public void OnGet()
{
YahooModel.Ticker = "IBM";
YahooModel.OptionType = "Call";
YahooModel.OptionResult = YahooHelper.GetYahooOption(YahooModel.Ticker);
YahooModel.Expiration = YahooModel.OptionResult.Expirations[0];
YahooModel.Expirations = new SelectList(YahooModel.OptionResult.Expirations);
}
public void SaveYahooData_ShouldSetYahooTreeMetaData()
{
_service.SaveYahooData(new List <YahooNormalized>(), "testPath");
_yahooTreeDataRepositoryMock.VerifySet(x => x.CollectionName = "Yahoo", Times.Once);
_yahooTreeDataRepositoryMock.VerifySet(x => x.Path = "testPath", Times.Once);
_yahooTreeDataRepositoryMock.VerifySet(x => x.NamesFileContents = YahooHelper.BuildYahooNamesFile(), Times.Once);
}
public void SaveYahooData(IList <YahooNormalized> yahooRecords, string path)
{
var yahooTreeData = YahooHelper.BuildYahooTreeDataList(yahooRecords);
_yahooTreeDataRepository.CollectionName = "Yahoo";
_yahooTreeDataRepository.Path = path;
_yahooTreeDataRepository.NamesFileContents = YahooHelper.BuildYahooNamesFile();
_yahooTreeDataRepository.SaveData(yahooTreeData);
}
public void BuildYahooTreeDataList_ShouldSaveCorrectActions()
{
var yahooTreeDataList = YahooHelper.BuildYahooTreeDataList(_yahooRecords).ToList();
Assert.AreEqual(MarketAction.Buy, yahooTreeDataList[0].Action);
Assert.AreEqual(MarketAction.Sell, yahooTreeDataList[1].Action);
Assert.AreEqual(MarketAction.Buy, yahooTreeDataList[2].Action);
Assert.AreEqual(MarketAction.Sell, yahooTreeDataList[3].Action);
Assert.AreEqual(MarketAction.Hold, yahooTreeDataList[4].Action);
}
public void BuildYahooTreeDataList_ShouldPreserveVolatilities()
{
var yahooTreeDataList = YahooHelper.BuildYahooTreeDataList(_yahooRecords).ToList();
Assert.AreEqual(1.25, yahooTreeDataList[0].Volatility);
Assert.AreEqual(1.26, yahooTreeDataList[1].Volatility);
Assert.AreEqual(1.27, yahooTreeDataList[2].Volatility);
Assert.AreEqual(1.28, yahooTreeDataList[3].Volatility);
Assert.AreEqual(1.29, yahooTreeDataList[4].Volatility);
}
public async Task OnGet()
{
YahooModel.Ticker = "IBM";
YahooModel.StartDate = DateTime.Parse("2018-01-01");
YahooModel.EndDate = DateTime.Parse("2018-03-01");
YahooModel.Period = "daily";
var start = YahooModel.StartDate.ToString("yyyy-MM-dd");
var end = YahooModel.EndDate.ToString("yyyy-MM-dd");
YahooModel.StockData = await YahooHelper.GetYahooStock(YahooModel.Ticker, start, end, YahooModel.Period);
}
public void BuildYahooNamesFile_ShouldBuildCorrectFile()
{
var builder = new StringBuilder();
builder.AppendLine("Buy,Sell,Hold. |classes");
builder.AppendLine();
builder.AppendLine("Spread: continuous.");
builder.AppendLine("Change: continuous.");
builder.AppendLine("Volatility: continuous.");
var namesFile = YahooHelper.BuildYahooNamesFile();
Assert.AreEqual(builder.ToString(), namesFile);
}
protected override string GetUrl()
{
if (this.Query == string.Empty)
{
throw new ArgumentNullException("Query", "The passed query text is empty.");
}
System.Text.StringBuilder url = new System.Text.StringBuilder();
//url.Append("http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=")
//url.Append(Uri.EscapeDataString(search.Trim))
//url.Append("&callback=YAHOO.Finance.SymbolSuggest.ssCallback")
url.Append("http://d.yimg.com/aq/autoc?query=");
