private static bool IsAdjustedDataPointValid(StockDataPoint dp, bool hasSplitCoefficient)
{
return(dp is StockAdjustedDataPoint adp &&
adp.AdjustedClosingPrice > 0 &&
// adp.DividendAmount != default &&
(hasSplitCoefficient == false || adp.SplitCoefficient != null));
}
/// <summary>
/// Parse line like 7-Apr-17,899.65,900.09,889.31,894.88,3710922 mapped as Date,Open,High,Low,Close,Volume
/// </summary>
/// <param name="reader"></param>
/// <param name="stockDataPoints"></param>
/// <returns></returns>
private Tuple <bool, string> ParseDataPoint(StreamReader reader, List <StockDataPoint> stockDataPoints)
{
while (!reader.EndOfStream)
{
var line = reader.ReadLine();
if (line != null)
{
var values = line.Split(',');
if (values.Length != 6)
{
return(new Tuple <bool, string>(false, line));
}
var stockDataPoint = new StockDataPoint
{
Date = DateTime.Parse(values[0]),
Open = ParseHelper.ParseDouble(values[1]),
High = ParseHelper.ParseDouble(values[2]),
Low = ParseHelper.ParseDouble(values[3]),
Close = ParseHelper.ParseDouble(values[4]),
Volume = ParseHelper.ParseDouble(values[5])
};
stockDataPoints.Add(stockDataPoint);
}
}
return(new Tuple <bool, string>(true, null));
}
private void UpdateLableStockData(int mouseX, int mouseY)
{
if (Linked)
{
if (_chart.StockData != null)
{
StockDataPoint mouseDataPoint = _chart.PickStockData(mouseX);
if (ShowCandleDate)
{
labelStockData.Text = "Date : " + mouseDataPoint.DateTime.ToString("dddd dd MMMM yyyy");
}
else
{
labelStockData.Text = "Date : " + mouseDataPoint.DateTime.ToString("dddd dd MMMM");
}
labelStockData.Text += "\nOpen : " + mouseDataPoint.Open.ToString() + "\nClose : " + mouseDataPoint.Close.ToString() + "\nVolume : " + mouseDataPoint.Volume.ToString();
labelStockData.Location = new Point(pictureBoxRender.Width - labelStockData.Width - 10, labelStockData.Location.Y);
if (_chart.Graphs.Count > 0)
{
foreach (GraphData graph in _chart.Graphs)
{
int graphIndex = graph.FindDateIndex(mouseDataPoint.DateTime);
GraphDataPoint graphDataPoint = graph.DataPoints[graphIndex];
labelGraphData.Text = "Date : " + graphDataPoint.DateTime.ToShortDateString() + "\nValue : " + graphDataPoint.GraphData.ToString();
labelGraphData.Location = new Point(pictureBoxRender.Width - labelGraphData.Width - 10, labelGraphData.Location.Y);
}
}
}
}
}
private static bool IsDataPointValid(StockDataPoint dp)
{
return(dp.Time != default &&
dp.OpeningPrice > 0 &&
dp.ClosingPrice > 0 &&
dp.HighestPrice > 0 &&
dp.LowestPrice > 0 &&
dp.Volume > 0);
}
public List <StockDataPoint> DataPoints; //stores info for this day
public Day(string ticker, List <StockDataPoint> dataPoints)
{
//set from passed in
Ticker = ticker;
DataPoints = dataPoints;
//PreviousClose = previousClose;
//set from DataPoints
Open = DataPoints.Last().OpeningPrice;
//if (PreviousClose <= 0) { PreviousClose = Open; } //if not passed in set to open, in future use API to get day before whatever is first day so that it can be used, or throw away first day??
