private void TranslateToTickerQuotes(GetTimeSeriesResponse response, IQuotesDalGetTimeseriesValuesResult getResult)
{
IQuotesData quotesData = getResult.Quotes[0];
ITimeSeriesRecord rcFirst = quotesData.Quotes.FirstOrDefault();
ITimeSeriesRecord rcLast = quotesData.Quotes.LastOrDefault();
TickerQuotes tickerQuotes = new TickerQuotes();
tickerQuotes.Code = quotesData.Ticker;
tickerQuotes.TimePeriod = quotesData.TimeFrame;
tickerQuotes.PeriodStart = rcFirst != null ? rcFirst.Time : DateTime.MinValue;
tickerQuotes.PeriodEnd = rcLast != null ? rcLast.Time : DateTime.MinValue;
tickerQuotes.Quotes.AddRange(quotesData.Quotes.Select(x => new QuoteRecord(x.Time, x.Values)).ToList());
response.Payload.Values = tickerQuotes;
}
public IQuotesSourceGetQuotesResult GetQuotes(IQuotesSourceGetQuotesParams getQuotesParams)
{
StooqApi api = new StooqApi();
IQuotesSourceGetQuotesResult result = new StooqSourceGetQuotesResult();
foreach (var t in getQuotesParams.Tickers)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(t);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
try
{
IQuotesData qd = new BaseQuotesData();
var quotes = api.Download(t,
getQuotesParams.PeriodStart,
getQuotesParams.PeriodEnd,
getQuotesParams.Country,
getQuotesParams.TimeFrame == ETimeFrame.Daily ? StooqApi.ETimeFrame.Daily : (getQuotesParams.TimeFrame == ETimeFrame.Weekly ? StooqApi.ETimeFrame.Weekly : StooqApi.ETimeFrame.Monthly));
foreach (var q in quotes.Quotes)
{
ITimeSeriesRecord newRec = qd.CreateQuotesRecord();
newRec["Close"] = q.Close;
newRec["High"] = q.High;
newRec["Open"] = q.Open;
newRec["Low"] = q.Low;
newRec["Volume"] = q.Volume;
newRec.Time = ToPeriodStart(q.PeriodEnd, getQuotesParams.TimeFrame);
qd.AddRecord(newRec);
}
qd.Country = getQuotesParams.Country;
qd.Ticker = t;
qd.Name = this.TickerName(t);
qd.TimeFrame = getQuotesParams.TimeFrame;
qd.Type = this.TickerType(t);
qd.Unit = this.TickerUnit(t);
result.QuotesData.Add(qd);
}
catch (Exception ex)
{
result.Success = false;
result.AddError(Interfaces.EErrorCodes.QuotesSourceFail, Interfaces.EErrorType.Error, ex.Message);
}
}
}
result.Success = result.QuotesData.Count > 0;
if (result.Success && result.QuotesData.Count != getQuotesParams.Tickers.Count)
{
result.AddError(Interfaces.EErrorCodes.QuotesNotFound, Interfaces.EErrorType.Warning, "Not all quotes were found");
}
else if (!result.Success)
{
result.AddError(Interfaces.EErrorCodes.QuotesNotFound, Interfaces.EErrorType.Error, "Requested tickers are not supported or quotes for them not found");
}
return(result);
}
public void AddRecord(ITimeSeriesRecord newRecord)
{
(Quotes as List <ITimeSeriesRecord>).Add(newRecord);
}