public static string GetLatestDateFromQuandl()
{
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = "Fp8XizZQKq3P1pqcHNxc";
request.Datacode = new Datacode("NSE", "ICICIBANK"); // PRAGUESE is the source, PX is the datacode
request.Format = FileFormats.JSON;
request.Frequency = Frequencies.Daily;
request.StartDate = DateTime.Today.AddDays(-5);
request.Sort = SortOrders.Descending;
//request.Transformation = Transformations.Difference;
QuandlConnection conn = new QuandlConnection();
string json = "";
try
{
json = conn.Request(request); // request is your QuandlDownloadRequst
RootObject obj = JsonConvert.DeserializeObject <RootObject>(json);
return(obj.to_date);
}
catch (Exception ex)
{
ClsLog.WriteLog("ERROR: Not able to Downlaoding data for " + "ICICIBANK" + ". Exception: " + ex.Message);
//ClsDataBase.MarkScriptInvalid("ICICIBANK");
return(null);
}
}
/// <summary>
/// Implementation! Connected to Quandl, request the data and then save to a file
/// </summary>
/// <param name="filename">The filename to save the output to</param>
/// <param name="request">The request to make to Quandl</param>
private static void RequestToFile(string filename, IQuandlRequest request)
{
QuandlConnection connection = new QuandlConnection();
var data = connection.Request(request);
using (StreamWriter writer = new StreamWriter(filename))
{
writer.Write(data);
}
}
dynamic GetLastAvailableYieldCurveUntil(DateTime date)
{
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = Quandl_APIKey;
request.Datacode = new Datacode("USTREASURY", "YIELD");
request.Format = FileFormats.JSON;
request.Frequency = Frequencies.None;
request.StartDate = date.AddDays(-5);
request.EndDate = date;
//request.Truncation = 150;
request.Sort = SortOrders.Ascending;
request.Transformation = Transformations.None;
IQuandlConnection connection = new QuandlConnection();
string data = connection.Request(request);
dynamic dyn = JObject.Parse(data);
//the last available data point
dynamic lastcurve = dyn.data.Last;
return(lastcurve);
}
public static void DownlaodBulkEodData(ref BackgroundWorker BGW, List <DateTime> Dates)
{
try
{
Collection <ClsScriptsMaster> ScriptCodes = ClsDataBase.GetScriptsCode(false);
Collection <ClsPriceDataSet> ColEodData = new Collection <ClsPriceDataSet>();
ArrayList TempData = new ArrayList();
string json = "";
ClsDashBoard ObjDashBoard = new ClsDashBoard();
ClsDashBoard.OverallPbarMax = ScriptCodes.Count;
//ClsDashBoard.ChangeOPbarValue = false;
//ClsDashBoard.OverallPbarMax = ScriptCodes.Count;
int i = 1; int j = 1;
foreach (var Scode in ScriptCodes)
{
ClsLog.WriteLog("Starting Data Download for script: " + Scode.ScriptsName + "(" + Scode.ScriptsCode + ")");
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = "Fp8XizZQKq3P1pqcHNxc";
request.Datacode = new Datacode("NSE", Scode.ScriptsCode); // PRAGUESE is the source, PX is the datacode
request.Format = FileFormats.JSON;
request.Frequency = Frequencies.Daily;
request.StartDate = Dates[0];
if (Dates.Count > 1)
{
request.EndDate = Dates[Dates.Count - 1];
}
//request.Truncation = 150;
request.Sort = SortOrders.Descending;
//request.Transformation = Transformations.Difference;
QuandlConnection conn = new QuandlConnection();
try
{
json = conn.Request(request); // request is your QuandlDownloadRequst
}
catch (Exception ex)
{
ClsLog.WriteLog("ERROR: Not able to Downlaoding data for " + Scode.ScriptsCode + ". Exception: " + ex.Message);
ClsDataBase.MarkScriptInvalid(Scode.ScriptsCode);
continue;
}
RootObject obj = JsonConvert.DeserializeObject <RootObject>(json);
ClsDashBoard.ScriptOStatus = "Total Scripts: " + ScriptCodes.Count.ToString() + " Downloading " + i.ToString() + " Of " + ScriptCodes.Count.ToString();
ClsDashBoard.OverallProgress = i;
ClsDashBoard.ScriptPbarMax = 0;
ClsDashBoard.ChangeSPbarValue = true;
BGW.ReportProgress(0);
