Exemplo n.º 1
0
 public void AddOneTimeEvent(YahooService service, ResponseReceivedHandler messageHandler, object tag)
 {
     if (!this.oneTimeEvents.Contains(service))
         this.oneTimeEvents.Add(service, new Pair(messageHandler, tag));
     else
         this.oneTimeEvents[service] = new Pair(messageHandler, tag);
 }
Exemplo n.º 2
0
 public void AddPermanentEvent(YahooService service, ResponseReceivedHandler messageHandler, object tag)
 {
     if (!permanentEvents.Contains(service))
         permanentEvents.Add(service, new Pair(messageHandler, tag));
     else
         permanentEvents[service] = new Pair(messageHandler, tag);
 }
 public App(
     IConfiguration config,
     YahooService yahooService,
     FantasyFootballUnitOfWork uow)
 {
     _config       = config;
     _yahooService = yahooService;
     _uow          = uow;
 }
Exemplo n.º 4
0
 public void AddPermanentEvent(YahooService service, ResponseReceivedHandler messageHandler, object tag)
 {
     if (!permanentEvents.Contains(service))
     {
         permanentEvents.Add(service, new Pair(messageHandler, tag));
     }
     else
     {
         permanentEvents[service] = new Pair(messageHandler, tag);
     }
 }
Exemplo n.º 5
0
 public void AddOneTimeEvent(YahooService service, ResponseReceivedHandler messageHandler, object tag)
 {
     if (!this.oneTimeEvents.Contains(service))
     {
         this.oneTimeEvents.Add(service, new Pair(messageHandler, tag));
     }
     else
     {
         this.oneTimeEvents[service] = new Pair(messageHandler, tag);
     }
 }
Exemplo n.º 6
0
        public void TestInitialize()
        {
            _yahooDataRepositoryMock     = new Mock <ICsvDataRepository <YahooRecord> >();
            _yahooTreeDataRepositoryMock = new Mock <ITreeDataRepository <YahooTreeData> >();

            _yahooDataRepositoryMock
            .Setup(x => x.LoadData("test"));

            _yahooDataRepositoryMock
            .Setup(x => x.CsvLinesNormalized)
            .Returns(
                new List <YahooRecord>
            {
                new YahooRecord {
                    Close = 1.25765
                },
                new YahooRecord {
                    Close = 1.51123
                },
                new YahooRecord {
                    Close = 1.75987
                },
                new YahooRecord {
                    Close = 2.34231
                },
                new YahooRecord {
                    Close = 2.47654
                }
            }
                );

            _service = new YahooService(
                _yahooDataRepositoryMock.Object,
                _yahooTreeDataRepositoryMock.Object
                );
        }
Exemplo n.º 7
0
        static async Task Main(string[] args)
        {
            var yfService = new YahooService();

            var symbol = "MSFT";



            //var result = await yfService.GetHistoricalDataAsync(Frequency.OneDay
            //    , new DateTime(2020, 9, 1, 12, 0, 0)
            //    , new DateTime(2020, 9, 25, 12, 0, 0)
            //    , "MSFT");

            //var result = await yfService.GetHistoricalDataAsyncYahoo(Interval.OneDay
            //    , new DateTime(2020, 9, 1, 12, 0, 0)
            //    , new DateTime(2020, 9, 25, 12, 0, 0)
            //    , "MSFT", true);


            //var fundamentalData = await yfService.GetFundamentalDataAsync("MSFT");

            //foreach (var result in fundamentalData.QuoteSummary.Result)
            //{
            //    //var assetProfile = result.AssetProfile;

            //    //foreach (var assetProfileCompanyOfficer in assetProfile.CompanyOfficers)
            //    //{

            //    //}

            //    var recommendation = result.RecommendationTrend;

            //    foreach (var trend in recommendation.Trend)
            //    {

            //    }

            //    var c = result.CashflowStatementHistory;

            //    foreach (var cCashFlowStatement in c.CashFlowStatements)
            //    {

            //    }

            //    var i = result.IndexTrend;

