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Fix GetDailyPrices
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Sean
2026-03-18 09:38:53 -04:00
parent 516dbd8ffd
commit df899ca293
2 changed files with 151 additions and 21 deletions
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92
MarketData/MarketDataLib/Helper/MarketDataHelper.cs
View File

@@ -5366,32 +5366,89 @@ namespace MarketData.Helper
return price; return price;
} }
// public static Prices GetDailyPrices(String symbol, DateTime startDate, DateTime endDate)
// {
// HttpNetResponse httpNetResponse=null;
// try
// {
// if(symbol==null)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;
// }
// startDate=startDate.Date;
// endDate=endDate.Date;
// if(startDate>endDate)
// {
// DateTime tempDate=startDate;
// startDate=endDate;
// endDate=tempDate;
// }
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[MarketDataHelper:GetDailyPrices]{0} start:{1} end:{2}",symbol,Utility.DateTimeToStringMMHDDHYYYY(startDate),Utility.DateTimeToStringMMHDDHYYYY(endDate)));
// StringBuilder sb = new StringBuilder();
// String strRequest;
// Prices prices=null;
// sb.Append("https://query1.finance.yahoo.com/v7/finance/chart/").Append(symbol).Append("?period1=").Append(Utility.DateToUnixDate(startDate)).Append("&period2=").Append(Utility.DateToUnixDate(endDate)).Append("&interval=1d&events=history");
// strRequest=sb.ToString();
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query:{0}",strRequest));
// WebProxy webProxy=HttpNetRequest.GetProxy("GetDailyPrices");
// CookieCollection cookieCollection=new CookieCollection();
// httpNetResponse=HttpNetRequest.GetRequestNoEncodingV3B(strRequest,cookieCollection,webProxy);
// if(!httpNetResponse.Success) return null;
// JObject json=JObject.Parse(httpNetResponse.ResponseString);
// prices=GetPricesFromJSONString(json,symbol);
// return prices;
// }
// catch(Exception exception)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Exception:{0}",exception.ToString()));
// return null;
// }
// finally
// {
// if(null!=httpNetResponse)httpNetResponse.Dispose();
// }
// }
public static Prices GetDailyPrices(String symbol, DateTime startDate, DateTime endDate) public static Prices GetDailyPrices(String symbol, DateTime startDate, DateTime endDate)
{ {
HttpNetResponse httpNetResponse=null; HttpNetResponse httpNetResponse=null;
try try
{ {
if(symbol==null)return null; if(symbol==null)return null;
CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(symbol); CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(symbol);
if(null!=companyProfile && companyProfile.FreezePricing) if(null!=companyProfile && companyProfile.FreezePricing)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Pricing for {0} is frozen.",symbol));
return null;
}
startDate=startDate.Date;
endDate=endDate.Date;
if(startDate>endDate)
{ {
DateTime tempDate=startDate; MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Pricing for {0} is frozen.",symbol));
startDate=endDate; return null;
endDate=tempDate; }
DateTime period1 = startDate.Date;
DateTime period2 = endDate.Date;
if(period1>period2)
{
DateTime tempDate=period1;
period1=period2;
period2=tempDate;
} }
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[MarketDataHelper:GetDailyPrices]{0} start:{1} end:{2}",symbol,Utility.DateTimeToStringMMHDDHYYYY(startDate),Utility.DateTimeToStringMMHDDHYYYY(endDate))); if(period1.Equals(period2))
{
DateGenerator dateGenerator=new DateGenerator();
period1 = dateGenerator.FindPrevBusinessDay(period2);
}
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[MarketDataHelper:GetDailyPrices]{0} start:{1} end:{2}",symbol,Utility.DateTimeToStringMMHDDHYYYY(period1),Utility.DateTimeToStringMMHDDHYYYY(period2)));
StringBuilder sb = new StringBuilder(); StringBuilder sb = new StringBuilder();
String strRequest; String strRequest;
Prices prices=null; Prices prices=null;
sb.Append("https://query1.finance.yahoo.com/v7/finance/chart/").Append(symbol).Append("?period1=").Append(Utility.DateToUnixDate(startDate)).Append("&period2=").Append(Utility.DateToUnixDate(endDate)).Append("&interval=1d&events=history");
sb.Append("https://query1.finance.yahoo.com/v7/finance/chart/").Append(symbol).Append("?period1=").Append(Utility.DateToUnixDate(period1)).Append("&period2=").Append(Utility.DateToUnixDate(period2)).Append("&interval=1d&events=history");
strRequest=sb.ToString(); strRequest=sb.ToString();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query:{0}",strRequest)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query:{0}",strRequest));
WebProxy webProxy=HttpNetRequest.GetProxy("GetDailyPrices"); WebProxy webProxy=HttpNetRequest.GetProxy("GetDailyPrices");
@@ -5400,6 +5457,10 @@ namespace MarketData.Helper
if(!httpNetResponse.Success) return null; if(!httpNetResponse.Success) return null;
JObject json=JObject.Parse(httpNetResponse.ResponseString); JObject json=JObject.Parse(httpNetResponse.ResponseString);
prices=GetPricesFromJSONString(json,symbol); prices=GetPricesFromJSONString(json,symbol);
if(startDate.Date.Equals(endDate.Date))
{
prices = new Prices(prices.Where(x => x.Date.Date.Equals(startDate.Date)).ToList());
}
return prices; return prices;
} }
catch(Exception exception) catch(Exception exception)
@@ -5412,6 +5473,7 @@ namespace MarketData.Helper
if(null!=httpNetResponse)httpNetResponse.Dispose(); if(null!=httpNetResponse)httpNetResponse.Dispose();
} }
} }
private static Prices GetPricesFromJSONString(JObject json,String symbol) private static Prices GetPricesFromJSONString(JObject json,String symbol)
{ {
Prices prices=new Prices(); Prices prices=new Prices();

