public static IReadOnlyList <Day> Read(Sec sec)
{
if (!Directory.Exists(CACHE_DIR))
{
Directory.CreateDirectory(CACHE_DIR);
}
var cacheFile = Path.Combine(CACHE_DIR, sec.ID + ".json");
if (!File.Exists(cacheFile) || (DateTime.Now - new FileInfo(cacheFile).LastWriteTime) > TimeSpan.FromHours(1))
{
var from = new DateTime(2015, 1, 1);
var till = DateTime.Today;
File.WriteAllText(cacheFile, JsonConvert.SerializeObject(MoexApi.DownloadHistory(sec, from, till)));
}
return(JsonConvert.DeserializeObject <Day[]>(File.ReadAllText(cacheFile)));
}
static void Main(string[] args)
{
CultureInfo.CurrentCulture = CultureInfo.InvariantCulture;
var(sec, thresholds) = ParseArgs(args);
var date = DateTime.Now;
Console.WriteLine($"Now: {date:s}");
date = date.Date.AddDays(date < date.Date.AddHours(20) ? -1 : 0);
//date = new DateTime(2018, 10, 1);
Console.WriteLine($"Trade date: {date:s}");
var history = MoexApi.DownloadHistory(sec, date.AddDays(-60), date).ToArray();
if (history.Last().Date != date)
{
if (MoexApi.HasCandles(sec, date))
{
throw new Exception($"No history entry for {date:yyyy-MM-dd}");
}
Console.WriteLine($"No trades on {date:yyyy-MM-dd}");
return;
}
var indicator = RocEma.Calculate(history);
var candidate = new TurnCandidate(indicator, indicator.Count - 2);
Console.WriteLine(candidate);
if (candidate.IsDip(thresholds.Low))
{
Notify($"📈 '{sec.ID}' DIP on {date:yyyy-MM-dd}");
}
if (candidate.IsPeak(thresholds.High))
{
Notify($"📉 '{sec.ID}' PEAK on {date:yyyy-MM-dd}");
}
Console.WriteLine();
}
