public async Task SnapshotWithPriceHistoryInBaseCurrency()
{
YahooQuotes yahooQuotes = new YahooQuotesBuilder()
.HistoryStarting(Instant.FromUtc(2020, 7, 15, 0, 0))
.WithCaching(snapshotDuration: Duration.FromMinutes(30), historyDuration: Duration.FromHours(6))
.Build();
Security security = await yahooQuotes
.GetAsync("TSLA", HistoryFlags.PriceHistory, historyBase : "JPY=X")
?? throw new ArgumentException("Unknown symbol: TSLA.");
Assert.Equal("Tesla, Inc.", security.ShortName);
Assert.Equal("USD", security.Currency);
Assert.Equal("America/New_York", security.ExchangeTimezone?.Id);
PriceTick tick = security.PriceHistory.Value[0];
Assert.Equal(new LocalDate(2020, 7, 15), tick.Date);
Assert.Equal(309.202, tick.Close); // in USD
var instant = new LocalDateTime(2020, 7, 15, 16, 0, 0)
.InZoneLeniently(security.ExchangeTimezone !).ToInstant();
ValueTick tickBase = security.PriceHistoryBase.Value[0];
Assert.Equal(instant, tickBase.Date);
Assert.Equal(33139, tickBase.Value, 0); // in JPY
}
public async Task SingleSecurityTest()
{
var yahooQuotes = new YahooQuotesBuilder(Logger)
.HistoryStarting(Instant.FromUtc(2020, 1, 1, 0, 0))
.Build();
var security = await yahooQuotes.GetAsync("IBM", HistoryFlags.PriceHistory) ?? throw new ArgumentNullException();
Assert.NotEmpty(security.PriceHistory.Value);
}
public async Task Snapshots()
{
YahooQuotes yahooQuotes = new YahooQuotesBuilder().Build();
Dictionary <string, Security?> securities = await yahooQuotes.GetAsync(new[] { "AAPL", "BP.L", "USDJPY=X" });
Security security = securities["BP.L"] ?? throw new ArgumentException("Unknown symbol");
Assert.Equal("BP p.l.c.", security.LongName);
Assert.Equal("GBP", security.Currency, true);
Assert.Equal("LSE", security.Exchange);
Assert.True(security.RegularMarketPrice > 0);
}
public async Task TestSplit()
{
var date = new LocalDate(2014, 6, 9);
var timeZone = DateTimeZoneProviders.Tzdb.GetZoneOrNull("America/New_York");
var instant = date.AtStartOfDayInZone(timeZone !).ToInstant();
var yahooQuotes = new YahooQuotesBuilder(Logger)
.HistoryStarting(instant)
.Build();
var security = await yahooQuotes.GetAsync("AAPL", HistoryFlags.SplitHistory) ?? throw new ArgumentException();
SplitTick split = security.SplitHistory.Value[0];
Assert.Equal(1, split.BeforeSplit);
Assert.Equal(7, split.AfterSplit);
}
public async Task TestFrequencyWeekly()
{
var timeZone = DateTimeZoneProviders.Tzdb.GetZoneOrNull("America/New_York");
var startDate = new LocalDate(2019, 1, 7);
var zdt = startDate.At(new LocalTime(16, 0, 0)).InZoneStrictly(timeZone !);
var yahooQuotes = new YahooQuotesBuilder(Logger)
.SetPriceHistoryFrequency(Frequency.Weekly)
.HistoryStarting(zdt.ToInstant())
.Build();
var security = await yahooQuotes.GetAsync("AAPL", HistoryFlags.PriceHistory);
var ticks = security !.PriceHistory.Value;
Assert.Equal(startDate, ticks[0].Date); // previous Monday
Assert.Equal(39.20, ticks[1].Close, 2);
}
public async Task TestFrequencyDaily()
{
var startDate = new LocalDate(2019, 1, 10);
var timeZone = DateTimeZoneProviders.Tzdb.GetZoneOrNull("America/New_York");
var zdt = startDate.AtStartOfDayInZone(timeZone !);
var yahooQuotes = new YahooQuotesBuilder(Logger)
.SetPriceHistoryFrequency(Frequency.Daily)
.HistoryStarting(zdt.ToInstant())
.Build();
var security = await yahooQuotes.GetAsync("AAPL", HistoryFlags.PriceHistory);
var ticks = security !.PriceHistory.Value;
Assert.Equal(zdt.LocalDateTime.Date, ticks[0].Date);
Assert.Equal(38.13, ticks[0].Open, 1);
}
public async Task SnapshotWithPriceHistory()
{
YahooQuotes yahooQuotes = new YahooQuotesBuilder()
.HistoryStarting(Instant.FromUtc(2020, 1, 1, 0, 0))
.Build();
Security security = await yahooQuotes.GetAsync("MSFT", HistoryFlags.PriceHistory) ??
throw new ArgumentException("Unknown symbol: MSFT.");
Assert.Equal("NasdaqGS", security.FullExchangeName);
PriceTick[] priceHistory = security.PriceHistory.Value;
PriceTick tick = priceHistory[0];
Assert.Equal(new LocalDate(2020, 1, 2), tick.Date);
Assert.Equal(160.62, tick.Close);
}
public async Task TestDividend()
{
var date = new LocalDate(2021, 2, 5);
var tz = DateTimeZoneProviders.Tzdb.GetZoneOrNull("America/New_York");
var zdt = date.AtStartOfDayInZone(tz !);
var yahooQuotes = new YahooQuotesBuilder(Logger)
.HistoryStarting(zdt.ToInstant())
.Build();
var security = await yahooQuotes.GetAsync("AAPL", HistoryFlags.DividendHistory) ?? throw new ArgumentException();
var dividends = security.DividendHistory.Value.ToList();
var dividend = dividends.First();
Assert.Equal(0.205, dividend.Dividend);
Assert.Equal(zdt.LocalDateTime.Date, dividend.Date);
}
public async Task TestDates()
{
var symbol = "BA.L";
var timeZone = DateTimeZoneProviders.Tzdb.GetZoneOrNull("Europe/London")
?? throw new TimeZoneNotFoundException();
var date = new LocalDateTime(2021, 3, 17, 16, 30).InZoneStrictly(timeZone).ToInstant();
var yahooQuotes = new YahooQuotesBuilder(Logger)
.HistoryStarting(date)
.UseNonAdjustedClose()
.Build();
var security = await yahooQuotes.GetAsync(symbol, HistoryFlags.PriceHistory)
?? throw new ArgumentException();
Assert.Equal(timeZone, security.ExchangeTimezone);
var ticks = security.PriceHistoryBase.Value;
Assert.Equal(date, ticks[0].Date);
Assert.Equal(501, ticks[0].Value);
}
public async Task TestFrequencyMonthly()
{
var timeZone = DateTimeZoneProviders.Tzdb.GetZoneOrNull("America/New_York");
var startDate = new LocalDate(2019, 2, 1);
var zdt = startDate.At(new LocalTime(16, 0, 0)).InZoneStrictly(timeZone !);
var yahooQuotes = new YahooQuotesBuilder(Logger)
.SetPriceHistoryFrequency(Frequency.Monthly)
.HistoryStarting(zdt.ToInstant())
.Build();
var security = await yahooQuotes.GetAsync("AAPL", HistoryFlags.PriceHistory);
var ticks = security !.PriceHistory.Value;
foreach (var tick in ticks)
{
Write($"{tick.Date} {tick.Close}");
}
Assert.Equal(startDate, ticks[0].Date); // next start of month!
Assert.Equal(47.49, ticks[1].Close, 2);
}
