public Symbol(string symbol, DateTime dateFrom, DateTime dateTo, FinamDataPeriod timeFrame)
{
this.Code = symbol;
this.InitDateTo = dateTo;
this.timeFrame = timeFrame;
this.InitDateFrom = dateFrom;
}
private async Task <HashSet <Quote> > GetQuotes(Symbol symbol, int marketId, int em, DateTime dateFrom, DateTime dateTo, FinamDataPeriod period)
{
HashSet <Quote> resultSet = new HashSet <Quote>();
HashSet <Quote> quotesFromFile = GetQuotesFromFile(symbol, marketId, em, dateFrom, dateTo, period);
resultSet.UnionWith(quotesFromFile);
var lastQuoteDate = dateFrom;
foreach (Quote quote in resultSet)
{
if (quote.Date > lastQuoteDate)
{
lastQuoteDate = quote.Date;
}
}
if (lastQuoteDate < dateTo)
{
if (period == FinamDataPeriod.Monthly)
{
if (dateTo.Subtract(lastQuoteDate).Days < 30)
{
return(resultSet);
}
}
if (period == FinamDataPeriod.Daily)
{
if (dateTo.Subtract(lastQuoteDate).Days < 5)
{
return(resultSet);
}
}
string rawDataQuotesFromServer = await GetRawDataQuotesFromServer(symbol, marketId, em, lastQuoteDate, dateTo, period);
AppendResponseToFile(symbol, rawDataQuotesFromServer, period);
resultSet.UnionWith(ExtractQuotes(rawDataQuotesFromServer));
}
return(resultSet);
}
public string PrepareGetQuotesRequest(string symbolName, int marketId, int em, FinamDataPeriod period, DateTime partDateFrom, DateTime partDateTo)
{
return($"http://export.finam.ru/" +
$"{symbolName}_{partDateFrom.ToString("yyMMdd")}_{partDateTo.ToString("yyMMdd")}.txt?" +
$"market={marketId}&" +
$"em={em}&" +
$"code={symbolName}&apply=0&" +
$"df={partDateFrom.Day}&" +
$"mf={partDateFrom.Month-1}&" +
$"yf={partDateFrom.Year}&" +
$"from={partDateFrom.ToShortDateString()}&" +
$"dt={partDateTo.Day}&" +
$"mt={partDateTo.Month-1}&" +
$"yt={partDateTo.Year}&" +
$"to={partDateTo.ToShortDateString()}&" +
$"p={(int) period}&" +
$"f={symbolName}_{partDateFrom.ToString("yyMMdd")}_{partDateTo.ToString("yyMMdd")}&" +
"e=.txt&" +
$"cn={symbolName}&" +
$"dtf=1&" +
$"tmf=1&" +
"MSOR=1&mstime=on&mstimever=1&sep=1&sep2=1&datf=1");
}
private static void AppendResponseToFile(Symbol symbol, string rawDataQuotes, FinamDataPeriod period)
{
var dataLines = rawDataQuotes.Split('\n');
string[] s = dataLines[0].Replace("\n", "").Split(',');
if (s.Length != 9)
{
throw new ApplicationException("Error " + dataLines[0]);
}
FilesHelper.AppendToFile($"{symbol.Code}_{period}", rawDataQuotes);
}
private HashSet <Quote> GetQuotesFromFile(Symbol symbol, int marketId, int em, DateTime dateFrom, DateTime dateTo, FinamDataPeriod period)
{
string fileName = $"{symbol.Code}_{period}";
if (!FilesHelper.IsFileExists(fileName))
{
return(new HashSet <Quote>());
}
HashSet <Quote> quotes = new HashSet <Quote>();
string text = FilesHelper.ReadFromFile(fileName);
foreach (string s in text.Split('\n'))
{
if (s == "")
{
continue;
}
var quote = new Quote(s);
if (quote.Date >= dateFrom.Date && quote.Date <= dateTo.Date)
{
quotes.Add(quote);
}
}
logger.Debug($"Loaded quotes from file: {symbol.Code} {dateFrom} - {dateTo} {period}");
return(quotes);
}
private async Task <string> GetRawDataQuotesFromServer(Symbol symbol, int marketId, int em, DateTime dateFrom, DateTime dateTo, FinamDataPeriod period)
{
string url = PrepareGetQuotesRequest(symbol.Code, marketId, em, period, dateFrom, dateTo);
string rawDataQuotes = await RequestsHelper.SendGetRequest(url);
logger.Debug("Response from Finam is:\n" + rawDataQuotes);
await Task.Delay(5000);
return(rawDataQuotes);
}
protected static async Task <Dictionary <string, Symbol> > LoadSymbols(string[] symbolsNames, DateTime dateFrom, DateTime dateTo, FinamDataPeriod period)
{
var resultMap = new Dictionary <string, Symbol>();
var finam = new Finam();
foreach (string symbolName in symbolsNames)
{
var symbol = new Symbol(symbolName, dateFrom, dateTo, period);
symbol.Quotes = await finam.LoadQuotes(symbol);
symbol.Dividends = await Dohod.GetDividendsBySymbol(symbol);
resultMap.Add(symbolName, symbol);
}
return(resultMap);
}
