public async Task <Object> predictTomorrowSymbols(DateTime TODAY)
{
int nThreads = 0;
ConcurrentDictionary <string, int> lstForward = new ConcurrentDictionary <string, int>();
DateTime dtRef = new DateTime(1970, 1, 1, 0, 0, 0);
DateTime dtTomorrow = new DateTime(
TODAY.AddDays(1).Year,
TODAY.AddDays(1).Month,
TODAY.AddDays(1).Day, 0, 0, 0);
try
{
string response = await MyRequersts.getHTTP(string.Format("https://www.zacks.com/includes/classes/z2_class_calendarfunctions_data.php?calltype=eventscal&date={0}&type=1",
((dtTomorrow.Ticks - dtRef.Ticks) / 10000000 + 22000))); //1509685200 1509598800
string[] lines = response.Split('[');
//Console.WriteLine("EARNINGS IN ZACKS count " + (lines.Length - 2));
foreach (var currShareLine in lines)
{
int n = currShareLine.IndexOf("alt=\\\"");
if (n != -1)
{
int nSymbolIndex = n + "alt=\\\"".Length;
int nEndSymbolIndex = currShareLine.IndexOf(" ", nSymbolIndex);
string symbol = currShareLine.Substring(nSymbolIndex, nEndSymbolIndex - nSymbolIndex);
int nOffset = currShareLine.Contains("\"amc\"") ? 1 : (currShareLine.Contains("\"bmo\"") ? 0 : 0);
int nStart = currShareLine.IndexOf("<div class");
#region estimate
double dEstimate = -999;
if (nStart != -1)
{
string[] split = currShareLine.Substring(0, nStart).Split(',');
int i;
int offset = 0;
for (i = 0; i < split.Length - 2; i++)
{
offset += split[i].Replace(" ", string.Empty).StartsWith("\"") ? 0 : 1;
}
string strEstimate = split[4 + offset].Remove(0, 2);
strEstimate = strEstimate.Remove(strEstimate.Length - 1, 1);
double.TryParse(strEstimate, out dEstimate);
}
#endregion
if (nThreads == Consts.NUM_OF_THREADS)
{
while (nThreads > 0)
{
Thread.Sleep(100);
}
}
Interlocked.Increment(ref nThreads);
ThreadPool.QueueUserWorkItem(async(stateInfo) => {
//new Thread(() => {
// Set prediction
List <Share> info = null;
List <Share> window = new List <Share>();
List <Share> volumeWindow = new List <Share>();
List <Share> pre = new List <Share>();
try
{
info = await Share.getSharesInfo(symbol, Consts.WITH_VOLUME_WINDOW_INC_CHECK ? Consts.PRE_PRE_WINDOW : Consts.WINDOW, new DateTime(TODAY.Year, TODAY.Month, TODAY.Day));
for (int nWindowIndex = 0; nWindowIndex < Consts.WINDOW; nWindowIndex++)
{
window.Add(info[nWindowIndex]);
}
if (Consts.WITH_VOLUME_WINDOW_INC_CHECK)
{
for (int nWindowIndex = 2; nWindowIndex < Consts.PRE_WINDOW; nWindowIndex++)
{
volumeWindow.Add(info[nWindowIndex]);
}
for (int nWindowIndex = Consts.PRE_WINDOW; nWindowIndex < Consts.PRE_PRE_WINDOW; nWindowIndex++)
{
pre.Add(info[nWindowIndex]);
}
}
double windowReturn = window[0].close.price / window[window.Count - 1].open.price;
int windowDirection = windowReturn >= 1 ? 1 : -1;
double avgVolume = pre.Count == 0 ? 0 : pre.Average(s => s.volume);
bool bAboveAVGVolume = !Consts.WITH_VOLUME_WINDOW_INC_CHECK || (volumeWindow.Average(S => S.volume) > avgVolume * Consts.K_VOLUME_INC);
if (nOffset == 0)
{
if (window[0].volume >= Consts.MINIMUM_VOLUME && bAboveAVGVolume)
{
symbols.TryAdd(symbol, new Data(symbol, (-1) * windowDirection, windowReturn, window[0].close.price));
}
}
else
{
lstForward.TryAdd(symbol, 0);
}
}
catch (Exception e)
{
if (e.Message.Contains("out of range"))
{
Console.WriteLine(symbol + " - " + (info != null ? info.Count : 0));
}
else
{
Console.WriteLine(symbol + " - " + e);
int ns = 3;
}
}
finally
{
Interlocked.Decrement(ref nThreads);
}
});//.Start();
}
}
while (nThreads > 0)
{
Thread.Sleep(1000);
}
}
catch (Exception e) { symbols.Clear(); }
if (lstForward.Count != 0)
{
DateTime dtFarward = dtTomorrow.AddDays(1);
if (dtFarward.DayOfWeek == DayOfWeek.Saturday)
{
dtFarward = dtFarward.AddDays(1);
}
if (dtFarward.DayOfWeek == DayOfWeek.Sunday)
{
dtFarward = dtFarward.AddDays(1);
}
forward.Add(dtTomorrow.AddDays(1), lstForward);
}
if (forward.ContainsKey(dtTomorrow))
{
foreach (string symbol in forward[dtTomorrow].Keys)
{
if (nThreads == Consts.NUM_OF_THREADS)
{
while (nThreads > 0)
{
Thread.Sleep(100);
}
}
Interlocked.Increment(ref nThreads);
ThreadPool.QueueUserWorkItem(async(stateInfo) =>
