public void Multiple()
{
// setup some symbols
string[] ab = new string[] { "IBM", "LVS", "T", "GS", "MHS" };
string[] bb = new string[] { "LVS", "MHS" };
// create baskets from our symbols
Basket mb = new BasketImpl( ab);
Basket rem = new BasketImpl(bb);
// verify symbol counts of our baskets
Assert.That(mb.Count == ab.Length);
Assert.That(rem.Count == bb.Length);
// remove one basket from another
mb.Remove(rem);
// verify count matches
Assert.That(mb.Count == 3,mb.Count.ToString());
// add single symbol
Basket cb = new BasketImpl("GM");
// add another symbol
cb.Add("GOOG");
// verify we have two
Assert.AreEqual(2, cb.Count);
// attempt to add dupplicate
cb.Add("GM");
// verify we have two
Assert.AreEqual(2, cb.Count);
}
public void BasketBasics()
{
BasketImpl mb = new BasketImpl();
Assert.That(mb != null);
SecurityImpl i = new SecurityImpl("IBM");
mb = new BasketImpl(i);
mb.SendDebugEvent += new DebugDelegate(rt.d);
Assert.That(mb.isNotEmpty);
Assert.That(mb.isSecurityPresent(i), "missing ibm security");
Assert.That(mb.isSymbolPresent("IBM"), "missing ibm symbol");
Assert.IsFalse(mb.isSymbolPresent("LVS"), "had lvs before added");
mb.Remove(i);
Assert.That(!mb.isNotEmpty);
mb.Add(new SecurityImpl("LVS"));
Assert.That(mb[0].symbol=="LVS",mb[0].ToString());
mb.Add(new SecurityImpl("IBM"));
Assert.That(mb[1].symbol=="IBM");
mb.Add("CLV8 FUT NYMEX");
Assert.AreEqual(3, mb.Count,"missing futures symbol");
Assert.IsTrue(mb[1].Type == SecurityType.STK, "not a equities type:" + mb[1].Type);
Assert.IsTrue(mb[2].Type == SecurityType.FUT, "not a futures type:"+mb[2].Type);
Security ts;
Assert.IsTrue(mb.TryGetSecurityAnySymbol("IBM", out ts), "ibm fetch failed");
Assert.IsTrue(mb.TryGetSecurityAnySymbol("LVS", out ts), "lvs fetch failed");
Assert.IsTrue(mb.TryGetSecurityAnySymbol("CLV8", out ts), "CLV8 short fetch failed");
Assert.IsTrue(mb.TryGetSecurityAnySymbol("CLV8 NYMEX FUT", out ts), "CLV8 short fetch failed");
BasketImpl newbasket = new BasketImpl(new SecurityImpl("FDX"));
newbasket.Add(mb);
var orgcount = mb.Count;
mb.Clear();
Assert.That(mb.Count==0,"basket clear did not work");
Assert.AreEqual(orgcount+1,newbasket.Count,"new basket missing symbols");
}
public static Basket parsedata(string data, bool onlylinked, bool verify, DebugDelegate d)
{
debs = d;
Basket b = new BasketImpl();
if (onlylinked)
{
Basket b2 = LinkedOnlyNASDAQ(data);
if (b2.Count > 0)
{
b.Add(b2);
}
Basket b3 = LinkedOnlyNYSE(data);
if (b3.Count > 0)
{
b.Add(b3);
}
}
else
{
System.Text.RegularExpressions.Regex r = new System.Text.RegularExpressions.Regex(@"[A-Z.]{1,6}");
foreach (System.Text.RegularExpressions.Match m in r.Matches(data))
{
b.Add(m.Value);
}
}
return(verify_equitysymbol(b, verify, d));
}
/// <summary>
/// gets a basket from a url
/// </summary>
/// <returns></returns>
public Basket FetchURL()
{
Basket mb = new BasketImpl();
if (!Uri.IsWellFormedUriString(_url, UriKind.RelativeOrAbsolute)) return mb;
if (_nyse && _linkedonly) mb.Add(Fetch.LinkedNYSEFromURL(_url));
else if (_nyse) mb.Add(Fetch.NYSEFromURL(_url));
if (_nasd && _linkedonly) mb.Add(Fetch.LinkedNASDAQFromURL(_url));
else if (_nasd) mb.Add(Fetch.NASDAQFromURL(_url));
if (_xdupe) mb = Fetch.RemoveDupe(mb);
return mb;
}
/// <summary>
/// gets nyse symbols
/// </summary>
/// <param name="ParseStocks"></param>
/// <returns></returns>
public static BasketImpl NYSE(string ParseStocks)
{
BasketImpl mb = new BasketImpl();
MatchCollection mc = Regex.Matches(ParseStocks, @"\b[A-Z]{1,3}\b");
for (int i = 0; i < mc.Count; i++)
mb.Add(new SecurityImpl(mc[i].Value.ToUpper()));
return mb;
}
/// <summary>
/// remove unlisted symbols, leaving only verified symbols remaining.
