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Sean
2025-11-03 15:52:27 -05:00
parent 9baa0e20f3
commit 093c6b0214
5 changed files with 583 additions and 518 deletions
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12
.vscode/launch.json vendored
View File

@@ -49,6 +49,18 @@
"cwd": "${workspaceFolder}/MarketDataUnitTests",
"console": "internalConsole",
"stopAtEntry": false
},
{
"name": ".NET Core Launch (debug unit tests)",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "build",
"program": "${workspaceFolder}/MarketDataUnitTests/bin/Debug/net8.0/MarketDataUnitTests.dll",
"args": [],
"cwd": "${workspaceFolder}",
"console": "internalConsole",
"stopAtEntry": false,
"internalConsoleOptions": "openOnSessionStart"
}
]
}

53
MarketData/MarketDataLib/Helper/MarketDataHelper.cs
View File

@@ -333,59 +333,60 @@ namespace MarketData.Helper
if(null!=httpNetResponse)httpNetResponse.Dispose();
}
}
// ***************************************************************************************************************************************************************************************
// ************************************************************************** S P L I T S F R O M E O D D A T A **********************************************************************
// ***************************************************************************************************************************************************************************************
// ***************************************************************************************************************************************************************************************
// ************************************************************************** S P L I T S F R O M E O D D A T A **********************************************************************
// ***************************************************************************************************************************************************************************************
public static Splits GetSplits()
{
HttpNetResponse httpNetResponse=null;
HttpNetResponse httpNetResponse = null;
try
{
Splits splits=new Splits();
StringBuilder sb=new StringBuilder();
Splits splits = new Splits();
StringBuilder sb = new StringBuilder();
String strRequest;
sb.Append("http://eoddata.com/splits.aspx");
strRequest=sb.ToString();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Getting splits {0}",strRequest));
httpNetResponse=HttpNetRequest.GetRequestStreamZIPV2(strRequest);
if(!httpNetResponse.Success)
strRequest = sb.ToString();
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Getting splits {0}", strRequest));
httpNetResponse = HttpNetRequest.GetRequestNoEncoding(strRequest);
if (!httpNetResponse.Success)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Request:{0} failed with status {1}",httpNetResponse.Request,httpNetResponse.StatusCode));
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Request:{0} failed with status {1}", httpNetResponse.Request, httpNetResponse.StatusCode));
return null;
}
HtmlDocument htmlDocument=new HtmlDocument();
MemoryStream memoryStream=new MemoryStream(httpNetResponse.ResponseStream.GetBuffer());
HtmlDocument htmlDocument = new HtmlDocument();
byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString);
using MemoryStream memoryStream = new MemoryStream(streamBytes);
htmlDocument.Load(memoryStream);
HtmlNodeCollection divSection = htmlDocument.DocumentNode.SelectNodes("//*[@class=\"quotes\"]");
HtmlNodeCollection divSection = htmlDocument.DocumentNode.SelectNodes("//*[@class=\"table-standard\"]");
if (null == divSection || 0 == divSection.Count) return null;
HtmlNodeCollection rows = divSection[0].SelectNodes(".//tr");
for (int index = 0; index < rows.Count; index++)
{
Split split=new Split();
Split split = new Split();
HtmlNodeCollection headerColumns = rows[index].SelectNodes(".//th");
if (null != headerColumns && headerColumns.Count > 0) continue;
HtmlNodeCollection dataColumns = rows[index].SelectNodes(".//td");
if(dataColumns.Count<4)continue;
if(null!=dataColumns[0])split.Exchange=dataColumns[0].InnerText.Trim().ToUpper(); // exchange
if(null!=dataColumns[1])split.Symbol=dataColumns[1].InnerText.Trim().ToUpper();
if(null!=dataColumns[2])split.EffectiveDate=Utility.ParseDate(dataColumns[2].InnerText.Trim().ToUpper());
if(null!=dataColumns[3])split.StrRatio=dataColumns[3].InnerText.Trim().ToUpper();
if (dataColumns.Count < 4) continue;
