static void Main(string[] args)
{
Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
WebClient myWebClient = new WebClient();
var i = 0;
Dictionary <string, decimal?> currentStockValue = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirHighAvgd = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirLowAvgd = new Dictionary <string, decimal?>();
Dictionary <string, List <NSE.StockData> > last12DaysStockData = new Dictionary <string, List <NSE.StockData> >();
Dictionary <string, int> hasDailyStdDevBeenHigherThan30percentAvgStdDevDays = new Dictionary <string, int>();
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/Companies_proposed_to_be_delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx");
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx");
List <string> delistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <NSE.DelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx", "delisted").Select(x => x.Symbol).ToList();
List <string> toBeDelistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <NSE.ToBeDelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx", "Sheet1").Select(x => x.Symbol).ToList();
foreach (int item in Enumerable.Range(0, 12).ToList())
{
var consideredDate = DateTime.Now.Date.AddDays(-item);
if (consideredDate.DayOfWeek != DayOfWeek.Saturday && consideredDate.DayOfWeek != DayOfWeek.Sunday)
{
var dateString = consideredDate.ToString("dd-MM-yy").Split("-");
var stringKey = dateString[0] + dateString[1] + dateString[2]; // Date against which we are interetsed to get the records.
var url = "https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip"; // NSE Data for a given day.
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last50DaysNSE\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEResponse";
myWebClient.DownloadFile(url, downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { } // Clearing out NSEResponse folder after every day's stockData is added up
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreatexlsxFile(extractPath, stringKey); // Moving CSV File contents to XLSX format as EPPlus can only read xlsx formatted data.
List <NSE.StockData> stockData = new EpPlusHelper().ReadFromExcel <List <NSE.StockData> >(extractPath + @"\Pd" + stringKey + ".xlsx", "Pd" + stringKey);
var delistFilteredEquityStockData = stockData.Where(x => x.SERIES == "EQ" && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList(); // Here, we get stocks which arent delisted or on the delistable notice list.
last12DaysStockData.Add(stringKey, delistFilteredEquityStockData);
var keyValues = delistFilteredEquityStockData.Select(x => new { Symbol = x.SYMBOL, CurrentPrice = x.CLOSE_PRICE });
foreach (var keyValue in keyValues.Where(x => !currentStockValue.ContainsKey(x.Symbol)))
{
decimal.TryParse(keyValue.CurrentPrice, out decimal currentPrice);
currentStockValue.Add(keyValue.Symbol, currentPrice);
}
}
catch (Exception ex) { continue; }
}
}
Dictionary <string, decimal?>[] dailyStdDeviationAvgd = new Dictionary <string, decimal?> [last12DaysStockData.Values.Count];
foreach (var item in last12DaysStockData)
{
foreach (var stock in item.Value.Where(x => x.SYMBOL != null && x.OPEN_PRICE != null && x.PREV_CL_PR != null))
{
var validHighPrice = decimal.TryParse(stock.HIGH_PRICE, out decimal highPrice);
var validLowPrice = decimal.TryParse(stock.LOW_PRICE, out decimal lowPrice);
if (validHighPrice && validLowPrice) // If Open & PreClose prices are not null in excel sheet
{
var priceDifference = highPrice - lowPrice;
if (!stocksAndTheirHighAvgd.ContainsKey(stock.SYMBOL))
{
stocksAndTheirHighAvgd.Add(stock.SYMBOL, highPrice);
}
else
{
stocksAndTheirHighAvgd[stock.SYMBOL] += highPrice;
}
if (!stocksAndTheirLowAvgd.ContainsKey(stock.SYMBOL))
{
stocksAndTheirLowAvgd.Add(stock.SYMBOL, lowPrice);
}
else
{
stocksAndTheirLowAvgd[stock.SYMBOL] += lowPrice;
}
// Storing the Difference of High - Low. Close for each day (denoted by i) and for each stock symbol into : diffOfOpenPrevCloseForEachStock
if (dailyStdDeviationAvgd[i] == null)
{
dailyStdDeviationAvgd[i] = new Dictionary <string, decimal?> {
{ stock.SYMBOL, priceDifference }
}
}
;
else
{
dailyStdDeviationAvgd[i].Add(stock.SYMBOL, priceDifference);
}
}
}
i++;
}
i = 0;
Dictionary <string, decimal?> eachStockStdDevAverageOver12Days = new Dictionary <string, decimal?>();
List <string> stockNames = new List <string>();
Dictionary <string, int> counterOfIthStock = new Dictionary <string, int>();
foreach (var item in last12DaysStockData)
{
foreach (var stock in item.Value.Where(x => x.SYMBOL != null))
{
dailyStdDeviationAvgd[i].TryGetValue(stock.SYMBOL, out decimal? stdDeviation);
if (stdDeviation != null)
{
if (!stockNames.Contains(stock.SYMBOL))
{
stockNames.Add(stock.SYMBOL);
}
if (!counterOfIthStock.ContainsKey(stock.SYMBOL))
{
counterOfIthStock.Add(stock.SYMBOL, 1); // get total count to use later for diving total calculated in line 113
}
else
{
counterOfIthStock[stock.SYMBOL] += 1;
}
if (!eachStockStdDevAverageOver12Days.ContainsKey(stock.SYMBOL))
{
eachStockStdDevAverageOver12Days.Add(stock.SYMBOL, stdDeviation);
}
else
{
eachStockStdDevAverageOver12Days[stock.SYMBOL] += stdDeviation; // eachStockAverageOver50Days , currently add all values and save total
}
}
}
i++;
}
foreach (var name in stockNames.Distinct().Where(x => eachStockStdDevAverageOver12Days.ContainsKey(x) && counterOfIthStock.ContainsKey(x)))
{
try { eachStockStdDevAverageOver12Days[name] = ((decimal)eachStockStdDevAverageOver12Days[name] / (decimal)counterOfIthStock[name]); } catch { } // find average used in line 113 and line 106
try { stocksAndTheirLowAvgd[name] = ((decimal)stocksAndTheirLowAvgd[name] / (decimal)counterOfIthStock[name]); } catch { }
try { stocksAndTheirHighAvgd[name] = ((decimal)stocksAndTheirHighAvgd[name] / (decimal)counterOfIthStock[name]); } catch { }
}
i = 0;
foreach (var item in last12DaysStockData)
{
foreach (var stock in item.Value.Where(x => x.SYMBOL != null && x.OPEN_PRICE != null && x.PREV_CL_PR != null))
