public HistoricalPriceData GetLastestHistoricalPriceFetchIfNotAvailable(string stockCode)
{
var historicalData = GetLatestHistoricalPrice(stockCode);
var dataExistsInDatabase = historicalData != null && DateTime.Today.AddDays(-1) > historicalData.Date;
if (dataExistsInDatabase)
{
return historicalData;
}
var yahooFinanceApi = new YahooFinanceClient();
List<YahooHistoricalPriceData> yahooData;
if (GetHistoricalPriceAny(stockCode))
{
yahooData = yahooFinanceApi.GetDailyHistoricalPriceData(stockCode, DateTime.Today, DateTime.Today.AddMonths(-1));
}
else
{
yahooData = yahooFinanceApi.GetDailyHistoricalPriceData(stockCode);
}
var historicalPriceData = new List<HistoricalPriceData>();
foreach (var priceData in yahooData)
{
var data = new HistoricalPriceData()
{
Symbol = stockCode,
DataSource = "YAHOO",
Date = priceData.Date,
Open = priceData.Open,
High = priceData.High,
Low = priceData.Low,
Close = priceData.Close,
Volume = priceData.Volume,
AdjClose = priceData.AdjClose,
};
historicalPriceData.Add(data);
if (!GetHistoricalPriceExists(data))
{
AddHistoricalPrice(data);
}
}
SaveAll();
return GetLatestHistoricalPrice(stockCode);
}
public void ReadMeExample()
{
string exchange = "ASX";
string symbol = "AFI";
YahooFinanceClient yahooFinance = new YahooFinanceClient();
string yahooStockCode = yahooFinance.GetYahooStockCode(exchange, symbol);
List <YahooHistoricalPriceData> yahooPriceHistory = yahooFinance.GetDailyHistoricalPriceData(yahooStockCode);
List <YahooHistoricalDividendData> yahooDividendHistory = yahooFinance.GetHistoricalDividendData(yahooStockCode);
}
public void TestDailyPriceHistoy()
{
var exchange = "ASX";
var symbol = "AFI";
var yahooFinance = new YahooFinanceClient(cookie, crumb);
var yahooStockCode = yahooFinance.GetYahooStockCode(exchange, symbol);
var yahooPriceHistory = yahooFinance.GetDailyHistoricalPriceData(yahooStockCode, new DateTime(2016, 7, 1), new DateTime(2016, 7, 30));
Assert.Equal(21, yahooPriceHistory.Count);
}
public void GetTick()
{
string cookie = "31km9s9dm7p94&b=3&s=3d";
string crumb = "gFXT6LioH24";
string exchange = "NSE"; //"ASX";
string symbol = "INFY"; // "AFI";
YahooFinanceClient yahooFinance = new YahooFinanceClient(cookie, crumb);
string yahooStockCode = yahooFinance.GetYahooStockCode(exchange, symbol);
List <YahooHistoricalPriceData> yahooPriceHistory = yahooFinance.GetDailyHistoricalPriceData(yahooStockCode);
List <YahooHistoricalDividendData> yahooDividendHistory = yahooFinance.GetHistoricalDividendData(yahooStockCode);
YahooRealTimeData yahooRealTimeData = yahooFinance.GetRealTimeData(yahooStockCode);
}
Task <ICollection <HistoricalQuote> > IYahooFinanceService.GetDailyHistoricalPriceData(string stockExchange, string companySymbol, DateTime?startDate, DateTime?endDate)
{
var yahooFinance = new YahooFinanceClient();
var yahooStockCode = yahooFinance.GetYahooStockCode(stockExchange, companySymbol);
var yahooPriceHistory = yahooFinance.GetDailyHistoricalPriceData(yahooStockCode);
var priceHistory = _mapper.Map <ICollection <HistoricalQuote> >(yahooPriceHistory);
foreach (var historicalQuote in priceHistory)
{
historicalQuote.Symbol = $"{stockExchange}:{companySymbol}";
}
return(Task.FromResult(priceHistory));
}
private void button1_Click(object sender, EventArgs e)
{
string cookie = GetYahooBCookieValueByName();
string crumb = "enp5cLfls8Q";
string exchange = "NYSE";
string symbol = "enp5cLfls8Q";
YahooFinanceClient yahooFinance = new YahooFinanceClient(cookie, crumb);
