private QuoteTick parseQuoteStrYahoo(string symbol)
{
// sorted by price, for calculate mean
List<QuoteTick> tmpQuoteLst = new List<QuoteTick>();
for (int i = 0; i < TMP_QUOTE_SIZE; i++)
{
string stkQuote = YahooAPI.getQuote(symbol);
stkQuote = Regex.Replace(stkQuote, "[\"]|[\r]|[\n]", "");
string[] entries = stkQuote.Replace("\r", "").Split(',');
QuoteTick tmpQuote = new QuoteTick();
tmpQuote.QtTime = Convert.ToDateTime(entries[1]); // why data magically appeared? TODO: figure it out after 12am someday
tmpQuote.QtLastPrice = Convert.ToDouble(entries[2]);
tmpQuote.QtLastSize = Convert.ToInt64(entries[3]);
tmpQuoteLst.Add(tmpQuote);
}
List<QuoteTick> SortedList = tmpQuoteLst.OrderBy(o => o.QtLastPrice).ToList();
// calculate average
double avgPrice = 0;
for (int i = 1; i < TMP_QUOTE_SIZE - 1; i++)
{
avgPrice += SortedList[i].QtLastPrice;
}
avgPrice /= TMP_QUOTE_SIZE - 2;
QuoteTick qtick = new QuoteTick();
qtick = tmpQuoteLst[TMP_QUOTE_SIZE - 1];
qtick.QtLastPrice = avgPrice;
return qtick;
}
public double unrealizedPNL(QuoteTick lastQuote)
{
return 0;
}