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7889 lines (7003 loc) · 358 KB
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using Microsoft.Ajax.Utilities;
using Newtonsoft.Json;
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Globalization;
using System.IO;
using System.Linq;
using System.Net;
using System.Text;
using System.Web;
//using System.Web.UI.DataVisualization.Charting;
using System.Xml;
using System.Xml.Linq;
namespace Analytics
{
public static class StockApi
{
//public static bool isTestMode = true;
public static string testDataFolder = ".\\scriptdata\\";
public static bool ALPHAVANTAGE = false;
//public static string apiKey = "&apikey=XXXX";
//public static string apiKey = "XXXX"; instead added tpo each method signature--> string apiKey = "UV6KQA6735QZKBTV")
public static string dataType = "csv";
public static string indicators = "quote";
public static string includeTimestamps = "true";
//https://www.alphavantage.co/query?function=SYMBOL_SEARCH&keywords=BA&apikey=demo&datatype=csv
public static string urlSymbolSearch = "https://www.alphavantage.co/query?function=SYMBOL_SEARCH&keywords={0}&apikey={1}&datatype={2}";
//https://autoc.finance.yahoo.com/autoc?query=larsen&lang=en-US
public static string urlSymbolSearch_altername = "https://autoc.finance.yahoo.com/autoc?query={0}&lang=en-US";
//https://query1.finance.yahoo.com/v7/finance/chart/HDFC.BO?range=2yr&interval=1d&indicators=quote&includeTimestamps=true
public static string urlGetDaily_alternate = "https://query1.finance.yahoo.com/v7/finance/chart/{0}?range={1}&interval={2}&indicators={3}&includeTimestamps={4}";
//https://query1.finance.yahoo.com/v7/finance/chart/HDFC.BO?range=2yr&interval=1d&indicators=quote&includeTimestamps=true
public static string urlGetIntra_alternate = "https://query1.finance.yahoo.com/v7/finance/chart/{0}?range={1}&interval={2}&indicators={3}&includeTimestamps={4}";
//https://query1.finance.yahoo.com/v7/finance/chart/HDFC.BO?range=1d&interval=1d&indicators=quote×tamp=true
public static string urlGlobalQuote_alternate = "https://query1.finance.yahoo.com/v7/finance/chart/{0}?range=1d&interval=1d&indicators=quote×tamp=true";
#if ALPHAVANTAGE == true
//'https://www.alphavantage.co/query?function=GLOBAL_QUOTE&symbol={}&apikey={}&datatype=csv'
public static string urlGlobalQuote = "https://www.alphavantage.co/query?function=GLOBAL_QUOTE&symbol={0}&apikey={1}&datatype={2}";
//https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol={}&apikey={}&outputsize={}&datatype=csv
public static string urlGetDaily = "https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol={0}&apikey={1}&outputsize={2}&datatype={3}";
//'https://www.alphavantage.co/query?function=BBANDS&symbol={}&interval=daily&time_period=20&series_type=close&nbdevup=2&nbdevdn=2&apikey={}&datatype=csv'
public static string urlGetBBands = "https://www.alphavantage.co/query?function=BBANDS&symbol={0}&interval={1}&time_period={2}&series_type={3}&nbdevup={4}&nbdevdn={5}&apikey={6}&datatype={7}";
//'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol={}&interval=5min&apikey={}&outputsize={}&datatype=csv'
public static string urlIntra = "https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol={0}&interval={1}&apikey={2}&outputsize={3}&datatype={4}";
//https://www.alphavantage.co/query?function=SMA&symbol={}&interval=daily&time_period=20&series_type=close&apikey={}&datatype=csv
public static string urlSMA = "https://www.alphavantage.co/query?function=SMA&symbol={0}&interval={1}&time_period={2}&series_type={3}&apikey={4}&datatype={5}";
//https://www.alphavantage.co/query?function=EMA&symbol={}&interval=daily&time_period=20&series_type=close&apikey={}&datatype=csv