            //    foreach (var iEstimate in i.Estimates)
            //    {

            //    }

            //    var d = result.DefaultKeyStatistics;

            //    var it = result.IndustryTrend;

            //    var itt = result.IncomeStatementHistory;

            //    var fo = result.FundOwnership;

            //    var sd = result.SummaryDetail;

            //    var sdd = result.InsiderHolders;

            //    foreach (var sddHolder in sdd.Holders)
            //    {

            //    }

            //    var sddd = result.CalendarEvents;

            //    var ds = result.UpgradeDowngradeHistory;

            //    var dd = result.BalanceSheetHistory;

            //    foreach (var ddBalanceSheetStatement in dd.BalanceSheetStatements)
            //    {

            //    }
            //}

            //var hs = await yfService.GetHistoricalDataAsyncYahoo(Interval.OneDay, new DateTime(2010, 1, 1),
            //    new DateTime(2020, 1, 1), "MSFT", true);


            //await hs.Prices.WriteCsvAsync(@"c:\temp\MSFT.csv");

            //var options = await yfService.GetOptionsContractAsync("MSFT", DateTime.Now.AddDays(1));

            //var msftPrices = await yfService.GetHistoricalDataAsync("MSFT", 30);

            //var calcReturn = ((msftPrices.Last().Close - msftPrices.First().Open) / msftPrices.First().Open) * 100;

            var list = await yfService.CalculateReturnsAsync(new[] { "MSFT", "AAPL" }, 30);

            var sorted = list.Sort();

            var avg = list.Average();
            //list.GroupBy(c => symbol)

            //var prices = await yfService.GetHistoricalDataAsync(symbol, 30);

            //await prices.ToList().ReadCsvAsync(@"C:\Temp\MSFT.csv");
            // Console.ReadLine();

            var prices = await CsvExtensions.ReadCsvAsync("Data\\all_stocks_5yr.csv", new Dictionary <string, string>
            {
                { "date", "StartTime" },
                { "open", "Open" },
                { "high", "High" },
                { "low", "Low" },
                { "close", "Close" },
                { "volume", "Volume" },
                { "Name", "Symbol" }
            });

            //var momentum = prices.CalculateMomentum(new DateTime(2017, 1, 1), 50);

            //var stockNames = prices.GetStockNames();

            //var returns = prices.CalculateReturns();

            //var orderedReturns = returns.OrderBy(c => c.ReturnPercentage);

            //var m = prices.SlidingWindow(500, 300, 50);
        }
Exemplo n.º 8
0
 public Message(UInt32 sessionID, YahooService service, YahooStatus status)
 {
     header.SessionIdentifier = sessionID;
     header.Service = service;
     header.Status = status;
 }
Exemplo n.º 9
0
 public Message(UInt32 sessionID, YahooService service)
     : this(sessionID, service, YahooStatus.Available)
 {
 }
Exemplo n.º 10
0
        static async Task Main(string[] args)
        {
            IStockDataService yahooService = new YahooService();

            _priceManager = new PriceManager(yahooService);

            var prices = CsvExtensions.ReadCsv(
                @"Data\\all_stocks_5yr.csv",
                new Dictionary <string, string>
            {
                { "date", "StartTime" },
                { "open", "Open" },
                { "close", "Close" },
                { "high", "High" },
                { "low", "Low" },
                { "volume", "Volume" },
                { "Name", "Symbol" }
            });

            var aalPrice = prices.Where(c => c.Symbol.Equals("AAL")).SortByStartTime();

            var open   = aalPrice.Select(c => (double)c.Open).ToArray();
            var high   = aalPrice.Select(c => (double)c.High).ToArray();
            var low    = aalPrice.Select(c => (double)c.Low).ToArray();
            var close  = aalPrice.Select(c => (double)c.Close).ToArray();
            var volume = aalPrice.Select(c => c.Volume).ToArray();

            var lstm = new Lstm(open, high, low, close, volume);

            lstm.Print();
            var scale = lstm.CalculateScale();
            var min   = lstm.CalculateMin();



            var stochasticOsc = new StochasticOsc();

            var sData = stochasticOsc.Run(GetData());

            var plt = new Plot(600, 400);

            var slow = sData.Select(c => c.SlowValue).ToArray();
            var vals = sData.Select(c => c.Value).ToArray();


