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Merge MKDT_0002

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Sean
2025-10-01 20:51:03 -04:00
parent 5e27c13e5f
commit 5343f070c6
2 changed files with 194 additions and 45 deletions
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155
MarketData/MarketDataLib/Helper/MarketDataHelper.cs
View File

@@ -5240,23 +5240,29 @@ namespace MarketData.Helper
return prices;
}
/// <summary>
/// The main BigChart Feed which is no longer working
/// </summary>
/// <param name="symbol"></param>
/// <param name="asOf"></param>
/// <returns></returns>
public static Price GetPriceAsOf(String symbol, DateTime asOf)
{
HttpNetResponse httpNetResponse=null;
HttpNetResponse httpNetResponse = null;
try
{
String strRequest;
StringBuilder sb = null;
if (null == symbol) return null;
CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(symbol);
if(null!=companyProfile && companyProfile.FreezePricing)
CompanyProfile companyProfile = CompanyProfileDA.GetCompanyProfile(symbol);
if (null != companyProfile && companyProfile.FreezePricing)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Pricing for {0} is frozen.",symbol));
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Pricing for {0} is frozen.", symbol));
return null;
}
String requestSymbol=symbol;
if(requestSymbol.StartsWith("^"))requestSymbol=requestSymbol.Substring(1);
String requestSymbol = symbol;
if (requestSymbol.StartsWith("^")) requestSymbol = requestSymbol.Substring(1);
sb = new StringBuilder();
sb.Append("http://bigcharts.marketwatch.com/historical/default.asp?symb=");
sb.Append(requestSymbol);
@@ -5265,14 +5271,13 @@ namespace MarketData.Helper
sb.Append("%2F");
sb.Append(asOf.Day.ToString());
sb.Append("%2F");
sb.Append((asOf.Year-2000).ToString());
sb.Append((asOf.Year - 2000).ToString());
sb.Append("&x=38&y=25");
strRequest = sb.ToString();
httpNetResponse=HttpNetRequest.GetRequestNoEncoding(strRequest);
if(!httpNetResponse.Success)
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;
}
byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString);
@@ -5283,51 +5288,137 @@ namespace MarketData.Helper
if (null == tables || 0 == tables.Count) return null;
HtmlNodeCollection rows = tables[0].SelectNodes(".//tr");
if (rows.Count < 7) return null;
Price price=new Price();
price.Source=Price.PriceSource.BigCharts;
Price price = new Price();
price.Source = Price.PriceSource.BigCharts;
price.Symbol = symbol.ToUpper();
price.Date=FeedParser.ParseValueDateTimeMonthFormatFromMarketWatch(rows[1].InnerText);
price.Close=FeedParser.ParseValueFromMarketWatch("Closing Price:",rows[2].InnerText);
price.Date = FeedParser.ParseValueDateTimeMonthFormatFromMarketWatch(rows[1].InnerText);
price.Close = FeedParser.ParseValueFromMarketWatch("Closing Price:", rows[2].InnerText);
price.AdjClose = price.Close;
price.Open = FeedParser.ParseValueFromMarketWatch("Open:", rows[3].InnerText);
price.High = FeedParser.ParseValueFromMarketWatch("High:", rows[4].InnerText);
price.Low = FeedParser.ParseValueFromMarketWatch("Low:", rows[5].InnerText);
price.Volume = FeedParser.ParseLongValueFromMarketWatch("Volume:", rows[6].InnerText);
if(!(price.Date.Date.Equals(asOf.Date.Date)))
if (!(price.Date.Date.Equals(asOf.Date.Date)))
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("The price retrieved for {0} does not contain the requested date. Requested date {1} Retrieved date {2}",symbol,price.Date.ToShortDateString(),asOf.ToShortDateString()));
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("The price retrieved for {0} does not contain the requested date. Requested date {1} Retrieved date {2}", symbol, price.Date.ToShortDateString(), asOf.ToShortDateString()));
return null;
}
return price;
}
catch(Exception)
catch (Exception)
{
return null;
}
finally
{
