private static IEnumerable <BaseData> GetEnumerator(Symbol symbol, DateTime startDateTime, DateTime endDateTime)
{
var data = Historical.Get(symbol.Value, startDateTime, endDateTime);
foreach (var item in data)
{
yield return(new TradeBar(item.Date, symbol, item.Open, item.High, item.Low, item.Close, (long)item.Volume, TimeSpan.FromDays(1)));
}
}
/// <summary>
/// Download Dividend and Split data from Yahoo
/// </summary>
/// <param name="symbol">Symbol of the data to download</param>
/// <param name="startUtc">Get data after this time</param>
/// <param name="endUtc">Get data before this time</param>
/// <returns></returns>
public Queue <BaseData> DownloadSplitAndDividendData(Symbol symbol, DateTime startUtc, DateTime endUtc)
{
var split = Historical.GetRaw(symbol.Value, startUtc, endUtc, "split");
var dividend = Historical.GetRaw(symbol.Value, startUtc, endUtc, "dividend");
var parsed = new List <BaseData>();
foreach (var data in new[] { split, dividend })
{
bool isSplit = false;
foreach (var item in data.Split('\n'))
{
if (item == "Date,Stock Splits")
{
isSplit = true;
continue;
}
if (item == "Date,Dividends")
{
continue;
}
if (item == "")
{
break;
}
string[] values = item.Split(',');
if (isSplit)
{
parsed.Add(new Split
{
Time = DateTime.ParseExact(values[0].Replace("-", String.Empty), DateFormat.EightCharacter, CultureInfo.InvariantCulture),
Value = ParseAmount(values[1])
});
}
else
{
parsed.Add(new Dividend
{
Time = DateTime.ParseExact(values[0].Replace("-", String.Empty), DateFormat.EightCharacter, CultureInfo.InvariantCulture),
Value = Decimal.Parse(values[1])
});
}
}
}
return(new Queue <BaseData>(parsed.OrderByDescending(x => x.Time)));
}