Close = DataPoints.First().ClosingPrice;
OpenTime = DataPoints.Last().Time;
//set with calculations
decimal avg = 0;
StockDataPoint high = DataPoints.Last();
StockDataPoint low = DataPoints.Last();
foreach (var sdp in DataPoints)
{
avg += sdp.ClosingPrice;
Volume += sdp.Volume;
if (sdp.ClosingPrice > high.ClosingPrice)
{
high = sdp;
}
if (sdp.ClosingPrice < low.ClosingPrice)
{
low = sdp;
}
}
DayAverage = avg / DataPoints.Count;
High = high.ClosingPrice;
DayHighTime = high.Time;
Low = low.ClosingPrice;
DayLowTime = low.Time;
/*
* //DEBUGGING output day to text file
* string dayFile = $"SPY_debug_dump_{OpenTime.ToString("yyyy-MM-dd")}.txt";
* Console.WriteLine(dayFile);
* if (!File.Exists(dayFile))
* {
* using (StreamWriter f = new StreamWriter(Path.Combine(Directory.GetCurrentDirectory(), dayFile)))
* {
* string header = $"{Ticker}, {OpenTime}, Total points:{DataPoints.Count}\n";
* f.WriteLine(header);
* foreach (var sdp in DataPoints)
* {
* string temp = $"Time:{sdp.Time}\tOpen:{sdp.OpeningPrice}\tClose:{sdp.ClosingPrice}\tVolume:{sdp.Volume}";
* f.WriteLine(temp);
* }
* }
* }
*/
//set time segments with Datapoints
Segments_130min = new List <TimeSegment>();
Segments_65min = new List <TimeSegment>();
Segments_30min = new List <TimeSegment>();
Segments_5min = new List <TimeSegment>();
var temp_130 = new List <TimeSlice>();
var temp_65 = new List <TimeSlice>();
var temp_30 = new List <TimeSlice>();
var temp_5 = new List <TimeSlice>();
TimeSlice temp;
int i = 1;
foreach (var sdp in DataPoints)
{
temp = new TimeSlice {
Time = sdp.Time, Open = sdp.OpeningPrice, Close = sdp.ClosingPrice, Volume = sdp.Volume
};
temp_130.Add(temp);
temp_65.Add(temp);
temp_30.Add(temp);
temp_5.Add(temp);
if (i % 130 == 0 || sdp == DataPoints.Last())
{
Segments_130min.Add(new TimeSegment(temp_130));
temp_130 = new List <TimeSlice>();
}
if (i % 65 == 0 || sdp == DataPoints.Last())
{
Segments_65min.Add(new TimeSegment(temp_65));
temp_65 = new List <TimeSlice>();
}
if (i % 30 == 0 || sdp == DataPoints.Last())
{
Segments_30min.Add(new TimeSegment(temp_30));
temp_30 = new List <TimeSlice>();
}
if (i % 5 == 0 || sdp == DataPoints.Last())
{
Segments_5min.Add(new TimeSegment(temp_5));
temp_5 = new List <TimeSlice>();
}
i++;
}
}
private static StockData JObjectToAPIResult(JObject jObject)
{
StockData result = new StockData();
foreach (JProperty obj in (JToken)jObject)
{
if (obj.Name == "Meta Data")
{
foreach (JProperty meta in obj.Values())
{
if (meta.Name.Contains("Information"))
{
result.MetaData.Information = meta.Value.ToString();
}
if (meta.Name.Contains("Symbol"))
{
result.MetaData.Symbol = meta.Value.ToString();
}
if (meta.Name.Contains("Last Refreshed"))
{
result.MetaData.LastRefreshed = meta.Value.ToString();
}
if (meta.Name.Contains("Output Size"))
{
result.MetaData.OutputSize = meta.Value.ToString();
}
if (meta.Name.Contains("Time Zone"))
{
result.MetaData.TimeZone = meta.Value.ToString();
}
}
}
if (obj.Name.Contains("Time Series"))
{
foreach (JProperty timeEntry in obj.Values())
{
StockDataPoint stockData = new StockDataPoint();
stockData.DateTime = DateTime.Parse(timeEntry.Name);
foreach (JProperty dataPoint in timeEntry.Values())
{
if (dataPoint.Name.Contains("open"))
{
stockData.Open = Convert.ToDouble(dataPoint.Value.ToString());
}
if (dataPoint.Name.Contains("high"))
{
stockData.High = Convert.ToDouble(dataPoint.Value.ToString());
}
if (dataPoint.Name.Contains("low"))
{
stockData.Low = Convert.ToDouble(dataPoint.Value.ToString());
}
if (dataPoint.Name.Contains("close"))
{
stockData.Close = Convert.ToDouble(dataPoint.Value.ToString());
}
if (dataPoint.Name.Contains("volume"))
{
stockData.Volume = Convert.ToDouble(dataPoint.Value.ToString());
}
}
result.TimeSeries.DataPoints.Add(stockData);
}
result.TimeSeries.DataPoints.Reverse();
}
}
result = SetInterval(result);
return(result);
}
public override async Task <MarketPriceRes> Execute(MarketPriceReq request)
{
try
{
string apiKey = plcalc.Common.Properties.Settings.Default.AlphaVantageApiKey;; // enter your API key here
var client = new AlphaVantageStocksClient(apiKey);
StockTimeSeries timeSeries;
StockDataPoint data = null;
switch (request.ApiFunction)
{
case ApiFunction.TIME_SERIES_DAILY:
timeSeries =
