private static StonkValues GetValues(IQuote quote)
{
StonkValues vals = new StonkValues(quote.Symbol, quote.TimestampUtc,
(double)quote.AskPrice,
(double)quote.BidPrice);
return(vals);
}
public static async Task GetMarketData(List <StonkValues> vals)
{
AppleNetwork net = new AppleNetwork();
var DClient = Alpaca.Markets.Environments.Paper
.GetAlpacaDataClient(new SecretKey(API_KEY, API_SECRET));
var TClient = Alpaca.Markets.Environments.Paper
.GetAlpacaTradingClient(new SecretKey(API_KEY, API_SECRET));
var clock = await TClient.GetClockAsync();
try
{
List <List <StonkValues> > multibars = new List <List <StonkValues> >();
List <double[]> maxes = new List <double[]>();
Random r = new Random();
var now = DateTime.Now;
for (int ct = 0; ct < 16; ct++)
{
try
{
var into = new DateTime(now.Year, now.Month, now.Day);
var from = into.AddDays(-1 * r.Next(1, 500));
while (from.DayOfWeek == DayOfWeek.Sunday || from.DayOfWeek == DayOfWeek.Saturday)
{
from.AddDays(1);
}
into = from.AddDays(1);
ValueSet set = new ValueSet();
var aaplbars = await DClient.ListHistoricalBarsAsync(new HistoricalBarsRequest("AAPL", from, into, BarTimeFrame.Minute));
var qqqbars = await DClient.ListHistoricalBarsAsync(new HistoricalBarsRequest("QQQ", from, into, BarTimeFrame.Minute));
var vtibars = await DClient.ListHistoricalBarsAsync(new HistoricalBarsRequest("VTI", from, into, BarTimeFrame.Minute));
var bars = new List <StonkValues>();
StonkValues sv = GetValues(aaplbars.Items[0]);
var finbar = aaplbars.Items[r.Next(aaplbars.Items.Count()) - 1];
var compbar = aaplbars.Items.GetComparable();
if (DateTime.Compare(finbar.TimeUtc, compbar.TimeUtc) < 0)
{
Console.WriteLine("Fin Bar Time is : " + finbar.TimeUtc);
Console.WriteLine("Comp Bar Time is : " + compbar.TimeUtc);
set.FinValue = GetValues(finbar);
set.CompValue = GetValues(compbar);
set.Increase = (finbar.Open + 1) < compbar.Open;
foreach (var b in aaplbars.Items)
{
if (DateTime.Compare(b.TimeUtc, finbar.TimeUtc) < 0)
{
set.Values.Add(GetValues(b));
}
}
foreach (var b in qqqbars.Items)
{
if (DateTime.Compare(b.TimeUtc, finbar.TimeUtc) < 0)
{
set.Values.Add(GetValues(b));
}
}
foreach (var b in vtibars.Items)
{
if (DateTime.Compare(b.TimeUtc, finbar.TimeUtc) < 0)
{
set.Values.Add(GetValues(b));
}
}
}
net.Propogate(set, Write);
set.Save(Datatype.AAPL);
}
catch (Exception e)
{
e.OutputError();
}
}
//net.Propogate(multibars, maxes, new WriteToCMDLine(Write));
}
catch (Exception e)
{
e.OutputError();
}
/*
* if (clock.IsOpen)
* {
* var AAPLQuote = GetValues(await DClient.GetLatestQuoteAsync("AAPL"));
* var QQQQuote = GetValues(await DClient.GetLatestQuoteAsync("QQQ"));
* var VTIQuote = GetValues(await DClient.GetLatestQuoteAsync("VTI"));
*
* vals.Add(AAPLQuote);
* vals.Add(QQQQuote);
* vals.Add(VTIQuote);
*
* try
* {
* if(vals.Count() > 6)
* {
* if(vals.Any(x => x.Symbol == "AAPL"))
* {
* var prediction = net.Predict(vals, new WriteToCMDLine(Write));
* Write("Prediction : " + prediction[0] + ", " + prediction[1]);
* }
* }
* }
* catch (Exception e)
* {
* e.OutputError();
* }
*
* }*/
Console.Read();
}
private static StonkValues GetValues(IBar bar)
{
StonkValues vals = new StonkValues(bar.Symbol, bar.TimeUtc, (double)bar.Open);
return(vals);
}