/// <summary>
/// Retrieves stock history data from Google for the specified stock.
/// </summary>
/// <param name="stock">The stock for which data will be retrieved.</param>
/// <param name="startDate">The start date of the data set.</param>
/// <param name="endDate">The end date of the data set.</param>
/// <returns>
/// The stock history read from Google.
/// </returns>
public List<StockDaily> GetDataFromGoogle(Stock stock, DateTime startDate, DateTime endDate)
{
var history = new List<StockDaily>();
// Read all of the lines from the CSV file.
var csvLines = GetCsvData(stock, startDate, endDate).Split(new[] { '\n' }, StringSplitOptions.RemoveEmptyEntries);
// Iterate through each line to populate the price history...
// ...skip the first line which contains the column headers.
for (var index = 1; index < csvLines.Length; index++)
{
var fields = csvLines[index].Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
// Construct the interval data from the fields of the CSV line.
var priceData = new StockDaily
{
Exchange = stock.Exchange,
Ticker = stock.Ticker,
Date = DateTime.Parse(fields[GoogleCsvDateColumnIndex]),
OpenPrice = Convert.ToSingle(fields[GoogleCsvOpenPriceColumnIndex]),
HighPrice = Convert.ToSingle(fields[GoogleCsvHighPriceColumnIndex]),
LowPrice = Convert.ToSingle(fields[GoogleCsvLowPriceColumnIndex]),
ClosePrice = Convert.ToSingle(fields[GoogleCsvClosePriceColumnIndex]),
Volume =
Convert.ToInt64(fields[GoogleCsvVolumeColumnIndex]) <= int.MaxValue
? Convert.ToInt32(fields[GoogleCsvVolumeColumnIndex])
: int.MaxValue
};
// Google sometimes provides data for non-trading days. Weed these out based on volume.
if (priceData.Volume > 0)
{
// Google also sometimes has missing data points...we'll filter those out too.
const float Epsilon = 0.000001f;
if (Math.Abs(priceData.OpenPrice - 0.0f) < Epsilon
|| Math.Abs(priceData.ClosePrice - 0.0f) < Epsilon
|| Math.Abs(priceData.HighPrice - 0.0f) < Epsilon
|| Math.Abs(priceData.LowPrice - 0.0f) < Epsilon)
{
Console.WriteLine("WARNING: Filtering out data from " + priceData.Date + " due to missing price values!");
Console.WriteLine();
}
else
{
history.Add(priceData);
}
}
}
// Sort the history into chronological order (Google CSV's are in reverse-chronological order).
history.Sort(CompareDailyStockIntervals);
return history;
}
/// <summary>
/// Gets CSV data from Google containing 5 years of historical data for the specified stock..
/// </summary>
/// <param name="stock">The stock for which data will be retrieved.</param>
/// <param name="startDate">The start date of the data set.</param>
/// <param name="endDate">The end date of the data set.</param>
/// <returns>
/// The contents of the retrieved CSV file.
/// </returns>
private static string GetCsvData(Stock stock, DateTime startDate, DateTime endDate)
{
// Construct a Google URL with the correct parameters.
var url = "http://www.google.com/finance/historical?q=" + stock.Exchange + "%3A" + stock.Ticker + "&startdate= " + startDate.ToShortDateString() + "&enddate=" + endDate.ToShortDateString() + "&output=csv";
StreamReader reader = null;
try
{
// Retrieve and return the raw CSV data served by Google.
var webClient = new WebClient();
var stream = webClient.OpenRead(url);
Debug.Assert(stream != null, "stream != null");
reader = new StreamReader(stream);
return reader.ReadToEnd();
}
finally
{
if (reader != null)
{
reader.Close();
}
}
}
/// <summary>
/// Deprecated Method for adding a new object to the Stocks EntitySet. Consider using the .Add method of the associated ObjectSet<T> property instead.
/// </summary>
public void AddToStocks(Stock stock)
{
base.AddObject("Stocks", stock);
}
/// <summary>
/// Create a new Stock object.
/// </summary>
/// <param name="exchange">Initial value of the Exchange property.</param>
/// <param name="ticker">Initial value of the Ticker property.</param>
/// <param name="companyName">Initial value of the CompanyName property.</param>
public static Stock CreateStock(global::System.String exchange, global::System.String ticker, global::System.String companyName)
{
Stock stock = new Stock();
stock.Exchange = exchange;
stock.Ticker = ticker;
stock.CompanyName = companyName;
return stock;
}
/// <summary>
/// Reads a list of stocks for the specified stock exchange from the specified file name.
/// </summary>
/// <param name="exchangeId">The ID of the stock exchange.</param>
/// <param name="companyListFile">The file containing the list of stocks for the exchange.</param>
/// <returns>
/// A list of stocks for the specified stock exchange.
/// </returns>
private List<Stock> ReadStockListForExchange(string exchangeId, string companyListFile)
{
var stocks = new List<Stock>();
var csvLines = File.ReadAllLines(companyListFile);
var tickerRegEx = new Regex(@"^[A-Z]*$");
const int MaxNameLength = 50;
// Loop through each line of the CSV file and create a new Stock object.
// Start with index 1 to skip the header line.
for (var index = 1; index < csvLines.Length; index++)
{
var fields = csvLines[index].Replace("\"", string.Empty).Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
// Validate the ticker symbol
var ticker = fields[0].ToUpper(CultureInfo.InvariantCulture);
if (!tickerRegEx.IsMatch(ticker))
{
// This isn't a standard ticker with only capital letters.
continue;
}
// Length-limit the company name.
var name = fields[1];
if (name.Length > MaxNameLength)
{
name = name.Substring(0, MaxNameLength);
}
// Create and add the stock.
var stock = new Stock { Exchange = exchangeId, Ticker = ticker, CompanyName = name };
stocks.Add(stock);
}
return stocks;
}