if(null!=httpNetResponse)httpNetResponse.Dispose();
if (null != httpNetResponse) httpNetResponse.Dispose();
}
}
//********************************************************************************************************************************************************************************************************
// ******************************************************************************** H I S T O R I C A L P R I C I N G Y A H O O *********************************************************************
//********************************************************************************************************************************************************************************************************
public static Price GetDailyPrice(String symbol,DateTime pricingDate)
public static Price GetPriceAsOfV2(String symbol, DateTime asOf)
{
if(null==symbol)return null;
CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(symbol);
if(null!=companyProfile && companyProfile.FreezePricing)
HttpNetResponse httpNetResponse = null;
try
{
String strRequest;
StringBuilder sb = null;
if (null == symbol) return null;
CompanyProfile companyProfile = CompanyProfileDA.GetCompanyProfile(symbol);
if (null != companyProfile && companyProfile.FreezePricing)
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Pricing for {0} is frozen.", symbol));
return null;
}
String requestSymbol = symbol;
if (requestSymbol.StartsWith("^")) requestSymbol = requestSymbol.Substring(1);
sb = new StringBuilder();
// sb.Append("http://bigcharts.marketwatch.com/historical/default.asp?symb=");
// sb.Append(requestSymbol);
// sb.Append("&closeDate=");
// sb.Append(asOf.Month.ToString());
// sb.Append("%2F");
// sb.Append(asOf.Day.ToString());
// sb.Append("%2F");
// sb.Append((asOf.Year - 2000).ToString());
// sb.Append("&x=38&y=25");0000000000000000000000000000000000000000
// strRequest = sb.ToString();
//https://www.marketwatch.com/investing/stock/TSCDY/download-data
sb.Append("https://www.marketwatch.com/investing/stock/").Append(symbol);
sb.Append("/downloaddatapartial?startdate=");
sb.Append(asOf.Month.ToString()).Append("/").Append(asOf.Day.ToString()).Append("/").Append(asOf.Year.ToString());
sb.Append("%2000:00:00&enddate=");
sb.Append(asOf.Month.ToString()).Append("/").Append(asOf.Day.ToString()).Append("/").Append(asOf.Year.ToString());
sb.Append("%2023:59:59&daterange=d30&frequency=p1d&csvdownload=true&downloadpartial=false&newdates=false");
strRequest = sb.ToString();
httpNetResponse = HttpNetRequest.GetRequestNoEncodingV2(strRequest);
if (!httpNetResponse.Success)
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Request:{0} failed with status {1}", httpNetResponse.Request, httpNetResponse.StatusCode));
return null;
}
byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString);
MemoryStream memoryStream = new MemoryStream(streamBytes);
HtmlDocument htmlDocument = new HtmlDocument();
htmlDocument.Load(memoryStream);
HtmlNodeCollection tables = htmlDocument.DocumentNode.SelectNodes("//*[@class=\"historicalquote fatbottomed\"]");
if (null == tables || 0 == tables.Count) return null;
HtmlNodeCollection rows = tables[0].SelectNodes(".//tr");
if (rows.Count < 7) return null;
Price price = new Price();
price.Source = Price.PriceSource.BigCharts;
price.Symbol = symbol.ToUpper();
price.Date = FeedParser.ParseValueDateTimeMonthFormatFromMarketWatch(rows[1].InnerText);
price.Close = FeedParser.ParseValueFromMarketWatch("Closing Price:", rows[2].InnerText);
price.AdjClose = price.Close;
price.Open = FeedParser.ParseValueFromMarketWatch("Open:", rows[3].InnerText);
price.High = FeedParser.ParseValueFromMarketWatch("High:", rows[4].InnerText);
price.Low = FeedParser.ParseValueFromMarketWatch("Low:", rows[5].InnerText);
price.Volume = FeedParser.ParseLongValueFromMarketWatch("Volume:", rows[6].InnerText);
