public void Process(Price[] shareData, SimpleSearchSettings settings)
{
this.Results = new List<List<Result>>();
int count = shareData.Count();
Price? lastSellPoint = null;
List<Result> currentRun = new List<Result>();
int buyPointIndex = 0;
decimal? phase2Slope = null, phase2Intercept = null;
while (buyPointIndex < count)
{
if (currentRun.Count < settings.numerOfRepeats)
{
var buyPoint = shareData[buyPointIndex];
var sellPoint = buyPoint;
bool found = false;
for (int sellPointIndex = buyPointIndex + 1; sellPointIndex < count && (sellPoint.date - buyPoint.date).TotalDays < settings.riseSearchPeriodInDays; sellPointIndex++)
{
sellPoint = shareData[sellPointIndex];
if (((sellPoint.closePrice - buyPoint.closePrice) * 100 / buyPoint.closePrice) > settings.requiredChangeRate)
{
currentRun.Add(new Result() { buy = buyPoint, sell = sellPoint, state = ResultState.OK });
lastSellPoint = sellPoint;
buyPointIndex = sellPointIndex + 1;
phase2Slope = phase2Intercept = null;
found = true;
break;
}
}
bool withinFallBuyPeriod = lastSellPoint == null || (buyPoint.date - lastSellPoint.Value.date).TotalDays < settings.fallSearchPeriodInDays;
if (!found && !withinFallBuyPeriod)
{
currentRun.Clear();
lastSellPoint = null;
}
}
else
{
bool foundBuyPoint = false, foundSellPoint = false;
do
{
double[] x = currentRun.Select(c => (double)c.buy.date.Ticks).ToArray();
double[] y = currentRun.Select(c => (double)c.buy.closePrice).ToArray();
double slope, intercept;
MathExtension.GenerateLinearBestFit(x, y, out slope, out intercept);
phase2Slope = (decimal)slope; phase2Intercept = (decimal)intercept;
foundBuyPoint = foundSellPoint = false;
Price buyPoint, sellPoint;
do
{
buyPoint = shareData[buyPointIndex++];
foundBuyPoint = (buyPoint.closePrice <= (phase2Slope * buyPoint.date.Ticks + phase2Intercept));
} while (buyPointIndex < count-1 && !foundBuyPoint && (buyPoint.date - lastSellPoint.Value.date).TotalDays < settings.fallSearchPeriodInDays);
sellPoint = buyPoint;
if (foundBuyPoint)
{
for (int sellPointIndex = buyPointIndex; sellPointIndex < count && !foundSellPoint && (sellPoint.date - buyPoint.date).TotalDays < settings.riseSearchPeriodInDays; sellPointIndex++)
{
sellPoint = shareData[sellPointIndex];
if (((sellPoint.closePrice - buyPoint.closePrice) * 100 / buyPoint.closePrice) > settings.requiredChangeRate)
{
foundSellPoint = true;
buyPointIndex = sellPointIndex;
break;
}
}
currentRun.Add(new Result() { buy = buyPoint, sell = sellPoint, state = foundSellPoint ? ResultState.OK : ResultState.FailedFindingSellPoint });
}
} while (foundSellPoint);
if (currentRun.Count >= settings.numerOfRepeats)
Results.Add(currentRun);
currentRun = new List<Result>();
}
buyPointIndex++;
}
}
public static IEnumerable<Price> Get(string symbol)
{
List<Price> result = new List<Price>();
DateTime now = DateTime.Now;
string url = string.Format("http://real-chart.finance.yahoo.com/table.csv?s={0}&d={2}&e={1}&f={3}&g=d&a=1&b=1&c=1900&ignore=.csv", symbol, now.Day, now.Month - 1, now.Year);
string file = string.Empty;
using (WebClient webClient = new WebClient())
{
file = webClient.DownloadString(url);
}
var rows = file.Split('\n');
if (rows.Length == 0)
return new Price[0];
var fields = rows[0].Split(',');
if (fields.Length != 7)
throw new ApplicationException(string.Format("CSV file (for symbol {0}) download from Yahoo does not have the correct number of columns currently has {1} expected 7", symbol, fields.Length));
if (fields[0] != "Date")
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 0 column name has {1} expected Date", symbol, fields[0]));
if (fields[1] != "Open")
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 1 column name has {1} expected Open", symbol, fields[0]));