string yahooStockCode = yahooFinance.GetYahooStockCode(exchange, symbol);
List <YahooHistoricalPriceData> yahooPriceHistory = yahooFinance.GetDailyHistoricalPriceData(yahooStockCode);
List <YahooHistoricalDividendData> yahooDividendHistory = yahooFinance.GetHistoricalDividendData(yahooStockCode);
YahooRealTimeData yahooRealTimeData = yahooFinance.GetRealTimeData(yahooStockCode);
}
public void Download(IJobCancellationToken cancellationToken)
{
var ti = uow.TimeIntervals.GetAll().FirstOrDefault(x => x.Duration == TimeSpan.FromDays(1));
var result = uow.BrokerInstruments.GetAllForBroker("YA");//.Where(x => x.Id>54 && x.Id <58);
logger.LogInformation("YahooDownloader will download " + result.Count() + " BrokerInstruments");
foreach (var element in result)
{
logger.LogInformation("YahooDownloader start " + element.BrokerSymbol.Name);
List <YahooHistoricalPriceData> yahooPriceHistory = null;
try
{
yahooPriceHistory =
_yahooFinance.GetDailyHistoricalPriceData(element.BrokerSymbol.Name,
endDate: DateTime.Today + TimeSpan.FromDays(1),
startDate: DateTime.Today - TimeSpan.FromDays(3));
yahooPriceHistory.Sort((x, y) => x.Date.CompareTo(y.Date));
foreach (var price in yahooPriceHistory)
{
if (price.Volume > 0)
{
var priceDate = element.BrokerSymbol.Exchange.CloseTimeOnDate(price.Date);
var priceEntry = uow.PriceEntries.GetForBrokerInstrument(element.Id, ti, priceDate);
if (priceEntry == null)
{
priceEntry = new PriceEntry();
logger.LogInformation("YahooDownloader " + element.BrokerSymbol.Name +
" new Price for " + price.Date);
uow.PriceEntries.Add(priceEntry);
}
else
{
logger.LogInformation("YahooDownloader " + element.BrokerSymbol.Name + " updated Price for " + price.Date);
}
priceEntry.BrokerInstrument = element;
priceEntry.IsFinished = true;
priceEntry.Open = price.Open;
priceEntry.High = price.High;
priceEntry.Low = price.Low;
priceEntry.Close = price.Close;
priceEntry.Volume = price.Volume;
priceEntry.TimeInterval = ti;
priceEntry.TimeStamp = priceDate;
uow.PriceEntries.UpdateIndicatorData(priceEntry);
}
}
}
catch (Exception e)
{
logger.LogInformation("YahooDownloader Exception " + e.ToString());
}
var currentPriceEntry = uow.PriceEntries.GetForBrokerInstrument(element.Id, ti).FirstOrDefault(x => x.IsFinished == false);
if (yahooPriceHistory?.FirstOrDefault()?.Date != DateTime.Now.Date &&
element.BrokerSymbol.Exchange.IsOpen
)
{
YahooRealTimeData rt = _yahooFinance.GetRealTimeData(element.BrokerSymbol.Name);
if (rt != null && rt.LastTradeTime.TimeOfDay < DateTime.Now.TimeOfDay)
{
DateTime compare = rt.LastTradeTime.Date;
if (currentPriceEntry == null)
{
currentPriceEntry = new PriceEntry();
uow.PriceEntries.AddPrice(currentPriceEntry);
}
//var realTradeTime = rt.LastTradeTime + element.Exchange.TimeZoneOffset;
currentPriceEntry.BrokerInstrument = element;
currentPriceEntry.IsFinished = false;
currentPriceEntry.Open = rt.Open;
currentPriceEntry.High = rt.High;
currentPriceEntry.Low = rt.Low;
currentPriceEntry.Close = rt.Last;
currentPriceEntry.Volume = rt.Volume;
currentPriceEntry.TimeInterval = ti;
currentPriceEntry.TimeStamp = element.BrokerSymbol.Exchange.getLocalTime(rt.LastTradeTime);
uow.PriceEntries.UpdateIndicatorData(currentPriceEntry);
}
}
else
{
if (currentPriceEntry != null)
{
uow.PriceEntries.Remove(currentPriceEntry);
}
}
}
uow.Complete();
BackgroundJob.Enqueue <SignalProcessor>(x => x.ProcessAllSignals(JobCancellationToken.Null));
}