/// <summary>
/// Retrieves stock history data from Google for the specified stock.
/// </summary>
/// <param name="stock">The stock for which data will be retrieved.</param>
/// <param name="startDate">The start date of the data set.</param>
/// <param name="endDate">The end date of the data set.</param>
/// <returns>
/// The stock history read from Google.
/// </returns>
public List<StockDaily> GetDataFromGoogle(Stock stock, DateTime startDate, DateTime endDate)
{
var history = new List<StockDaily>();
// Read all of the lines from the CSV file.
var csvLines = GetCsvData(stock, startDate, endDate).Split(new[] { '\n' }, StringSplitOptions.RemoveEmptyEntries);
// Iterate through each line to populate the price history...
// ...skip the first line which contains the column headers.
for (var index = 1; index < csvLines.Length; index++)
{
var fields = csvLines[index].Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
// Construct the interval data from the fields of the CSV line.
var priceData = new StockDaily
{
Exchange = stock.Exchange,
Ticker = stock.Ticker,
Date = DateTime.Parse(fields[GoogleCsvDateColumnIndex]),
OpenPrice = Convert.ToSingle(fields[GoogleCsvOpenPriceColumnIndex]),
HighPrice = Convert.ToSingle(fields[GoogleCsvHighPriceColumnIndex]),
LowPrice = Convert.ToSingle(fields[GoogleCsvLowPriceColumnIndex]),
ClosePrice = Convert.ToSingle(fields[GoogleCsvClosePriceColumnIndex]),
Volume =
Convert.ToInt64(fields[GoogleCsvVolumeColumnIndex]) <= int.MaxValue
? Convert.ToInt32(fields[GoogleCsvVolumeColumnIndex])
: int.MaxValue
};
// Google sometimes provides data for non-trading days. Weed these out based on volume.
if (priceData.Volume > 0)
{
// Google also sometimes has missing data points...we'll filter those out too.
const float Epsilon = 0.000001f;
if (Math.Abs(priceData.OpenPrice - 0.0f) < Epsilon
|| Math.Abs(priceData.ClosePrice - 0.0f) < Epsilon
|| Math.Abs(priceData.HighPrice - 0.0f) < Epsilon
|| Math.Abs(priceData.LowPrice - 0.0f) < Epsilon)
{
Console.WriteLine("WARNING: Filtering out data from " + priceData.Date + " due to missing price values!");
Console.WriteLine();
}
else
{
history.Add(priceData);
}
}
}
// Sort the history into chronological order (Google CSV's are in reverse-chronological order).
history.Sort(CompareDailyStockIntervals);
return history;
}
/// <summary>
/// Create a new StockDaily object.
/// </summary>
/// <param name="exchange">Initial value of the Exchange property.</param>
/// <param name="ticker">Initial value of the Ticker property.</param>
/// <param name="date">Initial value of the Date property.</param>
/// <param name="openPrice">Initial value of the OpenPrice property.</param>
/// <param name="closePrice">Initial value of the ClosePrice property.</param>
/// <param name="highPrice">Initial value of the HighPrice property.</param>
/// <param name="lowPrice">Initial value of the LowPrice property.</param>
/// <param name="volume">Initial value of the Volume property.</param>
public static StockDaily CreateStockDaily(global::System.String exchange, global::System.String ticker, global::System.DateTime date, global::System.Double openPrice, global::System.Double closePrice, global::System.Double highPrice, global::System.Double lowPrice, global::System.Int32 volume)
{
StockDaily stockDaily = new StockDaily();
stockDaily.Exchange = exchange;
stockDaily.Ticker = ticker;
stockDaily.Date = date;
stockDaily.OpenPrice = openPrice;
stockDaily.ClosePrice = closePrice;
stockDaily.HighPrice = highPrice;
stockDaily.LowPrice = lowPrice;
stockDaily.Volume = volume;
return stockDaily;
}
/// <summary>
/// Compare two stock days by date.
/// </summary>
/// <param name="day1">Day 1</param>
/// <param name="day2">Day 2</param>
/// <returns>
/// 0 when days are equal; 1 when day 2 is greater; -1 when Day 1 is greater.
/// </returns>
/// <remarks>
/// This method is intended to be used as a Comparison method for sorting lists.
/// </remarks>
private static int CompareDailyStockIntervals(StockDaily day1, StockDaily day2)
{
return day1.Date.CompareTo(day2.Date);
}
/// <summary>
/// Deprecated Method for adding a new object to the StockDailies EntitySet. Consider using the .Add method of the associated ObjectSet<T> property instead.
/// </summary>
public void AddToStockDailies(StockDaily stockDaily)
{
base.AddObject("StockDailies", stockDaily);
}
