private SortableList <IFavorite> TryLodFromDatabase(string historyDateKey)
{
using (Database database = DatabaseConnections.CreateInstance())
{
HistoryInterval interval = HistoryIntervals.GetIntervalByName(historyDateKey);
// store holds dates in UTC
var favoriteIds = database.GetFavoritesHistoryByDate(interval.From, interval.To).ToList();
IEnumerable <DbFavorite> intervalFavorites =
this.favorites.Cast <DbFavorite>().Where(favorite => favoriteIds.Contains(favorite.Id));
return(Data.Favorites.OrderByDefaultSorting(intervalFavorites));
}
}
private string IntervalToString(HistoryInterval interval)
{
switch (interval)
{
case HistoryInterval.Daily:
return("1d");
case HistoryInterval.Weekly:
return("1w");
case HistoryInterval.Monthly:
return("1m");
default:
throw new NotImplementedException($"Interval '{interval}' does not exist");
}
}
// Request string for HistoryType.IntervalTimeframe
public string GetRequestIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime, string endDateTime, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
return GetRequestIntervalTimeframe(symbol, itype, ((int)interval).ToString(), beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
public void HistoryIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
string sInterval = ((int)interval).ToString();
HistoryIntervalTimeframe(symbol, itype, sInterval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
public void HistoryFuturesIntervalTimeframe(string rootSymbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
m_filename = Folders.df_path(GFile.GetDfFuturesFilename(rootSymbol, (int)interval));
m_outfile = null;
int addMonthsToEnd = 6;
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.AddMonths(addMonthsToEnd).ToString("yyyyMMdd");
var mcList = GetMonthCodeList(beginDateTime, endDateTime);
string sInterval = ((int)interval).ToString();
foreach (var mYY in mcList)
{
m_symbol = rootSymbol + mYY;
// use mYY and the mYY from 6 months prior to calculate a begin and end date for contract historical data
string mYYplus1 = AddMonths(mYY, 1);
string mYYminus6 = AddMonths(mYY, -6);
string dt1 = GetDateTimeMYY(mYYminus6).ToYYYYMMDD();
string dt2 = GetDateTimeMYY(mYYplus1).ToYYYYMMDD();
HistoryIntervalTimeframe(m_symbol, itype, sInterval, dt1, dt2, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
if (m_outfile != null)
{
m_outfile.Close();
Console.WriteLine("\nOutput to file: {0}\n", m_filename);
}
}
public void HistoryContractIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
m_filename = Folders.df_path(GFile.GetDfContractFilename(symbol, (int)interval));
m_outfile = null;
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.AddMonths(1).ToString("yyyyMMdd");
string sInterval = ((int)interval).ToString();
m_symbol = symbol;
HistoryIntervalTimeframe(m_symbol, itype, sInterval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
if (m_outfile != null)
{
m_outfile.Close();
Console.WriteLine("\nOutput to file: {0}\n", m_filename);
}
}
public async Task <IApiResponse <IReadOnlyList <SplitResult> > > GetSplitsAsync(string symbol, Instant start, Instant end, HistoryInterval interval = HistoryInterval.Daily, CancellationToken cancellationToken = default)
{
if (start >= end)
{
return(ApiResponse.FromError <IReadOnlyList <SplitResult> >(null, "Start date needs to happen before end date"));
}
var apiResult = await GetData <SplitResult>(symbol, start, end, interval, cancellationToken);
logger.LogDebug("{Svc}::GetSplitsAsync completed in {ResponseTime} with status code {StatusCode} reason {ReasonPhrase}", nameof(HistoryService), apiResult.Metadata.ResponseTime, apiResult.Metadata.StatusCode, apiResult.Metadata.ReasonPhrase);
if (apiResult.HasError)
{
return(ApiResponse.FromError <IReadOnlyList <SplitResult> >(apiResult.Metadata, apiResult.Error));
}
var results = (IReadOnlyList <SplitResult>)(apiResult.Data
.Where(d => d.Split.Before != 0 && d.Split.After != 0)
.OrderByDescending(d => d.Date)
.ToList());
logger.LogInformation("HistoryService::GetSplitsAsync returns SUCCES - found {count} results", results.Count);
return(ApiResponse.FromSucces(apiResult.Metadata, results));
}
private async Task <IApiResponse <IEnumerable <T> > > GetData <T>(string symbol, Instant start, Instant end, HistoryInterval interval, CancellationToken cancellationToken)
where T : class, IHistoryItem
{
const string url = "v7/finance/download/[symbol]";
var qsb = new QueryStringBuilder();
qsb.Add("interval", IntervalToString(interval));
qsb.Add("period1", start.ToUnixTimeSeconds());
qsb.Add("period2", end.ToUnixTimeSeconds());
qsb.Add("events", GetEventTypeFromHistoryItem <T>());
var nvc = new NameValueCollection()
{
{ "symbol", symbol }
};
return(await client.ExecuteCsvAsync <T>(url, nvc, qsb, cancellationToken));
}
