public async Task <object> ParseData_Daily(string data, int maxrecords = -1)
{
Data.Daily dd = new Data.Daily();
try {
using (StringReader sr = new StringReader(data)) {
using (CsvReader csv = new CsvReader(sr, CultureInfo.InvariantCulture)) {
csv.Read();
csv.ReadHeader();
while (maxrecords != 0 && csv.Read())
{
dd.Prices.Add(new Data.Daily.Price()
{
Date = csv.GetField <DateTime>("timestamp"),
Open = csv.GetField <decimal>("open"),
High = csv.GetField <decimal>("high"),
Low = csv.GetField <decimal>("low"),
Close = csv.GetField <decimal>("adjusted_close"),
Volume = csv.GetField <decimal>("volume")
});
maxrecords--;
}
}
}
return(dd);
} catch (Exception ex) {
await Log.Error($"{MethodBase.GetCurrentMethod().DeclaringType}: {MethodBase.GetCurrentMethod().Name}", ex);
return(null);
}
}
public async Task <object> GetData_Daily(Data.Asset asset, int limit = 500)
{
try {
IAlpacaDataClient data = null;
if (!String.IsNullOrWhiteSpace(Settings.API_Alpaca_Live_Key) && !String.IsNullOrWhiteSpace(Settings.API_Alpaca_Live_Secret))
{
data = Environments.Live.GetAlpacaDataClient(new SecretKey(Settings.API_Alpaca_Live_Key, Settings.API_Alpaca_Live_Secret));
}
else if (!String.IsNullOrWhiteSpace(Settings.API_Alpaca_Paper_Key) && !String.IsNullOrWhiteSpace(Settings.API_Alpaca_Paper_Secret))
{
data = Environments.Paper.GetAlpacaDataClient(new SecretKey(Settings.API_Alpaca_Paper_Key, Settings.API_Alpaca_Paper_Secret));
}
else
{
return(new ArgumentNullException());
}
// Maximum 1000 bars per API call
var bars = await data.GetBarSetAsync(new BarSetRequest(asset.Symbol, TimeFrame.Day) { Limit = limit });
Data.Daily ds = new Data.Daily();
foreach (var bar in bars[asset.Symbol])
{
if (bar.TimeUtc != null)
{
ds.Prices.Add(new Data.Daily.Price()
{
Date = bar.TimeUtc ?? new DateTime(),
Open = bar.Open,
High = bar.High,
Low = bar.Low,
Close = bar.Close,
Volume = bar.Volume
});
}
}
return(ds);
} catch (Exception ex) {
if (ex.Message != "Too Many Requests") // This is handled elsewhere- does not need to be error logged
{
await Log.Error($"{MethodBase.GetCurrentMethod().DeclaringType}: {MethodBase.GetCurrentMethod().Name}", ex);
}
return(ex.Message);
}
}