url.Append(Uri.EscapeDataString(this.Query.Trim()));
url.Append(YahooHelper.CultureToParameters(this.Culture));
url.Append("&callback=YAHOO.util.ScriptNodeDataSource.callbacks");
return(url.ToString());
}
public IEnumerable <YahooNormalized> PrepareData(int updatePeriod = 100)
{
var yahooRecords = Enumerable.Reverse(_yahooDataRepository.CsvLinesNormalized).ToList();
var data = new List <YahooNormalized>();
var period = 0;
double mean = 0.0;
double variance = 0.0;
var index = 0;
foreach (var record in yahooRecords)
{
var change = index > 0 ? MathHelpers.PreservePrecision(record.Close / yahooRecords[index - 1].Close - 1.0) : 0.0;
if (period == 0)
{
mean = record.Close;
variance = 0.0;
data.Add(YahooHelper.BuildYahooNormalized(record, change, mean, 0.0));
}
else
{
var prevSize = period;
var sizeNow = period + 1;
mean = (prevSize * mean + record.Close) / sizeNow;
var difference = record.Close - mean;
variance = (double)prevSize / sizeNow * variance + 1.0 / prevSize * difference * difference;
var volatility = MathHelpers.PreservePrecision(Math.Sqrt(variance));
data.Add(YahooHelper.BuildYahooNormalized(record, change, MathHelpers.PreservePrecision(mean), volatility));
}
index++;
period++;
period %= updatePeriod;
}
return(data);
}
protected override string GetUrl()
{
if (this.ID == string.Empty)
{
throw new ArgumentException("ID is empty.", "ID");
}
System.Text.StringBuilder url = new System.Text.StringBuilder();
url.Append("http://");
url.Append("chart.finance.yahoo.com/");
if (this.SimplifiedImage)
{
url.Append("t?");
}
else if (this.ImageSize == ChartImageSize.Small)
{
url.Append("h?");
}
else
{
url.Append("z?");
}
url.Append("s=");
url.Append(MyHelper.CleanYqlParam(FinanceHelper.CleanIndexID(this.ID)));
if (this.SimplifiedImage)
{
url.Append("&width=" + this.ImageWidth.ToString());
url.Append("&height=" + this.ImageHeight.ToString());
}
else if (this.ImageSize != ChartImageSize.Small)
{
url.Append("&t=");
url.Append(FinanceHelper.GetChartTimeSpan(this.TimeSpan));
url.Append("&z=");
url.Append(FinanceHelper.GetChartImageSize(this.ImageSize));
url.Append("&q=");
url.Append(FinanceHelper.GetChartType(this.Type));
url.Append("&l=");
url.Append(FinanceHelper.GetChartScale(this.Scale));
if (this.MovingAverages.Count > 0 | this.ExponentialMovingAverages.Count > 0 | this.TechnicalIndicators.Count > 0)
{
url.Append("&p=");
foreach (MovingAverageInterval ma in this.MovingAverages)
{
url.Append('m');
url.Append(FinanceHelper.GetMovingAverageInterval(ma));
url.Append(',');
}
foreach (MovingAverageInterval ma in this.ExponentialMovingAverages)
{
url.Append('e');
url.Append(FinanceHelper.GetMovingAverageInterval(ma));
url.Append(',');
}
foreach (TechnicalIndicator ti in this.TechnicalIndicators)
{
url.Append(FinanceHelper.GetTechnicalIndicatorsI(ti));
}
}
if (this.TechnicalIndicators.Count > 0)
{
url.Append("&a=");
foreach (TechnicalIndicator ti in this.TechnicalIndicators)
{
url.Append(FinanceHelper.GetTechnicalIndicatorsII(ti));
}
}
if (this.ComparingIDs.Count > 0)
{
url.Append("&c=");
foreach (string csid in this.ComparingIDs)
{
url.Append(MyHelper.CleanYqlParam(FinanceHelper.CleanIndexID(csid)));
url.Append(',');
}
}
if (this.Culture == null)
{