{
var validHighPrice = decimal.TryParse(stock.HIGH_PRICE, out decimal highPrice);
var validLowPrice = decimal.TryParse(stock.LOW_PRICE, out decimal lowPrice);
if (validHighPrice && validLowPrice) // If Open & PreClose prices are not null in excel sheet
{
var priceDifference = highPrice - lowPrice;
if (priceDifference > 0.98m * dailyStdDeviationAvgd[i][stock.SYMBOL])
{
if (!hasDailyStdDevBeenHigherThan30percentAvgStdDevDays.ContainsKey(stock.SYMBOL))
{
hasDailyStdDevBeenHigherThan30percentAvgStdDevDays.Add(stock.SYMBOL, 1);
}
else
{
hasDailyStdDevBeenHigherThan30percentAvgStdDevDays[stock.SYMBOL] += 1;
}
}
else if (!hasDailyStdDevBeenHigherThan30percentAvgStdDevDays.ContainsKey(stock.SYMBOL))
{
hasDailyStdDevBeenHigherThan30percentAvgStdDevDays.Add(stock.SYMBOL, 0);
}
}
}
i++;
}
var numbers = new List <string>();
foreach (var num in Enumerable.Range(0, 9).ToArray())
{
numbers.Add("'" + num + "'");
}
var screenedAvgStdDevStocks = eachStockStdDevAverageOver12Days.Where(x => currentStockValue.ContainsKey(x.Key) && x.Value >= (currentStockValue[x.Key] * 0.07m));
var screenedStocks = from avgStdDev in screenedAvgStdDevStocks
join lowPrice in stocksAndTheirLowAvgd on avgStdDev.Key equals lowPrice.Key
join highPrice in stocksAndTheirHighAvgd on avgStdDev.Key equals highPrice.Key
join positive40PercentileStdDevDay in hasDailyStdDevBeenHigherThan30percentAvgStdDevDays on avgStdDev.Key equals positive40PercentileStdDevDay.Key
where currentStockValue[avgStdDev.Key] < (1.05m * lowPrice.Value) && (avgStdDev.Value >= 5) && (((decimal?)positive40PercentileStdDevDay.Value) / ((decimal)last12DaysStockData.Count)) > 0.93m // && currentStockValue[avgStdDev.Key] < ((lowPrice.Value + highPrice.Value) /2)
select new { Stock = highPrice.Key, AverageStdDev = avgStdDev.Value, CurrentStockPrice = currentStockValue[avgStdDev.Key], StdDevToCurrentValueRatio = (avgStdDev.Value / currentStockValue[avgStdDev.Key]) * 100, StdDeviationMorethan90thPercentileOfAvgStdDevDays = hasDailyStdDevBeenHigherThan30percentAvgStdDevDays[avgStdDev.Key], PricePositiveByTotalDays = (((decimal?)hasDailyStdDevBeenHigherThan30percentAvgStdDevDays[avgStdDev.Key]) / ((decimal)last12DaysStockData.Count)) };
screenedStocks = screenedStocks.OrderByDescending(x => x.StdDevToCurrentValueRatio);
string json = JsonConvert.SerializeObject(screenedStocks, Formatting.Indented);
Console.WriteLine(json);
Console.ReadLine();
}
static void Main(string[] args)
{
Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
WebClient myWebClient = new WebClient();
var i = 0;
var path = @"C:\Trading\BhavCopy\Rachana\EVEBITDA";
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/Companies_proposed_to_be_delisted.xlsx", @"C:\Trading\BhavCopy\Rachana\EVEBITDA\ToBeDelistedStockSymbols.xlsx");
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/delisted.xlsx", @"C:\Trading\BhavCopy\Rachana\EVEBITDA\DelistedStockSymbols.xlsx");
List <string> delistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <NSE.DelistedStockData> >(@"C:\Trading\BhavCopy\Rachana\EVEBITDA\DelistedStockSymbols.xlsx", "delisted").Select(x => x.Symbol).ToList();
List <string> toBeDelistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <NSE.ToBeDelistedStockData> >(@"C:\Trading\BhavCopy\Rachana\EVEBITDA\ToBeDelistedStockSymbols.xlsx", "Sheet1").Select(x => x.Symbol).ToList();
Dictionary <string, List <NSE.StockData> > last100DaysStockData = new Dictionary <string, List <NSE.StockData> >();
Dictionary <string, List <McapData> > last100DaysMcapData = new Dictionary <string, List <McapData> >();
List <McapData> MCapData = new List <McapData>();
foreach (int item in Enumerable.Range(0, 100).ToList())
{
var dateConsidered = DateTime.Now.Date.AddDays(-item);
if (dateConsidered.DayOfWeek != DayOfWeek.Saturday && dateConsidered.DayOfWeek != DayOfWeek.Sunday)
{
var dateString = dateConsidered.ToString("dd-MM-yy").Split("-");
var stringKey = dateString[0] + dateString[1] + dateString[2]; // Date agianst which we are interetsed to get the records.
var url = "https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip"; // NSE Data for a given day.
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last50DaysNSE\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEResponse";
myWebClient.DownloadFile(url, downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { } // Clearing out NSEResponse folder after every day's stockData is added up
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateXlsxFile(extractPath, stringKey); // Moving CSV File contents to XLSX format as EPPlus can only read xlsx formatted data.
List <NSE.StockData> stockData = new EpPlusHelper().ReadFromExcel <List <NSE.StockData> >(extractPath + @"\Pd" + stringKey + ".xlsx", "Pd" + stringKey);
var delistFilteredEquityStockData = stockData.Where(x => x.SERIES == "EQ" && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList(); // Here, we get stocks which arent delisted or on the delistable notice list.
last100DaysStockData.Add(stringKey, delistFilteredEquityStockData);
}
catch (Exception ex) { continue; }
}
}
var consideredDate = DateTime.Now.Date.AddDays(-1);
if (consideredDate.DayOfWeek != DayOfWeek.Saturday && consideredDate.DayOfWeek != DayOfWeek.Sunday)
{
var dateString = consideredDate.ToString("dd-MM-yy").Split("-");
var stringKey = dateString[0] + dateString[1] + dateString[2]; // Date against which we are interested to get records.
var url = "https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip"; // NSE Data for a given day.
int counter = 0;
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last50DaysNSE\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEResponse";
myWebClient.DownloadFile(url, downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { } // Clearing out NSEResponse folder after every day's stockData is added up
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateXlsxFile(extractPath, stringKey); // Moving CSV File contents to XLSX format as EPPlus can only read xlsx formatted data.
