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);
}
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;
}
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 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);
}
}
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
);
}
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);
}
public Message(UInt32 sessionID, YahooService service, YahooStatus status)
{
header.SessionIdentifier = sessionID;
header.Service = service;
header.Status = status;
}
public Message(UInt32 sessionID, YahooService service)
: this(sessionID, service, YahooStatus.Available)
{
}
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();
}
public void AddPermanentEvent(YahooService service, ResponseReceivedHandler messageHandler)
{
AddPermanentEvent(service, messageHandler, null);
}
public void AddPermanentEvent(YahooService service, ResponseReceivedHandler messageHandler)
{
AddPermanentEvent(service, messageHandler, null);
}
public Message(UInt32 sessionID, YahooService service, YahooStatus status)
{
header.SessionIdentifier = sessionID;
header.Service = service;
header.Status = status;
}
public Message(UInt32 sessionID, YahooService service)
: this(sessionID, service, YahooStatus.Available)
{
}