public IQuotesSourceGetQuotesResult GetQuotes(IQuotesSourceGetQuotesParams getQuotesParams)
{
IQuotesSourceGetQuotesResult result = new BEASourceGetQuotesResult();
foreach (var t in getQuotesParams.Tickers)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(t);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
try
{
// TODO: result.QuotesData.Add(qd);
}
catch (Exception ex)
{
result.Success = false;
result.AddError(EErrorCodes.QuotesSourceFail, EErrorType.Error, ex.Message);
}
}
}
result.Success = result.QuotesData.Count > 0;
if (result.Success && result.QuotesData.Count != getQuotesParams.Tickers.Count)
{
result.AddError(EErrorCodes.QuotesNotFound, EErrorType.Warning, "Not all quotes were found");
}
else if (!result.Success)
{
result.AddError(EErrorCodes.QuotesNotFound, EErrorType.Error, "Requested tickers are not supported or quotes for them not found");
}
return(result);
}
public ETimeSeriesType TickerType(string ticker)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(ticker);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
return(ETimeSeriesType.Indicator);
}
else
{
throw new ArgumentException("Unsupported ticker provided");
}
}
public EUnit TickerUnit(string ticker)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(ticker);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
return(EUnit.Value);
}
else
{
throw new ArgumentException("Unsupported ticker provided");
}
}
public void TestStooq_CanImport_Single_Fail()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_INVALID"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsFalse(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 0, "Invalid number of tickers returned");
}
public void TestStooq_CanImport_Single_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["SEC_AAPL_CODE"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsTrue(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 1, "Invalid number of tickers returned");
Assert.AreEqual(canImportResult.Tickers[0], ConfigurationManager.AppSettings["SEC_AAPL_CODE"], "Expected tickers were not returned");
}
public void TestStooq_CanImport_Multiple_PartialSuccess()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["SEC_AAPL_CODE"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_INVALID"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsTrue(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 1, "Invalid number of tickers returned");
Assert.Contains(ConfigurationManager.AppSettings["SEC_AAPL_CODE"], canImportResult.Tickers.ToArray(), "Expected ticker AAPL was not returned");
}
public void TestCFTC_CanImport_Multiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_FINFUT"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_FINFUTOPT"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_CMDTSFUT"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_CMDTSFUTOPT"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsTrue(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 4, "Invalid number of tickers returned");
}
public IQuotesSourceGetQuotesResult GetQuotes(IQuotesSourceGetQuotesParams getQuotesParams)
{
List <string> tickers = new List <string>(getQuotesParams.Tickers);
// if no tickers were provided - importing al available
if (tickers.Count == 0)
{
tickers.AddRange(_tickers.Keys);
}
DMFX.BLS.Api.BLSApi blsApi = new DMFX.BLS.Api.BLSApi();
IQuotesSourceGetQuotesResult result = new BLSSourceGetQuotesResult();
foreach (var t in tickers)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(t);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
try
{
var response = blsApi.Download(_tickers[t].Bls_Code, getQuotesParams.PeriodStart, getQuotesParams.PeriodEnd);
IQuotesData qd = new BaseQuotesData();
qd.Country = getQuotesParams.Country;
qd.Ticker = _tickers[t].Ticker_Symbol;
qd.Name = _tickers[t].Ticker_Name;
qd.TimeFrame = GetTimeFrame(response.Timeframe);
qd.AgencyCode = s_agencyCode;
qd.Unit = EUnit.Value;
qd.Type = ETimeSeriesType.Indicator;
// adding value records
foreach (var q in response.Quotes)
{
ITimeSeriesRecord tsr = new CustomTimeseriesRecord(qd.Ticker, q.PeriodEnd, q.Value);
qd.AddRecord(tsr);
}
// adding metadata
if (_tickers[t].Metadata != null && _tickers[t].Metadata.Count > 0)
{
ITimeSeriesMetadata metadata = qd.CreateQuotesMetadata();
metadata.Values = _tickers[t].Metadata;
qd.Metadata = metadata;
}
result.QuotesData.Add(qd);
}
catch (Exception ex)
{
result.Success = false;
result.AddError(EErrorCodes.QuotesSourceFail, EErrorType.Error, ex.Message);
}
}
}
result.Success = result.QuotesData.Count > 0;
if (result.Success && result.QuotesData.Count <= getQuotesParams.Tickers.Count)
{
result.AddError(EErrorCodes.QuotesNotFound, EErrorType.Warning, "Not all quotes were found");
}
else if (!result.Success)
{
result.AddError(EErrorCodes.QuotesNotFound, EErrorType.Error, "Requested tickers are not supported or quotes for them not found");
}
return(result);
}