List <NSE.StockData> stockData = new EpPlusHelper().ReadFromExcel <List <NSE.StockData> >(extractPath + @"\Pd" + stringKey + ".xlsx", "Pd" + stringKey);
var delistFilteredEquityStockData = stockData.Where(x => x.SERIES == "EQ" && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList(); // Here, we get stocks which arent delisted or on the delistable notice list.
foreach (var delistFilteredStock in delistFilteredEquityStockData)
{
string urlAddress = "https://www.google.com/search?q=https://www.moneycontrol.com/stocks/company_info/stock_news.php+" + delistFilteredStock.SYMBOL + "&oq=https://www.moneycontrol.com/stocks/company_info/stock_news.php+" + delistFilteredStock.SYMBOL;
HttpWebRequest request = (HttpWebRequest)WebRequest.Create(urlAddress);
request.Headers.Add("User-Agent", @"Mozilla/5.0 (Macintosh; Intel Mac OS X 10_11_5)\AppleWebKit / 537.36(KHTML, like Gecko) Safari / 537.36");
if (counter % 2 == 0)
{
Thread.Sleep(15000);
}
counter++;
try
{
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
if (response.StatusCode == HttpStatusCode.OK)
{
Stream receiveStream = response.GetResponseStream();
StreamReader readStream = string.IsNullOrWhiteSpace(response.CharacterSet) ? new StreamReader(receiveStream) : new StreamReader(receiveStream, Encoding.GetEncoding(response.CharacterSet));
string data = readStream.ReadToEnd();
var moneyControlSymbolCode = data.Split("https://www.moneycontrol.com/stocks/company_info/stock_news.php%3Fsc_id%3D")[1].Split("%")[0];
//moneyControlApiUrlForMCap += moneyControlSymbolCode + "%2C";
response.Close();
readStream.Close();
var moneyControlApiUrlForMCap = "https://api.moneycontrol.com/mcapi/v1/stock/get-stock-price?scIdList=" + moneyControlSymbolCode + "&scId=" + moneyControlSymbolCode;
using var client = new HttpClient();
string content = "";
client.BaseAddress = new Uri("https://api.moneycontrol.com");
moneyControlApiUrlForMCap = moneyControlApiUrlForMCap.Split("https://api.moneycontrol.com")[1];
client.DefaultRequestHeaders.Accept.Clear();
client.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
HttpResponseMessage moneyControlApiResponse = client.GetAsync(moneyControlApiUrlForMCap).GetAwaiter().GetResult();
if (moneyControlApiResponse.IsSuccessStatusCode)
{
content = moneyControlApiResponse.Content.ReadAsStringAsync().GetAwaiter().GetResult();
var deserialisedContent = JsonConvert.DeserializeObject <WrappingMcapData>(content);
var singleMCapData = deserialisedContent.Data.First();
singleMCapData.Symbol = delistFilteredStock.SYMBOL;
singleMCapData.NoOfShares = (long)((decimal)singleMCapData.MarketCap / (decimal)singleMCapData.LastPrice);
MCapData.Add(singleMCapData); // Data for Xth day completely with all symbols.
}
}
}
catch (Exception e2)
{
}
}
last100DaysMcapData.Add(stringKey, MCapData);
//last100DaysStockData.Add(stringKey, delistFilteredEquityStockData);
}
catch (Exception ex) { }
}
Dictionary <string, int> exponentialFactorPerStock = new Dictionary <string, int>();
Dictionary <string, int> denominatorCountAggregateForVwapCalculationPerStock = new Dictionary <string, int>();
Dictionary <string, decimal> exponentialVwapAggregateForDayPerStock = new Dictionary <string, decimal>();
foreach (var item in last100DaysStockData)
{
foreach (var stock in item.Value.Where(x => x.SYMBOL != null && x.NET_TRDQTY != null && x.NET_TRDQTY != "0" && x.NET_TRDVAL != null && x.NET_TRDVAL != "0"))
{
var isValidTradedQuantity = decimal.TryParse(stock.NET_TRDQTY, out decimal tradedQuantityForDay);
var isValidTradedValue = decimal.TryParse(stock.NET_TRDVAL, out decimal tradedValueForDay);
if (isValidTradedQuantity && isValidTradedValue) // If Open & PreClose prices are not null in excel sheet
{
if (!exponentialFactorPerStock.ContainsKey(stock.SYMBOL))
{
exponentialFactorPerStock.Add(stock.SYMBOL, 100);
}
else
{
exponentialFactorPerStock[stock.SYMBOL] -= 1;
}
decimal vwapForDay = tradedValueForDay / tradedQuantityForDay;
if (!exponentialVwapAggregateForDayPerStock.ContainsKey(stock.SYMBOL))
{
exponentialVwapAggregateForDayPerStock.Add(stock.SYMBOL, vwapForDay * exponentialFactorPerStock[stock.SYMBOL]);
}
else
{
exponentialVwapAggregateForDayPerStock[stock.SYMBOL] += vwapForDay * exponentialFactorPerStock[stock.SYMBOL];
}
if (!denominatorCountAggregateForVwapCalculationPerStock.ContainsKey(stock.SYMBOL))
{
denominatorCountAggregateForVwapCalculationPerStock.Add(stock.SYMBOL, exponentialFactorPerStock[stock.SYMBOL]);
}
else
{
denominatorCountAggregateForVwapCalculationPerStock[stock.SYMBOL] += exponentialFactorPerStock[stock.SYMBOL];
}
}
}
i++;
}
Dictionary <string, decimal> exponentialVwapPerStock = new Dictionary <string, decimal>();
Dictionary <string, decimal> lastClosePriceOfStocks = new Dictionary <string, decimal>();
Dictionary <string, decimal> vwapGreaterThan20PercentClosePriceStocks = new Dictionary <string, decimal>();
foreach (var symbol in exponentialFactorPerStock.Keys)
{
decimal exponentialVwapForSymbol = exponentialVwapAggregateForDayPerStock[symbol] / denominatorCountAggregateForVwapCalculationPerStock[symbol];
exponentialVwapPerStock.Add(symbol, exponentialVwapForSymbol);
if (!last100DaysStockData.First().Value.Exists(x => x.SYMBOL == symbol))
{
continue;
}
var IslastClosePriceValid = decimal.TryParse(last100DaysStockData.First().Value.Find(x => x.SYMBOL == symbol).CLOSE_PRICE, out decimal lastClosePrice);
if (IslastClosePriceValid)
