public async Task RetrieveAllFinancialStatements(int whichBatch, int batchSize, int minId, int maxId, StatementFrequency frequency)
{
var idFrom = minId + (whichBatch - 1) * batchSize;
var idTo = minId + (whichBatch * batchSize) - 1;
var stocks = _context.Stocks
.Include(s => s.FinancialStatements)
.ThenInclude(f => f.BalanceSheet)
.Include(s => s.FinancialStatements)
.ThenInclude(f => f.IncomeStatement)
.Include(s => s.FinancialStatements)
.ThenInclude(f => f.CashFlowStatement).
Where(x => x.Id >= idFrom && x.Id <= idTo);
await _financialStatementUpdater.UpdateFinancialStatementsBatchAsync(stocks, frequency);
await _context.SaveChangesAsync();
}
private void UpdateStockFinancialStatements(List <FinancialStatement> financialStatements, Stock stock, StatementFrequency frequency)
{
if (financialStatements.Any(f => f.PrimarySymbol.ToLower().Trim() == stock.Ticker.ToLower().Trim()))
{
var sourceToDelete = frequency == StatementFrequency.Annual ? "annual" : "quarterly";
stock.FinancialStatements.RemoveAll(f => f.Source == sourceToDelete);
var newStatements = financialStatements.Where(f =>
f.PrimarySymbol.ToLower().Trim() == stock.Ticker.ToLower().Trim()).OrderByDescending(f => f.FiscalYear).ThenByDescending(f => f.FiscalQuarter).ToList();
if (frequency == StatementFrequency.Quarterly)
{
newStatements = newStatements.Take(4).ToList();
}
stock.FinancialStatements.AddRange(newStatements);
}
}
public async Task <IEnumerable <FinancialStatement> > GetFinancialStatementsBatchSafe(List <string> tickers, StatementFrequency frequency)
{
var errMax = 2;
var currErr = 0;
while (currErr < errMax)
{
try
{
return(await GetFinancialStatementsBatch(tickers, frequency));
}
catch (Exception)
{
Thread.Sleep(500);
currErr++;
}
}
return(await GetFinancialStatementsBatch(tickers, frequency));
}
public async Task UpdateFinancialStatementsBatchAsync(IQueryable <Stock> stocks, StatementFrequency frequency)
{
var batchSize = 60;
var count = await stocks.CountAsync();
List <FinancialStatement> financialStatements = new List <FinancialStatement>();
var batchNumber = (int)Math.Ceiling(count / (double)batchSize);
for (var ithBatch = 1; ithBatch <= batchNumber; ithBatch++)
{
Thread.Sleep(500);
var tickers = BuildTickers(stocks, ithBatch, batchNumber, batchSize);
financialStatements.AddRange(await _financialStatementService.GetFinancialStatementsBatchSafe(tickers, frequency));
}
foreach (var stock in stocks)
{
UpdateStockFinancialStatements(financialStatements, stock, frequency);
}
}
public async Task <IEnumerable <FinancialStatement> > GetFinancialStatementsBatch(List <string> tickers, StatementFrequency frequency)
{
tickers.RemoveAll(x => x.Contains("."));
if (!tickers.Any())
{
return(new List <FinancialStatement>());
}
var url = string.Format("http://edgaronline.api.mashery.com/v2/corefinancials/{0}.json?primarysymbols={1}&limit=1000&appkey={2}",
frequency == StatementFrequency.Annual?"ann":"qtr", string.Join(",", tickers), _apiKey);
try
{
using (System.Net.Http.HttpClient hc = new System.Net.Http.HttpClient())
{
var str = await hc.GetStringAsync(url);
var statements = ParseFinancialStatements(str,
frequency == StatementFrequency.Annual ? "annual" : "quarterly");
return(statements);
}
}
catch (Exception exc)
{
throw new Exception("url " + url, exc);
}
}