public IQuotesSourceGetQuotesResult GetQuotes(IQuotesSourceGetQuotesParams getQuotesParams)
{
StooqApi api = new StooqApi();
IQuotesSourceGetQuotesResult result = new StooqSourceGetQuotesResult();
foreach (var t in getQuotesParams.Tickers)
{
IQuotesSourceCanImportParams canImportParams = CreateCanImportParams();
canImportParams.Tickers.Add(t);
IQuotesSourceCanImportResult canImportRes = CanImport(canImportParams);
if (canImportRes.Success)
{
try
{
IQuotesData qd = new BaseQuotesData();
var quotes = api.Download(t,
getQuotesParams.PeriodStart,
getQuotesParams.PeriodEnd,
getQuotesParams.Country,
getQuotesParams.TimeFrame == ETimeFrame.Daily ? StooqApi.ETimeFrame.Daily : (getQuotesParams.TimeFrame == ETimeFrame.Weekly ? StooqApi.ETimeFrame.Weekly : StooqApi.ETimeFrame.Monthly));
foreach (var q in quotes.Quotes)
{
ITimeSeriesRecord newRec = qd.CreateQuotesRecord();
newRec["Close"] = q.Close;
newRec["High"] = q.High;
newRec["Open"] = q.Open;
newRec["Low"] = q.Low;
newRec["Volume"] = q.Volume;
newRec.Time = ToPeriodStart(q.PeriodEnd, getQuotesParams.TimeFrame);
qd.AddRecord(newRec);
}
qd.Country = getQuotesParams.Country;
qd.Ticker = t;
qd.Name = this.TickerName(t);
qd.TimeFrame = getQuotesParams.TimeFrame;
qd.Type = this.TickerType(t);
qd.Unit = this.TickerUnit(t);
result.QuotesData.Add(qd);
}
catch (Exception ex)
{
result.Success = false;
result.AddError(Interfaces.EErrorCodes.QuotesSourceFail, Interfaces.EErrorType.Error, ex.Message);
}
}
}
result.Success = result.QuotesData.Count > 0;
if (result.Success && result.QuotesData.Count != getQuotesParams.Tickers.Count)
{
result.AddError(Interfaces.EErrorCodes.QuotesNotFound, Interfaces.EErrorType.Warning, "Not all quotes were found");
}
else if (!result.Success)
{
result.AddError(Interfaces.EErrorCodes.QuotesNotFound, Interfaces.EErrorType.Error, "Requested tickers are not supported or quotes for them not found");
}
return(result);
}
protected void ImportThread()
{
_logger.Log(EErrorType.Info, "ImportThread started");
if (_compContainer != null)
{
// Clearing all errors
Errors.Clear();
// validating if there are anything need to be imported
CurrentState = EImportState.Init;
var sources = string.IsNullOrEmpty(_impParams.AgencyCode) ? _compContainer.GetExports <IQuotesSource>() : _compContainer.GetExports <IQuotesSource>(_impParams.AgencyCode);
IQuotesSourceCanImportParams canImportParams = null;
foreach (var s in sources)
{
// break if stopped
if (!_isRunning)
{
break;
}
var source = s;
if (source != null)
{
List <string> tickersToImport = new List <string>();
//if list of tickers is provided - checking which of them can be imported by the current source
if (_impParams.Tickers != null)
{
// checking which of the given tickers can be imported
canImportParams = source.Value.CreateCanImportParams();
_impParams.Tickers.ToList().ForEach(x => canImportParams.Tickers.Add(x));
IQuotesSourceCanImportResult canImportResult = source.Value.CanImport(canImportParams);
if (canImportResult.Success)
{
tickersToImport.AddRange(canImportResult.Tickers);
}
}
// starting import in two cases: 1) some tickers can be imported by this source OR 2) requested to import all possible tickers by given agency
if (tickersToImport.Count > 0 || (_impParams.Tickers == null && !string.IsNullOrEmpty(_impParams.AgencyCode)))
{
CurrentState = EImportState.ImportSources;
IQuotesSourceGetQuotesParams getQuotesParams = source.Value.CreateGetQuotesParams();
foreach (var t in tickersToImport)
{
getQuotesParams.Tickers.Add(t);
}
try
{
IQuotesDalSaveTimeseriesValuesParams saveParams = _dal.CreateSaveTimeseriesValuesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["DefaultCountry"];
getQuotesParams.PeriodStart = _impParams.DateStart;
getQuotesParams.PeriodEnd = _impParams.DateEnd;
getQuotesParams.TimeFrame = (ETimeFrame)_impParams.TimeFrame;
CurrentState = EImportState.ImportSources;
IQuotesSourceGetQuotesResult getQuotesResult = source.Value.GetQuotes(getQuotesParams);
saveParams.Quotes.AddRange(getQuotesResult.QuotesData);
CurrentState = EImportState.Saving;
IQuotesDalSaveTimeseriesValuesResult saveResult = _dal.SaveTimeseriesValues(saveParams);
if (saveResult.Success)
{
foreach (var t in tickersToImport)
{
_tickersProcessed.Add(t);
}
saveResult.TimeSeriesSaved.ToList().ForEach(x => { AddTickerForETL(x); });
}
_logger.Log(EErrorType.Info, string.Format("Import done"));
}
catch (Exception ex)
{
_logger.Log(ex);
Errors.Add(new Error()
{
Code = EErrorCodes.ImporterError, Type = EErrorType.Error, Message = string.Format("Import failed. Error: {0}", ex.Message)
});
}
}
}
} // foreach
}
else
{
Errors.Add(new Error()
{
Code = EErrorCodes.ImporterError, Type = EErrorType.Error, Message = "Import failed. Composition comtainer is NULL"
});
}
CurrentState = EImportState.Idle;
_isRunning = false;
_importEnd = DateTime.UtcNow;
_logger.Log(EErrorType.Info, string.Format("ImportThread finished. Total errors: {0}, Time: {1}", Errors.Count, _importEnd - _importStart));
}