{
lastClosePriceOfStocks.Add(symbol, lastClosePrice);
if (exponentialVwapPerStock[symbol] >= 1.2m * lastClosePriceOfStocks[symbol])
{
vwapGreaterThan20PercentClosePriceStocks.Add(symbol, exponentialVwapPerStock[symbol]);
}
}
}
string json = JsonConvert.SerializeObject(vwapGreaterThan20PercentClosePriceStocks, Formatting.Indented);
Console.WriteLine(json);
Console.ReadLine();
}
static void Main(string[] args)
{
Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
WebClient myWebClient = new WebClient();
var i = 0;
Dictionary <string, decimal?> stocksAndTheirOpenPrice = new Dictionary <string, decimal?>();
Dictionary <string, List <NSE.StockData> > last50DaysStockData = new Dictionary <string, List <NSE.StockData> >();
Dictionary <string, int> hasBeenPositiveFor = new Dictionary <string, int>();
Dictionary <string, int> hasBeenNegativeFor = new Dictionary <string, int>();
Dictionary <string, int> hasBeenZeroDiffFor = new Dictionary <string, int>();
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/Companies_proposed_to_be_delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx");
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx");
List <string> delistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <NSE.DelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx", "delisted").Select(x => x.Symbol).ToList();
List <string> toBeDelistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <NSE.ToBeDelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx", "Sheet1").Select(x => x.Symbol).ToList();
foreach (int item in Enumerable.Range(0, 50).ToList())
{
var consideredDate = DateTime.Now.Date.AddDays(-item);
if (consideredDate.DayOfWeek != DayOfWeek.Saturday && consideredDate.DayOfWeek != DayOfWeek.Sunday)
{
var dateString = consideredDate.ToString("dd-MM-yy").Split("-");
var stringKey = dateString[0] + dateString[1] + dateString[2]; // Date agianst which we are interetsed to get the records.
var url = "https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip"; // NSE Data for a given day.
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last50DaysNSE\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEResponse";
myWebClient.DownloadFile(url, downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { } // Clearing out NSEResponse folder after every day's stockData is added up
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateXlsxFile(extractPath, stringKey); // Moving CSV File contents to XLSX format as EPPlus can only read xlsx formatted data.
List <NSE.StockData> stockData = new EpPlusHelper().ReadFromExcel <List <NSE.StockData> >(extractPath + @"\Pd" + stringKey + ".xlsx", "Pd" + stringKey);
var delistFilteredEquityStockData = stockData.Where(x => x.SERIES == "EQ" && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList(); // Here, we get stocks which arent delisted or on the delistable notice list.
last50DaysStockData.Add(stringKey, delistFilteredEquityStockData);
}
catch (Exception ex) { continue; }
}
}
Dictionary <string, decimal?>[] diffOfOpenPrevCloseForEachStock = new Dictionary <string, decimal?> [last50DaysStockData.Values.Count];
foreach (var item in last50DaysStockData)
{
foreach (var stock in item.Value.Where(x => x.SYMBOL != null && x.OPEN_PRICE != null && x.PREV_CL_PR != null))
{
var validOpenPrice = decimal.TryParse(stock.OPEN_PRICE, out decimal openPrice);
var validPrevClosePrice = decimal.TryParse(stock.PREV_CL_PR, out decimal prevClosePrice);
if (validOpenPrice && validPrevClosePrice) // If Open & PreClose prices are not null in excel sheet
{
var priceDifference = openPrice - prevClosePrice;
if (!stocksAndTheirOpenPrice.ContainsKey(stock.SYMBOL))
{
stocksAndTheirOpenPrice.Add(stock.SYMBOL, openPrice);
}
//Below section is to check how consistently the price has been positive wrt (Open-Prev Close)
if (priceDifference > 0 && !hasBeenPositiveFor.ContainsKey(stock.SYMBOL))
{
hasBeenPositiveFor.Add(stock.SYMBOL, 1); // Has (Open-PrevClose) as +ve for these many days.
}
else if (priceDifference > 0)
{
hasBeenPositiveFor[stock.SYMBOL] += 1;
}
else if (priceDifference < 0 && !hasBeenNegativeFor.ContainsKey(stock.SYMBOL))
{
hasBeenNegativeFor.Add(stock.SYMBOL, 1);
}
else if (priceDifference < 0)
{
hasBeenNegativeFor[stock.SYMBOL] += 1;
}
else if (!hasBeenZeroDiffFor.ContainsKey(stock.SYMBOL))
{
hasBeenZeroDiffFor.Add(stock.SYMBOL, 1);
}
else
{
hasBeenZeroDiffFor[stock.SYMBOL]++; // Open - PrevClose = 0 for these many days.
}
// Storing the Difference of Open - Prev. Close for each day (denoted by i) and for each stock symbol into : diffOfOpenPrevCloseForEachStock
if (diffOfOpenPrevCloseForEachStock[i] == null)
{
diffOfOpenPrevCloseForEachStock[i] = new Dictionary <string, decimal?> {
{ stock.SYMBOL, priceDifference }
}
}
;
else
{
diffOfOpenPrevCloseForEachStock[i].Add(stock.SYMBOL, priceDifference);
}
}
}
i++;
}
i = 0;
Dictionary <string, decimal?> eachStockAverageOver50Days = new Dictionary <string, decimal?>();
List <string> stockNames = new List <string>();
Dictionary <string, int> counterOfIthStock = new Dictionary <string, int>();
foreach (var item in last50DaysStockData)
{
foreach (var stock in item.Value.Where(x => x.SYMBOL != null))
{
var isAveragePresent = diffOfOpenPrevCloseForEachStock[i].TryGetValue(stock.SYMBOL, out decimal? openCloseDiff); // Against each day sugested by i, check if this particular stock's value exists.