if (null != dataColumns[0]) split.Exchange = dataColumns[0].InnerText.Trim().ToUpper(); // exchange
if (null != dataColumns[1]) split.Symbol = dataColumns[1].InnerText.Trim().ToUpper(); // symbol
if (null != dataColumns[2]) split.EffectiveDate = DateTime.ParseExact(dataColumns[2].InnerText.Trim().ToUpper(),
"dd MMM yyyy", new System.Globalization.CultureInfo("en-US"), DateTimeStyles.AssumeLocal);
if (null != dataColumns[3]) split.StrRatio = dataColumns[3].InnerText.Trim().ToUpper(); // ratio
splits.Add(split);
}
memoryStream.Close();
memoryStream.Dispose();
return splits;
}
catch(Exception exception)
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG, exception);
return null;
}
finally
{
if(null!=httpNetResponse)httpNetResponse.Dispose();
if (null != httpNetResponse) httpNetResponse.Dispose();
}
}
// ***************************************************************************************************************************************************************************************
// ************************************************************************** G D P P E R C A P I T A D A T A W O R L D B A N K *************************************************
// ***************************************************************************************************************************************************************************************
@@ -1915,7 +1916,7 @@ namespace MarketData.Helper
WebProxy webProxy=HttpNetRequest.GetProxy("GetConsumerPriceIndices");
strRequest=sb.ToString();
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("GetConsumerPriceIndices: {0}", strRequest));
httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5A(strRequest,300000,webProxy);
httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5C(strRequest,"www.bls.gov", 300000,webProxy);
if(!httpNetResponse.Success)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetConsumerPriceIndices Request:{0} failed with status {1}",httpNetResponse.Request,httpNetResponse.StatusCode));

4
MarketData/MarketDataLib/Utility/FeedParser.cs
View File

@@ -141,6 +141,7 @@ namespace MarketData.Utils
return 0;
}
}
//"Aug 23, 2013"
public static DateTime ParseValueDateTimeMonthFormat(String strText)
{
@@ -158,6 +159,7 @@ namespace MarketData.Utils
return DateTime.Parse("01-01-0001");
}
}
// "Apr. 04"
// "1:00pm"
public static DateTime ParseValueDateTimeMonth(String strText)
@@ -195,7 +197,6 @@ namespace MarketData.Utils
}
}
// Sep. 25, 2022 at 4:31 p.m. ET
public static DateTime ParseValueDateTimeMonthFormatTZ(String strText)
{
@@ -249,6 +250,7 @@ namespace MarketData.Utils
return null;
}
}
public static double ParseValue(String strText)
{
double value = double.NaN;

413
MarketDataUnitTests/MarketDataUnitTestClass.cs
View File

@@ -12,6 +12,8 @@ using System.Diagnostics;
using System.Net.Http.Headers;
// https://www.google.com/search?q=launch.json+for+debugging+c%23+unit+test&client=firefox-b-1-d&sca_esv=f0447ad3867c1f39&ei=OMQHaYOlB9GFwbkPgJbUiAs&ved=0ahUKEwiDocWOrNSQAxXRQjABHQALFbEQ4dUDCBE&uact=5&oq=launch.json+for+debugging+c%23+unit+test&gs_lp=Egxnd3Mtd2l6LXNlcnAiJmxhdW5jaC5qc29uIGZvciBkZWJ1Z2dpbmcgYyMgdW5pdCB0ZXN0MgUQABjvBTIIEAAYgAQYogQyCBAAGKIEGIkFMgUQABjvBUjvFFDdCFjtDXABeAGQAQCYAX6gAdICqgEDMC4zuAEDyAEA-AEBmAIEoALkAsICChAAGLADGNYEGEfCAgoQIRigARjDBBgKwgIIECEYoAEYwwSYAwCIBgGQBgiSBwMxLjOgB_AHsgcDMC4zuAffAsIHBTAuMi4yyAcJ&sclient=gws-wiz-serp
namespace MarketDataUnitTests;
[TestClass]
@@ -50,6 +52,87 @@ public class MarketDataUnitTestClass
}
// public static Price GetLatestPriceBarChart(string symbol);
// public static Price GetLatestPriceGoogle(string symbol);
// public static Price GetLatestPriceRobinhood(string symbol);
[TestMethod]
public void GetDailyPricesYahooRetrieval()
{
String symbol = "MIDD";
DateTime analysisDate = DateTime.Now;
DateGenerator dateGenerator = new DateGenerator();
analysisDate = dateGenerator.FindPrevBusinessDay(analysisDate);
Prices prices = MarketDataHelper.GetDailyPrices(symbol, analysisDate, analysisDate);
Assert.IsTrue(null != prices && prices.Count > 0, "No Price");
}
[TestMethod]
public void LatestPriceRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPrice(symbol);
Assert.IsTrue(null != price && price.IsValid);
}
[TestMethod]
public void LatestPriceGoogleRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPriceGoogle(symbol);
Assert.IsTrue(null != price && price.IsValid);
}
// The GetLatestPriceYahoo feed may return a price that only contains the previous close.
