static void Main(string[] args)
{
string[] stocks = InvestingToolkit.GetEquityGroupAsync(EquityGroup.SP500).Result;
foreach (string s in stocks)
{
HistoricalDataProvider hdp = new HistoricalDataProvider();
Console.Write("Working on " + s + "... ");
hdp.DownloadHistoricalDataAsync(s, new DateTime(2010, 1, 1), new DateTime(2011, 1, 1)).Wait();
if (hdp.DownloadResult == HistoricalDataDownloadResult.Successful)
{
Console.WriteLine(hdp.HistoricalData.Length.ToString());
}
else if (hdp.DownloadResult == HistoricalDataDownloadResult.DataDoesNotExistForSpecifiedTimePeriod)
{
Console.WriteLine("Data did not exist at the time!");
}
else if (hdp.DownloadResult == HistoricalDataDownloadResult.Unauthorized)
{
Console.WriteLine("Unauthorized!!!!!");
}
else if (hdp.DownloadResult == HistoricalDataDownloadResult.NoDataFound)
{
Console.WriteLine("Stock symbol not found.");
}
else
{
Console.WriteLine("Idk... " + hdp.DownloadResult.ToString());
}
}
}
private async Task <float> StockPriceClosestToDateAsync(string symbol, DateTime target)
{
HistoricalDataProvider hdp = new HistoricalDataProvider();
await hdp.DownloadHistoricalDataAsync(symbol, target.AddDays(-5), target.AddDays(5), 20);
//Throw an error if not successful
if (hdp.DownloadResult != HistoricalDataDownloadResult.Successful)
{
throw new Exception("Unable to download historical data for '" + symbol.ToUpper().Trim() + "'. Status: " + hdp.DownloadResult.ToString());
}
//Find the closest
int closest_measure = int.MaxValue;
HistoricalDataRecord winner = hdp.HistoricalData[0];
foreach (HistoricalDataRecord hdr in hdp.HistoricalData)
{
TimeSpan ts = hdr.Date - target;
if (Math.Abs(ts.Days) < closest_measure)
{
closest_measure = Math.Abs(ts.Days);
winner = hdr;
}
}
return(winner.AdjustedClose);
}
public static void Main(string[] args)
{
// header
Console.WriteLine("***********************");
Console.WriteLine("* Test Load Data *");
Console.WriteLine("***********************");
var HistoricalData = new HistoricalDataProvider();
DateTime from = new DateTime(2010, 01, 01);
DateTime maturity = new DateTime(2010, 04, 12);
Share share1 = new Share("ACCOR SA", "AC FP");
Share share2 = new Share("CREDIT AGRICOLE SA", "ACA FP");
Share[] underlyingShares = new Share[] { share1, share2 };
double[] weights = new double[] { 0.3, 0.7 };
double strike = 7000;
IOption option = new BasketOption("panier", underlyingShares, weights, maturity, strike);
List <DataFeed> lst = HistoricalData.GetDataFeeds(option, from);
foreach (DataFeed element in lst)
{
Console.WriteLine("\n\n" + element.Date.ToString() + "\n" + string.Join(",", element.PriceList.Select(kv => kv.Key + "=" + kv.Value).ToArray()));
}
Console.WriteLine("**************End of Loading****************");
String[] id = lst[0].PriceList.Keys.ToArray();
Console.WriteLine("les ids : " + id[0] + " et " + id[1]);
Console.ReadKey(true);
}
private void LoadHistoricalData(BootstrapForm bootstrap)
{
historicalDataResolutions = new Dictionary <string, bool>();
historicalResolutionSource = new Dictionary <int, string>();
if (historicalDataManager.All.Count > 0)
{
//historicalDataResolutions = new Dictionary<string, bool>();
//historicalResolutionSource = new Dictionary<int, string>();
string temp;
bootstrap.MainLabel = "Carregando Bases Históricas...";
if (historicalDataManager.Config.AppSettings.Settings["historicalDataProvider"] == null)
{
historicalDataManager.Config.AppSettings.Settings.Add("historicalDataProvider", historicalDataManager.All[0].Identifier);
historicalDataManager.Config.Save(ConfigurationSaveMode.Modified);
}
HistoricalDataProvider database = historicalDataManager.Get("DB_HISTORICAL_PROVIDER");
HistoricalDataProvider updater = historicalDataManager.Get(historicalDataManager.Config.AppSettings.Settings["historicalDataProvider"].Value);
foreach (KeyValueConfigurationElement configValue in historicalDataManager.Config.AppSettings.Settings)
{
//bootstrap.Debug(configValue.Key + "\n", true);
if (configValue.Key.Contains("HistoricalDataResolution_"))
{
historicalDataResolutions.Add(configValue.Key.Split('_')[1], configValue.Value == "1" ? true : false);
}
}
List <int> resolutions = new List <int>();
foreach (KeyValuePair <string, bool> entry in historicalDataResolutions)
{
if (entry.Value)
{
int tmp = HistoricalDataResolutionStringToSeconds(entry.Key);
historicalResolutionSource.Add(tmp, entry.Key);
resolutions.Add(tmp);
}
}
bootstrap.SubProgress = 0;
bootstrap.SubProgressMax = stockManager.All.Count * resolutions.Count;
bool updateNeeded;
bool autoUpdate = false;
string query;
StringBuilder sb;
List <string>[] results;
DateTime lastWeekDay = DateTime.Now;
//new DateTime(1970,1,1,1,);
lastWeekDay = new DateTime(lastWeekDay.Year, lastWeekDay.Month, lastWeekDay.Day, 17, 0, 0);
//pra pegar o ultimo dia útil.
