public async Task <IAvapiResponse_TIME_SERIES_DAILY> QueryAsync(
string symbol,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize outputsize = Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.none)
{
string current_outputsize = s_TIME_SERIES_DAILY_outputsize_translation[outputsize] as string;
return(await QueryPrimitiveAsync(symbol, current_outputsize));
}
public IAvapiResponse_TIME_SERIES_DAILY Query(
string symbol,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize outputsize = Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.none)
{
string current_outputsize = s_TIME_SERIES_DAILY_outputsize_translation[outputsize] as string;
return(QueryPrimitive(symbol, current_outputsize));
}
public IList <TimeSeries> GetTimeSeries(
SymbolInformation symbol,
Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize size = Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.full)
{
Trace.TraceInformation(
$"Download {(size == Const_TIME_SERIES_DAILY.TIME_SERIES_DAILY_outputsize.compact ? "compact" : "full")} data for {symbol.ISIN}");
var list = new List <TimeSeries>();
IAvapiResponse_TIME_SERIES_DAILY_Content seriesDaily = null;
var retry = 0;
while (seriesDaily == null)
{
try
{
var response = this.connection.GetQueryObject_TIME_SERIES_DAILY().Query(symbol.Symbol, size);
if (response.Data != null)
{
seriesDaily = response.Data;
}
}
catch
{
if (retry == 10)
{
throw;
}
Thread.Sleep(2000);
retry++;
}
}
foreach (var series in seriesDaily.TimeSeries)
{
var close = double.Parse(series.close);
var open = double.Parse(series.open);
var high = double.Parse(series.high);
var low = double.Parse(series.low);
var volume = int.Parse(series.volume);
var day = DateTime.Parse(series.DateTime);
// ignore missing days or days with same value but no volume (holidays?)
if (((open == 0.0) && (close == 0.0) && (high == 0.0) && (low == 0.0)) ||
((open == close) && (high == close) && (low == close) && (volume == 0.0)))
{
continue;
}
var timeSeries = new TimeSeries {
Close = close, High = high, Open = open, Low = low, Volume = volume, Day = day
};
list.Add(timeSeries);
}
return(list);
}
