public HistoricalQuote GetHistoricalDataWithInterval(Instrument Instrument, Exchange Exchange, DateTime?FromDate, int IntervalSeconds)
{
string Symbol = Instrument.Symbol.Replace(" ", "-");
string URL = "";
if (FromDate != (DateTime?)null)
{
TimeSpan epochTicks = new TimeSpan(new DateTime(1970, 1, 1).Ticks);
TimeSpan unixTicks = new TimeSpan(FromDate.Value.Ticks) - epochTicks;
URL = string.Format("http://www.google.com/finance/getprices?q={0}&x={1}&i={2}&ts={3}&f=d,c,v,k,o,h,l", Symbol, Exchange.ExhangeCode, IntervalSeconds.ToString(), ((int)unixTicks.TotalSeconds).ToString());
}
else
{
URL = string.Format("http://www.google.com/finance/getprices?q={0}&x={1}&i={2}&p=40Y&f=d,c,v,k,o,h,l", Symbol, Exchange.ExhangeCode, IntervalSeconds);
}
string ResponseData = "";
try
{
using (WebClient wc = new WebClient())
{
ResponseData = wc.DownloadString(URL);
}
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Error when downloading from {0}", URL), ex);
}
if (ResponseData != "")
{
List <string> oColumnOrder = new List <string>();
int TimeZoneOffset = 0;
//Find line that starts with "COLUMNS"
foreach (string ResponseLine in new LineReader(() => new StringReader(ResponseData)))
{
if (ResponseLine.StartsWith(COLUMNS, false, System.Globalization.CultureInfo.CurrentCulture))
{
oColumnOrder = ResponseLine.Substring(COLUMNS.Length).Split(',').ToList();
break;
}
}
if (oColumnOrder.Count() == 0)
{
return(null);
}
//Find the interval
int IntervalInSec = -1;
foreach (string ResponseLine in new LineReader(() => new StringReader(ResponseData)))
{
if (ResponseLine.StartsWith(INTERVAL, false, System.Globalization.CultureInfo.CurrentCulture))
{
IntervalInSec = Convert.ToInt32(ResponseLine.Substring(INTERVAL.Length));
break;
}
}
if (IntervalInSec == -1)
{
return(null);
}
List <HistoricalQuoteDetails> oIntervalData = new List <HistoricalQuoteDetails>();
DateTime ResponseDateTime = DateTime.Now;
int IntervalMultiplier = -1;
foreach (string ResponseLine in new LineReader(() => new StringReader(ResponseData)))
{
string ResponseLineWorkingObject = ResponseLine;
if (ResponseLineWorkingObject.StartsWith(TIMEZONE_OFFSET, false, System.Globalization.CultureInfo.CurrentCulture))
{
TimeZoneOffset = Convert.ToInt32(ResponseLine.Substring(TIMEZONE_OFFSET.Length + 1));
continue;
}
if (ResponseLineWorkingObject.StartsWith(INTERVALDELIMITER, false, System.Globalization.CultureInfo.CurrentCulture))
{
DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, System.DateTimeKind.Utc);
ResponseDateTime = dtDateTime.AddSeconds(Convert.ToDouble(ResponseLine.Substring(1).Split(',')[0])).AddMinutes(TimeZoneOffset);
//remove the unixtimestamp
ResponseLineWorkingObject = ResponseLineWorkingObject.Remove(0, ResponseLine.Split(',')[0].Length);
ResponseLineWorkingObject = "0" + ResponseLineWorkingObject;
IntervalMultiplier = 0;
}
//TODO: currency exchange from USD to the instruments currency!!
