public TimeSeriesDataOutput GetTimeSeriesData(TimeSeriesDataInput input, string datasource)
{
if (input == null || string.IsNullOrEmpty(input.Symbol))
{
return(null);
}
TimeSeriesDataOutput output = null;
try
{
if (string.IsNullOrEmpty(datasource))
{
datasource = DATASOURCE_DEFAULT;
}
output = _dataGrabber[datasource.Trim().ToLower()].GetTimeSeriesData(input);
}
catch (Exception ex)
{
_Logger.Error(ex);
throw ex;
}
return(output);
}
public string GetTimeSeriesData(string symbol, string market, string frequency, string outputcount, string isadjustedvalue, string datasource)
{
try
{
TimeSeriesDataInput input = new TimeSeriesDataInput();
if (!string.IsNullOrEmpty(market))
{
CryptoTimeSeriesDataInput inputCrypto = new CryptoTimeSeriesDataInput();
inputCrypto.Market = market;
input = inputCrypto;
}
input.Symbol = symbol;
input.Frequency = RestfulHelper.ConvertStringToBarFrequency(frequency);
input.IsAdjustedValue = Convert.ToBoolean(isadjustedvalue);
input.OutputCount = Convert.ToInt64(outputcount);
TimeSeriesDataOutput output = new MarketDataService().GetTimeSeriesData(input, datasource);
return(RestfulHelper.ConvertBarToCSV(output.Data));
}
catch (Exception ex)
{
_Logger.Error(ex);
throw ex;
}
}
public TimeSeriesDataOutput RetrieveStockTimeSeriesPrices(string symbol, BarFrequency period, bool isAjustedValue, long outputCount)
{
BasicHttpBinding binding = Utility.BuildBasicHttpBinding();
EndpointAddress endpoint = BuildMarketDataSkywolfHttpEndpointAddress();
using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
{
TimeSeriesDataInput input = new TimeSeriesDataInput();
input.Frequency = period;
input.IsAdjustedValue = isAjustedValue;
input.Symbol = symbol;
input.OutputCount = outputCount;
return(skywolf.Instance.GetTimeSeriesData(input, DATASOURCE));
}
}
public override TimeSeriesDataOutput GetTimeSeriesData(TimeSeriesDataInput input)
{
if (input == null || string.IsNullOrEmpty(input.Symbol))
{
return(null);
}
string timeSeriesData = GetTimeSeriesDataDirect(input);
if (!string.IsNullOrEmpty(timeSeriesData))
{
DataTable dtTimeSeries = TextUtility.ConvertCSVToTable(timeSeriesData, input.Symbol);
return(ConvertDataToTimeSeriesDataOutput(input, dtTimeSeries));
}
return(null);
}
public override TimeSeriesDataOutput GetTimeSeriesData(TimeSeriesDataInput input)
{
if (input == null || string.IsNullOrEmpty(input.Symbol))
{
return(null);
}
DateTime fromDate = new DateTime(1970, 1, 1);
DateTime toDate = DateTime.Now;
if (input.OutputCount >= 0)
{
switch (input.Frequency)
{
case BarFrequency.Day1:
fromDate = toDate.AddDays(-input.OutputCount * 5);
break;
case BarFrequency.Week1:
fromDate = toDate.AddDays(-input.OutputCount * 8);
break;
case BarFrequency.Month1:
fromDate = toDate.AddDays(-input.OutputCount * 31);
break;
case BarFrequency.Hour1:
fromDate = toDate.AddDays(-(input.OutputCount / 6.5) * 5);
break;
case BarFrequency.Hour4:
fromDate = toDate.AddDays(-(input.OutputCount / (6.5 / 4) * 5));
break;
case BarFrequency.Minute1:
fromDate = toDate.AddDays(-(input.OutputCount / 390 >= 1.0 ? input.OutputCount / 390 : 1) * 5);
break;
case BarFrequency.Minute15:
fromDate = toDate.AddDays(-(input.OutputCount / (390 / 15) > 1.0 ? input.OutputCount / (390 / 15) : 1) * 5);
break;
case BarFrequency.Minute30:
fromDate = toDate.AddDays(-(input.OutputCount / (390 / 30) > 1.0 ? input.OutputCount / (390 / 30) : 1) * 5);
break;
case BarFrequency.Minute5:
fromDate = toDate.AddDays(-(input.OutputCount / (390 / 5) > 1.0 ? input.OutputCount / (390 / 5) : 1) * 5);
break;
}
}
TVCHistoryResponse tvchistory = GetHistoricalPrices(input.Symbol, input.Frequency, fromDate, toDate);
