public static List <StockMarketDaily> ReadInDowJonesFile()
{
List <StockMarketDaily> dowJonesDailyList = new List <StockMarketDaily>();
try
{
var lines = File.ReadAllLines("data/dow_jones_data.csv");
foreach (var line in lines)
{
try
{
var lineItems = line.Split(',');
DateTime date = DateTime.Parse(lineItems[0]);
decimal closingValue = decimal.Parse(lineItems[1]);
var daily = new StockMarketDaily(date, closingValue);
dowJonesDailyList.Add(daily);
}
catch (Exception e)
{
// do nothing
}
}
}
catch (Exception e)
{
Console.WriteLine("Error reading in file");
}
return(dowJonesDailyList);
}
public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
decimal recentLow = decimal.MaxValue;
decimal recentHigh = decimal.MinValue;
DateTime windowDate = currentDay.AddDays(-365);
while (windowDate.IsBefore(currentDay))
{
StockMarketDaily stockMarketForDay = data.GetDataForDate(windowDate);
if (stockMarketForDay.ClosingValue < recentLow)
{
recentLow = stockMarketForDay.ClosingValue;
}
if (stockMarketForDay.ClosingValue > recentHigh)
{
recentHigh = stockMarketForDay.ClosingValue;
}
windowDate = windowDate.AddDays(1);
}
decimal buyPercentage = 10.0M / 100.0M;
var dayData = data.GetDataForDate(currentDay);
decimal minBuyRange = recentHigh - (dayData.ClosingValue * buyPercentage);
decimal minBuyRangeWithDerivative = recentHigh - (dayData.ClosingValue * buyPercentage * 2);
decimal sellPercentage = 10.0M / 100.0M;
decimal maxSellRange = recentLow + (dayData.ClosingValue * sellPercentage);
if (dayData.ClosingValue > minBuyRange)
{
return(InvestmentAction.Buy);
}
else if (dayData.ClosingValue < maxSellRange)
{
return(InvestmentAction.Sell);
}
else
{
return(InvestmentAction.NoAction);
}
}
private static StockMarketHistoricalData ParseResponse(string json)
{
List <StockMarketDaily> dailyValues = new List <StockMarketDaily>();
var result = JsonConvert.DeserializeObject <JsonStockResponse>(json);
var dictionary = result.TimeSeriesDaily;
foreach (var key in dictionary.Keys)
{
var date = DateTime.Parse(key);
var day = dictionary[key];
var closeValue = decimal.Parse(day.AdjustedClose);
var daily = new StockMarketDaily(new DateTime(date.Year, date.Month, date.Day), closeValue);
dailyValues.Add(daily);
}
return(new StockMarketHistoricalData(dailyValues));
}