public async Task <IStockData> GetStockDataAsync(string symbol, DateTime start, DateTime end, CancellationToken cancellationToken)
{
const string format = "https://query1.finance.yahoo.com/v7/finance/download/{0}?period1={1}&period2={2}&interval=1d&events=history&crumb={3}";
var requestUri = string.Format(format, symbol, (start - UnixEpoch).TotalSeconds, (end - UnixEpoch).TotalSeconds, crumb);
using (var stream = await client.GetStreamAsync(requestUri).ConfigureAwait(false))
return(await YahooStockData.LoadAsync(stream, cancellationToken).ConfigureAwait(false));
}
public static async Task <YahooStockData> LoadAsync(Stream stream, CancellationToken cancellationToken)
{
var stockData = new YahooStockData();
using (var reader = new StreamReader(stream, Encoding.ASCII, false, 4096, true)) {
var line = await reader.ReadLineAsync();
var tokens = line.Split(CsvDelimeters);
stockData.headers = tokens;
while ((line = await reader.ReadLineAsync()) != null)
{
tokens = line.Split(CsvDelimeters);
if (tokens.Length != stockData.headers.Length)
{
Console.WriteLine("Inconsistent number of columns: {0} vs {1}", tokens.Length, stockData.headers.Length);
}
var values = new object[tokens.Length];
if (tokens[0] != "null")
{
values[0] = DateTime.Parse(tokens[0], CultureInfo.InvariantCulture);
}
for (int i = 1; i < tokens.Length; i++)
{
if (tokens[i] == "null")
{
continue;
}
if (!double.TryParse(tokens[i], CsvValueStyle, CultureInfo.InvariantCulture, out var value))
{
Console.WriteLine("Failed to parse CSV double value: {0}", tokens[i]);
}
else
{
values[i] = value;
}
}
stockData.values.Add(values);
}
}
return(stockData);
}