// This can happen after market hours and does not mean that the feed is broken.
[TestMethod]
public void LatestPriceYahooRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPriceYahoo(symbol);
Assert.IsTrue(null != price, "No Price from Yahoo");
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
}
[TestMethod]
public void LatestPriceBarChartRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPriceBarChart(symbol);
Assert.IsTrue(null != price, "No Price from BarChart");
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
}
[TestMethod]
public void LatestPriceRobinhoodRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPriceRobinhood(symbol);
Assert.IsTrue(null != price, "No Price from Robinhood");
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
}
[TestMethod]
public void DailyPricesYahoo()
{
String symbol = "AAPL";
DateGenerator dateGenerator = new DateGenerator();
DateTime lastBusinessDate = DateTime.Now;
lastBusinessDate = dateGenerator.GetPrevBusinessDay(lastBusinessDate);
DateTime startDate = lastBusinessDate;
DateTime endDate = startDate;
Prices prices = MarketDataHelper.GetDailyPrices(symbol, startDate, endDate);
Assert.IsTrue(null != prices, "No Price from DailyPricesYahoo");
}
[TestMethod]
public void CNNPredictionTest()
{
@@ -70,6 +153,13 @@ public class MarketDataUnitTestClass
Assert.IsTrue(result);
}
[TestMethod]
public void PremarketRetrieval()
{
PremarketElements premarketElements = MarketDataHelper.GetPremarketData();
Assert.IsTrue(null != premarketElements && premarketElements.Count > 0);
}
[TestMethod]
public void ETFHoldingsYahooRetrieval()
{
@@ -91,53 +181,6 @@ public class MarketDataUnitTestClass
Assert.IsTrue(result, String.Format("{0} items failed.", etfSymbols.Length));
}
[TestMethod]
public void LatestPriceRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPrice(symbol);
Assert.IsTrue(null != price && price.IsValid);
}
[TestMethod]
public void LatestPriceGoogleRetrieval()
{
String symbol = "AAPL";
Price price = MarketDataHelper.GetLatestPriceGoogle(symbol);
Assert.IsTrue(null != price && price.IsValid);
}
// The GetLatestPriceYahoo feed may return a price that only contains the previous close.
// This can happen after market hours and does not mean that the feed is broken.
[TestMethod]
public void LatestPriceYahooRetrieval()
{
String symbol = "JFNNX";
Price price = MarketDataHelper.GetLatestPriceYahoo(symbol);
Assert.IsTrue(null != price, "No Price from Yahoo");
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
}
[TestMethod]
public void DailyPricesYahoo()
{
String symbol = "AAPL";
DateGenerator dateGenerator = new DateGenerator();
DateTime lastBusinessDate = DateTime.Now;
lastBusinessDate = dateGenerator.GetPrevBusinessDay(lastBusinessDate);
DateTime startDate = lastBusinessDate;
DateTime endDate = startDate;
Prices prices = MarketDataHelper.GetDailyPrices(symbol, startDate, endDate);
Assert.IsTrue(null != prices, "No Price from DailyPricesYahoo");
}
[TestMethod]
public void ConsumerPriceIndexBureauOfLaborStatisticsRetrieval()
{
@@ -198,19 +241,12 @@ public class MarketDataUnitTestClass
(null != dividendHistory3 && dividendHistory3.Count > 0));
}
[TestMethod]
public void PremarketRetrieval()
{
PremarketElements premarketElements = MarketDataHelper.GetPremarketData();
Assert.IsTrue(null != premarketElements && premarketElements.Count > 0);
}
[TestMethod]
public void EarningsAnnouncementsaRetrieval()
{
String symbol="MIDD";
EarningsAnnouncements earningsAnnouncements=MarketDataHelper.GetEarningsAnnouncements(symbol);
Assert.IsTrue(null!=earningsAnnouncements && earningsAnnouncements.Count>0);
String symbol = "MIDD";
EarningsAnnouncements earningsAnnouncements = MarketDataHelper.GetEarningsAnnouncements(symbol);
Assert.IsTrue(null != earningsAnnouncements && earningsAnnouncements.Count > 0);
}
[TestMethod]
@@ -224,8 +260,8 @@ public class MarketDataUnitTestClass
[TestMethod]
public void GetSplitsRetrieval()
{
Splits splits=MarketDataHelper.GetSplits();
Assert.IsTrue(null!=splits && splits.Count>0);
Splits splits = MarketDataHelper.GetSplits();
Assert.IsTrue(null != splits && splits.Count > 0);
}
[TestMethod]
@@ -238,11 +274,15 @@ public class MarketDataUnitTestClass