if (isAveragePresent && openCloseDiff != null)
{
if (!stockNames.Contains(stock.SYMBOL))
{
stockNames.Add(stock.SYMBOL);
}
if (!counterOfIthStock.ContainsKey(stock.SYMBOL))
{
counterOfIthStock.Add(stock.SYMBOL, 1); // get total count to use later for diving total calculated in line 113
}
else
{
counterOfIthStock[stock.SYMBOL] += 1;
}
if (!eachStockAverageOver50Days.ContainsKey(stock.SYMBOL))
{
eachStockAverageOver50Days.Add(stock.SYMBOL, openCloseDiff);
}
else
{
eachStockAverageOver50Days[stock.SYMBOL] += openCloseDiff; // eachStockAverageOver50Days , currently add all values and save total
}
}
}
i++;
}
foreach (var name in stockNames.Where(x => eachStockAverageOver50Days.ContainsKey(x) && counterOfIthStock.ContainsKey(x)))
{
eachStockAverageOver50Days[name] = eachStockAverageOver50Days[name] / counterOfIthStock[name]; // find average used in line 113 and line 106
}
var numbers = new List <string>();
foreach (var num in Enumerable.Range(0, 9).ToArray())
{
numbers.Add("'" + num + "'");
}
var screenedAvgOpenCloseStocks = eachStockAverageOver50Days.Where(x => stocksAndTheirOpenPrice[x.Key] != null && x.Value >= (stocksAndTheirOpenPrice[x.Key] * 0.02m)); // (> 2% of the stock's value happens to be the open prevClose difference on an average) // && stocksAndTheirOpenPrice[x.Key] > 100 && stocksAndTheirOpenPrice[x.Key] < 10000
var screenedStocks = from avgOpenClose in screenedAvgOpenCloseStocks
join OpenPrice in stocksAndTheirOpenPrice on avgOpenClose.Key equals OpenPrice.Key
where OpenPrice.Value != avgOpenClose.Value && hasBeenPositiveFor.ContainsKey(OpenPrice.Key) && (((decimal?)hasBeenPositiveFor[OpenPrice.Key] / ((decimal)last50DaysStockData.Count)) > 0.8m)// Has yielded positive outcomes for more than 80% of the time on an average && !numbers.Contains(avgOpenPriceClose.Key.Substring(0, 1)) // && OpenPrice.Value > 160 && OpenPrice.Value < 25000 // && avgOpenPriceClose.Value < (.07m * OpenPrice.Value) // To remove fake ones which show prices for one day only and inactive on other days
select new { PricePositiveForDays = hasBeenPositiveFor[OpenPrice.Key], PricePositiveByTotalDays = (((decimal?)hasBeenPositiveFor[OpenPrice.Key]) / ((decimal)last50DaysStockData.Count)), Stock = avgOpenClose.Key, AverageOpenCloseDiff = avgOpenClose.Value, OpenPrice50DaysAgo = OpenPrice.Value, OpenCloseDiffToOpenRatio = (avgOpenClose.Value / OpenPrice.Value) * 100 };
string json = JsonConvert.SerializeObject(screenedStocks, Formatting.Indented);
Console.WriteLine(json);
Console.ReadLine();
}
static void Main(string[] args)
{
Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
WebClient myWebClient = new WebClient();
List <DividendData> delistFilteredEquityBuybackData = new List <DividendData>();
List <DividendData> bonusUpcomingStockData = new List <DividendData>();
Dictionary <string, decimal?> currentStockValue = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirHighAvgd = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirLowAvgd = new Dictionary <string, decimal?>();
Dictionary <string, List <DividendData> > last20YearsStockData = new Dictionary <string, List <DividendData> >();
Dictionary <string, List <DividendDataOutput> > symbolWiseBonuses = new Dictionary <string, List <DividendDataOutput> >();
Dictionary <string, int> hasDailyStdDevBeenHigherThan30percentAvgStdDevDays = new Dictionary <string, int>();
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/Companies_proposed_to_be_delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx");
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx");
List <string> delistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <DelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx", "delisted").Select(x => x.Symbol).ToList();
List <string> toBeDelistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <ToBeDelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx", "Sheet1").Select(x => x.Symbol).ToList();
var stocksWhichHaveBeenAnnounced = new List <DividendData>();
var consideredDate = DateTime.Now.Date.AddDays(-1);
while (consideredDate.DayOfWeek == DayOfWeek.Saturday || consideredDate.DayOfWeek == DayOfWeek.Sunday)
{
consideredDate = consideredDate.AddDays(-1);
}
var tempDt = consideredDate.ToString("dd-MM-yy").Split("-");
var stringKey = tempDt[0] + tempDt[1] + tempDt[2];
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEBonus";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateBcXlsxFile(extractPath, stringKey);
List <DividendData> bonusAndDividendData = new EpPlusHelper().ReadFromExcel <List <DividendData> >(extractPath + @"\Bc" + stringKey + ".xlsx", "Bc" + stringKey);
delistFilteredEquityBuybackData = bonusAndDividendData.Where(x => x.PURPOSE != null && x.PURPOSE.Contains("BUYBACK") && x.SERIES != null && x.SERIES == "EQ" && x.SYMBOL != null && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList();
DateTime result;
foreach (var buyBackData in delistFilteredEquityBuybackData)
{
bool IsYearDateFormatForRecordDate = DateTime.TryParseExact(buyBackData.EX_DT, "yyyy-dd-MM", CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
if (!IsYearDateFormatForRecordDate)
{
DateTime.TryParseExact(buyBackData.EX_DT, "dd-MM-yy", CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
}
if (result > DateTime.Today.AddDays(2))
{
bonusUpcomingStockData.Add(new DividendData {
SYMBOL = buyBackData.SYMBOL, EX_DT = buyBackData.EX_DT, PURPOSE = buyBackData.PURPOSE
});
}
}
stocksWhichHaveBeenAnnounced.AddRange(bonusUpcomingStockData);
}
catch (Exception ex) { }
string json = JsonConvert.SerializeObject(delistFilteredEquityBuybackData, Formatting.Indented);
Console.WriteLine("Historical Share Bonus Data: -----\n" + json + "\n-------------\n");
string upcomingGenuineStockBonuses = JsonConvert.SerializeObject(bonusUpcomingStockData, Formatting.Indented);
Console.WriteLine("Upcoming Genuine Stock Bonus Data: -----\n" + upcomingGenuineStockBonuses + "\n-------------\n");
Console.ReadLine();
}
static void Main(string[] args)
{
Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
WebClient myWebClient = new WebClient();
Dictionary <string, decimal?> currentStockValue = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirHighAvgd = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirLowAvgd = new Dictionary <string, decimal?>();
Dictionary <string, List <BonusData> > last20YearsStockData = new Dictionary <string, List <BonusData> >();
Dictionary <string, List <BonusDataOutput> > symbolWiseBonuses = new Dictionary <string, List <BonusDataOutput> >();
Dictionary <string, int> hasDailyStdDevBeenHigherThan30percentAvgStdDevDays = new Dictionary <string, int>();