if (tvchistory != null && tvchistory.s == "ok")
{
TimeSeriesDataOutput output = new TimeSeriesDataOutput();
output.Symbol = input.Symbol;
output.TimeZone = "UTC";
List <StockBar> stockBars = new List <StockBar>();
if (tvchistory.t != null && tvchistory.t.Length > 0)
{
for (int i = 0; i < tvchistory.t.Length; i++)
{
StockBar bar = new StockBar();
bar.AsOfDate = new DateTime(1970, 1, 1).AddSeconds(tvchistory.t[i]);
bar.Close = tvchistory.c[i];
bar.High = tvchistory.h[i];
bar.Low = tvchistory.l[i];
bar.Open = tvchistory.o[i];
bar.SplitCoefficient = 1.0;
bar.Volume = Convert.ToDecimal(tvchistory.v[i]);
bar.TS = DateTime.UtcNow;
stockBars.Add(bar);
}
}
if (stockBars.Count > 0)
{
if (input.OutputCount >= 0 && stockBars.Count > input.OutputCount)
{
output.Data = stockBars.Skip(stockBars.Count - (int)input.OutputCount).ToArray();
}
else
{
output.Data = stockBars.ToArray();
}
}
return(output);
}
return(null);
}
protected TimeSeriesDataOutput ConvertDataToTimeSeriesDataOutput(TimeSeriesDataInput input, DataTable dtTimeSeries)
{
if (input == null || string.IsNullOrEmpty(input.Symbol) || dtTimeSeries == null || dtTimeSeries.Rows.Count == 0)
{
return(null);
}
if (dtTimeSeries != null && dtTimeSeries.Columns.Count > 0)
{
foreach (DataColumn col in dtTimeSeries.Columns)
{
if (col.ColumnName.Trim().Contains(" "))
{
col.ColumnName = col.ColumnName.Trim().Replace(" ", "_");
}
}
}
TimeSeriesDataOutput result = null;
if (input is CryptoTimeSeriesDataInput)
{
CryptoTimeSeriesDataInput cryptoInput = input as CryptoTimeSeriesDataInput;
CryptoTimeSeriesDataOutput output = new CryptoTimeSeriesDataOutput();
output.Symbol = cryptoInput.Symbol;
output.Market = cryptoInput.Market;
output.TimeZone = "UTC";
List <CryptoBar> cryptoBars = new List <CryptoBar>();
List <string> fieldList = new List <string>();
foreach (DataColumn col in dtTimeSeries.Columns)
{
if (col.ColumnName.Contains(output.Market))
{
fieldList.Add(col.ColumnName);
}
else if (AV_FIELD_LIST.Contains(col.ColumnName))
{
fieldList.Add(col.ColumnName);
}
}
foreach (DataRow row in dtTimeSeries.AsEnumerable())
{
CryptoBar cryptoBar = new CryptoBar();
foreach (string field in fieldList)
{
if (field == AV_FIELD_TIMESTAMP)
{
cryptoBar.AsOfDate = Convert.ToDateTime(row[field]);
}
else if (field == AV_FIELD_VOLUME)
{
cryptoBar.Volume = row[field].ToDecimal();
}
else if (field.StartsWith(AV_FIELD_MARKET_CAP))
{
cryptoBar.MarketCap = row[field].ToDecimal();
}
else if (field.StartsWith(AV_FIELD_OPEN))
{
cryptoBar.Open = row[field].ToDouble();
}
else if (field.StartsWith(AV_FIELD_HIGH))
{
cryptoBar.High = row[field].ToDouble();
}
else if (field.StartsWith(AV_FIELD_LOW))
{
cryptoBar.Low = row[field].ToDouble();
}
else if (field.StartsWith(AV_FIELD_CLOSE) || field.StartsWith(AV_FIELD_PRICE))
{
cryptoBar.Close = row[field].ToDouble();
}
}
cryptoBars.Add(cryptoBar);
}
output.Data = cryptoBars.ToArray();
result = output;
}
else
{
TimeSeriesDataOutput output = new TimeSeriesDataOutput();
output.Symbol = input.Symbol;
output.TimeZone = "US/Eastern";
List <StockBar> stockBars = new List <StockBar>();
List <string> fields = new List <string>();
foreach (string field in AV_FIELD_LIST)
{
if (dtTimeSeries.Columns.Contains(field))
{
fields.Add(field);
}
}
foreach (DataRow row in dtTimeSeries.AsEnumerable())
{
StockBar bar = new StockBar();
foreach (string field in fields)
{
switch (field)
{
case AV_FIELD_TIMESTAMP:
bar.AsOfDate = DateTime.Parse(row.Field <string>(field));
break;
case AV_FIELD_OPEN:
bar.Open = row[AV_FIELD_OPEN].ToDouble();
break;
case AV_FIELD_HIGH:
bar.High = row[AV_FIELD_HIGH].ToDouble();
