public async Task <Data.Daily.Price> GetLastPrice(Data.Asset asset)
{
DateTime lastMarketClose = DateTime.UtcNow - new TimeSpan(1, 0, 0, 0);
object result = await Alpaca.GetTime_LastMarketClose();
if (result is DateTime dt)
{
lastMarketClose = dt;
}
else
{
Prompt.WriteLine("Unable to access market schedule/times via Alpaca API");
}
DateTime validity = await Database.GetValidity_Daily(asset);
if (validity.CompareTo(lastMarketClose) < 0)
{
await Update_TSD(new List <Data.Asset>() { asset });
await Task.Delay(2000); // Allow Database update thread to get ahead
}
Data.Daily dd = await Database.GetData_Daily(asset);
return(dd.Prices.Last());
}
public async Task Update_TSD(List <Data.Asset> assets)
{
List <Task> threads = new List <Task>();
DateTime lastMarketClose = DateTime.UtcNow - new TimeSpan(1, 0, 0, 0);
object result = await Alpaca.GetTime_LastMarketClose();
if (result is DateTime dt)
{
lastMarketClose = dt;
}
else
{
Prompt.WriteLine("Unable to access market schedule/times via Alpaca API");
}
int retryCounter = 0;
await Settings.ClearCache(); // Routine emptying of cache directory
// Iterate all symbols in list (assets), call API to download data, write to files in library
for (int i = 0; i < assets.Count; i++)
{
Prompt.Write($" [{i + 1:0000} / {assets.Count:0000}] {assets[i].Symbol,-8} ");
/* Check validity timestamp against last known market close
*/
DateTime validity = await Database.GetValidity_Daily(assets[i]);
if (validity.CompareTo(lastMarketClose) > 0)
{
await Task.Delay(10); // Allows GUI responsiveness
Prompt.WriteLine("Database current. Skipping.");
continue;
}
Prompt.Write("Requesting data. ");
object output = null;
Data.Daily dd = new Data.Daily();
if (Settings.Library_DataProvider == Settings.Option_DataProvider.Alpaca)
{
output = await Alpaca.GetData_Daily(assets[i], Settings.Library_LimitDailyEntries);
}
else if (Settings.Library_DataProvider == Settings.Option_DataProvider.AlphaVantage)
{
string apiOutput = "";
string apiFilePath = Path.Combine(Settings.GetCacheDirectory(), Path.GetRandomFileName());
string apiCache = $"{apiFilePath}.cache";
string apiLockout = $"{apiFilePath}.lockout";
DateTime timeoutTime = DateTime.Now + new TimeSpan(0, 1, 0); // 1 minute timeout
_ = AlphaVantage.CacheData_Daily(assets[i].Symbol, apiCache, apiLockout);
while (!File.Exists(apiLockout) && DateTime.Now <= timeoutTime)
{
await Task.Delay(500);
}
if (File.Exists(apiLockout))
{
if (!File.Exists(apiCache))
{
apiOutput = "ERROR:TIMEOUT";
}
else
{
StreamReader sr = new StreamReader(apiCache);
apiOutput = await sr.ReadToEndAsync();
sr.Close();
sr.Dispose();
}
try {
if (File.Exists(apiCache))
{
File.Delete(apiCache);
}
if (File.Exists(apiLockout))
{