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/Companies_proposed_to_be_delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx");
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx");
List <string> delistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <DelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx", "delisted").Select(x => x.Symbol).ToList();
List <string> toBeDelistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <ToBeDelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx", "Sheet1").Select(x => x.Symbol).ToList();
var stocksWhichHaveBeenAnnounced = new List <BonusData>();
var consideredDate = DateTime.Now.Date.AddDays(-1);
while (consideredDate.DayOfWeek == DayOfWeek.Saturday || consideredDate.DayOfWeek == DayOfWeek.Sunday)
{
consideredDate = consideredDate.AddDays(-1);
}
var tempDt = consideredDate.ToString("dd-MM-yy").Split("-");
var stringKey = tempDt[0] + tempDt[1] + tempDt[2];
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEBonus";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateBcXlsxFile(extractPath, stringKey);
List <BonusData> bonusAndDividendData = new EpPlusHelper().ReadFromExcel <List <BonusData> >(extractPath + @"\Bc" + stringKey + ".xlsx", "Bc" + stringKey);
var delistFilteredEquityBonusData = bonusAndDividendData.Where(x => x.PURPOSE != null && x.PURPOSE.Contains("BONUS") && x.SERIES != null && x.SERIES == "EQ" && x.SYMBOL != null && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList();
foreach (var localBonusData in delistFilteredEquityBonusData)
{
int[] tempResultArray = new int[2];
int i = 0;
foreach (var split in localBonusData.PURPOSE.Split(":"))
{
tempResultArray[i] = Int32.Parse(Regex.Match(split, @"\d+").Value);
i++;
}
localBonusData.PURPOSE = ((decimal)tempResultArray[0] / (decimal)tempResultArray[1]).ToString(); // Defines the percentage of shares on existing number of shares.
}
var bonusUpcomingStockData = delistFilteredEquityBonusData.Where(x => DateTime.ParseExact(x.RECORD_DT, "yyyy-dd-MM", CultureInfo.InvariantCulture) > DateTime.Today.AddDays(2)).Select(x => new BonusData {
SYMBOL = x.SYMBOL, RECORD_DT = x.RECORD_DT.Replace("/", "-").Trim(), PURPOSE = x.PURPOSE.Trim()
});
stocksWhichHaveBeenAnnounced.AddRange(bonusUpcomingStockData);
}
catch (Exception ex) { }
foreach (int month in Enumerable.Range(1, 300).ToList())
{
consideredDate = DateTime.Now.Date.AddDays(-1).AddMonths(-month);
while (consideredDate.DayOfWeek == DayOfWeek.Saturday || consideredDate.DayOfWeek == DayOfWeek.Sunday)
{
consideredDate = consideredDate.AddDays(-1);
}
tempDt = consideredDate.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEBonus";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateBcXlsxFile(extractPath, stringKey);
List <BonusData> bonusAndDividendData = new EpPlusHelper().ReadFromExcel <List <BonusData> >(extractPath + @"\Bc" + stringKey + ".xlsx", "Bc" + stringKey);
var delistFilteredEquityBonusData = bonusAndDividendData.Where(x => x.PURPOSE != null && x.PURPOSE.Contains("BONUS") && x.SERIES != null && x.SERIES == "EQ" && x.SYMBOL != null && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList();
foreach (var localBonusData in delistFilteredEquityBonusData)
{
int[] tempResultArray = new int[2];
int i = 0;
foreach (var split in localBonusData.PURPOSE.Split(":"))
{
tempResultArray[i] = Int32.Parse(Regex.Match(split, @"\d+").Value);
i++;
}
localBonusData.PURPOSE = ((decimal)tempResultArray[0] / (decimal)tempResultArray[1]).ToString(); // Defines the percentage of shares on existing number of shares.
}
var bonusStockData = delistFilteredEquityBonusData.Select(x => new BonusData {
SYMBOL = x.SYMBOL, RECORD_DT = x.RECORD_DT.Replace("/", "-").Trim(), PURPOSE = x.PURPOSE.Trim()
});
last20YearsStockData.Add(stringKey, bonusStockData.ToList());
}
catch (Exception ex) { continue; }
}
Dictionary <string, int> daysForWhichBonusIsStable = new Dictionary <string, int>();
var extractPathForStableDate = @"C:\Trading\BhavCopy\NSEBonusStableDate";
foreach (var currentYearBonusData in last20YearsStockData)
{
foreach (var bonusData in currentYearBonusData.Value.Where(x => x.RECORD_DT.Trim() != ""))
{
bool IsYearDateFormat = DateTime.TryParseExact(bonusData.RECORD_DT, "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.None, out DateTime result);
if (!IsYearDateFormat)
{
DateTime.TryParseExact(bonusData.RECORD_DT, "dd-MM-yyyy", CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
}
var recordDateMinus6Day = result.AddDays(-6);
while (recordDateMinus6Day.DayOfWeek == DayOfWeek.Saturday || recordDateMinus6Day.DayOfWeek == DayOfWeek.Sunday)
{
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
}
tempDt = recordDateMinus6Day.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
var downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
try
{
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
}
catch (Exception ex) {
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
while (recordDateMinus6Day.DayOfWeek == DayOfWeek.Saturday || recordDateMinus6Day.DayOfWeek == DayOfWeek.Sunday)
{
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
}
tempDt = recordDateMinus6Day.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
try
{
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
}
catch
{
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
while (recordDateMinus6Day.DayOfWeek == DayOfWeek.Saturday || recordDateMinus6Day.DayOfWeek == DayOfWeek.Sunday)
{
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
}
tempDt = recordDateMinus6Day.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
try { myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath); }
catch
{
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
while (recordDateMinus6Day.DayOfWeek == DayOfWeek.Saturday || recordDateMinus6Day.DayOfWeek == DayOfWeek.Sunday)
{
recordDateMinus6Day = recordDateMinus6Day.AddDays(-1);
}
tempDt = recordDateMinus6Day.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
}
}
}
try { Directory.Delete(extractPathForStableDate, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPathForStableDate, true);
CreateXlsxFile(extractPathForStableDate, stringKey);
List <StockData> recordDateMinus6DaysStockData = new EpPlusHelper().ReadFromExcel <List <StockData> >(extractPathForStableDate + @"\Pd" + stringKey + ".xlsx", "Pd" + stringKey);
var delistFilteredEquityStockDataRMinus6 = recordDateMinus6DaysStockData.FirstOrDefault(x => x.SYMBOL == bonusData.SYMBOL && x.SERIES == "EQ" && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)); // Here, we get stocks which arent delisted or on the delistable notice list.
