public void Should_define_a_ticker()
{
var result = Ticker.Build("GOOG");
Assert.IsNotNull(result);
Assert.AreEqual(result.Symbol, "GOOG");
}
public void Should_define_an_interval()
{
var result = Ticker.Build()
.SetInterval(Interval.OneHour);
Assert.IsNotNull(result);
Assert.AreEqual(result.Interval, Interval.OneHour);
}
public void Should_define_a_period()
{
var result = Ticker.Build()
.SetPeriod(Period.OneYear);
Assert.IsNotNull(result);
Assert.AreEqual(result.Period, Period.OneYear);
}
public void Should_define_splits()
{
var result = Ticker.Build()
.SetSplits(true);
Assert.IsNotNull(result);
Assert.IsTrue(result.Splits);
}
public void Should_define_dividends()
{
var result = Ticker.Build()
.SetDividends(true);
Assert.IsNotNull(result);
Assert.IsTrue(result.Dividends);
}
public void Should_define_local_time_zone()
{
var result = Ticker.Build()
.SetLocalTimeZone();
Assert.IsNotNull(result);
Assert.AreEqual(result.TimeZone, TimeZoneInfo.Local);
}
public void Should_define_a_time_zone()
{
var localTimeZone = TimeZoneInfo.Local;
var result = Ticker.Build()
.SetTimeZone(localTimeZone);
Assert.IsNotNull(result);
Assert.AreEqual(result.TimeZone, localTimeZone);
}
public void Should_define_an_interval_of_dates_by_set_interval()
{
var startDate = new DateTime(2020, 1, 1);
var finishDate = new DateTime(2020, 5, 31);
var result = Ticker.Build()
.SetInterval(startDate, finishDate);
Assert.IsNotNull(result);
Assert.AreEqual(result.StartDate, startDate);
Assert.AreEqual(result.FinishDate, finishDate);
}
public void Should_download_ticker_data_from_yahoo_finance()
{
const string symbol = "ABEV3.SA";
var ticker = Ticker.Build()
.SetSymbol(symbol)
.SetPeriod(Period.OneYear)
.SetInterval(Interval.OneDay)
.SetEvents(true);
var result = ticker.Get();
Assert.IsNotNull(ticker.Result);
Assert.IsNotNull(result);
Assert.AreEqual(result.Symbol, symbol);
Assert.IsNotNull(result.Quotes);
Assert.IsTrue(result.Quotes.Length > 0);
Assert.IsNotNull(result.Dividends);
}
public void Should_download_ticker_data_from_yahoo_finance_by_start_finish_date()
{
const string symbol = "ABEV3.SA";
var ticker = Ticker.Build()
.SetSymbol(symbol)
.SetStartDate(new DateTime(2019, 1, 1))
.SetFinishDate(new DateTime(2020, 12, 1))
.SetInterval(Interval.OneDay)
.SetEvents(true);
var result = ticker.Get();
Assert.IsNotNull(ticker.Result);
Assert.IsNotNull(result);
Assert.AreEqual(result.Symbol, symbol);
Assert.IsNotNull(result.Quotes);
Assert.IsTrue(result.Quotes.Length > 0);
Assert.IsNotNull(result.Dividends);
}
public async Task Execute(CancellationToken stoppingToken)
{
var availableCash = await _tradingClient.GetCashAvailable();
_logger.LogInformation("Cash Available : {0} USD", availableCash);
var marketStatus = await _tradingClient.GetMarketStatus();
var now = TimeZoneInfo.ConvertTimeFromUtc(DateTime.Now.ToUniversalTime(), TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time"));
var next = new DateTime(now.Year, now.Month, now.Day, 0, 0, 0);
next = next.Add(TimeSpan.Parse(marketStatus.ChangeAt));
var nextOrders = new List <Order>();
var list = new List <string> {
"MSFT"
};
foreach (var symbolName in list)
{
var symbol = await _tradingClient.GetInstrumentFromSymbol(symbolName);
if (next.AddMinutes(-15) > now)
{
var result = await Ticker.Build()
.SetSymbol(symbolName)
.SetPeriod(Period.OneMonth)
.SetInterval(Interval.OneDay)
.GetAsync();
var avg = result.Quotes.Average(item => item.Close);
var currentPrice = result.Quotes.OrderBy(s => s.Period).Last().Close;
var diff = avg - currentPrice;
if (diff <= 0)
{
nextOrders = GetOpenPositions(symbol.InstrumentId.ToString());
}
else if (diff / currentPrice > 0.05)
{
var amountToAdd = diff / currentPrice * 200;
if (amountToAdd > availableCash)
{
amountToAdd = availableCash;
}
var qtyToBuy = amountToAdd / currentPrice;
await _tradingClient.Buy(new Order
{
Quantity = (float)Math.Ceiling(qtyToBuy),
TransactionType = TransactionType.Buy,
Time = DateTime.Now,
Symbol = symbol.InstrumentId.ToString()
});
}
}
else
{
nextOrders = GetOpenPositions(symbol.InstrumentId.ToString());
}
foreach (var nextOrder in nextOrders)
{
if (nextOrder.TransactionType == TransactionType.Buy)
{
await _tradingClient.Buy(nextOrder);
}
else
{
await _tradingClient.Sell(nextOrder);
}
nextOrder.Time = DateTime.Now;
}
await _dbContext.Orders.AddRangeAsync(nextOrders, stoppingToken);
await _dbContext.SaveChangesAsync(stoppingToken);
}
}