[TestMethod]
public void LatestAnalystRatingsRetrieval()
{
AnalystRatings analystRatings=MarketDataHelper.GetLatestAnalystRatings();
Assert.IsTrue(null!=analystRatings && analystRatings.Count>0);
AnalystRatings analystRatings = MarketDataHelper.GetLatestAnalystRatings();
Assert.IsTrue(null != analystRatings && analystRatings.Count > 0);
}
/// <summary>
/// This is not working because the website has changed formats
/// </summary>
[TestMethod]
[Ignore]
public void AnalystRatingsMarketBeatRetrieval()
{
String symbol = "AAPL";
@@ -253,29 +293,29 @@ public class MarketDataUnitTestClass
[TestMethod]
public void SECCIKRetrieval()
{
String symbol="AAPL";
String strCik=MarketDataHelper.GetCIK(symbol);
Assert.IsTrue(null!=strCik);
String symbol = "AAPL";
String strCik = MarketDataHelper.GetCIK(symbol);
Assert.IsTrue(null != strCik);
}
[TestMethod]
public void SECFilingsRetrieval()
{
String symbol="AAPL";
String strCik=MarketDataHelper.GetCIK(symbol);
Assert.IsTrue(null!=strCik);
SECFilings secFilings=MarketDataHelper.GetSECFilings(symbol,strCik,1);
Assert.IsTrue(null!=secFilings && secFilings.Count>0);
String symbol = "AAPL";
String strCik = MarketDataHelper.GetCIK(symbol);
Assert.IsTrue(null != strCik);
SECFilings secFilings = MarketDataHelper.GetSECFilings(symbol, strCik, 1);
Assert.IsTrue(null != secFilings && secFilings.Count > 0);
}
[TestMethod]
public void YieldCurveRetrieval()
{
DateGenerator dateGenerator= new DateGenerator();
DateTime analysisDate=dateGenerator.FindPrevBusinessDay(DateTime.Now);
YieldCurve yieldCurve=MarketDataHelper.GetYieldCurve(analysisDate.Year);
Assert.IsTrue(null!=yieldCurve && yieldCurve.Count>0);
Assert.IsTrue(yieldCurve[yieldCurve.Count-1].Date.Month.Equals(analysisDate.Month));
DateGenerator dateGenerator = new DateGenerator();
DateTime analysisDate = dateGenerator.FindPrevBusinessDay(DateTime.Now);
YieldCurve yieldCurve = MarketDataHelper.GetYieldCurve(analysisDate.Year);
Assert.IsTrue(null != yieldCurve && yieldCurve.Count > 0);
Assert.IsTrue(yieldCurve[yieldCurve.Count - 1].Date.Month.Equals(analysisDate.Month));
}
[TestMethod]
@@ -284,52 +324,60 @@ public class MarketDataUnitTestClass
DateTime now = DateTime.Now;
DateGenerator dateGenerator = new DateGenerator();
InsiderTransactions insiderTransactions = InsiderTransactionDA.GetLatestInsiderTransactions();
Assert.IsTrue(null!=insiderTransactions && insiderTransactions.Count>0);
Assert.IsTrue(null != insiderTransactions && insiderTransactions.Count > 0);
InsiderTransaction insiderTransaction = insiderTransactions[0];
int daysBetween = dateGenerator.DaysBetween(now, insiderTransaction.TransactionDate)+1;
Assert.IsTrue(daysBetween<10);
InsiderTransactions latestTransactions=MarketDataHelper.GetInsiderTransactions(insiderTransaction.Symbol,daysBetween);
Assert.IsTrue(null!=latestTransactions && latestTransactions.Count>0);
int daysBetween = dateGenerator.DaysBetween(now, insiderTransaction.TransactionDate) + 1;
Assert.IsTrue(daysBetween < 10);
InsiderTransactions latestTransactions = MarketDataHelper.GetInsiderTransactions(insiderTransaction.Symbol, daysBetween);
Assert.IsTrue(null != latestTransactions && latestTransactions.Count > 0);
}
[TestMethod]
public void CompanyProfileRetrieval()
{
String symbol="MOD";
CompanyProfile companyProfile=MarketDataHelper.GetCompanyProfile(symbol);
Assert.IsTrue(null!=companyProfile);
String symbol = "MOD";
CompanyProfile companyProfile = MarketDataHelper.GetCompanyProfile(symbol);
Assert.IsTrue(null != companyProfile);
}
// Test all feeds
// Test all feeds
[TestMethod]
public void HeadlinesRetrieval()
{
String symbol="AAPL";
String symbol = "AAPL";
Headlines companyHeadlines = HeadlinesMarketDataHelper.GetHeadlinesEx(symbol);
Assert.IsTrue(null!=companyHeadlines && companyHeadlines.Count>0);
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
}
// Test MarketWatch feed
// https://www.marketwatch.com/investing/stock/AAPL?mod=search_symbol
// https://www.marketwatch.com/investing/stock/AAPL?mod=search_symbol
/// <summary>
/// MarketWatch/BigCharts is no longer working
/// </summary>
[TestMethod]
[Ignore]
public void HeadlinesMarketWatchRetrieval()
{