/// tradelink has a list of verified nasdaq and nyse symbols, but it is not guaranteed to be all inclusive.
/// </summary>
/// <param name="input"></param>
/// <returns></returns>
public static Basket RemoveUnlisted(Basket input)
{
Basket output = new BasketImpl();
for (int i =0; i<input.Count; i++)
if (NYSE.isListed(input[i].symbol) || NASDAQ.isListed(input[i].symbol))
output.Add(input[i]);
return output;
}
public void BasketBasics()
{
BasketImpl mb = new BasketImpl();
Assert.That(mb != null);
SecurityImpl i = new SecurityImpl("IBM");
mb = new BasketImpl(i);
Assert.That(mb.hasStock);
mb.Remove(i);
Assert.That(!mb.hasStock);
mb.Add(new SecurityImpl("LVS"));
Assert.That(mb[0].Symbol=="LVS",mb[0].ToString());
mb.Add(new SecurityImpl("IBM"));
Assert.That(mb[1].Symbol=="IBM");
BasketImpl newbasket = new BasketImpl(new SecurityImpl("FDX"));
newbasket.Add(mb);
mb.Clear();
Assert.That(mb.Count==0);
Assert.That(newbasket.Count==3);
}
public void Serialization()
{
BasketImpl mb = new BasketImpl();
mb.Add(new SecurityImpl("IBM"));
BasketImpl compare = BasketImpl.Deserialize(mb.ToString());
Assert.That(compare.Count == 1);
mb.Clear();
compare = BasketImpl.Deserialize(mb.ToString());
Assert.That(compare.Count==0);
mb.Clear();
SecurityImpl longform = SecurityImpl.Parse("CLZ8 FUT NYMEX");
mb.Add(longform);
compare = BasketImpl.Deserialize(mb.ToString());
Assert.AreEqual(longform.ToString(),compare[0].ToString());
}
/// <summary>
/// gets nyse symbols
/// </summary>
/// <param name="ParseStocks"></param>
/// <returns></returns>
public static BasketImpl NYSE(string ParseStocks)
{
BasketImpl mb = new BasketImpl();
MatchCollection mc = Regex.Matches(ParseStocks, @"\b[A-Z]{1,3}\b");
for (int i = 0; i < mc.Count; i++)
{
mb.Add(new SecurityImpl(mc[i].Value.ToUpper()));
}
return(mb);
}
/// <summary>
/// gets symbols removed from newbasket, given original basket
/// </summary>
/// <param name="old"></param>
/// <param name="newb"></param>
/// <returns></returns>
public static Basket Subtract(Basket old, Basket newb)
{
if (old.Count == 0) return new BasketImpl();
Basket rem = new BasketImpl();
foreach (Security sec in old)
{
if (!newb.ToString().Contains(sec.Symbol))
rem.Add(sec);
}
return rem;
}
/// <summary>
/// gets a basket from a file
/// </summary>
/// <returns></returns>
public Basket FetchFILE()
{
Basket mb = new BasketImpl();
if ((_file == "") || (_file == null)) return mb;
System.IO.StreamReader sr = null;
try
{
sr = new System.IO.StreamReader(_file);
}
catch (Exception) { return mb; }
string file = sr.ReadToEnd();
if (_nyse && _linkedonly) mb.Add(ParseStocks.LinkedOnlyNYSE(file));
else if (_nyse) mb.Add(ParseStocks.NYSE(file));
if (_nasd && _linkedonly) mb.Add(ParseStocks.LinkedOnlyNASDAQ(file));
else if (_nasd) mb.Add(ParseStocks.NASDAQ(file));
if (_xdupe) mb = Fetch.RemoveDupe(mb);
return mb;
}
/// <summary>
/// removes duplicate symbols
/// </summary>
/// <param name="input"></param>
/// <returns></returns>
public static Basket RemoveDupe(Basket input)
{
List<string> cache = new List<string>();
Basket output = new BasketImpl();
for (int i = 0; i < input.Count; i++)
if (!cache.Contains(input[i].Symbol))
{
output.Add(input[i]);
cache.Add(input[i].Symbol);
}
return output;
}
/// <summary>
/// gets clickable nasdaq symbols found in a string (eg html)
/// </summary>
/// <param name="parsestring"></param>
/// <returns></returns>
public static BasketImpl LinkedOnlyNASDAQ(string parsestring)
{
BasketImpl mb = new BasketImpl();
string regexp = @">[A-Z]{4}</a>";
MatchCollection mc = Regex.Matches(parsestring, regexp);
for (int i = 0; i < mc.Count; i++)
{
string chunk = mc[i].Value;
