public static async Task <ChannelConfig> LoadChannelConfig(this AppCfg cfg)
{
var channelCfg = new ChannelConfig();
var csv = await new WebClient().DownloadStringTaskAsync(cfg.YtReader.SeedsUrl);
var seedData = CsvExtensions.ReadFromCsv <SeedChannel>(csv);
channelCfg.Seeds.AddRange(cfg.LimitedToSeedChannels != null ? seedData.Where(s => cfg.LimitedToSeedChannels.Contains(s.Id)) : seedData);
//channelCfg.Excluded.AddRange(cfg.CrawlConfigDir.Combine("ChannelExclude.csv").ReadFromCsv<InfluencerOverride>());
return(channelCfg);
}
public void ReadConstituentsAsyncTest(int outStockCount)
{
var tickers = CsvExtensions.ReadConstituents(Constants.DataConstituentsCsv, new Dictionary <string, string>
{
{ "Symbol", "Symbol" },
{ "Name", "Name" },
{ "Sector", "Sector" },
});
Assert.AreEqual(tickers.Count, outStockCount, "Stock count doesn't match");
}
public void Initialize()
{
_prices = CsvExtensions.ReadCsv(Constants.DataAllStocks5YrCsv, new Dictionary <string, string>
{
{ "date", "StartTime" },
{ "open", "Open" },
{ "high", "High" },
{ "low", "Low" },
{ "close", "Close" },
{ "volume", "Volume" },
{ "Name", "Symbol" }
});
Assert.IsNotNull(_prices, "Failed to read CSV file");
}
private static List <CbcBeer> LoadCsv(String path)
{
var beers = new List <CbcBeer>();
using (var reader = CsvExtensions.ReadFileAsCsv(path, Encoding.GetEncoding("windows-1252")))
{
while (reader.Read())
{
beers.Add(new CbcBeer
{
SessionName = reader.GetString(0),
BreweryName = reader.GetString(1),
BeerName = reader.GetString(2),
StyleName = reader.GetString(3),
ABV = reader.GetDecimal(4),
Id = reader.GetString(5),
SessionNumber = CbcFacebookReader.GetSessionNumber(reader.GetString(0))
});
}
}
return(beers);
}
static async Task Main(string[] args)
{
var yfService = new YahooService();
var symbol = "MSFT";
//var result = await yfService.GetHistoricalDataAsync(Frequency.OneDay
// , new DateTime(2020, 9, 1, 12, 0, 0)
// , new DateTime(2020, 9, 25, 12, 0, 0)
// , "MSFT");
//var result = await yfService.GetHistoricalDataAsyncYahoo(Interval.OneDay
// , new DateTime(2020, 9, 1, 12, 0, 0)
// , new DateTime(2020, 9, 25, 12, 0, 0)
// , "MSFT", true);
//var fundamentalData = await yfService.GetFundamentalDataAsync("MSFT");
//foreach (var result in fundamentalData.QuoteSummary.Result)
//{
// //var assetProfile = result.AssetProfile;
// //foreach (var assetProfileCompanyOfficer in assetProfile.CompanyOfficers)
// //{
// //}
// var recommendation = result.RecommendationTrend;
// foreach (var trend in recommendation.Trend)
// {
// }
// var c = result.CashflowStatementHistory;
// foreach (var cCashFlowStatement in c.CashFlowStatements)
// {
// }
// var i = result.IndexTrend;
// foreach (var iEstimate in i.Estimates)
// {
// }
// var d = result.DefaultKeyStatistics;
// var it = result.IndustryTrend;
// var itt = result.IncomeStatementHistory;
// var fo = result.FundOwnership;
// var sd = result.SummaryDetail;
// var sdd = result.InsiderHolders;
// foreach (var sddHolder in sdd.Holders)
// {
// }
// var sddd = result.CalendarEvents;
// var ds = result.UpgradeDowngradeHistory;