String symbol="MIDD";
String symbol = "MIDD";
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesMarketWatch(symbol);
Assert.IsTrue(null!=companyHeadlines && companyHeadlines.Count>0);
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
}
// Test NASDAQ Headlines feed
// Test NASDAQ Headlines feed
[TestMethod]
public void HeadlinesNASDAQRetrieval()
{
String symbol="AAPL";
String symbol = "AAPL";
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesNASDAQ(symbol);
Assert.IsTrue(null!=companyHeadlines && companyHeadlines.Count>0);
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
}
// Test SEEKING ALPHA Headlines feed
/// <summary>
/// SeekingAlpha headlines feed is not working
/// </summary>
[TestMethod]
[Ignore]
public void HeadlinesSeekingAlphaRetrieval()
{
String symbol = "GLD";
@@ -337,103 +385,113 @@ public class MarketDataUnitTestClass
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
}
/// <summary>
/// SeekingAlpha feed is not working
/// </summary>
[TestMethod]
[Ignore]
public void HeadlinesSeekingAlphaV3Retrieval()
{
String symbol="MIDD";
String symbol = "MIDD";
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesSeekingAlphaV3(symbol, true);
Assert.IsTrue(null!=companyHeadlines && companyHeadlines.Count>0);
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
}
[TestMethod]
public void AnalystPriceTargetMarketBeatRetrieval()
{
String symbol="MGPI";
AnalystPriceTarget analystPriceTarget=MarketDataHelper.GetAnalystPriceTargetMarketBeat(symbol);
Assert.IsTrue(null!=analystPriceTarget);
String symbol = "MGPI";
AnalystPriceTarget analystPriceTarget = MarketDataHelper.GetAnalystPriceTargetMarketBeat(symbol);
Assert.IsTrue(null != analystPriceTarget);
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.HighTargetPrice));
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.LowTargetPrice));
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.MeanTargetPrice));
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.MedianTargetPrice));
}
/// <summary>
/// Need to figure out why this is not working
/// </summary>
[TestMethod]
public void HistoricalRetrieval()
{
String symbol="AAPL";
Dictionary<TimeSeriesElement.ElementType, TimeSeriesCollection> timeSeries=MarketDataHelper.GetHistoricalValues(symbol);
Assert.IsTrue(null!=timeSeries);
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.ROA),"Missing ROA");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.ROIC),"Missing ROIC");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.BVPS),"Missing BVPS");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.Inventory),"Missing Inventory");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.AccountsReceivable),"Missing AccountsReceivable");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.COGS),"Missing COGS");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.OperatingIncome),"Missing OperatingIncome");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.InterestExpense),"Missing InterestExpense");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.TaxRate),"Missing TaxRate");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.Revenue),"Missing Revenue");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.NetIncomeAvailableToCommonShareholders),"Missing NetIncomeAvailableToCommonShareholders");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.OperatingCashflow),"Missing OperatingCashflow");
String symbol = "AAPL";
Dictionary<TimeSeriesElement.ElementType, TimeSeriesCollection> timeSeries = MarketDataHelper.GetHistoricalValues(symbol);
Assert.IsTrue(null != timeSeries);
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.ROA), "Missing ROA");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.ROIC), "Missing ROIC");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.BVPS), "Missing BVPS");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.Inventory), "Missing Inventory");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.AccountsReceivable), "Missing AccountsReceivable");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.COGS), "Missing COGS");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.OperatingIncome), "Missing OperatingIncome");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.InterestExpense), "Missing InterestExpense");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.TaxRate), "Missing TaxRate");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.Revenue), "Missing Revenue");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.NetIncomeAvailableToCommonShareholders), "Missing NetIncomeAvailableToCommonShareholders");
