static void Main(string[] args)
{
List <string> stocks = new List <string>();
// instantiate sqlHandle
SqlHandler sqlHandle = new SqlHandler("radhika Chigurupati", "1212",
@"DESKTOP-LLFV7OU\SQLEXPRESS", "stockdb");
if (!sqlHandle.isConnected())
{
return;
}
// stocks file name
string filename = @"C:\Users\radhi\Desktop\stocks.txt";
StreamWriter errorfile = new StreamWriter(@"C:\Users\radhi\Desktop\errors.txt");
if (!File.Exists(filename))
{
Console.WriteLine("Stocks file doesn't exist!");
return;
}
// read stocks
string[] lines = File.ReadAllLines(filename);
foreach (string line in lines)
{
stocks.Add(line);
}
Console.WriteLine("Successfully read " + stocks.Count.ToString() + " stocks from file!");
// start and end dates
DateTime startDt = new DateTime(2014, 01, 01);
DateTime endDt = new DateTime(2015, 06, 01);
// get stock data into database
WebStockDataReader wdr = new WebStockDataReader();
int rc = 0;
Console.WriteLine("Retrieving stocks data from yahoo and storing into database...");
int cnt = 0;
foreach (string stock in stocks)
{
rc = wdr.getStockData(sqlHandle, stock, startDt, endDt);
cnt++;
if (cnt % 100 == 0)
{
// show progress to user
Console.WriteLine("Finished retrieving " + cnt.ToString() + " stocks / "
+ stocks.Count.ToString() + " stocks ...(still in progress)");
}
if (rc != 0)
{
errorfile.WriteLine(stock);
}
}
errorfile.Close();
Console.WriteLine("Completed retrieving stock data and storing into database!");
// get market data -- sp 500 into database
wdr.getStockData(sqlHandle, "^GSPC", startDt, endDt);
Console.WriteLine("Completed retrieving market data and storing into database!");
DateTime betaStDt = new DateTime(2014, 06, 01);
DateTime betaEndDt = new DateTime(2014, 12, 31);
int rollingWindow = 30;
cnt = 0;
foreach (string stock in stocks)
{
List <StockData> stk_data = sqlHandle.getPriceData(stock, betaStDt.Subtract(TimeSpan.FromDays(30)), betaEndDt);
calculateAndStoreBetas(sqlHandle, stock, stk_data, rollingWindow);
cnt++;
if (cnt % 100 == 0)
{
// show progress
Console.WriteLine("Finished calculating and storing betas for "
+ cnt.ToString() + " stocks ... (still in progress)");
}
}
Console.WriteLine("Program finished calculating betas and storing into database .. Press any key to exit");
Console.ReadKey();
}