if (delistFilteredEquityStockDataRMinus6 == null)
{
continue;
}
bool IsYearDateFormatForRecordDate = DateTime.TryParseExact(bonusData.RECORD_DT, "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
if (!IsYearDateFormatForRecordDate)
{
DateTime.TryParseExact(bonusData.RECORD_DT, "dd-MM-yyyy", CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
}
var recordDateAfter = result.AddDays(1);
while (recordDateAfter.DayOfWeek == DayOfWeek.Saturday || recordDateAfter.DayOfWeek == DayOfWeek.Sunday)
{
recordDateAfter = recordDateAfter.AddDays(1);
}
if (recordDateAfter.Date > DateTime.Today.Date)
{
continue;
}
tempDt = recordDateAfter.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
try
{
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
}
catch (Exception ex)
{
recordDateAfter = recordDateAfter.AddDays(1);
while (recordDateAfter.DayOfWeek == DayOfWeek.Saturday || recordDateAfter.DayOfWeek == DayOfWeek.Sunday)
{
recordDateAfter = recordDateAfter.AddDays(1);
}
if (recordDateAfter.Date > DateTime.Today.Date)
{
continue;
}
tempDt = recordDateAfter.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
try
{
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
}
catch
{
recordDateAfter = recordDateAfter.AddDays(1);
while (recordDateAfter.DayOfWeek == DayOfWeek.Saturday || recordDateAfter.DayOfWeek == DayOfWeek.Sunday)
{
recordDateAfter = recordDateAfter.AddDays(1);
}
tempDt = recordDateAfter.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
try { myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath); }
catch
{
recordDateAfter = recordDateAfter.AddDays(1);
while (recordDateAfter.DayOfWeek == DayOfWeek.Saturday || recordDateAfter.DayOfWeek == DayOfWeek.Sunday)
{
recordDateAfter = recordDateAfter.AddDays(1);
}
tempDt = recordDateAfter.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
}
}
}
try { Directory.Delete(extractPathForStableDate, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPathForStableDate, true);
CreateXlsxFile(extractPathForStableDate, stringKey);
List <StockData> recordDateStockData = new EpPlusHelper().ReadFromExcel <List <StockData> >(extractPathForStableDate + @"\Pd" + stringKey + ".xlsx", "Pd" + stringKey);
var delistFilteredEquityStockDataRDate = recordDateStockData.FirstOrDefault(x => x.SYMBOL == bonusData.SYMBOL && x.SERIES == "EQ" && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)); // Here, we get stocks which arent delisted or on the delistable notice list.
if (delistFilteredEquityStockDataRDate == null)
{
continue;
}
// Only if after giving Bonus has led to atleast 40 % profit overall:
if (decimal.Parse(delistFilteredEquityStockDataRDate.CLOSE_PRICE) * (1m + Decimal.Parse(bonusData.PURPOSE)) >= 1.40m * (decimal.Parse(delistFilteredEquityStockDataRMinus6.CLOSE_PRICE)))
{
if (!symbolWiseBonuses.ContainsKey(bonusData.SYMBOL))
{
symbolWiseBonuses.Add(bonusData.SYMBOL, new List <BonusDataOutput> {
new BonusDataOutput {
RecordDate = bonusData.RECORD_DT, BonusRatio = bonusData.PURPOSE.Trim(), ClosePriceOnRPlus1Date = decimal.Parse(delistFilteredEquityStockDataRDate.CLOSE_PRICE), ClosePriceOnRMinus6Date = decimal.Parse(delistFilteredEquityStockDataRMinus6.CLOSE_PRICE)
}
});
}
else if (!symbolWiseBonuses[bonusData.SYMBOL].Exists(x => x.RecordDate.Trim() == bonusData.RECORD_DT.Trim()))
{
symbolWiseBonuses[bonusData.SYMBOL].Add(new BonusDataOutput {
RecordDate = bonusData.RECORD_DT, BonusRatio = bonusData.PURPOSE.Trim(), ClosePriceOnRPlus1Date = decimal.Parse(delistFilteredEquityStockDataRDate.CLOSE_PRICE), ClosePriceOnRMinus6Date = decimal.Parse(delistFilteredEquityStockDataRMinus6.CLOSE_PRICE)
});
}
}
}
}
var historicalBonusShareData = symbolWiseBonuses.OrderByDescending(x => x.Value.Count);
string json = JsonConvert.SerializeObject(historicalBonusShareData, Formatting.Indented);
Console.WriteLine("Historical Share Bonus Data: -----\n" + json + "\n-------------\n");
var upcomingStocksWithGenuineBonus = stocksWhichHaveBeenAnnounced.Where(x => historicalBonusShareData.Select(y => y.Key).Contains(x.SYMBOL));
string upcomingGenuineStockBonuses = JsonConvert.SerializeObject(upcomingStocksWithGenuineBonus, Formatting.Indented);
Console.WriteLine("Upcoming Genuine Stock Bonus Data: -----\n" + upcomingGenuineStockBonuses + "\n-------------\n");
Console.ReadLine();
}
static void Main(string[] args)
{
Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
WebClient myWebClient = new WebClient();
Dictionary <string, decimal?> currentStockValue = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirHighAvgd = new Dictionary <string, decimal?>();
Dictionary <string, decimal?> stocksAndTheirLowAvgd = new Dictionary <string, decimal?>();
Dictionary <string, List <DividendData> > last20YearsStockData = new Dictionary <string, List <DividendData> >();
Dictionary <string, List <DividendDataOutput> > symbolWiseBonuses = new Dictionary <string, List <DividendDataOutput> >();
