private List <DataBar> GetSymbolData(Symbol symbol)
{
// TODO : place here an intelligent update caching system.
List <DataBar> resultingData = new List <DataBar>();
// A typical historical address looks like this (baseCurrency is "AA")
// http://ichart.finance.yahoo.com/table.csv?s=AA&d=11&e=8&f=2008&g=d&a=0&b=2&c=1962&ignore=.csv
StringBuilder queryBuilder = new StringBuilder("http://ichart.finance.yahoo.com/table.csv");
queryBuilder.AppendFormat("?s={0}&d={1}&e={2}&f={3}&a={4}&b={5}&c={6}", symbol.Name,
_endDate.Month - 1, _endDate.Day, _endDate.Year,
_startDate.Month - 1, _startDate.Day, _startDate.Year);
string address = queryBuilder.ToString();
if (Uri.IsWellFormedUriString(queryBuilder.ToString(), UriKind.RelativeOrAbsolute) == false)
{
//address = Uri.EscapeUriString(address);
//address = Uri.EscapeDataString(address);
}
using (WebClient client = new WebClient())
{
try
{
string csvstring = client.DownloadString(address);
TimeSpan timePeriod;
using (System.IO.StringReader stringReader = new StringReader(csvstring))
{
// First line is the format orderInfo.
string formatInfo = stringReader.ReadLine();
int rows;
CSVDataBarReaderWriter.LoadCSVFromReader(CSVDataBarReaderWriter.DataFormat.CSVYahooFinanceQuotes, stringReader, 0, 0,
out timePeriod, out rows, resultingData);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError("Failed to retrieve stock quotes data [" + symbol + ", " + queryBuilder.ToString() + ", " + ex.Message + "]");
return(resultingData);
}
}
// Yahoo provides the stock dataDelivery with the first row being the most current.
resultingData.Reverse();
return(resultingData);
}
public override void SaveToFile(string fileName)
{
if (_dataProvider == null)
{
return;
}
IDataBarHistoryProvider dataBarProvider = CurrentDataBarProvider;
if (dataBarProvider == null)
{
return;
}
lock (dataBarProvider)
{
CSVDataBarReaderWriter reader = new CSVDataBarReaderWriter(fileName, CommonFinancial.CSVDataBarReaderWriter.DataFormat.CSVHistoricalFileDefault);
reader.Write(dataBarProvider.BarsUnsafe);
}
}
public override void SaveToFile(string fileName)
{
lock (this)
{
CSVDataBarReaderWriter reader = new CSVDataBarReaderWriter(fileName, CSVDataBarReaderWriter.DataFormat.CSVHistoricalFileDefault);
reader.Write(_data.AsReadOnly());
}
}
