public static List<StockQuarter> GetStocks(int minVol)
{
var quarters = new List<StockQuarter>();
using (MomentumData.MomentumEntities ctx = new MomentumData.MomentumEntities())
{
foreach (var ticker in GetTickers())
{
var quotes = ctx.StockDays.Where(p => p.Ticker == ticker).ToList();
var qtr0 = quotes.Where(p => p.DateStamp.Date >= DateTime.Now.AddMonths(-12).Date && p.DateStamp.Date < DateTime.Now.AddMonths(-11).Date).OrderBy(p => p.DateStamp).FirstOrDefault();
var qtr1 = quotes.Where(p => p.DateStamp.Date >= DateTime.Now.AddMonths(-9).Date && p.DateStamp.Date < DateTime.Now.AddMonths(-8).Date).OrderBy(p => p.DateStamp).FirstOrDefault();
var qtr2 = quotes.Where(p => p.DateStamp.Date >= DateTime.Now.AddMonths(-6).Date && p.DateStamp.Date < DateTime.Now.AddMonths(-5).Date).OrderBy(p => p.DateStamp).FirstOrDefault();
var qtr3 = quotes.Where(p => p.DateStamp.Date >= DateTime.Now.AddMonths(-3).Date && p.DateStamp.Date < DateTime.Now.AddMonths(-2).Date).OrderBy(p => p.DateStamp).FirstOrDefault();
var qtr4 = quotes.Where(p => p.DateStamp.Date >= DateTime.Now.AddDays(-7).Date && p.DateStamp.Date < DateTime.Now.AddDays(-1).Date).OrderByDescending(p => p.DateStamp).FirstOrDefault();
if (qtr0 != null && qtr1 != null && qtr2 != null && qtr3 != null && qtr4 != null)
{
double volume = 0;
foreach (var day in quotes)
{
volume += ((double)day.Volume) / quotes.Count();
}
var full = ctx.StockDays.First(p => p.Ticker == ticker).Name;
var quarter = new StockQuarter()
{
Ticker = ticker,
FullName = full,
AverageVolumeTraded = volume,
Quarter1 = qtr1.Close,
Quarter1Move = (qtr1.Close - qtr0.Close) / qtr0.Close * 100,
Quarter2 = qtr2.Close,
Quarter2Move = (qtr2.Close - qtr1.Close) / qtr1.Close * 100,
Quarter3 = qtr3.Close,
Quarter3Move = (qtr3.Close - qtr2.Close) / qtr2.Close * 100,
Quarter4 = qtr4.Close,
Quarter4Move = (qtr4.Close - qtr3.Close) / qtr3.Close * 100,
Half1Move = (qtr2.Close - qtr0.Close) / qtr0.Close * 100,
Half2Move = (qtr4.Close - qtr2.Close) / qtr2.Close * 100,
YearMove = (qtr4.Close - qtr0.Close) / qtr0.Close * 100,
Quarter1Top5 = false,
Quarter2Top5 = false,
Quarter3Top5 = false,
Quarter4Top5 = false,
Half1Top5 = false,
Half2Top5 = false,
YearTop5 = false
};
quarters.Add(quarter);
}
}
}
return quarters.Where(p => p.AverageVolumeTraded > minVol).ToList();
}
public static void Build()
{
var tickers = GetTickers();
using (MomentumData.MomentumEntities ctx = new MomentumData.MomentumEntities())
{
foreach (var entry in tickers)
{
var last = ctx.StockDays.Where(p => p.Ticker == entry).OrderByDescending(p => p.DateStamp).FirstOrDefault();
if (last == null || last.DateStamp.Date < DateTime.Now.AddDays(-3).Date)
{
using (WebClient wc = new WebClient())
{
wc.Proxy = new System.Net.WebProxy("ntswhoproxy01:8080");
wc.Proxy.Credentials = new System.Net.NetworkCredential(@"woolworths\w7052442", "!Jan2013");
try
{
var data = wc.DownloadString(string.Format(Fin24Link, entry, 1));
var quote = JsonConvert.DeserializeObject<StockQuote>(data);
if (quote != null && quote.Result == 1)
{
foreach (var item in quote.Object)
{
if (item.DateStamp.Date <= DateTime.Now.AddDays(-1).Date && ctx.StockDays.Count(p => p.Ticker == item.InstrumentIdentifier && p.DateStamp.Year == item.DateStamp.Year && p.DateStamp.Month == item.DateStamp.Month && p.DateStamp.Day == item.DateStamp.Day) == 0)
{
var newEntry = new MomentumData.StockDay();
newEntry.Close = item.Close;
newEntry.DateStamp = item.DateStamp;
newEntry.High = item.High;
newEntry.Low = item.Low;
newEntry.Name = item.InstrumentName;
newEntry.Open = item.Open;
newEntry.Ticker = item.InstrumentIdentifier;
newEntry.Volume = item.Volume;
ctx.StockDays.AddObject(newEntry);
}
}
ctx.SaveChanges();
}
}
catch { }
}
}
}
}
}
