public static MarketQuote GetCurrentMarketData(string symbol, StockExchange exchange)
{
string url_currentMarketData;
MarketQuote marketQuote = new MarketQuote();
//
switch (exchange.stockExchange_Name)
{
case "NASDAQ":
url_currentMarketData = "https://api.tdameritrade.com/v1/marketdata/" + symbol + "/quotes?apikey=8FBL4ZPB5OPNLAAM90FRWYFKAMYNIVKH";
try
{
HttpClient client = new HttpClient();
client.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
HttpResponseMessage response = client.GetAsync(url_currentMarketData).Result;
if (response.IsSuccessStatusCode)
{
string JSON = response.Content.ReadAsStringAsync().Result;
JObject jobject = JObject.Parse(JSON);
JToken jStock = jobject[symbol];
marketQuote.openPrice = (float)jStock["openPrice"];
marketQuote.closePrice = (float)jStock["closePrice"];
marketQuote.lastPrice = (float)jStock["lastPrice"];
marketQuote.highPrice = (float)jStock["highPrice"];
marketQuote.lowPrice = (float)jStock["lowPrice"];
marketQuote.netChange = (float)jStock["netChange"];
marketQuote.totalVolume = (int)jStock["totalVolume"];
marketQuote.volatility = (float)jStock["volatility"];
marketQuote.w52WkHigh = (float)jStock["52WkHigh"];
marketQuote.w52WkLow = (float)jStock["52WkLow"];
marketQuote.markPercentChange = (float)jStock["markPercentChangeInDouble"];
}
break;
}
catch (Exception ex)
{
//log error
return(null);
}
default:
break;
}
return(marketQuote);
}
public static bool UpdateStockObjectWithMarketData(MarketQuote marketQoute, ref Stock e_stock)
{
try
{
e_stock.today_Close = marketQoute.closePrice;
e_stock.today_High = marketQoute.highPrice;
e_stock.today_Low = marketQoute.lowPrice;
e_stock.today_Open = marketQoute.openPrice;
e_stock.today_Close = marketQoute.closePrice;
e_stock.today_Volume = marketQoute.totalVolume;
e_stock.volatility = marketQoute.volatility;
e_stock.week52High = marketQoute.w52WkHigh;
e_stock.week52Low = marketQoute.w52WkLow;
e_stock.netChange = marketQoute.netChange;
e_stock.last_Price = marketQoute.lastPrice;
return(true);
}
catch (Exception)
{
return(false);;
}
}
public bool ProcessRules(StockInfo stockInfo, StockExchange stockExchange)//int ruleType, symbol, ruleXML
{
bool result_TaLib = false;
bool result_PriceBar = false;
bool result_PrevioudDayPriceBar = false;
bool result_CurrentDayPriceBar = false;
bool result_Indices = false;
bool result_Sentiments = false;
bool result_NASDAQindicator = false;
MarketQuote marketQoute = new MarketQuote();
//create Stock object which is the feed for Codefeects rule engine
Stock e_stock = new Stock();
e_stock.Symbol = stockInfo.stock_symbol;
e_stock.StockID = stockInfo.stock_ID;
e_stock.StockExchangeID = stockExchange.stockExchange_ID;
try
{
// fill with market data - open close high low
marketQoute = APIReader.GetCurrentMarketData(stockInfo.stock_symbol, stockExchange);
}
catch (Exception)
{
Console.WriteLine("ERR in GetCurrentMarketData()");
}
result_CurrentDayPriceBar = MarketData.UpdateStockObjectWithMarketData(marketQoute, ref e_stock);
//get History data
List <Candle> candles = new List <Candle>();
try
{
candles = APIReader.GetPriceHistory(stockInfo.stock_symbol, stockExchange);
}
catch (Exception)
{
Console.WriteLine("ERR in GetPriceHistory()");
}
//build a stock qoute object which will be used for all other calculations. this is holding data which needs for other analysis
StockQuote stockQuote = new StockQuote();
stockQuote.stock_candles = candles;
//fill with previous day market data
result_PrevioudDayPriceBar = MarketData.UpdateStockObjectWithPreviousDayData(stockQuote, ref e_stock);
//fill with Talib values
// result_TaLib = TaLib.UpdateStockObjectWithTechnicalAnalysisData(stockQuote, ref e_stock);
//get volatality factor)
result_Indices = Indices.UpdateStockObjectWithIndicesData(stockQuote, ref e_stock);
//Get sentinments)
result_Sentiments = Sentiments.UpdateStockObjectWithSentimentData(ref e_stock);
//get rule xml
//if (ruleType == 1) //execute
//{
// ///execute rule xml
/// //// Get the rule XML
//// Load Rule XML from the storage as a string
List <CERule> rules = new List <CERule>();
rules = ShareBook.App.Engine.Common.Data.DB.LoadRuleXml(1);
foreach (CERule rule in rules)
{
Evaluator <Stock> evaluator = new Evaluator <Stock>(rule.RuleXml);
try
{
e_stock.RuleID = rule.RuleID;
// Evaluate the rule against the patient
bool success = evaluator.Evaluate(e_stock);
}
catch (DivideByZeroException)
{
Console.WriteLine("ERR at rule evaluation-DivideByZeroException");
return(false);
}
catch (FormatException)
{
Console.WriteLine("ERR at rule evaluation-FormatException");
return(false);
}
}
return(true);
}
public virtual void OnQuote(MarketQuote quote)
{
}
public OnQuote(MarketQuote quote)
{
this.Quote = quote;
}
public void OnQuote(MarketQuote quote)
{
Context.Logger.Info(String.Format("on_quote {0} {1} {2} {3}", quote.Code, quote.Time, quote.Last, quote.Volume));
}
static void OnMarketQuote(MarketQuote quote)
{
Console.WriteLine("on_quote: " + quote.Date + "," + quote.Time + ","
+ quote.Code + "," + quote.Last + "," + quote.Volume);
}
public override void OnQuote(MarketQuote quote)
{
//Context.Logger.Info(String.Format("OnQuote {0} {1} {2} {3}", quote.Code, quote.Time, quote.Last, quote.Volume));
Context.TradeApi.QueryOrders("sim");
}
