private static Candidate NormalizeStock(Candidate stock)
{
Candidate normelizedStock = new Candidate {
Name = stock.Name
};
foreach (var day in stock.Days)
{
StockDayInfo normelizedDay = new StockDayInfo();
normelizedDay.Open = NormelizeFeature(day.Open, stock.Days.Select(x => x.Open));
normelizedDay.Close = NormelizeFeature(day.Close, stock.Days.Select(x => x.Close));
normelizedDay.High = NormelizeFeature(day.High, stock.Days.Select(x => x.High));
normelizedDay.Low = NormelizeFeature(day.Low, stock.Days.Select(x => x.Low));
normelizedStock.Days.Add(normelizedDay);
}
return(normelizedStock);
}
private List <Candidate> getRelevantFileByDateRange(DateTime start, DateTime end)
{
var randomStockNames = GetRandomStocksList(numberOfStocks);
List <Candidate> stocks = new List <Candidate>();
using (var client = new WebClient())
{
string baseUrl = "http://ichart.yahoo.com/table.csv?s=";
foreach (var currStockName in randomStockNames)
{
Candidate stock = new Candidate();
stock.Name = currStockName;
try
{
var fromDateMonth = DateTime.Now.AddDays(-numberOfDays).Month - 1;
var fromDateDay = DateTime.Now.AddDays(-numberOfDays).Day;
var fromDateYear = DateTime.Now.AddDays(-numberOfDays).Year;
var ToDateMonth = DateTime.Now.Month - 1;
var ToDateDay = DateTime.Now.Day;
var ToDateYear = DateTime.Now.Year;
string daysCohise = String.Format("&a={0}&b={1}&c={2}&d={3}&e={4}&f={5}", fromDateMonth,
fromDateDay,
fromDateYear,
ToDateMonth,
ToDateDay,
ToDateYear);
var stockTxt = client.DownloadString(baseUrl + currStockName + daysCohise);
char[] delimiters = { '\n' };
var stockList = stockTxt.Trim().Split(delimiters);
delimiters[0] = ',';
for (int i = 1; i < stockList.Length; i++)
{
var currRow = stockList[i].Split(delimiters);
var day = new StockDayInfo();
day.Date = Convert.ToDateTime(currRow[0]);
day.Open = Convert.ToDouble(currRow[1]);
day.High = Convert.ToDouble(currRow[2]);
day.Low = Convert.ToDouble(currRow[3]);
day.Close = Convert.ToDouble(currRow[4]);
stock.Days.Add(day);
}
stocks.Add(stock);
}
catch (Exception)
{
Console.WriteLine(currStockName);
}
}
}
return(stocks);
}