if (!(price.Date.Date.Equals(asOf.Date.Date)))
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("The price retrieved for {0} does not contain the requested date. Requested date {1} Retrieved date {2}", symbol, price.Date.ToShortDateString(), asOf.ToShortDateString()));
return null;
}
return price;
}
catch (Exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Pricing for {0} is frozen.",symbol));
return null;
}
Prices prices=GetDailyPrices(symbol,pricingDate,pricingDate);
if(null==prices||0==prices.Count)return null;
Price price=prices.FirstOrDefault();
if(!price.Date.Date.Equals(pricingDate.Date))
finally
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetDailyPrice: The pricing date returned for '{0}' was different than the date requested. Date requested '{1}', date returned '{2}'",symbol,pricingDate.ToShortDateString(),price.Date.Date.ToShortDateString()));
if (null != httpNetResponse) httpNetResponse.Dispose();
}
}
//********************************************************************************************************************************************************************************************************
// ******************************************************************************** H I S T O R I C A L P R I C I N G Y A H O O *********************************************************************
//********************************************************************************************************************************************************************************************************
public static Price GetDailyPrice(String symbol, DateTime pricingDate)
{
if (null == symbol) return null;
CompanyProfile companyProfile = CompanyProfileDA.GetCompanyProfile(symbol);
if (null != companyProfile && companyProfile.FreezePricing)
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Pricing for {0} is frozen.", symbol));
return null;
}
Prices prices = GetDailyPrices(symbol, pricingDate, pricingDate);
if (null == prices || 0 == prices.Count) return null;
Price price = prices.FirstOrDefault();
if (!price.Date.Date.Equals(pricingDate.Date))
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("GetDailyPrice: The pricing date returned for '{0}' was different than the date requested. Date requested '{1}', date returned '{2}'", symbol, pricingDate.ToShortDateString(), price.Date.Date.ToShortDateString()));
return null;
}
return price;

84
MarketData/MarketDataLib/Integration/HttpNetRequest.cs
View File

@@ -406,24 +406,24 @@ namespace MarketData.Integration
}
}
public static HttpNetResponse GetRequestCSV(String strRequest,String referer)
public static HttpNetResponse GetRequestNoEncodingV2(String strRequest,WebProxy webProxy=null)
{
HttpWebResponse webResponse=null;
try
{
MDTrace.WriteLine(LogLevel.VERBOSE,String.Format("GetRequestCSV[ENTER]{0}",strRequest));
ServicePointManager.Expect100Continue = true;
MDTrace.WriteLine(LogLevel.VERBOSE,String.Format("GetRequestNoEncoding[ENTER]{0}",strRequest));
int charCount = 0;
byte[] buffer = new byte[8192];
StringBuilder sb = new StringBuilder();
HttpWebRequest webRequest = (HttpWebRequest)WebRequest.Create(new Uri(strRequest));
if(null!=webProxy)webRequest.Proxy=webProxy;
webRequest.Timeout = REQUEST_TIMEOUT;
webRequest.Accept="text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8";
webRequest.Accept = "text/html, text/csv";
webRequest.ContentType="text/csv; charset=utf-8";
webRequest.Headers.Add("Accept-Encoding: identity"); // "gzip, deflate"
webRequest.Headers.Add("Accept-Language: en-US,en;q=0.5");
webRequest.Headers.Add("Upgrade-Insecure-Requests: 1");
webRequest.UserAgent="Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:66.0) Gecko/20100101 Firefox/66.0";
webRequest.Referer=referer;
webRequest.Headers.Add("Accept-Encoding: None");
webRequest.Headers.Add("Accept-Language: en-US");