// var dd = result.BalanceSheetHistory;
// foreach (var ddBalanceSheetStatement in dd.BalanceSheetStatements)
// {
// }
//}
//var hs = await yfService.GetHistoricalDataAsyncYahoo(Interval.OneDay, new DateTime(2010, 1, 1),
// new DateTime(2020, 1, 1), "MSFT", true);
//await hs.Prices.WriteCsvAsync(@"c:\temp\MSFT.csv");
//var options = await yfService.GetOptionsContractAsync("MSFT", DateTime.Now.AddDays(1));
//var msftPrices = await yfService.GetHistoricalDataAsync("MSFT", 30);
//var calcReturn = ((msftPrices.Last().Close - msftPrices.First().Open) / msftPrices.First().Open) * 100;
var list = await yfService.CalculateReturnsAsync(new[] { "MSFT", "AAPL" }, 30);
var sorted = list.Sort();
var avg = list.Average();
//list.GroupBy(c => symbol)
//var prices = await yfService.GetHistoricalDataAsync(symbol, 30);
//await prices.ToList().ReadCsvAsync(@"C:\Temp\MSFT.csv");
// Console.ReadLine();
var prices = await CsvExtensions.ReadCsvAsync("Data\\all_stocks_5yr.csv", new Dictionary <string, string>
{
{ "date", "StartTime" },
{ "open", "Open" },
{ "high", "High" },
{ "low", "Low" },
{ "close", "Close" },
{ "volume", "Volume" },
{ "Name", "Symbol" }
});
//var momentum = prices.CalculateMomentum(new DateTime(2017, 1, 1), 50);
//var stockNames = prices.GetStockNames();
//var returns = prices.CalculateReturns();
//var orderedReturns = returns.OrderBy(c => c.ReturnPercentage);
//var m = prices.SlidingWindow(500, 300, 50);
}
private static void Targil()
{
var prices = CsvExtensions.ReadCsv(
@"C:\Users\eykapah\Downloads\AMZN_09_07_2020-10_07_2020_1sec - Copy.csv",
new Dictionary <string, string>
{
{ "Date_time", "StartTime" },
{ "Open", "Open" },
{ "Close", "Close" },
{ "High", "High" },
{ "Low", "Low" },
{ "Volume", "Volume" }
}, "AMZN");
// 1
var maxVolume = prices.Max(p => p.Volume);
Console.WriteLine($"#1: {maxVolume}");
// 2
var maxDiff = float.MinValue;
foreach (var price in prices)
{
maxDiff = Math.Max(Math.Abs(price.High) - Math.Abs(price.Low), maxDiff);
}
Console.WriteLine($"#2: {maxDiff}");
// 3
var sortedPrices = prices.OrderBy(c => c.StartTime).ToList();
var totalSeconds = (sortedPrices.Last().StartTime - sortedPrices.First().StartTime).TotalSeconds;
Console.WriteLine($"#3: {totalSeconds}");
// 4
var groupedPrices = from p in prices
group new { p.StartTime, p.Volume }
by p.StartTime.ToString("g")
into newPrice
select newPrice;
var max = double.MinValue;
foreach (var groupedPrice in groupedPrices)
{
max = Math.Max(groupedPrice.Sum(c => c.Volume), max);
}
Console.WriteLine($"#4: Max volume for one minute: {max}");
// 5
var tenMinutesCandle = from p in prices
let newCandle = p.StartTime.MakeCandleOf(10)
group new { p.StartTime, p.High, p.Low }
by newCandle
into newPrice
select newPrice;
var maxCloseOpenDiff = double.MinValue;
foreach (var g in tenMinutesCandle)
{
var maxHigh = g.Max(c => c.High);
var minLow = g.Min(c => c.Low);
maxCloseOpenDiff = Math.Max(maxHigh - minLow, maxCloseOpenDiff);
}
Console.WriteLine($"#5: Max Close % Open diff for 10 minute candles: {maxCloseOpenDiff}");
var fiveYearsPrices = CsvExtensions.ReadCsv(@"Data\\all_stocks_5yr.csv", new Dictionary <string, string>