if (fields[2] != "High")
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 2 column name has {1} expected High", symbol, fields[0]));
if (fields[3] != "Low")
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 3 column name has {1} expected Low", symbol, fields[0]));
if (fields[4] != "Close")
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 4 column name has {1} expected Close", symbol, fields[0]));
if (fields[5] != "Volume")
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 5 column name has {1} expected Volume", symbol, fields[0]));
if (!fields[6].StartsWith("Adj Close"))
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 6 column name has {1} expected Adj Close", symbol, fields[0]));
foreach (var row in rows.Skip(1))
{
try
{
fields = row.Split(',');
var price = new Price()
{
date = DateTime.ParseExact(fields[0], "yyyy-MM-dd", CultureInfo.CurrentCulture),
openPrice = decimal.Parse(fields[1]),
highPrice = decimal.Parse(fields[2]),
lowPrice = decimal.Parse(fields[3]),
closePrice = decimal.Parse(fields[4]),
//volume = long.Parse(fields[5]),
//adjClose = decimal.Parse(fields[6])
};
result.Add(price);
}
catch (Exception ex)
{
System.Diagnostics.Debug.WriteLine("HistoricalPricwReader.Get failed reading line {0} error is {1}", row, ex.Message);
}
}
result.Reverse();
return result;
}
public static IEnumerable <Price> Get(string symbol)
{
List <Price> result = new List <Price>();
DateTime now = DateTime.Now;
string url = string.Format("http://real-chart.finance.yahoo.com/table.csv?s={0}&d={2}&e={1}&f={3}&g=d&a=1&b=1&c=1900&ignore=.csv", symbol, now.Day, now.Month - 1, now.Year);
string file = string.Empty;
using (WebClient webClient = new WebClient())
{
file = webClient.DownloadString(url);
}
var rows = file.Split('\n');
if (rows.Length == 0)
{
return(new Price[0]);
}
var fields = rows[0].Split(',');
if (fields.Length != 7)
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) download from Yahoo does not have the correct number of columns currently has {1} expected 7", symbol, fields.Length));
}
if (fields[0] != "Date")
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 0 column name has {1} expected Date", symbol, fields[0]));
}
if (fields[1] != "Open")
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 1 column name has {1} expected Open", symbol, fields[0]));
}
if (fields[2] != "High")
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 2 column name has {1} expected High", symbol, fields[0]));
}
if (fields[3] != "Low")
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 3 column name has {1} expected Low", symbol, fields[0]));
}
if (fields[4] != "Close")
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 4 column name has {1} expected Close", symbol, fields[0]));
}
if (fields[5] != "Volume")
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 5 column name has {1} expected Volume", symbol, fields[0]));
}
if (!fields[6].StartsWith("Adj Close"))
{
throw new ApplicationException(string.Format("CSV file (for symbol {0}) has invalid 6 column name has {1} expected Adj Close", symbol, fields[0]));
}
foreach (var row in rows.Skip(1))
{
try
{
fields = row.Split(',');
var price = new Price()
{
date = DateTime.ParseExact(fields[0], "yyyy-MM-dd", CultureInfo.CurrentCulture),
openPrice = decimal.Parse(fields[1]),
highPrice = decimal.Parse(fields[2]),
lowPrice = decimal.Parse(fields[3]),
closePrice = decimal.Parse(fields[4]),
//volume = long.Parse(fields[5]),
//adjClose = decimal.Parse(fields[6])
};
result.Add(price);
}
catch (Exception ex)
{
System.Diagnostics.Debug.WriteLine("HistoricalPricwReader.Get failed reading line {0} error is {1}", row, ex.Message);
}
}
result.Reverse();
return(result);
}
