/// <summary>
/// get string-ified version of qdl data set code
/// </summary>
/// <param name="source"></param>
/// <returns></returns>
static string GetQdlDataCode(qdl_ds source)
{
var code = string.Empty;
switch (source)
{
case qdl_ds.SecHarm:
code = DATASOURCE_SEC_HARMONIZED;
break;
case qdl_ds.SECRaw:
code = DATASOURCE_SEC_USA;
break;
case qdl_ds.StockPriceNA:
code = DATASOURCE_STOCKPRICE_NA;
break;
case qdl_ds.ZacksEarnings:
code = DATASOURCE_ZACKS_EARNEST;
break;
case qdl_ds.ZacksSurprises:
code = DATASOURCE_ZACKS_EARNSUP;
break;
case qdl_ds.NYUProfessorDamodaran:
code = DATASOURCE_FUNDAMENTAL_NYU;
break;
default: // should never happen
throw new NotImplementedException("Unknown quandl data source: " + source.ToString());
}
return(code);
}
/// <summary>
/// gets quandl datacode given source and symbol
/// </summary>
/// <param name="source"></param>
/// <param name="symbol"></param>
/// <returns></returns>
public static Datacode BuildQdlCode(qdl_ds source, qdl_freq freq, params string[] datasetids)
{
if (freq== qdl_freq.None)
return BuildQdlCode(GetQdlDataCode(source),datasetids);
List<string> ids = new List<string>(datasetids);
ids.Add(GetQdlFreq(freq));
return BuildQdlCode(GetQdlDataCode(source), ids.ToArray());
}
/// <summary>
/// gets quandl datacode given source and symbol
/// </summary>
/// <param name="source"></param>
/// <param name="symbol"></param>
/// <returns></returns>
public static Datacode BuildQdlCode(qdl_ds source, qdl_freq freq, params string[] datasetids)
{
if (freq == qdl_freq.None)
{
return(BuildQdlCode(GetQdlDataCode(source), datasetids));
}
List <string> ids = new List <string>(datasetids);
ids.Add(GetQdlFreq(freq));
return(BuildQdlCode(GetQdlDataCode(source), ids.ToArray()));
}
/// <summary>
/// get a quandl data set for particular symbol/column/frequency
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="trycache"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset, qdl_freq freq, bool trycache, DebugDelegate d)
{
if (_d == null)
{
_d = d;
}
Datacode dc = null;
string raw = string.Empty;
RootObject ro = null;
try
{
if (string.IsNullOrWhiteSpace(additionaldataset))
{
dc = BuildQdlCode(ds, freq, symbol);
}
else
{
dc = BuildQdlCode(ds, freq, symbol, additionaldataset);
}
}
catch (Exception ex)
{
debug("Unable to get data, error building dataset: " + qh.dc2str(dc) + " " + symbol + " err: " + ex.Message + ex.StackTrace);
return(default(RootObject));
}
try
{
raw = GetData(symbol, dc, trycache, d);
// verify data retrieved before continuing
if (string.IsNullOrWhiteSpace(raw))
{
if (isUseFakeDataOnError)
{
ro = GetRandomData(dc, freq);
debug("FakeDataOnError enabled, using: " + ro.data.Count + " randomized data set.");
return(ro);
}
else
{
debug(symbol + " " + qh.dc2str(dc) + " no data was retrieved. Retry or contact [email protected]");
return(default(RootObject));
}
}
}
catch (Exception ex)
{
debug("Unable to get data, error retrieving set: " + qh.dc2str(dc) + " " + symbol + " err: " + ex.Message + ex.StackTrace);
return(default(RootObject));
}
try
{
ro = json.Deserialize2Root(raw, false, d);
v(symbol + " " + qh.dc2str(dc) + " got data model containing " + ro.column_names.Count.ToString("N0") + " columns and " + ro.data.Count.ToString("N0") + " records.");
}
catch (Exception ex)
{
if (isVerboseDebugging)
{
debug("Unable to get data, error parsing set: " + ds + " " + symbol + " err: " + ex.Message + ex.StackTrace);
debug(symbol + " " + qh.dc2str(dc) + " errored data set: " + raw);
}
else
{
debug("Unable to get data, error parsing set: " + qh.dc2str(dc) + " " + symbol + " err: " + ex.Message + ex.StackTrace);
}
return(default(RootObject));
}
return(ro);
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol)
{
return Get(ds, symbol, string.Empty, null);
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="trycache"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, bool trycache, DebugDelegate d)
{
return(Get(ds, symbol, string.Empty, trycache, d));
}
/// <summary>
/// get a quandl data set for particular symbol/column (no frequency)
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="additionaldataset"></param>
/// <param name="trycache"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset, bool trycache, DebugDelegate d)
{
return(Get(ds, symbol, additionaldataset, qdl_freq.None, trycache, d));
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="additionaldataset"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset, DebugDelegate d)
