public static string GetLatestDateFromQuandl()
{
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = "Fp8XizZQKq3P1pqcHNxc";
request.Datacode = new Datacode("NSE", "ICICIBANK"); // PRAGUESE is the source, PX is the datacode
request.Format = FileFormats.JSON;
request.Frequency = Frequencies.Daily;
request.StartDate = DateTime.Today.AddDays(-5);
request.Sort = SortOrders.Descending;
//request.Transformation = Transformations.Difference;
QuandlConnection conn = new QuandlConnection();
string json = "";
try
{
json = conn.Request(request); // request is your QuandlDownloadRequst
RootObject obj = JsonConvert.DeserializeObject <RootObject>(json);
return(obj.to_date);
}
catch (Exception ex)
{
ClsLog.WriteLog("ERROR: Not able to Downlaoding data for " + "ICICIBANK" + ". Exception: " + ex.Message);
//ClsDataBase.MarkScriptInvalid("ICICIBANK");
return(null);
}
}
private void Initialize()
{
if (_request == null)
{
_request = new QuandlDownloadRequest();
}
}
public static DataTable GetQuandlData(string ticker, string dataSource, DateTime startDate, DateTime endDate)
{
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = quandlKey;
request.Datacode = new Datacode(dataSource, ticker);
request.Format = FileFormats.CSV;
request.Frequency = Frequencies.Daily;
request.StartDate = startDate;
request.EndDate = endDate;
request.Sort = SortOrders.Ascending;
string ss = request.ToRequestString().Replace("/v1/", "/v3/");
DataTable dt = new DataTable();
using (WebClient client = new WebClient())
{
try
{
client.DownloadFile(ss, "my.csv");
dt = ModelHelper.CsvToDatatable("my.csv");
File.Delete("my.csv");
}
catch { }
}
return(dt);
}
static IQuandlRequest CreateRequest(string sym, Datacode dc, FileFormats form)
{
QuandlDownloadRequest qdr = new QuandlDownloadRequest();
qdr.APIKey = APIK;
qdr.Datacode = dc;
qdr.Format = form;
return(qdr);
}
public void ToRequestString_InvalidDatacodeCode_ExceptionThrown()
{
var request = new QuandlDownloadRequest()
{
Datacode = new Datacode("DW", string.Empty)
};
request.ToRequestString();
}
public void ToRequestString_StartDateBeforeEndDate_ExceptionNotThrown()
{
var request = new QuandlDownloadRequest()
{
Datacode = new Datacode("DW", "TEST"),
StartDate = DateTime.Now.AddDays(-10),
EndDate = DateTime.Now.AddDays(10) // End 20 days after start
};
var requestString = request.ToRequestString();
}
public void ToRequestString_NonCSVFormat_HeadersNotUsedInRequestString()
{
var request = new QuandlDownloadRequest()
{
Datacode = new Datacode("DW", "TEST"),
Format = FileFormats.HTML
};
var requestString = request.ToRequestString();
Assert.IsFalse(requestString.Contains("&exclude_headers="));
}
public void ToRequestString_InvalidTruncation_ExceptionThrown()
{
var request = new QuandlDownloadRequest()
{
Datacode = new Datacode("DW", "TEST"),
Truncation = 0
};
var requestString = request.ToRequestString();
Assert.IsFalse(requestString.Contains("&rows=0"));
}
public void ToRequestString_ZeroTruncation_NotUsedInRequestString()
{
var request = new QuandlDownloadRequest()
{
Datacode = new Datacode("DW", "TEST"),
Truncation = 0
};
var requestString = request.ToRequestString();
Assert.IsFalse(requestString.Contains("&rows=0"));
}
public void ToRequestString_ValidTruncation_UsedInRequestString()
{
var request = new QuandlDownloadRequest()
{
Datacode = new Datacode("DW", "TEST"),
Truncation = 1
};
var requestString = request.ToRequestString();
Assert.IsTrue(requestString.Contains("&rows=1"));
}
dynamic GetLastAvailableYieldCurveUntil(DateTime date)
{
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = Quandl_APIKey;
request.Datacode = new Datacode("USTREASURY", "YIELD");
request.Format = FileFormats.JSON;
request.Frequency = Frequencies.None;
request.StartDate = date.AddDays(-5);
request.EndDate = date;
//request.Truncation = 150;
request.Sort = SortOrders.Ascending;
request.Transformation = Transformations.None;
IQuandlConnection connection = new QuandlConnection();
