/// <summary>
/// Get stock data for single symbol
/// </summary>
/// <param name="stockSymbol">Stock symbol to get data for</param>
/// <param name="lookBack">Number of units to look back</param>
/// <returns>Tuple with training data and test data in that order</returns>
public async Task <IList <StockInput> > GetStockData(string stockSymbol, TradingFrequency aggUnits, int lookBack = 1000)
{
var stockData = await _alpacaDataClient.GetBarSetAsync(new BarSetRequest(stockSymbol, (TimeFrame)aggUnits)
{
Limit = lookBack
});
return(GetStockInputs(stockSymbol, stockData[stockSymbol]));
}
public StrategyHandler(
ILogger <StrategyHandler> logger,
IAlpacaClient alpacaClient,
ITrackingRepository trackingRepository,
IStrategy strategy,
TradingFrequency frequency,
decimal percentageOfEquityToAllocate,
string stockSymbol)
{
_logger = logger ?? throw new ArgumentNullException(nameof(logger));
_alpacaClient = alpacaClient ?? throw new ArgumentException(nameof(alpacaClient));
_trackingRepository = trackingRepository ?? throw new ArgumentException(nameof(trackingRepository));
_strategy = strategy ?? throw new ArgumentException(nameof(strategy));
_tradingFrequency = frequency;
_percentageOfEquityToAllocate = percentageOfEquityToAllocate;
_stockSymbol = stockSymbol;
HistoricalData = new List <StockInput>();
}