break;
case AV_FIELD_LOW:
bar.Low = row[AV_FIELD_LOW].ToDouble();
break;
case AV_FIELD_PRICE:
case AV_FIELD_CLOSE:
bar.Close = row[AV_FIELD_CLOSE].ToDouble();
break;
case AV_FIELD_VOLUME:
bar.Volume = row[AV_FIELD_VOLUME].ToDecimal();
break;
case AV_FIELD_SPLIT_COEFFICIENT:
bar.SplitCoefficient = row[AV_FIELD_SPLIT_COEFFICIENT].ToDouble();
break;
case AV_FIELD_DIVIDEND_AMOUNT:
bar.DividendAmount = row[AV_FIELD_DIVIDEND_AMOUNT].ToDouble();
break;
case AV_FIELD_ADJUSTED_CLOSE:
bar.AdjClose = row[AV_FIELD_ADJUSTED_CLOSE].ToDouble();
break;
}
}
stockBars.Add(bar);
}
output.Data = stockBars.ToArray();
result = output;
}
return(result);
}
public string GetTimeSeriesDataDirect(TimeSeriesDataInput input)
{
if (input == null || string.IsNullOrEmpty(input.Symbol))
{
return(null);
}
string outputsize = "compact";
if (input.OutputCount < 0)
{
outputsize = "full";
}
string output = string.Empty;
if (input is CryptoTimeSeriesDataInput)
{
CryptoTimeSeriesDataInput cryptoInput = input as CryptoTimeSeriesDataInput;
string market = "CNY";
if (cryptoInput.Market != "USD")
{
market = cryptoInput.Market;
}
switch (input.Frequency)
{
case BarFrequency.Minute5:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_CRYPTO_DIGITAL_CURRENCY_INTRADAY, key, cryptoInput.Symbol, market)));
break;
case BarFrequency.Day1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_CRYPTO_DIGITAL_CURRENCY_DAILY, key, cryptoInput.Symbol, market)));
break;
case BarFrequency.Week1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_CRYPTO_DIGITAL_CURRENCY_WEEKLY, key, cryptoInput.Symbol, market)));
break;
case BarFrequency.Month1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_CRYPTO_DIGITAL_CURRENCY_MONTHLY, key, cryptoInput.Symbol, market)));
break;
}
}
else
{
if (input.Frequency < BarFrequency.Day1)
{
switch (input.Frequency)
{
case BarFrequency.Minute1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_INTERVAL_FORMAT, key, input.Symbol, "1min", outputsize)));
break;
case BarFrequency.Minute5:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_INTERVAL_FORMAT, key, input.Symbol, "5min", outputsize)));
break;
case BarFrequency.Minute15:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_INTERVAL_FORMAT, key, input.Symbol, "15min", outputsize)));
break;
case BarFrequency.Minute30:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_INTERVAL_FORMAT, key, input.Symbol, "30min", outputsize)));
break;
case BarFrequency.Hour1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_INTERVAL_FORMAT, key, input.Symbol, "60min", outputsize)));
break;
}
}
else
{
if (input.IsAdjustedValue)
{
switch (input.Frequency)
{
case BarFrequency.Day1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_DAILY_ADJUSTED_FORMAT, key, input.Symbol, outputsize)));
break;
case BarFrequency.Week1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_WEEKLY_ADJUSTED_FORMAT, key, input.Symbol)));
break;
case BarFrequency.Month1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_MONTHLY_ADJUSTED_FORMAT, key, input.Symbol)));
break;
}
}
else
{
switch (input.Frequency)
{
case BarFrequency.Day1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_DAILY_FORMAT, key, input.Symbol, outputsize)));
break;
case BarFrequency.Week1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_WEEKLY_FORMAT, key, input.Symbol)));
break;
case BarFrequency.Month1:
output = _keyManager.Call <string>(key => AVHttpGet(string.Format(AV_STOCK_TIME_SERIES_MONTHLY_FORMAT, key, input.Symbol)));
break;
}
}
}
}
return(output);
}
public abstract TimeSeriesDataOutput GetTimeSeriesData(TimeSeriesDataInput input);
