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();
}
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();
}