this.Culture = Culture.DefaultCultures.UnitedStates_English;
}
}
url.Append(YahooHelper.CultureToParameters(this.Culture));
return(url.ToString());
}
public OptionResult YahooOption(string ticker, DateTime?expiry)
{
return(YahooHelper.GetYahooOption(ticker, expiry));
}
public async Task <List <YahooStockData> > YahooStock(string ticker, string start, string end, string period)
{
return(await YahooHelper.GetYahooStock(ticker, start, end, period));
}
protected override string GetUrl()
{
if (this.Query.Trim() == string.Empty)
{
throw new ArgumentNullException("Query", "The query text is empty.");
}
System.Text.StringBuilder url = new System.Text.StringBuilder();
url.Append("http://");
url.Append(YahooHelper.ServerString(this.Server));
url.Append("finance.yahoo.com/lookup/");
switch (this.Type)
{
case SecurityType.Any:
url.Append("all");
break;
case SecurityType.ETF:
url.Append("etfs");
break;
case SecurityType.Fund:
url.Append("funds");
break;
case SecurityType.Future:
url.Append("futures");
break;
case SecurityType.Index:
url.Append("indices");
break;
case SecurityType.Stock:
url.Append("stocks");
break;
case SecurityType.Warrant:
url.Append("warrants");
break;
case SecurityType.Currency:
url.Append("currency");
break;
}
url.Append("?s=");
url.Append(Uri.EscapeDataString(this.Query));
url.Append("&t=");
if (this.Type == SecurityType.Fund)
{
url.Append('M');
}
else
{
url.Append(char.ToUpper(this.Type.ToString()[0]));
}
url.Append("&m=");
switch (this.Markets)
{
case FinancialMarket.France:
url.Append("FR");
break;
case FinancialMarket.Germany:
url.Append("DR");
break;
case FinancialMarket.Spain:
url.Append("ES");
break;
case FinancialMarket.UK:
url.Append("GB");
break;
case FinancialMarket.UsAndCanada:
url.Append("US");
break;
default:
url.Append("ALL");
break;
}
url.Append("&r=");
if (this.RankedBy != SecurityRankProperty.NoRanking)
{
int rankNumber = Convert.ToInt32(this.RankedBy);
if (this.RankingDirection == ListSortDirection.Descending)
{
rankNumber += 1;
}
url.Append(rankNumber.ToString());
}
url.Append("&b=");
url.Append(this.ResultsIndex);
return(url.ToString());
string whereClause = string.Format("url=\"{0}\" AND xpath='//div[@id=\"yfi_sym_lookup\"]'", url.ToString());
return(MyHelper.YqlUrl("*", "html", whereClause, null, false));
}
public void OnPost()
{
YahooModel.OptionResult = YahooHelper.GetYahooOption(YahooModel.Ticker, DateTime.Parse(YahooModel.Expiration));
YahooModel.Expirations = new SelectList(YahooModel.OptionResult.Expirations);
ViewData["data"] = "expiry = " + YahooModel.Expiration;
}
public void BuildYahooTreeDataList_ShouldGetCorrectCount()
{
var yahooTreeDataList = YahooHelper.BuildYahooTreeDataList(_yahooRecords).ToList();
Assert.AreEqual(5, yahooTreeDataList.Count);
}
/// <summary>
/// Returns the URL of the Yahoo! RSS news feed.
/// </summary>
/// <param name="culture">The culture of the feed.</param>
/// <returns></returns>
/// <remarks></remarks>
public string RssNewsURL(Culture culture = null)
{
Culture cult = culture;
if (cult == null)
{
cult = Culture.DefaultCultures.UnitedStates_English;
}
return("http://feeds.finance.yahoo.com/rss/2.0/headline?s=" + MyHelper.CleanYqlParam(mID) + YahooHelper.CultureToParameters(cult));
}