{
return(Get(ds, symbol, additionaldataset, isCheckCache, d));
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, DebugDelegate d)
{
return(Get(ds, symbol, isCheckCache, d));
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol)
{
return(Get(ds, symbol, string.Empty, null));
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="additionaldataset"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset)
{
return(Get(ds, symbol, additionaldataset, isCheckCache, null));
}
/// <summary>
/// get string-ified version of qdl data set code
/// </summary>
/// <param name="source"></param>
/// <returns></returns>
static string GetQdlDataCode(qdl_ds source)
{
var code = string.Empty;
switch (source)
{
case qdl_ds.SecHarm:
code = DATASOURCE_SEC_HARMONIZED;
break;
case qdl_ds.SECRaw:
code = DATASOURCE_SEC_USA;
break;
case qdl_ds.StockPriceNA:
code = DATASOURCE_STOCKPRICE_NA;
break;
case qdl_ds.ZacksEarnings:
code = DATASOURCE_ZACKS_EARNEST;
break;
case qdl_ds.ZacksSurprises:
code = DATASOURCE_ZACKS_EARNSUP;
break;
case qdl_ds.NYUProfessorDamodaran:
code = DATASOURCE_FUNDAMENTAL_NYU;
break;
default: // should never happen
throw new NotImplementedException("Unknown quandl data source: " + source.ToString());
}
return code;
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="additionaldataset"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset)
{
return Get(ds, symbol,additionaldataset,isCheckCache, null);
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="additionaldataset"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset, DebugDelegate d)
{
return Get(ds, symbol, additionaldataset, isCheckCache, d);
}
/// <summary>
/// get a quandl data set for particular symbol/column/frequency
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="trycache"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset, qdl_freq freq, bool trycache, DebugDelegate d)
{
if (_d==null)
_d = d;
Datacode dc = null;
string raw = string.Empty;
RootObject ro = null;
try
{
if (string.IsNullOrWhiteSpace(additionaldataset))
dc = BuildQdlCode(ds,freq, symbol);
else
dc = BuildQdlCode(ds, freq, symbol, additionaldataset);
}
catch (Exception ex)
{
debug("Unable to get data, error building dataset: " + qh.dc2str(dc) + " " + symbol + " err: " + ex.Message + ex.StackTrace);
return default(RootObject);
}
try
{
raw = GetData(symbol, dc, trycache, d);
// verify data retrieved before continuing
if (string.IsNullOrWhiteSpace(raw))
{
if (isUseFakeDataOnError)
{
ro = GetRandomData(dc, freq);
debug("FakeDataOnError enabled, using: " + ro.data.Count + " randomized data set.");
return ro;
}
else
{
debug(symbol + " " + qh.dc2str(dc) + " no data was retrieved. Retry or contact [email protected]");
return default(RootObject);
}
}
}
catch (Exception ex)
{
debug("Unable to get data, error retrieving set: " + qh.dc2str(dc) + " " + symbol + " err: " + ex.Message + ex.StackTrace);
return default(RootObject);
}
try
{
ro = json.Deserialize2Root(raw, false, d);
v(symbol + " " + qh.dc2str(dc) + " got data model containing " + ro.column_names.Count.ToString("N0") + " columns and " + ro.data.Count.ToString("N0") + " records.");
}
catch (Exception ex)
{
if (isVerboseDebugging)
{
debug("Unable to get data, error parsing set: " + ds + " " + symbol + " err: " + ex.Message + ex.StackTrace);
debug(symbol + " " + qh.dc2str(dc) + " errored data set: " + raw);
}
else
debug("Unable to get data, error parsing set: " + qh.dc2str(dc) + " " + symbol + " err: " + ex.Message + ex.StackTrace);
return default(RootObject);
}
return ro;
}
/// <summary>
/// get a quandl data set for particular symbol/column (no frequency)
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="additionaldataset"></param>
/// <param name="trycache"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, string additionaldataset, bool trycache, DebugDelegate d)
{
return Get(ds, symbol, additionaldataset,qdl_freq.None, trycache, d);
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="trycache"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, bool trycache, DebugDelegate d)
{
return Get(ds, symbol, string.Empty, trycache, d);
}
/// <summary>
/// get a quandl data set for particular symbol/column
/// </summary>
/// <param name="ds"></param>
/// <param name="symbol"></param>
/// <param name="d"></param>
/// <returns></returns>
public static RootObject Get(qdl_ds ds, string symbol, DebugDelegate d)
{
return Get(ds, symbol, isCheckCache, d);
}