string data = connection.Request(request);
dynamic dyn = JObject.Parse(data);
//the last available data point
dynamic lastcurve = dyn.data.Last;
return(lastcurve);
}
public static void DownlaodBulkEodData(ref BackgroundWorker BGW, List <DateTime> Dates)
{
try
{
Collection <ClsScriptsMaster> ScriptCodes = ClsDataBase.GetScriptsCode(false);
Collection <ClsPriceDataSet> ColEodData = new Collection <ClsPriceDataSet>();
ArrayList TempData = new ArrayList();
string json = "";
ClsDashBoard ObjDashBoard = new ClsDashBoard();
ClsDashBoard.OverallPbarMax = ScriptCodes.Count;
//ClsDashBoard.ChangeOPbarValue = false;
//ClsDashBoard.OverallPbarMax = ScriptCodes.Count;
int i = 1; int j = 1;
foreach (var Scode in ScriptCodes)
{
ClsLog.WriteLog("Starting Data Download for script: " + Scode.ScriptsName + "(" + Scode.ScriptsCode + ")");
QuandlDownloadRequest request = new QuandlDownloadRequest();
request.APIKey = "Fp8XizZQKq3P1pqcHNxc";
request.Datacode = new Datacode("NSE", Scode.ScriptsCode); // PRAGUESE is the source, PX is the datacode
request.Format = FileFormats.JSON;
request.Frequency = Frequencies.Daily;
request.StartDate = Dates[0];
if (Dates.Count > 1)
{
request.EndDate = Dates[Dates.Count - 1];
}
//request.Truncation = 150;
request.Sort = SortOrders.Descending;
//request.Transformation = Transformations.Difference;
QuandlConnection conn = new QuandlConnection();
try
{
json = conn.Request(request); // request is your QuandlDownloadRequst
}
catch (Exception ex)
{
ClsLog.WriteLog("ERROR: Not able to Downlaoding data for " + Scode.ScriptsCode + ". Exception: " + ex.Message);
ClsDataBase.MarkScriptInvalid(Scode.ScriptsCode);
continue;
}
RootObject obj = JsonConvert.DeserializeObject <RootObject>(json);
ClsDashBoard.ScriptOStatus = "Total Scripts: " + ScriptCodes.Count.ToString() + " Downloading " + i.ToString() + " Of " + ScriptCodes.Count.ToString();
ClsDashBoard.OverallProgress = i;
ClsDashBoard.ScriptPbarMax = 0;
ClsDashBoard.ChangeSPbarValue = true;
BGW.ReportProgress(0);
ClsDashBoard.ScriptSStatus = Scode.ScriptsCode + " Total Records:" + obj.data.Count.ToString();
ClsLog.WriteLog(Scode.ScriptsCode + " Total Records:" + obj.data.Count.ToString());
ClsDashBoard.ScriptPbarMax = obj.data.Count;
ClsDashBoard.ChangeSPbarValue = true;
BGW.ReportProgress(0);
i = i + 1;
j = 0;
//ClsDashBoard.ScriptPbarMax = obj.data.Count;
if (obj.data.Count != 0)
{
foreach (var item in obj.data)
{
ColEodData.Add(new ClsPriceDataSet()
{
ScriptId = Scode.ScriptId,
Date = Convert.ToDateTime(item[0].ToString()),
OpenPrice = item[1] != null ? Convert.ToDouble(item[1].ToString()) : 0.0,
HighPrice = item[2] != null ? Convert.ToDouble(item[2].ToString()) : 0.0,
LowPrice = item[3] != null ? Convert.ToDouble(item[3].ToString()) : 0.0,
LastPrice = item[4] != null ? Convert.ToDouble(item[4].ToString()) : 0.0,
ClosePrice = item[5] != null ? Convert.ToDouble(item[5].ToString()) : 0.0,
TotalVal = item[6] != null ? Convert.ToDouble(item[6].ToString()) : 0.0,
TurnOver = item[7] != null ? Convert.ToDouble(item[7].ToString()) : 0.0
});
ClsDashBoard.ScriptProgress = j;
BGW.ReportProgress(0);
j = j + 1;
}
}
else
{
ColEodData.Add(new ClsPriceDataSet()
{
ScriptId = Scode.ScriptId,
Date = request.StartDate,
OpenPrice = 0.0,
HighPrice = 0.0,
LowPrice = 0.0,
LastPrice = 0.0,
ClosePrice = 0.0,
TotalVal = 0.0,
TurnOver = 0.0
});
ClsDashBoard.ScriptProgress = j;
BGW.ReportProgress(0);
j = j + 1;
}
ClsDataBase.UpdateEodData(ColEodData, Scode.TableName);
ColEodData.Clear();
ClsLog.WriteLog("Data Download for script: " + Scode.ScriptsName + "(" + Scode.ScriptsCode + ") Completed.");
}
ClsLog.WriteLog("Running EMA DMA SP...");
ClsDashBoard.ScriptOStatus = "Data Download Complete. Running EMA DMA Update SP.";
ClsDashBoard.ScriptSStatus = "Data Download Complete. Running EMA DMA Update SP.";
BGW.ReportProgress(0);
ClsDataBase.UpdateEmaDma();
ClsLog.WriteLog("Running EMA DMA SP...Completed");
}
catch (Exception ex)
{
ClsLog.WriteLog(ex.Message);
}
}
