private List <Eod> ReadEods(List <EodParam> parameters)
{
List <Eod> seed = new List <Eod> ();
List <Eod> value =
parameters.AsParallel()
.Select(p => InternetReader.ReadEodBySymbol(p))
.Aggregate(seed, (i, j) => i.Union(j).ToList());
return(value);
}
private List <Company> ReadCompaniesFromInternet()
{
List <Company> seed = new List <Company> ();
var companies =
_EXCHANGES.AsParallel()
.Select(c => InternetReader.ReadCompaniesByExchange(c))
.Aggregate(seed, (i, j) => i.Union(j).ToList());
var etfs = InternetReader.ReadETFAsCompanies();
companies.AddRange(etfs);
return(companies);
}
public void CanReadEodBySymbol()
{
EodParam param = new EodParam
{
Symbol = "AAPL",
Start = DateTime.Now.AddDays(-30),
End = DateTime.Now
};
var eods = InternetReader.ReadEodBySymbol(param);
Assert.IsTrue(eods.Count > 0);
}
public override void Execute()
{
DateTime?lastTradeDate = InternetReader.GetLastTradeDate();
if (!lastTradeDate.HasValue)
{
Logger.Instance.Error("Fail to get last trade date.");
return;
}
else
{
Logger.Instance.InfoFormat("Last trade date is: {0}", lastTradeDate.Value.ToString("yyyy-MM-dd"));
}
List <DataState> states = _dataRepo.EodState;
List <EodParam> parameters = states.Select(e => new EodParam
{
Symbol = e.Symbol,
//For symbol without since, we need get 10 years of data
Start = (e.Last.HasValue ? e.Last.Value : DateTime.Today.AddYears(-30)),
End = lastTradeDate.Value
}).Where(p => p.Start < lastTradeDate.Value).ToList();
Logger.Instance.InfoFormat("{0} symbols to be processed", parameters.Count);
int i = 0;
const int batchSize = 16;
while (true)
{
List <EodParam> processing = parameters.Skip(i * batchSize).Take(batchSize).ToList();
if (processing.Count == 0)
{
break;
}
List <Eod> eods = ReadEods(processing);
if (eods.Count > 0)
{
Logger.Instance.InfoFormat("Saving {0} eods ", eods.Count);
UpdateHelper.BulkSave(_dataRepo, typeof(Eod),
eods.Select(e => e.ToCsv()).ToArray());
}
i++;
}
}
public void WebGetPerformance()
{
var watch = new Stopwatch();
DateTime start = DateTime.Now.AddDays(-700);
List <string> symbols = new List <string> {
"AA", "AAC", "AADR", "AAIT", "AAL", "AAMC", "AAME", "AAN", "A",
"AAOI", "AAON", "AAP", "AAT", "AAU", "AAV", "AAVL", "AAWW", "AAXJ",
"AB", "ABAC", "ABAX", "ABB", "ABBV", "ABC", "ABCB", "ABCD", "ABCO",
"ABCW", "ABDC", "ABEV", "ABG", "ABGB", "ABIO", "ABM", "ABMD", "ABR",
"ABT", "ABTL", "ABX", "ABY", "ACAD", "ACAS", "ACAT", "ACC", "ACCO",
"ACCU", "ACE", "ACET", "ACFC", "ACFN", "ACG", "ACGL", "ACH", "ACHC",
"ACHN", "ACI", "ACIM", "ACIW", "ACLS", "ACM", "ACN", "ACNB", "ACOR",
"ACP", "ACPW", "ACRE", "ACRX", "ACSF", "ACST", "ACT", "ACTA", "ACTG",
"ACTS", "ACU", "ACUR", "ACW", "ACWI", "ACWV", "ACWX", "ACXM", "ACY",
"ADAT", "ADBE", "ADC", "ADEP", "ADGE", "ADHD", "ADI", "ADM", "ADMA",
"ADMP", "ADMS", "ADNC", "ADP", "ADPT", "ADRA", "ADRD", "ADRE", "ADRU",
"AAPL", "GOOG", "MSFT", "XOM", "ORCL"
};
var eodParams = symbols.Select(s => new EodParam
{
Symbol = s,
Start = start,
End = DateTime.Now
}).ToList();
List <TimeSpan> times = new List <TimeSpan>();
for (int i = 0; i < 10; i++)
{
watch.Start();
foreach (var param in eodParams)
{
InternetReader.ReadEodBySymbol(param);
}
watch.Stop();
times.Add(watch.Elapsed);
watch.Reset();
}
}
private PriceAlert ScanObject(Stock monitorObject)
{
//get current price
double curPrice = InternetReader.ReadCurrentPrice(monitorObject.Symbol);
if (curPrice == -1)
{
return(null);
}
//load current 30/70 price.
RSIPredict predict = _monitorRepo.LoadRSIPredict(monitorObject.Symbol);
if (predict == null)
{
return(null);
}
if (monitorObject.InPossession && curPrice >= predict.PredictRsi70Price)
{
return(new PriceAlert {
Symbol = monitorObject.Symbol,
Price = curPrice,
TargetPrice = predict.PredictRsi70Price,
Buy = false
});
}
if (!monitorObject.InPossession && curPrice <= predict.PredictRsi30Price)
{
return(new PriceAlert {
Symbol = monitorObject.Symbol,
Price = curPrice,
TargetPrice = predict.PredictRsi30Price,
Buy = true
});
}
return(null);
}
public void CanReadCurrentPrice()
{
double price = InternetReader.ReadCurrentPrice("AAPL");
Assert.IsTrue(price != 0);
}
public void CanGetLastTradeDate()
{
var lastTradeDate = InternetReader.GetLastTradeDate();
Assert.IsTrue(lastTradeDate.HasValue);
}
public void CanReadETFAsCompanies()
{
var companies = InternetReader.ReadETFAsCompanies();
Assert.IsTrue(companies.Count > 0);
}
public void CanReadCompaniesByExchange()
{
var companies = InternetReader.ReadCompaniesByExchange(@"NYSE");
Assert.IsTrue(companies.Count > 0);
}
public void CanWebGet()
{
string page = InternetReader.WebGet(@"http://www.google.com/");
Assert.IsTrue(!string.IsNullOrEmpty(page));
}