ClsDashBoard.ScriptSStatus = Scode.ScriptsCode + " Total Records:" + obj.data.Count.ToString();
ClsLog.WriteLog(Scode.ScriptsCode + " Total Records:" + obj.data.Count.ToString());
ClsDashBoard.ScriptPbarMax = obj.data.Count;
ClsDashBoard.ChangeSPbarValue = true;
BGW.ReportProgress(0);
i = i + 1;
j = 0;
//ClsDashBoard.ScriptPbarMax = obj.data.Count;
if (obj.data.Count != 0)
{
foreach (var item in obj.data)
{
ColEodData.Add(new ClsPriceDataSet()
{
ScriptId = Scode.ScriptId,
Date = Convert.ToDateTime(item[0].ToString()),
OpenPrice = item[1] != null ? Convert.ToDouble(item[1].ToString()) : 0.0,
HighPrice = item[2] != null ? Convert.ToDouble(item[2].ToString()) : 0.0,
LowPrice = item[3] != null ? Convert.ToDouble(item[3].ToString()) : 0.0,
LastPrice = item[4] != null ? Convert.ToDouble(item[4].ToString()) : 0.0,
ClosePrice = item[5] != null ? Convert.ToDouble(item[5].ToString()) : 0.0,
TotalVal = item[6] != null ? Convert.ToDouble(item[6].ToString()) : 0.0,
TurnOver = item[7] != null ? Convert.ToDouble(item[7].ToString()) : 0.0
});
ClsDashBoard.ScriptProgress = j;
BGW.ReportProgress(0);
j = j + 1;
}
}
else
{
ColEodData.Add(new ClsPriceDataSet()
{
ScriptId = Scode.ScriptId,
Date = request.StartDate,
OpenPrice = 0.0,
HighPrice = 0.0,
LowPrice = 0.0,
LastPrice = 0.0,
ClosePrice = 0.0,
TotalVal = 0.0,
TurnOver = 0.0
});
ClsDashBoard.ScriptProgress = j;
BGW.ReportProgress(0);
j = j + 1;
}
ClsDataBase.UpdateEodData(ColEodData, Scode.TableName);
ColEodData.Clear();
ClsLog.WriteLog("Data Download for script: " + Scode.ScriptsName + "(" + Scode.ScriptsCode + ") Completed.");
}
ClsLog.WriteLog("Running EMA DMA SP...");
ClsDashBoard.ScriptOStatus = "Data Download Complete. Running EMA DMA Update SP.";
ClsDashBoard.ScriptSStatus = "Data Download Complete. Running EMA DMA Update SP.";
BGW.ReportProgress(0);
ClsDataBase.UpdateEmaDma();
ClsLog.WriteLog("Running EMA DMA SP...Completed");
}
catch (Exception ex)
{
ClsLog.WriteLog(ex.Message);
}
}
static string GetData(IQuandlRequest req, string sym, string dataset, FileFormats form, bool checkcache, bool compressedcache, DebugDelegate d)
{
if (_d == null)
{
_d = d;
}
try
{
var path = BarListImpl.GetDBLoc(PROGRAM, dataset + "_" + sym, 30, DateTime.Now, getformatext(form));
if (checkcache)
{
if (System.IO.File.Exists(path))
{
try
{
var cached = Util.getfile(path, null);
if (compressedcache)
{
var cacheddata = GZip.Uncompress(cached);
v(sym + " " + dataset + " found " + cacheddata.Length.ToString("N0") + " bytes of cached data.");
return(cacheddata);
}
}
catch (Exception ex)
{
debug("Ignoring cache (will pull directly) after cache error for: " + dataset + " on " + sym + " err: " + ex.Message + ex.StackTrace);
}
}
}
var con = new QuandlConnection();
var data = con.Request(req);
var isdataok = !qh.isQdlUnderMaintence(data);
if (isdataok)
{
v(sym + " " + dataset + " retrieved " + data.Length.ToString("N0") + " bytes of " + dataset + " data.");
// save it for later caching
if (Util.setfile(path, compressedcache ? GZip.Compress(data) : data))
{
v(sym + " " + dataset + " cached " + data.Length.ToString("N0") + " bytes of " + dataset + " data.");
}
else
{
v(sym + " " + dataset + " error caching " + data.Length.ToString("N0") + " bytes of " + dataset + " data. Will be re-pulled on next attempt.");
}
}
else
{
debug(sym + " " + dataset + " can't be retrieved because quandl is down.");
return(string.Empty);
}
return(data);
}
catch (Exception ex)
{
if (isVerboseDebugging)
{
debug("An error occurred getting data for: " + dataset + " on symbol: " + sym + " using url: " + req.ToRequestString());
debug("Error for " + dataset + " on symbol: " + sym + ": " + ex.Message + ex.StackTrace);
}
else
{
debug("An error occurred getting data for: " + dataset + " on symbol: " + sym + ", err: " + ex.Message + ex.StackTrace);
}
return(string.Empty);
}
}