80
MarketData/MarketDataLib/Utility/FeedParser.cs
View File

@@ -1,5 +1,6 @@
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Globalization;
using System.Linq; using System.Linq;
using System.Text; using System.Text;
using System.Threading.Tasks; using System.Threading.Tasks;
@@ -254,51 +255,116 @@ namespace MarketData.Utils
} }
} }
// public static double ParseValue(String strText)
// {
// double value = double.NaN;
// double multiplier = 1.00;
// try
// {
// if (null == strText || 0 == strText.Length) return double.NaN;
// strText = strText.Trim();
// if (strText.StartsWith("--")) return double.NaN;
// if (strText.Equals("N/A")) return double.NaN;
// strText = strText.Replace("%", "");
// strText = strText.Replace("$", "");
// if (strText.Contains("("))
// {
// strText = strText.Replace("(", "");
// strText = strText.Replace(")", "");
// multiplier = -1.00;
// }
// if (strText.Equals("-")) return double.NaN;
// if (strText[strText.Length - 1].Equals('T'))
// {
// strText = strText.Replace("T", "");
// value = double.Parse(strText);
// value *= 1000000000000;
// }
// if (strText[strText.Length - 1].Equals('B'))
// {
// strText = strText.Replace("B", "");
// value = double.Parse(strText);
// value *= 1000000000;
// }
// else if (strText[strText.Length - 1].Equals('M'))
// {
// strText = strText.Replace("M", "");
// value = double.Parse(strText);
// value *= 1000000;
// }
// else if (strText[strText.Length - 1].Equals('K') || strText[strText.Length - 1].Equals('k'))
// {
// strText = strText.Replace("K", "");
// strText = strText.Replace("k", "");
// value = double.Parse(strText);
// value *= 1000;
// }
// else value = double.Parse(strText);
// value *= multiplier;
// return value;
// }
// catch (Exception)
// {
// MDTrace.WriteLine(LogLevel.DEBUG, "[ParseValue] Error parsing '" + strText + "'");
// return double.NaN;
// }
// }
public static double ParseValue(String strText) public static double ParseValue(String strText)
{ {
double value = double.NaN; double value = double.NaN;
double multiplier = 1.00; double multiplier = 1.00;
try try
{ {
if (null == strText || 0 == strText.Length) return double.NaN; if (null == strText || 0 == strText.Length) return double.NaN;
strText = strText.Trim(); strText = strText.Trim();
strText = strText.Replace(",", "");
if (strText.StartsWith("--")) return double.NaN; if (strText.StartsWith("--")) return double.NaN;
if (strText.Equals("N/A")) return double.NaN; if (strText.Equals("N/A")) return double.NaN;
strText = strText.Replace("%", ""); strText = strText.Replace("%", "");
strText = strText.Replace("$", ""); strText = strText.Replace("$", "");
if (strText.Contains("(")) if (strText.Contains("("))
{ {
strText = strText.Replace("(", ""); strText = strText.Replace("(", "");
strText = strText.Replace(")", ""); strText = strText.Replace(")", "");
multiplier = -1.00; multiplier = -1.00;
} }
if (strText.Length == 0) return double.NaN;
if (strText.Equals("-")) return double.NaN; if (strText.Equals("-")) return double.NaN;
if (strText[strText.Length - 1].Equals('T')) if (strText[strText.Length - 1].Equals('T'))
{ {
strText = strText.Replace("T", ""); strText = strText.Replace("T", "");
value = double.Parse(strText); value = double.Parse(strText, CultureInfo.InvariantCulture);
value *= 1000000000000; value *= 1000000000000;
} }
if (strText[strText.Length - 1].Equals('B')) else if (strText[strText.Length - 1].Equals('B'))
{ {
strText = strText.Replace("B", ""); strText = strText.Replace("B", "");
value = double.Parse(strText); value = double.Parse(strText, CultureInfo.InvariantCulture);
value *= 1000000000; value *= 1000000000;
} }
else if (strText[strText.Length - 1].Equals('M')) else if (strText[strText.Length - 1].Equals('M'))
{ {
strText = strText.Replace("M", ""); strText = strText.Replace("M", "");
value = double.Parse(strText); value = double.Parse(strText, CultureInfo.InvariantCulture);
value *= 1000000; value *= 1000000;
} }
else if (strText[strText.Length - 1].Equals('K') || strText[strText.Length - 1].Equals('k')) else if (strText[strText.Length - 1].Equals('K') || strText[strText.Length - 1].Equals('k'))
{ {
strText = strText.Replace("K", ""); strText = strText.Replace("K", "");
strText = strText.Replace("k", ""); strText = strText.Replace("k", "");
value = double.Parse(strText); value = double.Parse(strText, CultureInfo.InvariantCulture);
value *= 1000; value *= 1000;
} }
else value = double.Parse(strText); else value = double.Parse(strText, CultureInfo.InvariantCulture);
value *= multiplier; value *= multiplier;
return value; return value;
} }
@@ -309,6 +375,8 @@ namespace MarketData.Utils
} }
} }
public static long ParseValueLong(String strText) public static long ParseValueLong(String strText)
{ {
long value; long value;