataPoints = GetStockDataPoints(timeSeriesJson);
return(result);
}
catch (StocksParsingException)
{
throw;
}
catch (Exception ex)
{
throw new StocksParsingException("Unable to parse data. See the inner exception for details", ex);
}
}
