//Load all stock history from Tiingo API
public static async void LoadAllData()
{
// Console.Write("Enter API Key: ");
var key = "";// Console.ReadLine();
using (var reader = new StreamReader($@"C:\temp\key.txt"))
{
while (!reader.EndOfStream)
{
key = reader.ReadLine();
}
}
Console.Write("Enter year to load:");
var years = new List <int> {
2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020
};
var c = 0;
List <string> log = new List <string>();
foreach (var year in years)
{
foreach (var s in symb)
{
HttpClient _httpClient = new HttpClient();
c++;
Console.Write("\r" + c + "/" + symb.Count());
_httpClient.BaseAddress = new Uri("https://api.tiingo.com/tiingo/daily/" + s + "/prices?startDate=" + year + "-1-1&endDate=" + (year + 1) + "-1-1&token=" + key);// (Int32.Parse(year) + 1) + "-1-1&token=" + key);
_httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
var tmp = _httpClient.GetAsync(_httpClient.BaseAddress).Result;
string ret = "";
if (tmp.IsSuccessStatusCode)
{
ret = await tmp.Content.ReadAsStringAsync();
var stk = StockHist.FromJson(ret);
foreach (var st in stk)
{
log.Add(
$"{st.Date.DateTime.ToString()}," +
$"{s}," +
$"{st.Open}," +
$"{st.High}," +
$"{st.Low}," +
$"{st.Close}"
);
}
}
}
File.WriteAllLines(Path.Combine("c:\\temp", year + ".csv"), log);
}
}
public void Run(DateTime startDate, DateTime endDate, double change, double high, double drop, bool pctOnly = false)
{
_pctOnly = pctOnly;
_high = high;
_drop = drop;
_change = change;
try
{
// set years to sample
var years = new List <string> {
startDate.Year.ToString()
};
if (startDate.Year != endDate.Year)
{
var end = endDate.Year;
while (end != startDate.Year)
{
years.Add(end.ToString());
end--;
}
}
var count = 0;
var added = new List <string>();
foreach (var year in years)
{
using (var reader = new StreamReader($@"C:\temp\{year}.csv"))
{
while (!reader.EndOfStream)
{
StockHist st = new StockHist();
var line = reader.ReadLine();
var values = line.Split(',');
st.Date = DateTime.Parse(values[0]);
st.Symbol = values[1];
st.Open = Double.Parse(values[2]);
st.High = Double.Parse(values[3]);
st.Low = Double.Parse(values[4]);
st.Close = Double.Parse(values[5]);
if (st.Date.Date >= startDate && st.Date.Date <= endDate)
{
AllStockHistory.Add(st);
}
}
}
}
var stocksInRange = AllStockHistory.Where(a => a.Open <= _high);
foreach (var s in stocksInRange)
{
if (!added.Contains(s.Symbol))
{
Lookup(s.Symbol, count++, stocksInRange.Count());
}
added.Add(s.Symbol);
}
if (_pctOnly)
{
File.WriteAllLines(Path.Combine("c:\\temp", "pct.csv"), log);
}
else
{
Buy(startBal, Buys.OrderBy(b => b.Date).First().Date);
foreach (var s in Sells.OrderBy(s => s.SellDate))
{
Buy(Sell(s), s.SellDate);
}
var rep = new List <string>();
foreach (var b in Balances)
{
rep.Add(
$"{b.Date}," +
$"{b.Inv}," +
$"{b.Int}," +
$"{b.Inv + b.Int}"
);
}
File.WriteAllLines(Path.Combine("c:\\temp", startDate.ToString("ddMMyyyy") + "-" + endDate.ToString("ddMMyyyy") + "-1000-shigh-" + _high + "-Change" + _change + "drop-" + _drop + ".csv"), rep);
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public List <double> GetData(StockHist sh, double drp, double chnge)
{
var otherDrops = new List <double>();
var pchange = (sh.Close - sh.Open) / sh.Open;
if (pchange <= drp && Buys.SingleOrDefault(s => s.Date == sh.Date && s.StockAndPrices.Select(x => x.Stock).Contains(sh.Symbol)) == null)
{
var next = AllStockHistory.Where(s => s.Symbol == sh.Symbol).Where(s => s.Date > sh.Date).OrderBy(s => s.Date).FirstOrDefault();
if (next != null)
{
var dt = new DateTime();
var cng = (next.High - sh.Close) / next.Close;
if (_pctOnly)
{
log.Add(
$"{sh.Date.Date}," +
$"{cng}"
);
}
else
{
var sell = 0.0;
if (cng >= chnge)
{
dt = next.Date.DateTime;
sell = sh.Close + ((sh.Close / 100) * (chnge * 100));
}
else
{
dt = next.Date.DateTime;
sell = next.Close;
}
if (Buys.SingleOrDefault(b => b.Date == sh.Date) == null)
{
Buys.Add(new DateStructure()
{
Date = sh.Date, SellDate = dt, StockAndPrices = new List <StockAndPrice>()
{
new StockAndPrice()
{
Stock = sh.Symbol, Price = sh.Close
}
}
});
}
else
{
Buys.SingleOrDefault(b => b.Date == sh.Date).StockAndPrices.Add(new StockAndPrice()
{
Stock = sh.Symbol, Price = sh.Close
});
}
if (Sells.SingleOrDefault(b => b.BoughtDate == sh.Date) == null)
{
Sells.Add(new DateStructure()
{
SellDate = dt, BoughtDate = sh.Date, StockAndPrices = new List <StockAndPrice>()
{
new StockAndPrice()
{
Stock = sh.Symbol, Price = sell
}
}
});
}
else
{
Sells.SingleOrDefault(b => b.BoughtDate == sh.Date).StockAndPrices.Add(new StockAndPrice()
{
Stock = sh.Symbol, Price = sell
});
}
}
}
}
else
{
drp += 0.1;
while (drp <= _minDrop)
{
if (pchange <= drp)
{
otherDrops.Add(drp);
}
drp += 0.1;
}
}
return(otherDrops);
}