Beispiel #1
0
        /// <summary>
        /// Queries the most recent quote from Google in Real-Time
        /// </summary>
        /// <returns>A candle stick of OHLC, date, and volume data</returns>
        public Candle GetQuote(String Symbol)
        {
            //http://finance.google.com/finance/getprices?q=MSFT&x=NASDAQ&i=86600&p=1d&f=d,o,h,l,c,v
            Candle candle = new Candle();

            int numberOfSeconds = 86600;
            var url             = ApiGoogleHelper.GetUrl(market, Symbol, numberOfSeconds, DateTime.Now, DateTime.Now);
            var response        = this.restCaller.Get(url);

            if (response == null)
            {
                throw new DataMisalignedException("Market: " + market + ", Symbol " + Symbol + ", Date From " + System.Convert.ToString(DateTime.Now) + ", Date To " + System.Convert.ToString(DateTime.Now) + " generated exception misaligned data");
            }
            if (response.Length == 0)
            {
                return(new Candle());
            }

            var reader = new LatestCandleReader(numberOfSeconds);
            var read   = reader.Read(new StringReader(response))
                         .Where(c => (!(DateTime.Now == DateTime.MinValue)));

            foreach (var r in read)
            {
                candle.Close  = r.Close;
                candle.Date   = r.Date;
                candle.High   = r.High;
                candle.Low    = r.Low;
                candle.Open   = r.Open;
                candle.Volume = r.Volume;
            }

            return(candle);
        }
Beispiel #2
0
        //public System.Collections.Generic.IEnumerable<Candle> GetHistoricalPrice(string Symbol)
        public System.Collections.Generic.IEnumerable <Candle> GetHistoricalPrice(string Symbol, int interval_s, DateTime?dateTimeFrom, DateTime?dateTimeTo)
        {
            int numberOfSeconds = interval_s;
            var url             = ApiGoogleHelper.GetUrl(market, Symbol, numberOfSeconds, dateTimeFrom, dateTimeTo);
            var response        = this.restCaller.Get(url);

            if (response == null)
            {
                throw new DataMisalignedException("Market: " + market + ", Symbol " + Symbol + ", Date From " + System.Convert.ToString(dateTimeFrom) + ", Date To " + System.Convert.ToString(dateTimeTo) + " generated exception misaligned data");
            }
            if (response.Length == 0)
            {
                return(new Candle[0]);
            }

            if ((numberOfSeconds < (24 * 60 * 60)) &&
                ((dateTimeTo == DateTime.MinValue) && dateTimeTo.Value.TimeOfDay.Equals(new TimeSpan(0, 0, 0))))
            {
                // If to value is set and the time has not been set (so it's 0:00) then is set to 23:59:59
                // to include values for that day in the result.
                dateTimeTo = dateTimeTo.Value.Add(new TimeSpan(23, 59, 59));
            }

            var reader = new LatestCandleReader(numberOfSeconds);

            return(reader.Read(new StringReader(response))
                   .Where(c => (!(dateTimeFrom == DateTime.MinValue) || c.Date >= dateTimeFrom) &&
                          (!(dateTimeTo == DateTime.MinValue) || c.Date <= dateTimeTo)));
        }