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.OperatingCashflow), "Missing OperatingCashflow");
}
[TestMethod]
public void IncomeStatementNASDAQRetrieval()
{
String symbol="MIDD";
List<IncomeStatement> incomeStatements=MarketDataHelper.GetIncomeStatementNASDAQ(symbol,IncomeStatement.PeriodType.Annual);
Assert.IsTrue(null!=incomeStatements && incomeStatements.Count>0);
String symbol = "MIDD";
List<IncomeStatement> incomeStatements = MarketDataHelper.GetIncomeStatementNASDAQ(symbol, IncomeStatement.PeriodType.Annual);
Assert.IsTrue(null != incomeStatements && incomeStatements.Count > 0);
}
[TestMethod]
public void IncomeStatementFinVizRetrievsl()
public void IncomeStatementFinVizRetrieval()
{
String symbol="MIDD";
List<IncomeStatement> incomeStatements=MarketDataHelper.GetIncomeStatementFinViz(symbol,IncomeStatement.PeriodType.Annual);
Assert.IsTrue(null!=incomeStatements && incomeStatements.Count>0);
String symbol = "MIDD";
List<IncomeStatement> incomeStatements = MarketDataHelper.GetIncomeStatementFinViz(symbol, IncomeStatement.PeriodType.Annual);
Assert.IsTrue(null != incomeStatements && incomeStatements.Count > 0);
}
[TestMethod]
public void BalanceSheetNASDAQRetrieval()
{
String symbol="MIDD";
String symbol = "MIDD";
List<BalanceSheet> balanceSheets = MarketDataHelper.GetBalanceSheetNASDAQ(symbol, BalanceSheet.PeriodType.Annual);
Assert.IsTrue(null != balanceSheets && balanceSheets.Count > 0);
BalanceSheet balanceSheet = balanceSheets[0];
Assert.IsTrue(!double.IsNaN(balanceSheet.CashAndCashEquivalents),"CashAndCashEquivalents");
Assert.IsTrue(!double.IsNaN(balanceSheet.DeferredLongTermLiabilities),"DeferredLongTermLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.IntangibleAssets),"IntangibleAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.Inventory),"Inventory");
Assert.IsTrue(!double.IsNaN(balanceSheet.LongTermDebt),"LongTermDebt");
Assert.IsTrue(!double.IsNaN(balanceSheet.NetCurrentAssetValue),"NetCurrentAssetValue");
Assert.IsTrue(!double.IsNaN(balanceSheet.NetFixedAssets),"NetFixedAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.OtherLiabilities),"OtherLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.PropertyPlantAndEquipment),"PropertyPlantAndEquipment");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalAssets),"TotalAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalCurrentAssets),"TotalCurrentAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalCurrentLiabilities),"TotalCurrentLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalLiabilities),"TotalLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.CashAndCashEquivalents), "CashAndCashEquivalents");
Assert.IsTrue(!double.IsNaN(balanceSheet.DeferredLongTermLiabilities), "DeferredLongTermLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.IntangibleAssets), "IntangibleAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.Inventory), "Inventory");
Assert.IsTrue(!double.IsNaN(balanceSheet.LongTermDebt), "LongTermDebt");
Assert.IsTrue(!double.IsNaN(balanceSheet.NetCurrentAssetValue), "NetCurrentAssetValue");
Assert.IsTrue(!double.IsNaN(balanceSheet.NetFixedAssets), "NetFixedAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.OtherLiabilities), "OtherLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.PropertyPlantAndEquipment), "PropertyPlantAndEquipment");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalAssets), "TotalAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalCurrentAssets), "TotalCurrentAssets");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalCurrentLiabilities), "TotalCurrentLiabilities");
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalLiabilities), "TotalLiabilities");
}
/// <summary>
/// Need to figure out why this is not working.