{
{ "date", "StartTime" },
{ "open", "Open" },
{ "high", "High" },
{ "low", "Low" },
{ "close", "Close" },
{ "volume", "Volume" },
{ "Name", "Symbol" }
});
// 6
var fiveYearsGroup = from p in fiveYearsPrices
group p by new
{
p.StartTime.Year,
p.StartTime.Month
}
into yearMonthPrice
let year = yearMonthPrice.Key.Year
let month = yearMonthPrice.Key.Month
let priceList = yearMonthPrice.ToList()
let profits = _priceManager.CalculateProfits(yearMonthPrice.ToList())
select new
{
Year = year,
Month = month,
Prices = priceList,
Profits = profits,
Avg = profits.Select(c => c.ProfitPercentage).Sum() / profits.Count
};
var minAvg = fiveYearsGroup.Min(c => c.Avg);
var minRecord = fiveYearsGroup.First(c => c.Avg == minAvg);
Console.WriteLine($"#6: Lowest average: {minAvg}, Date: {minRecord.Year}-{minRecord.Month}");
// 7
var specificPrices = fiveYearsPrices.OrderBy(c => c.StartTime)
.Where(c => c.StartTime.Year >= 2013 && c.StartTime.Year < 2015).ToList();
var top100Stocks = _priceManager.CalculateProfits(specificPrices)
.OrderByDescending(c => c.ProfitPercentage)
.Take(100)
.ToList();
Console.WriteLine($"#7: Top 100 stocks for 2013-2015");
top100Stocks.ForEach(c => Console.WriteLine($"{c.Symbol} ({c.ProfitPercentage})"));
// 8
var topStocks = top100Stocks.Select(c => c.Symbol).ToList();
var januaryStocks = fiveYearsPrices
.Where(c => c.StartTime.Month == 1 && c.StartTime.Year == 2015 && topStocks.Contains(c.Symbol)).ToList();
var januaryProfitsTop100 = _priceManager.CalculateProfits(januaryStocks).Average();
var januaryAllStocks = fiveYearsPrices
.Where(c => c.StartTime.Month == 1 && c.StartTime.Year == 2015).ToList();
var januaryProfitsAll = _priceManager.CalculateProfits(januaryAllStocks).Average();
Console.WriteLine("#8: Profits in January 2015");
Console.WriteLine($"Average top 100: {januaryProfitsTop100}");
Console.WriteLine($"All stocks: {januaryProfitsAll}");
// 9
var year2015 = fiveYearsPrices
.Where(c => c.StartTime.Year == 2015 && topStocks.Contains(c.Symbol)).ToList();
var year2015ProfitAvg = _priceManager.CalculateProfits(year2015).Average();
var year2015AllStocks = fiveYearsPrices.Where(c => c.StartTime.Year == 2015).ToList();
var year2015AllProfitAvg = _priceManager.CalculateProfits(year2015AllStocks).Average();
Console.WriteLine($"#9: Profits in 2015");
Console.WriteLine($"Top 100 stocks: {year2015ProfitAvg}");
Console.WriteLine($"All stocks: {year2015AllProfitAvg}");
}
static async Task Main(string[] args)
{
IStockDataService yahooService = new YahooService();
_priceManager = new PriceManager(yahooService);
var prices = CsvExtensions.ReadCsv(
@"Data\\all_stocks_5yr.csv",
new Dictionary <string, string>
{
{ "date", "StartTime" },
{ "open", "Open" },
{ "close", "Close" },
{ "high", "High" },
{ "low", "Low" },
{ "volume", "Volume" },
{ "Name", "Symbol" }
});
var aalPrice = prices.Where(c => c.Symbol.Equals("AAL")).SortByStartTime();
var open = aalPrice.Select(c => (double)c.Open).ToArray();
var high = aalPrice.Select(c => (double)c.High).ToArray();
var low = aalPrice.Select(c => (double)c.Low).ToArray();
