static void Download_Macro(string URL, Bachlor_EssayEntities db)
{
string India_GDP = URL;
WebClient streamUrl = new WebClient();
streamUrl.BaseAddress = India_GDP;
string URI = India_GDP;
Stream data = streamUrl.OpenRead(URI);
StreamReader reader = new StreamReader(data);
while (reader.Peek() > 0)
{
string s = reader.ReadLine();
string[] data_string = s.Split(',');
India_GDP g = new India_GDP();
double c;
bool can = double.TryParse(data_string[1], out c);
if (!can)
{
continue;
}
g.Date_of_GDP = Convert.ToDateTime(data_string[0]);
g.GDP = Convert.ToDouble(data_string[1]);
db.India_GDP.Add(g);
}
data.Close();
reader.Close();
db.SaveChanges();
Console.WriteLine("India Yields Done");
}
static void Download_Macro(string URL, Bachlor_EssayEntities db)
{
string India_GDP = URL;
WebClient streamUrl = new WebClient();
streamUrl.BaseAddress = India_GDP;
string URI = India_GDP;
Stream data = streamUrl.OpenRead(URI);
StreamReader reader = new StreamReader(data);
while (reader.Peek() > 0)
{
string s = reader.ReadLine();
string[] data_string = s.Split(',');
India_GDP g = new India_GDP();
double c;
bool can = double.TryParse(data_string[1], out c);
if (!can)
{
continue;
}
g.Date_ = data_string[0];
g.GDP = Convert.ToDouble(data_string[1]);
db.India_GDP.Add(g);
}
db.SaveChanges();
data.Close();
reader.Close();
}
/* THis program downloads historic India GDP data, historic U.S. Bond Yields, and historic prices for all tickers on the NSE (Indian Stock Exchange). It calculates the RSI, MACD and Signal line
* for the historic prices for each stock, and inserts all the above data into a SQL database.
* Last Edited: 4/21/2016
* Created by: Gabe Henderson
*/
static void Main(string[] args)
{
//connect to database through Entity Relationship
Bachlor_EssayEntities db = new Bachlor_EssayEntities();
//url for Quandl Data
string india_GDP = "https://www.quandl.com/api/v3/datasets/ODA/IND_NGDPD.csv?start_date=2000-01-01?auth_token=B8sK7V6UPsviYsy4pNFF";
string us_yield = "https://www.quandl.com/api/v3/datasets/USTREASURY/YIELD.csv?start_date=2000-01-01?auth_token=B8sK7V6UPsviYsy4pNFF";
//actually download
Download_Macro(india_GDP, db);
download_us_bond_yields(us_yield, db);
Download_prices(db);
Console.WriteLine("Done");
Console.ReadKey();
}
static void download_us_bond_yields(string URL, Bachlor_EssayEntities db)
{
//connect to quandl
WebClient streamUrl = new WebClient();
streamUrl.BaseAddress = URL;
string URI = URL;
Stream d = streamUrl.OpenRead(URI);
StreamReader reader = new StreamReader(d);
while (reader.Peek() > 0)
{
//download the split the returned string
string s = reader.ReadLine();
string[] data = s.Split(',');
US_Yield g = new US_Yield();
double c;
//make sure you arent getting headers, if its a number push to database
bool can = double.TryParse(data[1], out c);
if (!can)
{
continue;
}
g.Date_of_Bond = Convert.ToDateTime(data[0]);
if (!String.IsNullOrEmpty(data[1]))
{
g.one_mo = Convert.ToDouble(data[1]);
}
if (!String.IsNullOrEmpty(data[2]))
{
g.three_mo = Convert.ToDouble(data[2]);
}
if (!String.IsNullOrEmpty(data[3]))
{
g.six_mo = Convert.ToDouble(data[3]);
}
if (!String.IsNullOrEmpty(data[4]))
{
g.one_yr = Convert.ToDouble(data[4]);
}
if (!String.IsNullOrEmpty(data[5]))
