public override TimeSeriesDataOutput GetTimeSeriesData(TimeSeriesDataInput input)
{
if (input == null || string.IsNullOrEmpty(input.Symbol))
{
return(null);
}
string timeSeriesData = GetTimeSeriesDataDirect(input);
if (!string.IsNullOrEmpty(timeSeriesData))
{
DataTable dtTimeSeries = TextUtility.ConvertCSVToTable(timeSeriesData, input.Symbol);
return(ConvertDataToTimeSeriesDataOutput(input, dtTimeSeries));
}
return(null);
}
public override Quote[] StockBatchQuote(IEnumerable <string> symbols)
{
List <string[]> batchList = new List <string[]>();
string[] symbolNames = symbols.Distinct().ToArray();
while (symbolNames.Length > 0)
{
string[] splitedSymbols = symbolNames.Take(100).ToArray();
symbolNames = symbolNames.Skip(100).ToArray();
batchList.Add(splitedSymbols);
}
ConcurrentBag <Quote> quotes = new ConcurrentBag <Quote>();
Parallel.ForEach(batchList, s =>
{
try
{
string symbolString = string.Join(",", s);
string quoteResult = _keyManager.Call <string>(key => HttpGet(string.Format(AV_STOCK_BATCH_QUOTES, key, symbolString)));
if (!string.IsNullOrEmpty(quoteResult))
{
DataTable dtQuotes = TextUtility.ConvertCSVToTable(quoteResult, "Quotes");
foreach (DataRow row in dtQuotes.AsEnumerable())
{
try
{
Quote quote = new Quote();
quote.Price = double.Parse(row.Field <string>(AV_FIELD_PRICE));
quote.Ask = quote.Price;
quote.Bid = quote.Price;
quote.Symbol = row.Field <string>(AV_FIELD_SYMBOL);
quote.TimeZone = "US/Eastern";
try
{
quote.Volume = double.Parse(row.Field <string>(AV_FIELD_VOLUME));
}
catch (Exception)
{
}
try
{
quote.TimeStamp = DateTime.Parse(row.Field <string>(AV_FIELD_TIMESTAMP));
}
catch (Exception)
{
}
quotes.Add(quote);
}
catch (Exception)
{
}
}
}
}
catch (Exception)
{
}
});
return(quotes.ToArray());
}