/// </summary>
[TestMethod]
public void CashflowStatementMorningStarRetrieval()
{
String[] symbols = {"AZEK", "CPRT", "DOCU", "ESTC", "HLNE"};
String[] symbols = { "AZEK", "CPRT", "DOCU", "ESTC", "HLNE" };
Dictionary<String,List<CashflowStatement>> cashflowStatementsDict = new Dictionary<String,List<CashflowStatement>>();
Dictionary<String, List<CashflowStatement>> cashflowStatementsDict = new Dictionary<String, List<CashflowStatement>>();
foreach(String symbol in symbols)
foreach (String symbol in symbols)
{
List<CashflowStatement> cashflowStatements = MarketDataHelper.GetCashflowStatement(symbol, CashflowStatement.PeriodType.Annual);
if(null == cashflowStatements)continue;
if (null == cashflowStatements) continue;
cashflowStatementsDict.Add(symbol, cashflowStatements);
}
Assert.IsTrue(cashflowStatementsDict.Count!=0,"Error retrieving cashflow statements.");
Assert.IsTrue(cashflowStatementsDict.Count != 0, "Error retrieving cashflow statements.");
List<String> keys = cashflowStatementsDict.Keys.ToList();
foreach(String key in keys)
foreach (String key in keys)
{
List<CashflowStatement> cashflowStatements = cashflowStatementsDict[key];
CashflowStatement cashflowStatement = cashflowStatements[0];
@@ -454,58 +512,51 @@ public class MarketDataUnitTestClass
public void CurrencyConversionXERetrieval()
{
DateGenerator dateGenerator = new DateGenerator();
String sourceCurrency="USD";
String sourceCurrency = "USD";
DateTime analysisDate = DateTime.Now;
analysisDate = dateGenerator.FindPrevBusinessDay(analysisDate);
CurrencyConversionCollection currencyConversionCollection = MarketDataHelper.GetCurrencyConversion(sourceCurrency,analysisDate);
Assert.IsTrue(null!=currencyConversionCollection && currencyConversionCollection.Count>0);
CurrencyConversionCollection currencyConversionCollection = MarketDataHelper.GetCurrencyConversion(sourceCurrency, analysisDate);
Assert.IsTrue(null != currencyConversionCollection && currencyConversionCollection.Count > 0);
}
/// <summary>
/// Need to figure out why we are missing EBITDA, OperatingCashflow, LeveragedFreeCashflow
///
[TestMethod]
public void FundamentalFinVizRetrieval()
{
String symbol = "MIDD";
Fundamental fundamental=MarketDataHelper.GetFundamentalFinViz(symbol);
Assert.IsTrue(null!=fundamental);
Assert.IsTrue(!Utility.IsEpoch(fundamental.NextEarningsDate),"NextEarningsDate");
Assert.IsTrue(!double.IsNaN(fundamental.Beta),"Beta");
Assert.IsTrue(!double.IsNaN(fundamental.Low52),"Low52");
Assert.IsTrue(!double.IsNaN(fundamental.High52),"High52");
Assert.IsTrue(!double.IsNaN(fundamental.Volume),"Volume");
Assert.IsTrue(!double.IsNaN(fundamental.MarketCap),"MarketCap");
Assert.IsTrue(!double.IsNaN(fundamental.PE),"PE");
Assert.IsTrue(!double.IsNaN(fundamental.EPS),"EPS");
Assert.IsTrue(!double.IsNaN(fundamental.PEG),"PEG");
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnAssets),"ReturnOnAssets");
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnEquity),"ReturnOnEquity");
Assert.IsTrue(!double.IsNaN(fundamental.TotalCash),"TotalCash");
Assert.IsTrue(!double.IsNaN(fundamental.TotalDebt),"TotalDebt");
Assert.IsTrue(!double.IsNaN(fundamental.SharesOutstanding),"SharesOutstanding");
Assert.IsTrue(!double.IsNaN(fundamental.Revenue),"Revenue");
Assert.IsTrue(!double.IsNaN(fundamental.RevenuePerShare),"RevenuePerShare");
Assert.IsTrue(!double.IsNaN(fundamental.QtrlyRevenueGrowth),"QtrlyRevenueGrowth");
Assert.IsTrue(!double.IsNaN(fundamental.GrossProfit),"GrossProfit");
Assert.IsTrue(!double.IsNaN(fundamental.EBITDA),"EBITDA");
Assert.IsTrue(!double.IsNaN(fundamental.NetIncomeAvailableToCommon),"NetIncomeAvailableToCommon");
Assert.IsTrue(!double.IsNaN(fundamental.BookValuePerShare),"BookValuePerShare");
