static string DataTypeToURL(DataFeed.DataType dataType)
{
switch (dataType)
{
case DataType.Daily:
return("d");
case DataType.Monthly:
return("m");
case DataType.Weekly:
return("w");
case DataType.Dividends:
return("v");
default:
return("");
}
}
public bool GetSeries(DateTime start, DateTime end, Equity equity, DataFeed.DataType dataType, out TA.PriceVolumeSeries series)
{
string symbol = equity.Symbol;
bool result = false;
series = null;
do
{
int size = (int)Math.Round((end - start).TotalDays);
if (size <= 0)
{
break;
}
// preallocate some memory
series = new TA.PriceVolumeSeries(size);
string url;
result = buildURL(symbol, start, end, dataType, out url);
if (!result)
{
break;
}
Console.WriteLine("Get data from URL " + url + " between " + start + " and " + end);
HttpWebRequest httpRequest = (HttpWebRequest)WebRequest.Create(url);
HttpWebResponse httpResponse = (HttpWebResponse)httpRequest.GetResponse();
Stream readStream = httpResponse.GetResponseStream();
result = fillDataArray(readStream, series);
}while (false);
return(result);
}
/// <summary>
/// Example
/// MMM Apr 5, 1970 - 27 Feb,2009, daily
/// http://ichart.finance.yahoo.com/table.csv?s=MMM&a=03&b=5&c=1970&d=01&e=27&f=2009&g=d&ignore=.csv
/// </summary>
static bool buildURL(string symbol, DateTime start, DateTime end, DataFeed.DataType dataType, out string url)
{
url = "";
string dataTypeURL = DataTypeToURL(dataType);
if (dataTypeURL == "")
{
return(false);
}
symbol = symbol.ToUpper();
url = "http://ichart.finance.yahoo.com/table.csv?s=" + symbol +
"&a=" + Month2Str(start.Month) +
"&b=" + start.Day +
"&c=" + start.Year +
"&d=" + end.Month +
"&e=" + end.Day +
"&e=" + end.Year +
"&g=" + dataTypeURL +
"&ignore=.csv";
return(true);
}