/// <summary>
/// Imports the async. endTime stock history inclusive
/// </summary>
/// <returns>The async.</returns>
/// <param name="symbol">Symbol.</param>
/// <param name="startTime">Start time.</param>
/// <param name="endTime">End time.</param>
/// <param name="period">Period.</param>
/// <param name="token">Token.</param>
public async Task <IList <Core.Candle> > ImportAsync(string symbol, DateTime?startTime = default(DateTime?), DateTime?endTime = default(DateTime?), PeriodOption period = PeriodOption.Daily, CancellationToken token = default(CancellationToken))
{
if (period != PeriodOption.Daily && period != PeriodOption.Monthly && period != PeriodOption.Weekly)
{
throw new ArgumentException("This importer only supports daily, weekly & monthly data");
}
var candles = await Stooq.GetHistoricalAsync(symbol, PeriodMap[period], startTime, endTime, SkipOption.None, false, token);
return(candles.Select(c => new Core.Candle(c.DateTime, c.Open, c.High, c.Low, c.Close, c.Volume)).OrderBy(c => c.DateTime).ToList());
}
public void PeriodTest()
{
const decimal open = 2251.57m;
Enum.GetValues(typeof(Period)).Cast <Period>().Except(new Period[] { Period.Yearly }).ToList().ForEach(p =>
{
var candle = Stooq.GetHistoricalAsync("^SPX", p, new DateTime(2017, 1, 3), ascending: true).Result.First();
Assert.Equal(candle.Open, open);
Thread.Sleep(1000);
});
}
public void EodTest()
{
var candles = Stooq.GetHistoricalAsync("aapl.us", Period.Daily, new DateTime(2017, 1, 3), ascending: true).Result;
var candle = candles.First();
Assert.Equal(candle.DateTime, new DateTime(2017, 1, 3));
Assert.Equal(112.67m, candle.Open);
Assert.Equal(113.19m, candle.High);
Assert.Equal(111.65m, candle.Low);
Assert.Equal(113.01m, candle.Close);
Assert.Equal(28_509_939, candle.Volume);
}
public void IndexEodTest()
{
var candles = Stooq.GetHistoricalAsync("^SPX", Period.Daily, new DateTime(2017, 1, 3), ascending: true).Result;
var candle = candles.First();
Assert.Equal(candle.DateTime, new DateTime(2017, 1, 3));
Assert.Equal(2251.57m, candle.Open);
Assert.Equal(2263.88m, candle.High);
Assert.Equal(2245.13m, candle.Low);
Assert.Equal(2257.83m, candle.Close);
Assert.Equal(644_640_832, candle.Volume);
}
public void EodTest()
{
var candles = Stooq.GetHistoricalAsync("aapl.us", Period.Daily, new DateTime(2017, 1, 3), ascending: true).Result;
var candle = candles.First();
Assert.Equal(candle.DateTime, new DateTime(2017, 1, 3));
Assert.Equal(110.36m, candle.Open);
Assert.Equal(110.88m, candle.High);
Assert.Equal(109.35m, candle.Low);
Assert.Equal(110.7m, candle.Close);
Assert.Equal(29_108_191, candle.Volume);
}
public void EodTest()
{
var candles = Stooq.GetHistoricalAsync("aapl.us", Period.Daily, new DateTime(2017, 1, 3), ascending: true).Result;
var candle = candles.First();
Assert.Equal(candle.DateTime, new DateTime(2017, 1, 3));
Assert.Equal(candle.Open, 114.83m);
Assert.Equal(candle.High, 115.35m);
Assert.Equal(candle.Low, 113.79m);
Assert.Equal(candle.Close, 115.17m);
Assert.Equal(candle.Volume, 27_975_430);
}
public void DateTimeTest()
{
// Bug: Stooq returns empty csv if start date < the particular date, no candle can be retrieved in this case
// var candle = Stooq.GetHistoricalAsync("^SPX", Period.Daily, ascending: true).Result;
// Assert.Equal(candle.First().DateTime, new DateTime(1789, 5, 1));
//Thread.Sleep(1000);
var candle2 = Stooq.GetHistoricalAsync("^SPX", Period.Daily, new DateTime(2017, 1, 3), ascending: true).Result;
Assert.Equal(candle2.First().DateTime, new DateTime(2017, 1, 3));
Thread.Sleep(1000);
var candle3 = Stooq.GetHistoricalAsync("^SPX", Period.Daily, new DateTime(2017, 1, 3), new DateTime(2017, 2, 3), ascending: true).Result;
Assert.Equal(candle3.First().DateTime, new DateTime(2017, 1, 3));
Assert.Equal(candle3.Last().DateTime, new DateTime(2017, 2, 3));
Thread.Sleep(1000);
// Bug: Stooq returns empty csv if start date < the particular date, no candle can be retrieved in this case
//var candle4 = Stooq.GetHistoricalAsync("^SPX", Period.Daily, endTime: new DateTime(2017, 2, 3), ascending: true).Result;
//Assert.Equal(candle4.Last().DateTime, new DateTime(2017, 2, 3));
}