webRequest.UserAgent = "Mozilla/5.0 (X11; CrOS x86_64 14541.0.0) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/139.0.0.0 Safari/537.36";
webRequest.KeepAlive = true;
try{webResponse = (HttpWebResponse)webRequest.GetResponse();}
catch(WebException webException)
@@ -439,7 +439,7 @@ namespace MarketData.Integration
while (true)
{
charCount = responseStream.Read(buffer, 0, buffer.Length);
if (0 == charCount) break;
if (0 >= charCount) break;
sb.Append(Encoding.ASCII.GetString(buffer, 0, charCount));
}
return new HttpNetResponse(sb.ToString(),strRequest,webResponse,true);
@@ -459,7 +459,64 @@ namespace MarketData.Integration
webResponse.Close();
webResponse.Dispose();
}
MDTrace.WriteLine(LogLevel.VERBOSE,"GetRequestCSV[LEAVE]");
MDTrace.WriteLine(LogLevel.VERBOSE,"GetRequestNoEncoding[LEAVE]");
}
}
public static HttpNetResponse GetRequestCSV(String strRequest, String referer)
{
HttpWebResponse webResponse = null;
try
{
MDTrace.WriteLine(LogLevel.VERBOSE, String.Format("GetRequestCSV[ENTER]{0}", strRequest));
int charCount = 0;
byte[] buffer = new byte[8192];
StringBuilder sb = new StringBuilder();
HttpWebRequest webRequest = (HttpWebRequest)WebRequest.Create(new Uri(strRequest));
webRequest.Timeout = REQUEST_TIMEOUT;
webRequest.Accept = "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8";
webRequest.ContentType = "text/csv; charset=utf-8";
webRequest.Headers.Add("Accept-Encoding: identity"); // "gzip, deflate"
webRequest.Headers.Add("Accept-Language: en-US,en;q=0.5");
webRequest.Headers.Add("Upgrade-Insecure-Requests: 1");
webRequest.UserAgent = "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:66.0) Gecko/20100101 Firefox/66.0";
webRequest.Referer = referer;
webRequest.KeepAlive = true;
try { webResponse = (HttpWebResponse)webRequest.GetResponse(); }
catch (WebException webException)
{
if (IsMovedException(webException))
{
webRequest = Redirect(webRequest, webException);
webResponse = (HttpWebResponse)webRequest.GetResponse();
}
else throw;
}
Stream responseStream = webResponse.GetResponseStream();
while (true)
{
charCount = responseStream.Read(buffer, 0, buffer.Length);
if (0 == charCount) break;
sb.Append(Encoding.ASCII.GetString(buffer, 0, charCount));
}
return new HttpNetResponse(sb.ToString(), strRequest, webResponse, true);
}
catch (WebException webException)
{
return new HttpNetResponse((HttpWebResponse)webException.Response, strRequest, false, webException.Message);
}
catch (Exception exception)
{
return new HttpNetResponse(webResponse, strRequest, false, exception.Message);
}
finally
{
if (null != webResponse)
{
webResponse.Close();
webResponse.Dispose();
}
MDTrace.WriteLine(LogLevel.VERBOSE, "GetRequestCSV[LEAVE]");
}
}
@@ -475,9 +532,10 @@ namespace MarketData.Integration
HttpWebRequest webRequest = (HttpWebRequest)WebRequest.Create(new Uri(strRequest));
webRequest.Timeout = REQUEST_TIMEOUT;
webRequest.Headers.Add("Accept-Language: en-US,en;q=0.5");
webRequest.Headers.Add("Accept-Encoding: None");
webRequest.UserAgent = "Mozilla/5.0 (Windows NT 10.0; WOW64; rv:52.0) Gecko/20100101 Firefox/52.0";
webRequest.Accept = "image/gif, image/jpeg, image/pjpeg, image/pjpeg, application/x-shockwave-flash, application/x-ms-application, application/x-ms-xbap, application/vnd.ms-xpsdocument, application/xaml+xml, application/vnd.ms-excel, application/vnd.ms-powerpoint, application/msword, */*";
webRequest.ContentType = "text/csv; charset=utf-8";
webRequest.Headers.Add("Accept-Encoding: gzip, deflate, br, zstd");
webRequest.UserAgent = "Mozilla/5.0 (X11; CrOS x86_64 14541.0.0) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/139.0.0.0 Safari/537.36";
webRequest.Accept = "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7";
webRequest.KeepAlive = true;
try{webResponse = (HttpWebResponse)webRequest.GetResponse();}
catch(WebException webException)