await client.RequestDailyTimeSeriesAsync(request.Ticker, TimeSeriesSize.Compact, adjusted : false);
if (request.getPreviousClose)
{
var prevDate = DateTime.Now.DayOfWeek == DayOfWeek.Monday
? DateTime.Now.AddDays(-3).Date
: DateTime.Now.Date.AddDays(-1).Date;
data = timeSeries.DataPoints.OrderByDescending(a => a.Time)
.FirstOrDefault(a => a.Time.Date == prevDate);
}
else
{
data = timeSeries.DataPoints.OrderByDescending(a => a.Time).FirstOrDefault();
}
if (data == null)
{
return(null);
}
return(new MarketPriceRes
{
Ticker = request.Ticker,
Date = data.Time,
Price = data.ClosingPrice
});
case ApiFunction.TIME_SERIES_INTRADAY:
timeSeries =
await client.RequestIntradayTimeSeriesAsync(request.Ticker, IntradayInterval.OneMin, TimeSeriesSize.Compact);
data = timeSeries.DataPoints.OrderByDescending(a => a.Time).FirstOrDefault();
if (data == null)
{
return(null);
}
return(new MarketPriceRes
{
Ticker = request.Ticker,
Date = data.Time,
Price = data.ClosingPrice
});
default:
throw new plcalcException("Invalid apifunction");
}
}
catch (Exception ex)
{
//log error
return(null);
}
}
public void Run(string key)
{
string fileName;
using (var client = new WebClient())
{
fileName = AlphaVantageConfigs.BuildFilename(this.OutputSize, this.ApiFunction, this.TargetSymbol);
string url = AlphaVantageConfigs.BuildUrl(this.OutputSize, this.ApiFunction, this.TargetSymbol, key);
Console.WriteLine("key agent {2} requesting file {0} from {1}", fileName, url, key);
client.DownloadFile(url, fileName);
}
List <StockDataPoint> data = new List <StockDataPoint>();
try
{
using (TextFieldParser csvParser = new TextFieldParser(fileName))
{
csvParser.SetDelimiters(new string[] { "," });
csvParser.ReadLine();
int rowsLoaded = 0;
while (!csvParser.EndOfData)
{
string[] fields = csvParser.ReadFields();
data.Add(new StockDataPoint(fields));
rowsLoaded += 1;
}
Console.WriteLine("key agent {0} loaded {1} rows", key, rowsLoaded);
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
DataTable table = SQLUtilities.ToDataTable <StockDataPoint>(data);
using (SqlConnection connection = new SqlConnection(AlphaVantageConfigs.ConnectionString))
{
connection.Open();
string tempTableName = "#StockData";
StockDataPoint.SqlCreateTempTable(connection, tempTableName);
SqlBulkCopy sb = new SqlBulkCopy(connection);
sb.DestinationTableName = tempTableName;
sb.WriteToServer(table);
string updateScript = "";
string insertScript = "";
if (this.ApiFunction == ApiFunction.Daily && this.OutputSize == OutputSize.Full)
{
updateScript = $@"update s
set s.HistoricalLoadStatus = 1,
s.MinDate = t.MinDate
from StockSymbol s
inner join (select Symbol, min(PriceDate) as MinDate
from StockPriceDaily ss
where ss.Symbol = '{this.TargetSymbol}'
group by Symbol) t
on s.Symbol = t.Symbol
where s.Symbol = '{this.TargetSymbol}';";
}
else if (this.ApiFunction == ApiFunction.ThirtyMin && this.OutputSize == OutputSize.Full)
{
updateScript = $@"update s
set s.HalfHourlyFullStatus = 1,
s.MinDateTime = t.MinDateTime
from StockSymbol s
inner join (select Symbol, min(PriceDate) as MinDateTime
from StockPrice30Min ss
where ss.Symbol = '{this.TargetSymbol}'
group by Symbol) t
on s.Symbol = t.Symbol
where s.Symbol = '{this.TargetSymbol}';";
}
insertScript = $@"insert into <Table> with (tablock)
(Symbol, PriceDate, [Open], High, Low, [Close], Volume)
select '{this.TargetSymbol}', [Open], [High], [Low], [Close], Volume
from #StockData t
where not exists (select 1
from StockPrice s
where s.Symbol = '{this.TargetSymbol}'
and cast([TimeStamp] as date) = s.PriceDate
and cast([TimeStamp] as time(0)) = s.PriceTime);"
.Replace("<Table>", this.ApiFunction == ApiFunction.Daily ? "StockPriceDaily" : "StockPrice30Min");
string script = $@"
begin try
begin transaction;
{insertScript}
{updateScript}
commit transaction;
end try
begin catch
--do some stuff or whatever...
end catch
";
SqlCommand cmd = new SqlCommand(insertScript, connection);
cmd.ExecuteNonQuery();
connection.Close();
}
Console.WriteLine("key agent {0} saved {1} to database", key, this.Descriptor);
}
public DataBar(StockDataPoint stockDataPoint) : this(stockDataPoint.Time, stockDataPoint.OpeningPrice, stockDataPoint.ClosingPrice, stockDataPoint.HighestPrice, stockDataPoint.LowestPrice, stockDataPoint.Volume)
{
}