{
g.two_yr = Convert.ToDouble(data[5]);
}
if (!String.IsNullOrEmpty(data[6]))
{
g.three_yr = Convert.ToDouble(data[6]);
}
if (!String.IsNullOrEmpty(data[7]))
{
g.five_yr = Convert.ToDouble(data[7]);
}
if (!String.IsNullOrEmpty(data[8]))
{
g.seven_yr = Convert.ToDouble(data[8]);
}
if (!String.IsNullOrEmpty(data[9]))
{
g.ten_yr = Convert.ToDouble(data[9]);
}
if (!String.IsNullOrEmpty(data[10]))
{
g.twenty_yr = Convert.ToDouble(data[10]);
}
if (!String.IsNullOrEmpty(data[11]))
{
g.thirty_yr = Convert.ToDouble(data[11]);
}
db.US_Yield.Add(g);
}
d.Close();
reader.Close();
db.SaveChanges();
Console.WriteLine("Us Bond Yields Done");
}
static void Download_prices(Bachlor_EssayEntities db)
{
//connect to database
DateTime today = DateTime.Today;
String error;
//file with all the tickers on the NSE, split out each ticker individually
string ticker_file = @"C:\Users\Gabe Henderson\Google Drive\Senior Year\Second Semester\Bachlors Essay\Neural\Neural-Networks-and-Emerging-Markets\Tickers.txt";
string text = System.IO.File.ReadAllText(ticker_file);
string[] tickers = text.Split(',');
foreach (String ticker in tickers)
{
//build the URL to connect to google and get the data
GoogleFinanceDownloader.DownloadURIBuilder a = new GoogleFinanceDownloader.DownloadURIBuilder("NSE", ticker);
String URL = a.getGetPricesUrlToDownloadAllData(today);
GoogleFinanceDownloader.DataProcessor process = new GoogleFinanceDownloader.DataProcessor();
WebClient streamUrl = new WebClient();
streamUrl.BaseAddress = URL;
String data = process.processStreamMadeOfOneDayLinesToExtractHistoricalData(streamUrl.OpenRead(URL), out error);
//split out each day
String[] b = data.Split('\n');
//used for calculating technicals
double previous_price = 1;
int j = 1;
double Average_up = 0;
double Average_down = 0;
double SMA = 0;
double EMA26 = 0;
double EMA12 = 0;
double MACD_EMA9 = 0;
//formula for multiplier is 2/(timer period+1)
double smooth26 = 2.0 / (26 + 1);
double smooth12 = 2.0 / (12 + 1);
double smooth9 = 2.0 / (9 + 1);
double MACD = 0;
double Avg_Macd = 0;
//for each day, split out the volume for the day, open and close prices, and date, calculate percent change from the day before
foreach (String i in b)
{
MACD m = new MACD();
RSI r = new RSI();
Historic_NSE_Date g = new Historic_NSE_Date();
String[] array = i.Split(',');
if (array.Length < 5)
{
continue;
}
double c;
bool can = double.TryParse(array[1], out c);
if (!can)
{
continue;
}
g.Date_of_Price = Convert.ToDateTime(array[0]);
g.Ticker = ticker;
g.Open_Price = Convert.ToDouble(array[1]);
double close = Convert.ToDouble(array[4]);
g.Close_Price = close;
g.Volume = Convert.ToDouble(array[5]);
double percent_change = Convert.ToDouble(g.Close_Price) / previous_price - 1;
g.percent_change = percent_change;
previous_price = Convert.ToDouble(g.Close_Price);
//
//
//calculating rsi. First 14 periods, simply sum the ups and downs seperately
if (j < 15)
{
if (percent_change < 0)
{
Average_down = (Average_down * (j - 1) + Math.Abs(percent_change)) / j;
}
else
{
Average_up = (Average_down * (j - 1) + percent_change) / j;
}
}
//past the first 14 periods
else
{
if (percent_change < 0)
{
Average_down = (Average_down * 13 + Math.Abs(percent_change)) / 14;