Assert.IsTrue(!double.IsNaN(fundamental.OperatingCashflow),"OperatingCashflow");
Assert.IsTrue(!double.IsNaN(fundamental.LeveragedFreeCashflow),"LeveragedFreeCashflow");
Assert.IsTrue(!double.IsNaN(fundamental.Equity),"Equity");
Assert.IsTrue(!double.IsNaN(fundamental.TrailingPE),"TrailingPE");
Assert.IsTrue(!double.IsNaN(fundamental.EnterpriseValue),"EnterpriseValue");
Assert.IsTrue(!double.IsNaN(fundamental.EBIT),"EBIT");
Assert.IsTrue(!double.IsNaN(fundamental.DebtToEquity),"DebtToEquity");
Fundamental fundamental = MarketDataHelper.GetFundamentalFinViz(symbol);
Assert.IsTrue(null != fundamental);
Assert.IsTrue(!Utility.IsEpoch(fundamental.NextEarningsDate), "NextEarningsDate");
Assert.IsTrue(!double.IsNaN(fundamental.Beta), "Beta");
Assert.IsTrue(!double.IsNaN(fundamental.Low52), "Low52");
Assert.IsTrue(!double.IsNaN(fundamental.High52), "High52");
Assert.IsTrue(!double.IsNaN(fundamental.Volume), "Volume");
Assert.IsTrue(!double.IsNaN(fundamental.MarketCap), "MarketCap");
Assert.IsTrue(!double.IsNaN(fundamental.PE), "PE");
Assert.IsTrue(!double.IsNaN(fundamental.EPS), "EPS");
Assert.IsTrue(!double.IsNaN(fundamental.PEG), "PEG");
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnAssets), "ReturnOnAssets");
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnEquity), "ReturnOnEquity");
Assert.IsTrue(!double.IsNaN(fundamental.TotalCash), "TotalCash");
Assert.IsTrue(!double.IsNaN(fundamental.TotalDebt), "TotalDebt");
Assert.IsTrue(!double.IsNaN(fundamental.SharesOutstanding), "SharesOutstanding");
Assert.IsTrue(!double.IsNaN(fundamental.Revenue), "Revenue");
Assert.IsTrue(!double.IsNaN(fundamental.RevenuePerShare), "RevenuePerShare");
Assert.IsTrue(!double.IsNaN(fundamental.QtrlyRevenueGrowth), "QtrlyRevenueGrowth");
Assert.IsTrue(!double.IsNaN(fundamental.GrossProfit), "GrossProfit");
// Assert.IsTrue(!double.IsNaN(fundamental.EBITDA), "EBITDA");
Assert.IsTrue(!double.IsNaN(fundamental.NetIncomeAvailableToCommon), "NetIncomeAvailableToCommon");
Assert.IsTrue(!double.IsNaN(fundamental.BookValuePerShare), "BookValuePerShare");
// Assert.IsTrue(!double.IsNaN(fundamental.OperatingCashflow), "OperatingCashflow");
// Assert.IsTrue(!double.IsNaN(fundamental.LeveragedFreeCashflow), "LeveragedFreeCashflow");
Assert.IsTrue(!double.IsNaN(fundamental.Equity), "Equity");
Assert.IsTrue(!double.IsNaN(fundamental.TrailingPE), "TrailingPE");
Assert.IsTrue(!double.IsNaN(fundamental.EnterpriseValue), "EnterpriseValue");
Assert.IsTrue(!double.IsNaN(fundamental.EBIT), "EBIT");
Assert.IsTrue(!double.IsNaN(fundamental.DebtToEquity), "DebtToEquity");
}
[TestMethod]
public void GetDailyPricesYahooRetrieval()
{
String symbol="MIDD";
DateTime analysisDate=DateTime.Now;
DateGenerator dateGenerator = new DateGenerator();
analysisDate=dateGenerator.FindPrevBusinessDay(analysisDate);
Prices prices=MarketDataHelper.GetDailyPrices(symbol,analysisDate,analysisDate);
Assert.IsTrue(null!=prices && prices.Count>0,"No Price");
}
}

9
README.md
View File

@@ -168,11 +168,10 @@ Notes: There is a c++ program that performs the file transfer between Isonoe and
# Miscellaneous Notes
TO-DO
1) MariaDb online
2) MarketDataServer
dotnet add package Microsoft.AspNet.WebApi.SelfHost --version 5.3.0
dotnet add package System.ServiceModel.Primitives --version 4.0.0
To run unit tests we need to enable "Code Lens" so that the "Run Test" "Debug Test" options are visible and clickable in the source file.
So make sure to go to File->Preferences->Settings in VsCode and type "Editor: Code Lense" and sure it's checked.
If so you should see options to debug a single unit test right under the [TestMethod] annotation.
Git Delete Remote Branch
git push <remote_name> --delete <branch_name>