/// <summary>
/// Imports the async. endTime stock history inclusive
/// </summary>
/// <returns>The async.</returns>
/// <param name="symbol">Symbol.</param>
/// <param name="startTime">Start time.</param>
/// <param name="endTime">End time.</param>
/// <param name="period">Period.</param>
/// <param name="token">Token.</param>
public async Task <IReadOnlyList <IOhlcv> > ImportAsync(string symbol, DateTime?startTime = default(DateTime?), DateTime?endTime = default(DateTime?), PeriodOption period = PeriodOption.Daily, CancellationToken token = default(CancellationToken))
{
if (period == PeriodOption.PerSecond || period == PeriodOption.Per10Minute || period == PeriodOption.BiHourly)
{
throw new ArgumentException($"This importer does not support {period.ToString()}");
}
Client.BaseAddress = new Uri("https://www.alphavantage.co");
string query = string.Empty;
string function = "TIME_SERIES_DAILY";
string format = "yyyy-MM-dd";
switch (period)
{
case PeriodOption.PerMinute:
format = "yyyy-MM-dd HH:mm:ss";
function = "function=TIME_SERIES_INTRADAY&interval=1min";
break;
case PeriodOption.Per5Minute:
format = "yyyy-MM-dd HH:mm:ss";
function = "function=TIME_SERIES_INTRADAY&interval=5min";
break;
case PeriodOption.Per15Minute:
format = "yyyy-MM-dd HH:mm:ss";
function = "function=TIME_SERIES_INTRADAY&interval=15min";
break;
case PeriodOption.Per30Minute:
format = "yyyy-MM-dd HH:mm:ss";
function = "function=TIME_SERIES_INTRADAY&interval=30min";
break;
case PeriodOption.Hourly:
format = "yyyy-MM-dd HH:mm:ss";
function = "function=TIME_SERIES_INTRADAY&interval=60min";
break;
case PeriodOption.Daily:
function = "function=TIME_SERIES_DAILY";
break;
case PeriodOption.Weekly:
function = "function=TIME_SERIES_WEEKLY";
break;
case PeriodOption.Monthly:
function = "function=TIME_SERIES_MONTHLY";
break;
default:
break;
}
query = $"/query?{function}&symbol={symbol}&apikey={ApiKey}&outputsize={OutputSize.ToString()}&datatype=csv";
var csvStream = await client.GetStreamAsync(query);
TextReader textReader = new StreamReader(csvStream);
var culture = "en-US";
var cultureInfo = new CultureInfo(culture);
var candles = new List <IOhlcv>();
using (var csvReader = new CsvReader(textReader, new Configuration()
{
CultureInfo = cultureInfo, Delimiter = ",", HasHeaderRecord = true
}))
{
bool isHeaderBypassed = false;
while (csvReader.Read())
{
// HasHeaderRecord is not working for CsvReader 6.0.2
if (!isHeaderBypassed)
{
isHeaderBypassed = true;
continue;
}
var date = string.IsNullOrWhiteSpace(format) ? csvReader.GetField <DateTime>(0) : DateTime.ParseExact(csvReader.GetField <string>(0), format, cultureInfo);
if ((!startTime.HasValue || date >= startTime) && (!endTime.HasValue || date <= endTime))
{
candles.Add(GetRecord(csvReader, format, cultureInfo));
}
}
}
return(candles.OrderBy(c => c.DateTime).ToList());
}