}
else
{
Average_up = (Average_up * 13 + percent_change) / 14;
}
}
//calculate RSI
double RSI = 100 - (100 / (1 + (Average_up / Average_down)));
r.ticker = ticker;
r.date_t = Convert.ToDateTime(array[0]);
if (!Double.IsNaN(RSI))
{
r.RSI1 = RSI / 1;
}
else
{
r.RSI1 = null;
}
///
///calculating MACD
///
//MACD, first part just get SMA off the close price
SMA += close;
if (j == 12)
{
EMA12 = SMA / j;
}
if (j == 26)
{
EMA26 = SMA / j;
}
//calculate EMAS to finally calc macd
EMA12 = (close - EMA12) * smooth12 + EMA12;
EMA26 = (close - EMA26) * smooth26 + EMA26;
MACD = EMA12 - EMA26;
//calc signal line
Avg_Macd = Avg_Macd + MACD;
if (j == 9)
{
MACD_EMA9 = Avg_Macd / j;
}
if (j > 9)
{
MACD_EMA9 = (MACD * smooth9) + MACD_EMA9 * (1 - smooth9);
}
//transfer
m.Ticker = ticker;
m.Date_of_Price = Convert.ToDateTime(array[0]);
m.MACD1 = MACD;
m.signal = MACD_EMA9;
//
//
j++;
//insert into the database
db.Historic_NSE_Date.Add(g);
db.RSIs.Add(r);
db.MACDs.Add(m);
}
try {
db.SaveChanges();
Console.WriteLine(ticker);
}
catch (Exception e)
{
Console.WriteLine("{0} Exception caught.", e);
}
}
Console.WriteLine("India Stock Prices and technicals Done");
}
static void download_us_bond_yields(string URL, Bachlor_EssayEntities db)
{
WebClient streamUrl = new WebClient();
streamUrl.BaseAddress = URL;
string URI = URL;
Stream d = streamUrl.OpenRead(URI);
StreamReader reader = new StreamReader(d);
while (reader.Peek() > 0)
{
string s = reader.ReadLine();
Console.WriteLine(s);
Console.WriteLine();
string[] data= s.Split(',');
US_Yield g = new US_Yield();
double c;
bool can = double.TryParse(data[1], out c);
if (!can)
{
continue;
}
g.Date_ = data[0];
if(!String.IsNullOrEmpty(data[1]))
g.one_mo = Convert.ToDouble(data[1]);
if (!String.IsNullOrEmpty(data[2]))
g.three_mo = Convert.ToDouble(data[2]);
if (!String.IsNullOrEmpty(data[3]))
g.six_mo = Convert.ToDouble(data[3]);
if (!String.IsNullOrEmpty(data[4]))
g.one_yr = Convert.ToDouble(data[4]);
if (!String.IsNullOrEmpty(data[5]))
g.two_yr = Convert.ToDouble(data[5]);
if (!String.IsNullOrEmpty(data[6]))
g.three_yr = Convert.ToDouble(data[6]);
if (!String.IsNullOrEmpty(data[7]))
g.five_yr = Convert.ToDouble(data[7]);
if (!String.IsNullOrEmpty(data[8]))
g.seven_yr = Convert.ToDouble(data[8]);
if (!String.IsNullOrEmpty(data[9]))
g.ten_yr = Convert.ToDouble(data[9]);
if (!String.IsNullOrEmpty(data[10]))
g.twenty_yr = Convert.ToDouble(data[10]);
if (!String.IsNullOrEmpty(data[11]))
g.thirty_yr = Convert.ToDouble(data[11]);
db.US_Yield.Add(g);
}
db.SaveChanges();
d.Close();
reader.Close();
}
static void Main(string[] args)
{
Bachlor_EssayDataSetTableAdapters.Historic_NSE_DateTableAdapter inserter = new Bachlor_EssayDataSetTableAdapters.Historic_NSE_DateTableAdapter();
Bachlor_EssayEntities db = new Bachlor_EssayEntities();
string india_GDP = "https://www.quandl.com/api/v3/datasets/ODA/IND_NGDPD.csv?start_date=2000-01-01?auth_token=B8sK7V6UPsviYsy4pNFF";
string us_yield = "https://www.quandl.com/api/v3/datasets/USTREASURY/YIELD.csv?start_date=2000-01-01?auth_token=B8sK7V6UPsviYsy4pNFF";
//Download_Macro(india_GDP, db);
download_us_bond_yields(us_yield, db);
Console.ReadKey();
Console.WriteLine("Done");
}
