public static HistoricalStockQuotes RetrieveQuotes(DateTime start, DateTime end, String TIDM)
{
IQuoteProvider provider = new YahooFinance();
HistoricalStockQuotes historicalQuote = null;
start = start.Date;
end = end.Date;
// check for previous occurrence
using (var session = DataDocumentStore.DocStore.OpenSession())
{
var quotes = from h in session.Query<HistoricalStockQuotes>()
where h.TIDM == TIDM
select h;
if (quotes.Count() == 1)
{
// previous quote for this symbol
historicalQuote = quotes.First();
if(!IsRefreshRequired(historicalQuote, start, end)){
//remove extraneous quotes
var x = from c in historicalQuote.Quotes
where c.PriceTime >= start && c.PriceTime <= end
select c;
historicalQuote.Quotes = x.ToList<StockQuote>();
return historicalQuote;
}
}
List<StockQuote> stockQuotes = provider.RetrieveQuotes(start, end, TIDM);
if(historicalQuote==null){
historicalQuote = new HistoricalStockQuotes
{
TIDM = TIDM,
Start = start,
End = end
};
}
historicalQuote.Quotes = stockQuotes;
session.Store(historicalQuote);
session.SaveChanges();
}
return historicalQuote;
}
private static bool IsRefreshRequired(HistoricalStockQuotes quotes, DateTime desiredStart, DateTime desiredEnd)
{
return (desiredStart < quotes.Start || desiredEnd > quotes.End);
}