Dictionary <string, int> hasDailyStdDevBeenHigherThan30percentAvgStdDevDays = new Dictionary <string, int>();
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/Companies_proposed_to_be_delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx");
myWebClient.DownloadFile("https://archives.nseindia.com/content/equities/delisted.xlsx", @"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx");
List <string> delistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <DelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\DelistedStockSymbols.xlsx", "delisted").Select(x => x.Symbol).ToList();
List <string> toBeDelistedStockSymbols = new EpPlusHelper().ReadFromExcel <List <ToBeDelistedStockData> >(@"C:\Trading\BhavCopy\Last50DaysNSE\ToBeDelistedStockSymbols.xlsx", "Sheet1").Select(x => x.Symbol).ToList();
var stocksWhichHaveBeenAnnounced = new List <DividendData>();
var consideredDate = DateTime.Now.Date.AddDays(-1);
while (consideredDate.DayOfWeek == DayOfWeek.Saturday || consideredDate.DayOfWeek == DayOfWeek.Sunday)
{
consideredDate = consideredDate.AddDays(-1);
}
var tempDt = consideredDate.ToString("dd-MM-yy").Split("-");
var stringKey = tempDt[0] + tempDt[1] + tempDt[2];
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEBonus";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateBcXlsxFile(extractPath, stringKey);
List <DividendData> bonusAndDividendData = new EpPlusHelper().ReadFromExcel <List <DividendData> >(extractPath + @"\Bc" + stringKey + ".xlsx", "Bc" + stringKey);
var delistFilteredEquityBonusData = bonusAndDividendData.Where(x => x.PURPOSE != null && x.PURPOSE.Contains("RIGHTS") && x.SERIES != null && x.SERIES == "EQ" && x.SYMBOL != null && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList();
var bonusUpcomingStockData = delistFilteredEquityBonusData.Where(x => Convert.ToDateTime(x.EX_DT) > DateTime.Today.AddDays(2)).Select(x => new DividendData {
SYMBOL = x.SYMBOL, EX_DT = x.EX_DT.Replace("/", "-").Trim(), PURPOSE = x.PURPOSE.Trim()
});
stocksWhichHaveBeenAnnounced.AddRange(bonusUpcomingStockData);
}
catch (Exception ex) { }
foreach (int month in Enumerable.Range(0, 300).ToList())
{
consideredDate = DateTime.Now.Date.AddDays(-1).AddMonths(-month);
while (consideredDate.DayOfWeek == DayOfWeek.Saturday || consideredDate.DayOfWeek == DayOfWeek.Sunday)
{
consideredDate = consideredDate.AddDays(-1);
}
tempDt = consideredDate.ToString("MM-dd-yy").Split("-");
stringKey = tempDt[1] + tempDt[0] + tempDt[2];
try
{
var downloadFilePath = @"C:\Trading\BhavCopy\Last10Year\" + stringKey + ".zip";
var extractPath = @"C:\Trading\BhavCopy\NSEBonus";
myWebClient.DownloadFile("https://www1.nseindia.com/archives/equities/bhavcopy/pr/PR" + stringKey + ".zip", downloadFilePath);
try { Directory.Delete(extractPath, true); } catch { }
System.IO.Compression.ZipFile.ExtractToDirectory(downloadFilePath, extractPath, true);
CreateBcXlsxFile(extractPath, stringKey);
List <DividendData> bonusAndDividendData = new EpPlusHelper().ReadFromExcel <List <DividendData> >(extractPath + @"\Bc" + stringKey + ".xlsx", "Bc" + stringKey);
var delistFilteredEquityBonusData = bonusAndDividendData.Where(x => x.PURPOSE != null && x.PURPOSE.Contains("RIGHTS") && x.SERIES != null && x.SERIES == "EQ" && x.SYMBOL != null && !delistedStockSymbols.Contains(x.SYMBOL) && !toBeDelistedStockSymbols.Contains(x.SYMBOL)).ToList();
if (delistFilteredEquityBonusData.Count() > 0)
{
var bonusStockData = delistFilteredEquityBonusData.Select(x => new DividendData {
SYMBOL = x.SYMBOL, EX_DT = x.EX_DT.Replace("/", "-").Trim(), PURPOSE = x.PURPOSE.Trim()
});
last20YearsStockData.Add(stringKey, bonusStockData.ToList());
}
}
catch (Exception ex) { continue; }
}
Dictionary <string, int> daysForWhichBonusIsStable = new Dictionary <string, int>();
foreach (var currentYearBonusData in last20YearsStockData)
{
foreach (var bonusData in currentYearBonusData.Value.Where(x => x.EX_DT.Trim() != ""))
{
bool IsYearDateFormat = DateTime.TryParseExact(bonusData.EX_DT, "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.None, out DateTime result);
if (!IsYearDateFormat)
{
DateTime.TryParseExact(bonusData.EX_DT, "dd-MM-yyyy", CultureInfo.InvariantCulture, DateTimeStyles.None, out result);
}
bonusData.EX_DT = result.ToString("dd-MM-yyyy");
}
}
var historicalRightsIssueData = last20YearsStockData.OrderByDescending(x => x.Value.Count);
string json = JsonConvert.SerializeObject(historicalRightsIssueData, Formatting.Indented);
Console.WriteLine("Historical Share Rights Data: -----\n" + json + "\n-------------\n");
var upcomingStocksWithGenuineRights = stocksWhichHaveBeenAnnounced.Where(x => historicalRightsIssueData.Select(y => y.Key).Contains(x.SYMBOL));
string upcomingGenuineStockRights = JsonConvert.SerializeObject(upcomingStocksWithGenuineRights, Formatting.Indented);
Console.WriteLine("Upcoming Genuine Stock Bonus Data: -----\n" + upcomingGenuineStockRights + "\n-------------\n");
Console.ReadLine();
}