//where in the data loop now
if (IntervalMultiplier >= 0)
{
HistoricalQuoteDetails oHd = new HistoricalQuoteDetails();
int i = 0;
foreach (string Column in oColumnOrder)
{
switch (Column)
{
case "DATE":
IntervalMultiplier = int.Parse(ResponseLineWorkingObject.Split(',')[i]);
oHd.Date = GetDateFromIntervalData(IntervalMultiplier, IntervalInSec, ResponseDateTime);
break;
case "CLOSE":
//string Data = CustomParse(ResponseLineWorkingObject.Split(',')[i]);
oHd.Close = CustomParse(ResponseLineWorkingObject.Split(',')[i]);
break;
case "LOW":
oHd.Low = CustomParse(ResponseLineWorkingObject.Split(',')[i]);
break;
case "HIGH":
oHd.High = CustomParse(ResponseLineWorkingObject.Split(',')[i]);
break;
case "OPEN":
oHd.Open = CustomParse(ResponseLineWorkingObject.Split(',')[i]);
break;
case "VOLUME":
oHd.Volume = int.Parse(ResponseLineWorkingObject.Split(',')[i]);
break;
default:
break;
}
i++;
}
oIntervalData.Add(oHd);
}
}
if (oIntervalData.Count == 0)
{
return(null);
}
return(new HistoricalQuote(Exchange, Instrument, oIntervalData));
}
return(null);
}
public Tuple <DateTime, DateTime> GetStartEndOfExchange(Instrument DefaultInstrument, Exchange Exchange)
{
string Symbol = DefaultInstrument.Symbol.Replace(" ", "-");
TimeSpan epochTicks = new TimeSpan(new DateTime(1970, 1, 1).Ticks);
TimeSpan unixTicks = new TimeSpan(DateTime.Now.AddDays(-3).Ticks) - epochTicks;
string URL = string.Format("http://www.google.com/finance/getprices?q={0}&x={1}&i={2}&ts={3}&f=d,c,v,k,o,h,l", Symbol, Exchange.ExhangeCode, DAYINSECONDS.ToString(), ((int)unixTicks.TotalSeconds).ToString());
string ResponseData = "";
int TimeZoneOffset = 0;
int TIME_MARKET_OPEN_MINUTE = 0;
int TIME_MARKET_CLOSE_MINUTE = 0;
try
{
using (WebClient wc = new WebClient())
{
ResponseData = wc.DownloadString(URL);
}
}
catch (Exception ex)
{
int gg = 0;
}
if (ResponseData != "")
{
//Find line that starts with "MARKET_OPEN_MINUTE"
foreach (string ResponseLine in new LineReader(() => new StringReader(ResponseData)))
{
if (TIME_MARKET_OPEN_MINUTE > 0 && TIME_MARKET_CLOSE_MINUTE > 0 && TimeZoneOffset > 0)
{
break;
}
if (ResponseLine.StartsWith(TIMEZONE_OFFSET, false, System.Globalization.CultureInfo.CurrentCulture))
{
TimeZoneOffset = Convert.ToInt32(ResponseLine.Substring(TIMEZONE_OFFSET.Length + 1));
}
if (ResponseLine.StartsWith(MARKET_OPEN_MINUTE, false, System.Globalization.CultureInfo.CurrentCulture))
{
TIME_MARKET_OPEN_MINUTE = Convert.ToInt32(ResponseLine.Substring(MARKET_OPEN_MINUTE.Length + 1));
}
if (ResponseLine.StartsWith(MARKET_CLOSE_MINUTE, false, System.Globalization.CultureInfo.CurrentCulture))
{
TIME_MARKET_CLOSE_MINUTE = Convert.ToInt32(ResponseLine.Substring(MARKET_CLOSE_MINUTE.Length + 1));
}
}
if (Exchange.ExhangeCode.Equals("STO"))
{
Tuple <int, int> ToDay = new Tuple <int, int>(DateTime.Now.Month, DateTime.Now.Day);
if (ImperaturGlobal.BankDays.Find(x => x.Equals(ToDay)) != null)
{
return(new Tuple <DateTime, DateTime>(DateTime.Now.Date, DateTime.Now.Date));
}
if (ImperaturGlobal.HalfDay.Find(x => x.Equals(ToDay)) != null)
{
return(new Tuple <DateTime, DateTime>(DateTime.Now.Date.AddMinutes(TIME_MARKET_OPEN_MINUTE), DateTime.Now.Date.AddHours(13)));
}
}
return(new Tuple <DateTime, DateTime>(DateTime.Now.Date.AddMinutes(TIME_MARKET_OPEN_MINUTE), DateTime.Now.Date.AddMinutes(TIME_MARKET_CLOSE_MINUTE)));
}
return(new Tuple <DateTime, DateTime>(DateTime.Now.Date, DateTime.Now.Date));
}