var close = aalPrice.Select(c => (double)c.Close).ToArray();
var volume = aalPrice.Select(c => c.Volume).ToArray();
var lstm = new Lstm(open, high, low, close, volume);
lstm.Print();
var scale = lstm.CalculateScale();
var min = lstm.CalculateMin();
var stochasticOsc = new StochasticOsc();
var sData = stochasticOsc.Run(GetData());
var plt = new Plot(600, 400);
var slow = sData.Select(c => c.SlowValue).ToArray();
var vals = sData.Select(c => c.Value).ToArray();
//var xs = sData.Select(p => p.StartTime.ToOADate()).ToArray();
plt.PlotSignalXY(sData.Select(p => p.StartTime.ToOADate()).ToArray(), slow, label: "slow", color: Color.Red,
lineWidth: 2, lineStyle: LineStyle.Solid, markerSize: 0);
plt.PlotSignalXY(sData.Select(p => p.StartTime.ToOADate()).ToArray(), vals, label: "fast",
color: Color.Black, lineWidth: 2, lineStyle: LineStyle.Solid);
plt.Title("IBM Stochastic");
plt.YLabel("Stochastic Unit");
plt.XLabel("Date");
plt.Ticks(dateTimeX: true);
//plt.Legend();
plt.AxisBounds(minY: 0, maxY: 100);
plt.AxisAuto(verticalMargin: 0.01);
plt.Add(new PlottableHLine(20, Color.Black, 1, "", false, 20, 20, LineStyle.Solid));
plt.Add(new PlottableHLine(80, Color.Black, 1, "", false, 80, 80, LineStyle.Solid));
plt.SaveFig("IBM Slow Stochastic Chart.png");
return;
//var list = stochasticService.Run(sData);
//await TargilAsync();
//var tickerManager = new TickerManager(yahooService, _priceManager);
//var tickers = CsvExtensions.ReadConstituentsAsync("Data\\constituents.csv", new Dictionary<string, string>
//{
// {"Symbol", "Symbol"},
// {"Name", "Name"},
// {"Sector", "Sector"},
//}).Result;
//var msftTicker = tickerManager.GetTickerBySymbol(tickers, "MSFT");
//var prices = await _priceManager.GetPricesAsync(
// msftTicker,
// new DateTime(2020, 4, 13),
// new DateTime(2020, 6, 26),
// Interval.OneDay,
// false);
//var offsetPercent = 1;
//var vals = stochasticService.Run(prices);
//var plt = new ScottPlot.Plot(600, 400);
//plt.PlotSignal(vals.Select(c => (double)c.Value).ToArray());
//plt.Title("Signal Plot Quickstart (5 million points)");
//plt.YLabel("Vertical Units");
//plt.XLabel("Horizontal Units");
//plt.SaveFig("Quickstart_Quickstart_Signal_5MillionPoints.png");
return;
//var offsetPercent = 0.5;
//var supportPoints = _priceManager.GetSupportExtremaGroups(prices, ExtremaType.Minimum, offsetPercent);
//var p = prices.Last();
//Console.WriteLine($"Curret value: {p.Close}");
//Console.WriteLine("Support Points");
//supportPoints.Print(ExtremaType.Minimum);
//Console.WriteLine();
//Console.WriteLine("Reject Points");
//rejectPoints.Print(ExtremaType.Maximum);
//var daysMomentum = _priceManager.GetDaysMomentum(prices);
//daysMomentum.Print();
}
/// <summary>
/// Exports the provided data in format defined in the export configuration as csv file
/// </summary>
/// <param name="exportConfiguration"></param>
/// <param name="data"></param>
/// <returns></returns>
public Stream Export(IExportConfiguration <TData> exportConfiguration, List <TData> data)
{
return(CsvExtensions.Export(exportConfiguration as ExportConfiguration <TData>, data));
}