            //var xs = sData.Select(p => p.StartTime.ToOADate()).ToArray();

            plt.PlotSignalXY(sData.Select(p => p.StartTime.ToOADate()).ToArray(), slow, label: "slow", color: Color.Red,
                             lineWidth: 2, lineStyle: LineStyle.Solid, markerSize: 0);
            plt.PlotSignalXY(sData.Select(p => p.StartTime.ToOADate()).ToArray(), vals, label: "fast",
                             color: Color.Black, lineWidth: 2, lineStyle: LineStyle.Solid);

            plt.Title("IBM Stochastic");
            plt.YLabel("Stochastic Unit");
            plt.XLabel("Date");
            plt.Ticks(dateTimeX: true);
            //plt.Legend();
            plt.AxisBounds(minY: 0, maxY: 100);
            plt.AxisAuto(verticalMargin: 0.01);

            plt.Add(new PlottableHLine(20, Color.Black, 1, "", false, 20, 20, LineStyle.Solid));
            plt.Add(new PlottableHLine(80, Color.Black, 1, "", false, 80, 80, LineStyle.Solid));

            plt.SaveFig("IBM Slow Stochastic Chart.png");
            return;


            //var list = stochasticService.Run(sData);

            //await TargilAsync();

            //var tickerManager = new TickerManager(yahooService, _priceManager);

            //var tickers = CsvExtensions.ReadConstituentsAsync("Data\\constituents.csv", new Dictionary<string, string>
            //{
            //    {"Symbol", "Symbol"},
            //    {"Name", "Name"},
            //    {"Sector", "Sector"},
            //}).Result;



            //var msftTicker = tickerManager.GetTickerBySymbol(tickers, "MSFT");

            //var prices = await _priceManager.GetPricesAsync(
            //    msftTicker,
            //    new DateTime(2020, 4, 13),
            //    new DateTime(2020, 6, 26),
            //    Interval.OneDay,
            //    false);



            //var offsetPercent = 1;

            //var vals = stochasticService.Run(prices);


            //var plt = new ScottPlot.Plot(600, 400);

            //plt.PlotSignal(vals.Select(c => (double)c.Value).ToArray());

            //plt.Title("Signal Plot Quickstart (5 million points)");
            //plt.YLabel("Vertical Units");
            //plt.XLabel("Horizontal Units");

            //plt.SaveFig("Quickstart_Quickstart_Signal_5MillionPoints.png");

            return;

            //var offsetPercent = 0.5;

            //var supportPoints = _priceManager.GetSupportExtremaGroups(prices, ExtremaType.Minimum, offsetPercent);

            //var p = prices.Last();
            //Console.WriteLine($"Curret value: {p.Close}");

            //Console.WriteLine("Support Points");
            //supportPoints.Print(ExtremaType.Minimum);
            //Console.WriteLine();

            //Console.WriteLine("Reject Points");
            //rejectPoints.Print(ExtremaType.Maximum);


            //var daysMomentum = _priceManager.GetDaysMomentum(prices);
            //daysMomentum.Print();
        }
Exemplo n.º 11
0
 public void AddPermanentEvent(YahooService service, ResponseReceivedHandler messageHandler)
 {
     AddPermanentEvent(service, messageHandler, null);
 }
Exemplo n.º 12
0
 public void AddPermanentEvent(YahooService service, ResponseReceivedHandler messageHandler)
 {
     AddPermanentEvent(service, messageHandler, null);
 }
Exemplo n.º 13
0
 public Message(UInt32 sessionID, YahooService service, YahooStatus status)
 {
     header.SessionIdentifier = sessionID;
     header.Service           = service;
     header.Status            = status;
 }
Exemplo n.º 14
0
 public Message(UInt32 sessionID, YahooService service)
     : this(sessionID, service, YahooStatus.Available)
 {
 }