File.Delete(apiLockout);
}
} catch (Exception ex) {
await Log.Error($"{MethodBase.GetCurrentMethod().DeclaringType}: {MethodBase.GetCurrentMethod().Name}", ex);
}
}
else
{
apiOutput = "ERROR:TIMEOUT";
}
if (apiOutput == "ERROR:INVALID" ||
apiOutput == "ERROR:INVALIDKEY" ||
apiOutput == "ERROR:EXCEEDEDCALLS" ||
apiOutput == "ERROR:EXCEPTION" ||
apiOutput == "ERROR:TIMEOUT" ||
apiOutput.StartsWith("ERROR:WEBEXCEPTION:"))
{
output = apiOutput;
}
else
{
Prompt.Write("Parsing. ");
output = await AlphaVantage.ParseData_Daily(apiOutput, Settings.Library_LimitDailyEntries);
}
}
if (output is Data.Daily pmdd)
{
dd = pmdd;
retryCounter = 0;
}
else if (output is string pms)
{
if (pms == "Too Many Requests" || // Alpaca's return message for exceeding API calls
pms == "ERROR:EXCEEDEDCALLS") // Alpha Vantage's return message for exceeding API calls
{
Prompt.WriteLine("Exceeded API calls per minute- pausing for 30 seconds.");
await Task.Delay(30000);
i--;
retryCounter = 0;
continue;
}
else if (pms == "ERROR:EXCEPTION" || pms == "ERROR:TIMEOUT")
{
if (pms == "ERROR:EXCEPTION")
{
Prompt.WriteLine($"Error, Attempt #{retryCounter + 1}");
}
else if (pms == "ERROR:TIMEOUT")
{
Prompt.WriteLine($"Timeout, Attempt #{retryCounter + 1}");
}
if (retryCounter < 4)
{
i--;
retryCounter++;
}
else
{
retryCounter = 0;
}
continue;
}
else
{
Prompt.WriteLine($"Error: {output}");
retryCounter = 0;
continue;
}
}
else if (output == null)
{
Prompt.WriteLine($"Error: See Error Log.");
retryCounter = 0;
continue;
}
dd.Asset = assets[i];
/* Calculate metrics, stock indicators
*/
Prompt.Write("Calculating indicators. ");
dd = await Calculate.Metrics(dd);
/* Save to Database
* Use threading for highly improved speed!
*/
Prompt.WriteLine("Updating Database.", ConsoleColor.Green);
Task thread = new Task(async() => { await Database.SetData_Daily(dd); });
thread.Start();
threads.Add(thread);
int awaiting = threads.FindAll(t => t.Status == TaskStatus.Running).Count;
if (awaiting >= 10)
{
await Task.Delay(1000);
}
}
int finishing = threads.FindAll(t => t.Status == TaskStatus.Running).Count;
if (finishing > 0)
{
Prompt.WriteLine($" Completing {finishing} remaining background Database tasks.");
await Task.Delay(5000);
finishing = threads.FindAll(t => t.Status == TaskStatus.Running).Count;
}
}
// Calculates all the indicator metrics for a dataset
public static async Task <Data.Daily> Metrics(Data.Daily dd)
{
// Prepare the data structures and tie Prices <-> Metrics
dd.Prices.Sort((a, b) => a.Date.CompareTo(b.Date));
foreach (Data.Daily.Price p in dd.Prices)
{
Data.Daily.Metric m = new Data.Daily.Metric()
{
Price = p
};
p.Metric = m;
dd.Metrics.Add(m);
}
// Run all calculations! Get all indicators!
