static async Task DownloadHistoryCsv(string tickers)
{
var setting = new YahooHistoryCsvSetting("SPY");
var downloader = new YahooHistoryCsvDownloader(setting);
var earningDates = await downloader.BatchDownloadFilesTaskAsync(
setting.GetUrls(tickers)).ConfigureAwait(false);
}
public async Task YahooHistoryCsvDownloaderTest()
{
var task = GetScheduledTasks();
Debug.Write(task);
var setting = new YahooHistoryCsvSetting("QQQ");
var downloader = new YahooHistoryCsvDownloader(setting);
var url = setting.GetUrl();
Debug.WriteLine(url);
var file = await downloader.DownloadFileTaskAsync().ConfigureAwait(false);
var files = await downloader.BatchDownloadFilesTaskAsync(setting.GetUrls("AAPL,YAHOO,MSFT,GOOGL")).ConfigureAwait(false);
Debug.WriteLine(file.ToString());
foreach (var filestr in files)
{
Debug.WriteLine(filestr.ToString());
}
}
public async Task YahooHistoryCsvStreamDownloaderTest()
{
var task = GetScheduledTasks();
Debug.Write(task);
var setting = new YahooHistoryCsvSetting("QQQ");
setting.Start = new DateTime(2014, 5, 1);
setting.End = new DateTime(2014, 12, 31);
var downloader = new YahooHistoryCsvDownloader(setting);
var url = setting.GetUrl();
Debug.WriteLine(url);
var data = await downloader.DownloadObjectStreamTaskAsync().ConfigureAwait(false);
var datas = await downloader.BatchDownloadObjectsStreamTaskAsync(setting.GetUrls("AAPL,YHOO,MSFT,GOOGL")).ConfigureAwait(false);
//BatchDownloadObjectsStreamTaskAsync //BatchDownloadObjectsTaskAsync
Debug.WriteLine(data.ToString());
foreach (var data1 in datas)
{
Debug.WriteLine(data1.ToString());
}
}
public YahooHistoryCsvDownloader(YahooHistoryCsvSetting setting)
: base(setting)
{
}
public async Task YahooHistoryCvsDownloaderDataAnalysisTest()
{
//tickers
var allTickers = tickers.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
List <PriceStatisticsAggregate> list = new List <PriceStatisticsAggregate>();
foreach (var ticker in allTickers)
{
try
{
var setting = new YahooHistoryCsvSetting(ticker.Trim(), -100);
var downloader = new YahooHistoryCsvDownloader(setting);
var data = await downloader.DownloadObjectStreamTaskAsync().ConfigureAwait(false);
DateTime endDate = DateTime.Now; // new DateTime(2015, 1, 29);//DateTime.Now.AddDays(-100);
DateTime startDate = endDate.AddDays(-72); //DateTime.Now.AddDays(-100);
var filterData = data.Where(point => point.Timestamp >= startDate && point.Timestamp <= endDate).ToList();
PriceStatisticsAggregate analysis = new PriceStatisticsAggregate(setting.Ticker, filterData);
analysis.SlideWindow = 5;
analysis.Partition();
analysis.RunPartitionAnalysis();
list.Add(analysis);
}
catch (Exception ex)
{
Console.WriteLine(ticker + " " + ex.Message);
}
}
var orderByVolumePartitions = list.OrderByDescending(item => item.Strength);/*.Where(a => //a.TotalNetChangeHandPercentage > 0
* (((a.MaxUpPercent.AverageDailyGainInDollar + a.MaxDownPercent.AverageDailyGainInDollar) > 0 ) &&
* ((a.UpdayAverageGain + a.DowndayAverageGain) > 0) &&
* a.TotalChangeHandPercentage >= 0.6)
* )
* .OrderByDescending(aggregate => aggregate.TotalChangeHandPercentage);*/
foreach (var aggregate in orderByVolumePartitions)
{
try
{
Console.WriteLine(aggregate.Ticker);
foreach (var partition in aggregate.Partitions)
{
Console.WriteLine("{0} {1} days {2:MM/dd/yyyy} {3:MM/dd/yyyy} daily gain: {4:f2} stdev: {5:f2} - TOTAL gain {6:f2} change hand {7:p}",
partition.Direction,
partition.Count,
partition.DataRange.First().Timestamp,
partition.DataRange.Last().Timestamp,
partition.AverageDailyGainInDollar,
partition.StDevStrength,
partition.DataRange.Last().Close - partition.DataRange.First().Open,
partition.ChangeHandPercentage
);
}
Console.WriteLine("{0} days, Expected {1:p} up gain {2:f2} Direction {3} average up {4:f2} - daily average up {5:f2}",
aggregate.MaxUpPercent.Count,
aggregate.MaxUpPercent.PriceRangePercent,
aggregate.MaxUpPercent.PriceRange,
aggregate.MaxUpPercent.Direction,
aggregate.MaxUpPercent.AverageDailyGainInDollar,
aggregate.UpdayAverageGain
);
Console.WriteLine("{0} days, Expected {1:p} down loss {2:f2} Direction {3} average down {4:f2} - daily average down {5:f3}",
aggregate.MaxDownPercent.Count,
aggregate.MaxDownPercent.PriceRangePercent,
aggregate.MaxDownPercent.PriceRange,
aggregate.MaxDownPercent.Direction,
aggregate.MaxDownPercent.AverageDailyGainInDollar,
aggregate.DowndayAverageGain
);
Console.WriteLine("Total Change Hand Percentage {0:p}", aggregate.TotalChangeHandPercentage);
PriceDataPoint prev = null;
foreach (var point in aggregate.MaxDrawDowns(5))
{
if (prev != null)
{
Console.WriteLine("after {0} trading days", point.Index - prev.Index);
}
Console.WriteLine("Big drawdown {0:p} on {1} {2}", point.Change, point.Timestamp.ToShortDateString(), point.Timestamp.DayOfWeek);
prev = point;
}
foreach (var point in aggregate.MaxJumpups(5))
{
if (prev != null)
{
Console.WriteLine("after {0} trading days", point.Index - prev.Index);
}
Console.WriteLine("Big jump {0:p} on {1} {2}", point.Change, point.Timestamp.ToShortDateString(), point.Timestamp.DayOfWeek);
prev = point;
}
}
catch (Exception ex)
{
Console.WriteLine(aggregate.Ticker + " " + ex.Message);
}
}
}
