public void TestGetQuotesFail(string name)
{
GetTimeSeries request = PrepareRequest <GetTimeSeries>(name);
GetTimeSeriesResponse response = Post <GetTimeSeries, GetTimeSeriesResponse>("GetTimeSeries", request);
Assert.IsFalse(response.Success, "GetTimeSeries succeeded unexpectedly");
}
public void TestGetQuotesSuccess(string name)
{
GetTimeSeries request = PrepareRequest <GetTimeSeries>(name);
GetTimeSeriesResponse response = Post <GetTimeSeries, GetTimeSeriesResponse>("GetTimeSeries", request);
Assert.IsTrue(response.Success, "Failed to get quotes");
}
private void TranslateToTickerQuotes(GetTimeSeriesResponse response, IQuotesDalGetTimeseriesValuesResult getResult)
{
IQuotesData quotesData = getResult.Quotes[0];
ITimeSeriesRecord rcFirst = quotesData.Quotes.FirstOrDefault();
ITimeSeriesRecord rcLast = quotesData.Quotes.LastOrDefault();
TickerQuotes tickerQuotes = new TickerQuotes();
tickerQuotes.Code = quotesData.Ticker;
tickerQuotes.TimePeriod = quotesData.TimeFrame;
tickerQuotes.PeriodStart = rcFirst != null ? rcFirst.Time : DateTime.MinValue;
tickerQuotes.PeriodEnd = rcLast != null ? rcLast.Time : DateTime.MinValue;
tickerQuotes.Quotes.AddRange(quotesData.Quotes.Select(x => new QuoteRecord(x.Time, x.Values)).ToList());
response.Payload.Values = tickerQuotes;
}
public EErrorCodes GetTimeSeries(string country, string ticker, ETimeFrame timeframe, DateTime periodStart, DateTime periodEnd)
{
EErrorCodes result = EErrorCodes.GeneralError;
try
{
if (SessionToken != null)
{
GetTimeSeries reqGetTs = new GetTimeSeries();
reqGetTs.Ticker = ticker;
reqGetTs.CountryCode = country;
reqGetTs.SessionToken = SessionToken;
reqGetTs.PeriodStart = periodStart != DateTime.MinValue ? periodStart : DateTime.Parse("01/01/1970");
reqGetTs.PeriodEnd = periodEnd != DateTime.MinValue ? periodEnd : DateTime.Now;
reqGetTs.TimeFrame = timeframe;
GetTimeSeriesResponse resGetTs = Post <GetTimeSeries, GetTimeSeriesResponse>("/api/timeseries/GetTimeSeries", reqGetTs);
if (resGetTs.Success)
{
// creating new records if needed
IndicatorData indData = null;
if (Indicators.TryGetValue(ticker, out indData))
{
for (int i = 0; i < resGetTs.Payload.Values.Quotes.Count; ++i)
{
QuoteRecord rec = resGetTs.Payload.Values.Quotes[i];
for (int v = 0; v < rec.Values.Count; ++v)
{
String sTsName = indData.SeriesNames[v];
IndicatorSeriesData indTsData = null;
if (indData.Series.TryGetValue(sTsName, out indTsData))
{
indTsData.Values.Add(
rec.Time,
rec.Values[v]
);
}
}
}
result = EErrorCodes.Success;
}
else
{
result = EErrorCodes.TickerNotFound;
}
}
else
{
_lastError = new Exception(resGetTs.Errors[0].Message);
result = resGetTs.Errors[0].Code;
}
}
else
{
return(EErrorCodes.SessionClosed);
}
}
catch (Exception ex)
{
_lastError = ex;
result = EErrorCodes.GeneralError;
}
return(result);
}
public GetTimeSeriesResponse Any(GetTimeSeries request)
{
_logger.Log(EErrorType.Info, " ****** Call start: GetTimeSeries");
GetTimeSeriesResponse response = new GetTimeSeriesResponse();
TransferHeader(request, response);
try
{
if (IsValidSessionToken(request))
{
IQuotesDalGetTimeSeriesValuesParams getParams = _dal.CreateGetQuotesParams();
getParams.Country = request.CountryCode;
getParams.Tickers.Add(request.Ticker);
getParams.PeriodEnd = request.PeriodEnd != null ? (DateTime)request.PeriodEnd : DateTime.Now;
getParams.PeriodStart = request.PeriodStart != null ? (DateTime)request.PeriodStart : DateTime.Parse(ConfigurationManager.AppSettings["DefaultPeriodStart"]);
getParams.TimeFrame = (QuotesInterfaces.ETimeFrame)request.TimeFrame;
IQuotesDalGetTimeseriesValuesResult getResult = _dal.GetTimseriesValues(getParams);
// copying list of errors - there can be also warnings too
response.Errors.AddRange(response.Errors);
if (getResult.Success)
{
TranslateToTickerQuotes(response, getResult);
if (response.Payload.Values.Quotes.Count == 0)
{
response.Errors.Add(
new Error()
{
Code = EErrorCodes.EmptyCollection,
Type = EErrorType.Warning,
Message = string.Format("Data not present for {0}, Timeframe - {1}, Dates: {2} - {3}", request.Ticker, request.TimeFrame, getParams.PeriodStart, getParams.PeriodEnd)
});
}
response.Success = true;
}
else
{
response.Success = false;
response.Errors.AddRange(getResult.Errors);
}
}
else
{
response.Success = false;
response.Errors.Add(new Error()
{
Code = EErrorCodes.InvalidSession, Type = EErrorType.Error, Message = "Invalid session token"
});
}
}
catch (Exception ex)
{
_logger.Log(ex);
response.Success = false;
response.Errors.Add(new Error()
{
Code = EErrorCodes.GeneralError,
Type = EErrorType.Error,
Message = string.Format("Unpexcted error: {0}", ex.Message)
});
}
_logger.Log(EErrorType.Info, " ****** Call end: GetQuotes");
return(response);
}