{
//new Thread(() => {
List <Share> info = null;
List <Share> window = new List <Share>();
List <Share> volumeWindow = new List <Share>();
List <Share> pre = new List <Share>();
try
{
info = await Share.getSharesInfo(symbol, Consts.WITH_VOLUME_WINDOW_INC_CHECK ? Consts.PRE_PRE_WINDOW : Consts.WINDOW, new DateTime(TODAY.Year, TODAY.Month, TODAY.Day));
for (int nWindowIndex = 0; nWindowIndex < Consts.WINDOW; nWindowIndex++)
{
window.Add(info[nWindowIndex]);
}
if (Consts.WITH_VOLUME_WINDOW_INC_CHECK)
{
for (int nWindowIndex = 2; nWindowIndex < Consts.PRE_WINDOW; nWindowIndex++)
{
volumeWindow.Add(info[nWindowIndex]);
}
for (int nWindowIndex = Consts.PRE_WINDOW; nWindowIndex < Consts.PRE_PRE_WINDOW; nWindowIndex++)
{
pre.Add(info[nWindowIndex]);
}
}
double windowReturn = window[0].close.price / window[window.Count - 1].open.price;
int windowDirection = windowReturn >= 1 ? 1 : -1;
double avgVolume = pre.Count == 0 ? 0 : pre.Average(s => s.volume);
bool bAboveAVGVolume = !Consts.WITH_VOLUME_WINDOW_INC_CHECK || (volumeWindow.Average(S => S.volume) > avgVolume * Consts.K_VOLUME_INC);
if (window[0].volume >= Consts.MINIMUM_VOLUME && bAboveAVGVolume)
{
symbols.TryAdd(symbol, new Data(symbol, (-1) * windowDirection, windowReturn, window[0].close.price));
}
}
catch (Exception e)
{
if (e.Message.Contains("out of range"))
{
Console.WriteLine(symbol + " - " + (info != null ? info.Count : 0));
}
else
{
Console.WriteLine(symbol + " - " + e);
int ns = 3;
}
}
finally
{
Interlocked.Decrement(ref nThreads);
}
});//.Start();
}
while (nThreads > 0)
{
Thread.Sleep(1000);
}
}
return(new Object());
}
public static async Task <List <Share> > getSharesInfo(string strSymbol, int nNumOfDays, DateTime dtFirstDate)
{
List <Share> ret = new List <Share>();
int nTrys = 0;
string[] days;
while (ret.Count == 0 && nTrys < 3)
{
dtFirstDate = new DateTime(dtFirstDate.Year, dtFirstDate.Month, dtFirstDate.Day);
DateTime date = new DateTime(2100, 1, 1);
string html = await MyRequersts.getHTTP(string.Format("https://finance.yahoo.com/quote/{0}/history?", strSymbol));
DateTime start = new DateTime(1970, 1, 1, 0, 0, 0);
string strToFind = "\"HistoricalPriceStore\":{\"prices\":";
string a = "{\"date\":";
string b = "\"open\":";
string c = "\"close\":";
string d = "\"volume\":";
string e = "\"high\":";
string f = "\"low\":";
int nStartIndex = html.IndexOf(strToFind);
html = html.Substring(strToFind.Length + nStartIndex, html.Length - nStartIndex - strToFind.Length);
int nEndIndex = html.IndexOf(']');
html = html.Substring(0, nEndIndex);
days = html.Split('}');
for (int nDayIndex = 0; nDayIndex < days.Length; nDayIndex++)
{
string[] values = null;
try
{
values = days[nDayIndex].Remove(0, 1).Split(',');
long lDate = long.Parse(values[0].Remove(0, a.Length));
date = start.AddMilliseconds(lDate * 1000);
date = new DateTime(date.Year, date.Month, date.Day);
}
catch { };
if (date <= dtFirstDate)
{
for (int nIndex = 0; (nIndex < nNumOfDays) && (nIndex + nDayIndex < days.Length - 1); nIndex++)
{
try
{
values = days[nIndex + nDayIndex].Remove(0, 1).Split(',');
long lDate = long.Parse(values[0].Remove(0, a.Length));
date = start.AddMilliseconds(lDate * 1000);
date = new DateTime(date.Year, date.Month, date.Day);
double dOpen = double.Parse(values[1].Remove(0, b.Length));
double dHigh = double.Parse(values[2].Remove(0, e.Length));
double dLow = double.Parse(values[3].Remove(0, f.Length));
double dClose = double.Parse(values[4].Remove(0, c.Length));
long lVolume = long.Parse(values[5].Remove(0, d.Length));
Share s = new Share();
s.date = date;
s.close = new Price(dClose, -1, -1);
s.high = new Price(dHigh, -1, -1);
s.low = new Price(dLow, -1, -1);
s.open = new Price(dOpen, -1, -1);
s.volume = lVolume;
s.symbol = strSymbol;
ret.Add(s);
}
catch (Exception err)
{
if (err.Message.Contains("format"))
{
nNumOfDays++;
}
else
{
int sn = 3;
}
};
}
break;
}
}
nTrys++;
if (nTrys == 3 && ret.Count == 0)
{
Console.Write(days.Length + " Lines for : ");
}
}
return(ret);
}