int amount = dd.Prices.Count;
SmaResult[] sma7 = amount > 7 ? Indicator.GetSma(dd.Prices, 7).ToArray() : null;
SmaResult[] sma20 = amount > 20 ? Indicator.GetSma(dd.Prices, 20).ToArray() : null;
SmaResult[] sma50 = amount > 50 ? Indicator.GetSma(dd.Prices, 50).ToArray() : null;
SmaResult[] sma100 = amount > 100 ? Indicator.GetSma(dd.Prices, 100).ToArray() : null;
SmaResult[] sma200 = amount > 200 ? Indicator.GetSma(dd.Prices, 200).ToArray() : null;
EmaResult[] ema7 = amount > 110 ? Indicator.GetEma(dd.Prices, 7).ToArray() : null;
EmaResult[] ema20 = amount > 120 ? Indicator.GetEma(dd.Prices, 20).ToArray() : null;
EmaResult[] ema50 = amount > 150 ? Indicator.GetEma(dd.Prices, 50).ToArray() : null;
EmaResult[] dema7 = amount > 120 ? Indicator.GetDoubleEma(dd.Prices, 7).ToArray() : null;
EmaResult[] dema20 = amount > 140 ? Indicator.GetDoubleEma(dd.Prices, 20).ToArray() : null;
EmaResult[] dema50 = amount > 200 ? Indicator.GetDoubleEma(dd.Prices, 50).ToArray() : null;
EmaResult[] tema7 = amount > 130 ? Indicator.GetTripleEma(dd.Prices, 7).ToArray() : null;
EmaResult[] tema20 = amount > 160 ? Indicator.GetTripleEma(dd.Prices, 20).ToArray() : null;
EmaResult[] tema50 = amount > 250 ? Indicator.GetTripleEma(dd.Prices, 50).ToArray() : null;
RocResult[] roc7 = amount > 8 ? Indicator.GetRoc(dd.Prices, 7).ToArray() : null;
RocResult[] roc14 = amount > 15 ? Indicator.GetRoc(dd.Prices, 14).ToArray() : null;
RocResult[] roc50 = amount > 51 ? Indicator.GetRoc(dd.Prices, 50).ToArray() : null;
RocResult[] roc100 = amount > 101 ? Indicator.GetRoc(dd.Prices, 100).ToArray() : null;
RocResult[] roc200 = amount > 201 ? Indicator.GetRoc(dd.Prices, 200).ToArray() : null;
RsiResult[] rsi = amount > 140 ? Indicator.GetRsi(dd.Prices).ToArray() : null;
BollingerBandsResult[] bb = amount > 20 ? Indicator.GetBollingerBands(dd.Prices).ToArray() : null;
MacdResult[] macd = amount > 140 ? Indicator.GetMacd(dd.Prices).ToArray() : null;
StochResult[] stoch = amount > 20 ? Indicator.GetStoch(dd.Prices).ToArray() : null;
ChopResult[] chop = amount > 15 ? Indicator.GetChop(dd.Prices).ToArray() : null;
// Put indicator data back into data set for usability
for (int i = 0; i < dd.Metrics.Count; i++)
{
try {
dd.Metrics[i].SMA7 = sma7?[i].Sma;
dd.Metrics[i].SMA20 = sma20?[i].Sma;
dd.Metrics[i].SMA50 = sma50?[i].Sma;
dd.Metrics[i].SMA100 = sma100?[i].Sma;
dd.Metrics[i].SMA200 = sma200?[i].Sma;
dd.Metrics[i].EMA7 = ema7?[i].Ema;
dd.Metrics[i].EMA20 = ema20?[i].Ema;
dd.Metrics[i].EMA50 = ema50?[i].Ema;
dd.Metrics[i].DEMA7 = dema7?[i].Ema;
dd.Metrics[i].DEMA20 = dema20?[i].Ema;
dd.Metrics[i].DEMA50 = dema50?[i].Ema;
dd.Metrics[i].TEMA7 = tema7?[i].Ema;
dd.Metrics[i].TEMA20 = tema20?[i].Ema;
dd.Metrics[i].TEMA50 = tema50?[i].Ema;
dd.Metrics[i].ROC7 = roc7?[i].Roc;
dd.Metrics[i].ROC14 = roc14?[i].Roc;
dd.Metrics[i].ROC50 = roc50?[i].Roc;
dd.Metrics[i].ROC100 = roc100?[i].Roc;
dd.Metrics[i].ROC200 = roc200?[i].Roc;
dd.Metrics[i].Choppiness = chop?[i].Chop;
dd.Metrics[i].RSI = rsi?[i].Rsi;
dd.Metrics[i].BB = bb?[i];
dd.Metrics[i].MACD = macd?[i];
dd.Metrics[i].Stochastic = stoch?[i];
} catch (Exception ex) {
Prompt.WriteLine($"Error casting indicators to dataset for {dd.Asset.Symbol}!", ConsoleColor.Red);
await Log.Error($"{MethodBase.GetCurrentMethod().DeclaringType}: {MethodBase.GetCurrentMethod().Name}", ex);
}
}
return(dd);
}