public ActionResult Create(DailyCandle dailycandle)
{
if (ModelState.IsValid)
{
db.DailyCandles.Add(dailycandle);
db.SaveChanges();
return RedirectToAction("Index");
}
ViewBag.MarketId = new SelectList(db.Markets, "MarketId", "Symbol", dailycandle.MarketId);
return View(dailycandle);
}
public List<DailyCandle> GetHistoricalData(DateTime Beg, DateTime Endie, Market m)
{
//http://ichart.yahoo.com/table.csv?s=BAS.DE&a=0&b=1&c=2000&d=0&e=31&f=2010&g=w&ignore=.csv
List<DailyCandle> qt = new List<DailyCandle>();
string tester = "";
int a = Beg.Month - 1;
int b = Beg.Day;
int c = Beg.Year;
int d = Endie.Month - 1;
int e = Endie.Day;
int f = Endie.Year;
string yahooURL = @"http://ichart.yahoo.com/table.csv?s=" + m.Symbol + "&a=" + a.ToString() + "&b=" + b.ToString() + "&c=" + c.ToString() + "&d=" + d.ToString() + "&e=" + e.ToString() + "&f=" + f.ToString() + "&g=d&ignore=.csv";
// Initialize a new WebRequest.
HttpWebRequest webreq = (HttpWebRequest)WebRequest.Create(yahooURL);
// Get the response from the Internet resource.
HttpWebResponse webresp = (HttpWebResponse)webreq.GetResponse();
// Read the body of the response from the server.
StreamReader strm =
new StreamReader(webresp.GetResponseStream(), Encoding.ASCII);
String content = content = strm.ReadLine();
while ((content = strm.ReadLine()) != null)
{
content = content.Replace("\"", "");
string[] contents = content.ToString().Split(',');
tester = tester + contents[4] + " - ";
DailyCandle td = new DailyCandle();
td.MarketId = m.MarketId;
td.Date = DateTime.Parse(contents[0]);
td.Open = decimal.Parse(contents[1]);
td.High = decimal.Parse(contents[2]);
td.Low = decimal.Parse(contents[3]);
td.Close = decimal.Parse(contents[4]);
try
{
td.Volume = int.Parse(contents[5]);
}
catch
{
td.Volume = 0;
}
qt.Add(td);
}
strm.Close();
return qt;
}
public ActionResult Edit(DailyCandle dailycandle)
{
if (ModelState.IsValid)
{
db.Entry(dailycandle).State = EntityState.Modified;
db.SaveChanges();
return RedirectToAction("Index");
}
ViewBag.MarketId = new SelectList(db.Markets, "MarketId", "Symbol", dailycandle.MarketId);
return View(dailycandle);
}
public void GapFinder(int marketId)
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
//find all candles that don't have a corresponding gap
var candles = mde.DailyCandles.Where (x => x.MarketId == marketId && x.Gaps.Count == 0);
foreach (var candle in candles.OrderBy(x=>x.Date))
{
Console.WriteLine("Finding gap for " + candle.Date.ToShortDateString());
//1. Find the candle one candle back date-wise
int trys = 0;
DailyCandle lastCandle = new DailyCandle();
DateTime lastDate = candle.Date.AddDays(-1);
while (trys < 6 && lastCandle.Date< DateTime.Now.AddYears(-100))
{
//Console.WriteLine(lastDate.Date.ToShortDateString());
if (mde.DailyCandles.Where(x => x.MarketId == marketId && x.Date == lastDate).Count() > 0)
{
Console.WriteLine("Last candle found.");
lastCandle = mde.DailyCandles.Where(x => x.MarketId == marketId && x.Date == lastDate).First();
}
trys++;
lastDate = lastDate.AddDays(-1);
}
if (lastCandle.Date< DateTime.Now.AddYears(-100))
Console.WriteLine("No last candle found!");
Console.WriteLine("Last candle: " + lastCandle.Date.ToShortDateString());
Gap g = new Gap();
g.MarketId = marketId;
g.DailyCandleId = candle.DailyCandleId;
g.OpenDate = candle.Date;
g.GapSize = candle.Open - lastCandle.Close;
if (candle.Open >= lastCandle.Close)
{
g.Direction = "Up";
g.GapTop = candle.Open;
g.GapBottom = lastCandle.Close;
if (candle.Low <= lastCandle.Close)
{
g.FillDate = candle.Date;
}
}
else
{
g.Direction = "Down";
g.GapTop = lastCandle.Close;
g.GapBottom = candle.Open;
if (candle.High >= lastCandle.Close)
{
g.FillDate = candle.Date;
}
}
g.GapExtension = candle.Open + g.GapSize;
using (MarketsDBEntities mdeAdder = new MarketsDBEntities())
{
mdeAdder.Gaps.Add(g);
mdeAdder.SaveChanges();
}
}
}
}