while (lastWeekDay.DayOfWeek == DayOfWeek.Sunday || lastWeekDay.DayOfWeek == DayOfWeek.Saturday)
{
lastWeekDay = lastWeekDay.Subtract(TimeSpan.FromDays(1));
}
if (historicalDataManager.Config.AppSettings.Settings["historicalDataAutoUpdate"] == null)
{
historicalDataManager.Config.AppSettings.Settings.Add("historicalDataAutoUpdate", "0");
historicalDataManager.Config.Save(ConfigurationSaveMode.Modified);
}
if (historicalDataManager.Config.AppSettings.Settings["historicalDataAutoUpdate"].Value == "1")
{
autoUpdate = true;
}
foreach (Stock stock in stockManager.All)
{
foreach (int resolution in resolutions)
{
//checar se os dados históricos estão atualizados.
query = "SELECT timestamp FROM period WHERE stock_id = ";
query += stock.Id + " AND periodLength = " + resolution;
query += " ORDER BY timestamp DESC LIMIT 1";
updateNeeded = false;
results = DB.Select(query);
if (results[0].Count == 0) //se não tiver nada no bd
{
updateNeeded = true;
}
else
{
DateTime lastUpdateDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0);
lastUpdateDateTime = lastUpdateDateTime.AddSeconds(long.Parse(results[0][0]));
if (lastUpdateDateTime.AddDays(1).DayOfWeek == DayOfWeek.Saturday)
{ //ultimo foi sexta
//Clipboard.SetText(lastWeekDay.AddDays(2).Day.ToString());
if ((lastWeekDay.AddDays(1) - lastUpdateDateTime).TotalDays >= 1)
{
updateNeeded = true;
}
}
else if ((lastWeekDay - lastUpdateDateTime).TotalHours >= 1) //se o ultimo periodo do db for de um dia anterior a ontem, atualizar.
{
updateNeeded = true;
}
}
historicalResolutionSource.TryGetValue(resolution, out temp);
if (updateNeeded && autoUpdate) //precisa atualizar
{
bootstrap.SubLabel = "Baixando dados históricos para " + stock.Ticker + ":" +
temp + " de " + updater.Name + "...";
stock.HistoricalDataManager.SetList(resolution,
updater.GetAllFrom("BVMF", stock.Ticker, resolution)
);
if (stock.HistoricalDataManager.GetCandleList(resolution).Count > 0)
{
bootstrap.SubLabel = "Atualizando dados históricos de " + stock.Ticker + ":" + temp + "...";
sb = new StringBuilder();
sb.Append("INSERT INTO period VALUES ");
foreach (Candle candle in stock.HistoricalData(resolution))
{
sb.Append(
"(" +
stock.Id + ";" +
candle.Timestamp + ";" +
resolution + ";" +
candle.Open + ";" +
candle.Close + ";" +
candle.High + ";" +
candle.Low + ";" +
candle.Volume + ");"
);
}
query = sb.ToString();
query = query.Replace(",", ".");
query = query.Replace(";", ",");
query += "@@@";
query = query.Replace(",@@@", " ON DUPLICATE KEY UPDATE stock_id=stock_id");
DB.Query(query);
}
}
bootstrap.SubLabel = "Carregando dados históricos para " + stock.Ticker + ":" +
temp + " de " + database.Name + "...";
stock.HistoricalDataManager.SetList(
resolution,
database.GetAllFrom(stock.Id, resolution)
);
bootstrap.SubProgress++;
}
}
}
}