chunk = chunk.Replace("</a>", "");
chunk = chunk.TrimStart('>');
mb.Add(new SecurityImpl(chunk.ToUpper()));
}
return mb;
}
/// <summary>
/// removes duplicate symbols
/// </summary>
/// <param name="input"></param>
/// <returns></returns>
public static Basket RemoveDupe(Basket input)
{
List <string> cache = new List <string>();
Basket output = new BasketImpl();
for (int i = 0; i < input.Count; i++)
{
if (!cache.Contains(input[i].symbol))
{
output.Add(input[i]);
cache.Add(input[i].symbol);
}
}
return(output);
}
/// <summary>
/// gets clickable nasdaq symbols found in a string (eg html)
/// </summary>
/// <param name="parsestring"></param>
/// <returns></returns>
public static BasketImpl LinkedOnlyNASDAQ(string parsestring)
{
BasketImpl mb = new BasketImpl();
string regexp = @">[A-Z]{4}</a>";
MatchCollection mc = Regex.Matches(parsestring, regexp);
for (int i = 0; i < mc.Count; i++)
{
string chunk = mc[i].Value;
chunk = chunk.Replace("</a>", "");
chunk = chunk.TrimStart('>');
mb.Add(new SecurityImpl(chunk.ToUpper()));
}
return(mb);
}
/// <summary>
/// gets symbols removed from newbasket, given original basket
/// </summary>
/// <param name="old"></param>
/// <param name="newb"></param>
/// <returns></returns>
public static Basket Subtract(Basket old, Basket newb)
{
if (old.Count == 0)
{
return(new BasketImpl());
}
Basket rem = new BasketImpl();
foreach (Security sec in old)
{
if (!newb.ToString().Contains(sec.symbol))
{
rem.Add(sec);
}
}
return(rem);
}
public static BasketImpl Deserialize(string serialBasket)
{
BasketImpl mb = new BasketImpl();
if ((serialBasket == null) || (serialBasket == ""))
{
return(mb);
}
string[] r = serialBasket.Split(',');
for (int i = 0; i < r.Length; i++)
{
if (r[i] == "")
{
continue;
}
SecurityImpl sec = SecurityImpl.Parse(r[i]);
if (sec.isValid)
{
mb.Add(sec);
}
}
return(mb);
}
static Basket verify_equitysymbol(Basket b, bool googleyahoo, DebugDelegate d)
{
debs = d;
b = RemoveDupe(b);
if (googleyahoo)
{
Basket v = new BasketImpl();
foreach (Security s in b)
{
BarList bl = BarListImpl.DayFromAny(s.symbol, sdebug);
if (bl.Count > 0)
{
v.Add(s.symbol);
sdebug("verified google/yahoo: " + s.symbol + " bars: " + bl.Count);
}
else
{
sdebug("ignoring, not verified google/yahoo: " + s.symbol + " bars: " + bl.Count);
}
}
return(v);
}
return(b);
}
public static BasketImpl Deserialize(string serialBasket)
{
BasketImpl mb = new BasketImpl();
if ((serialBasket == null) || (serialBasket == "")) return mb;
string[] r = serialBasket.Split(',');
for (int i = 0; i < r.Length; i++)
{
if (r[i] == "") continue;
SecurityImpl sec = SecurityImpl.Parse(r[i]);
if (sec.isValid)
mb.Add(sec);
}
return mb;
}
public static Basket parsedata(string data, bool onlylinked, bool verify, DebugDelegate d)
{
debs = d;
Basket b = new BasketImpl();
if (onlylinked)
{
Basket b2 = LinkedOnlyNASDAQ(data);
if (b2.Count > 0)
b.Add(b2);
Basket b3 = LinkedOnlyNYSE(data);
if (b3.Count > 0)
b.Add(b3);
}
else
{
System.Text.RegularExpressions.Regex r = new System.Text.RegularExpressions.Regex(@"[A-Z.]{1,6}");
foreach (System.Text.RegularExpressions.Match m in r.Matches(data))
b.Add(m.Value);
}
return verify_equitysymbol(b, verify, d);
}
static Basket verify_equitysymbol(Basket b, bool googleyahoo, DebugDelegate d)
{
debs = d;
b = RemoveDupe(b);
if (googleyahoo)
{
Basket v = new BasketImpl();
foreach (Security s in b)
{
BarList bl = BarListImpl.DayFromAny(s.symbol,sdebug);
if (bl.Count > 0)
{
v.Add(s.symbol);
sdebug("verified google/yahoo: " + s.symbol + " bars: " + bl.Count);
}
else
sdebug("ignoring, not verified google/yahoo: " + s.symbol + " bars: " + bl.Count);
}
return v;
}
return b;
}