public static string urlEMA = "https://www.alphavantage.co/query?function=EMA&symbol={0}&interval={1}&time_period={2}&series_type={3}&apikey={4}&datatype={5}";
//https://www.alphavantage.co/query?function=VWAP&symbol={}&interval=5min&apikey={}&datatype=csv
public static string urlVWAP = "https://www.alphavantage.co/query?function=VWAP&symbol={0}&interval={1}&apikey={2}&datatype={3}";
//https://www.alphavantage.co/query?function=RSI&symbol={}&interval=daily&time_period=20&series_type=close&apikey={}&datatype=csv
public static string urlRSI = "https://www.alphavantage.co/query?function=RSI&symbol={0}&interval={1}&time_period={2}&series_type={3}&apikey={4}&datatype={5}";
//https://www.alphavantage.co/query?function=STOCH&symbol={}&interval=daily&apikey={}&datatype=csv
public static string urlSTOCH = "https://www.alphavantage.co/query?function=STOCH&symbol={0}&interval={1}&fastkperiod={2}&slowkperiod={3}&slowdperiod={4}&slowkmatype={5}&slowdmatype={6}&apikey={7}&datatype={8}";
//https://www.alphavantage.co/query?function=MACD&symbol={}&interval=daily&series_type=close&apikey={}&datatype=csv
public static string urlMACD = "https://www.alphavantage.co/query?function=MACD&symbol={0}&interval={1}&series_type={2}&fastperiod={3}&slowperiod={4}&signalperiod={5}&apikey={6}&datatype={7}";
//https://www.alphavantage.co/query?function=AROON&symbol={}&interval=daily&time_period=20&apikey={}&datatype=csv
public static string urlAROON = "https://www.alphavantage.co/query?function=AROON&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
//https://www.alphavantage.co/query?function=ADX&symbol={}&interval=daily&time_period=20&apikey={}&datatype=csv
public static string urlADX = "https://www.alphavantage.co/query?function=ADX&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
//https://www.alphavantage.co/query?function=DX&symbol=IBM&interval=daily&time_period=10&apikey=demo
public static string urlDX = "https://www.alphavantage.co/query?function=DX&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
//https://www.alphavantage.co/query?function=MINUS_DI&symbol=IBM&interval=weekly&time_period=10&apikey=demo
public static string urlMinusDI = "https://www.alphavantage.co/query?function=MINUS_DI&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
//https://www.alphavantage.co/query?function=PLUS_DI&symbol=IBM&interval=daily&time_period=10&apikey=demo
public static string urlPlusDI = "https://www.alphavantage.co/query?function=PLUS_DI&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
//https://www.alphavantage.co/query?function=MINUS_DM&symbol=IBM&interval=daily&time_period=10&apikey=demo
public static string urlMinusDM = "https://www.alphavantage.co/query?function=MINUS_DM&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
//https://www.alphavantage.co/query?function=PLUS_DM&symbol=IBM&interval=daily&time_period=10&apikey=demo
public static string urlPlusDM = "https://www.alphavantage.co/query?function=PLUS_DM&symbol={0}&interval={1}&time_period={2}&apikey={3}&datatype={4}";
/* return CSV is in following format
symbol,name,type,region,marketOpen,marketClose,timezone,currency,matchScore
BA,The Boeing Company,Equity,United States,09:30,16:00,UTC-05,USD,1.0000
BAC,Bank of America Corporation,Equity,United States,09:30,16:00,UTC-05,USD,0.8000
BABA,Alibaba Group Holding Limited,Equity,United States,09:30,16:00,UTC-05,USD,0.6667
GOLD,Barrick Gold Corporation,Equity,United States,09:30,16:00,UTC-05,USD,0.5714
BIDU,Baidu Inc.,Equity,United States,09:30,16:00,UTC-05,USD,0.5000
BAYRY,Bayer Aktiengesellschaft,Equity,United States,09:30,16:00,UTC-05,USD,0.4000
BLDP,Ballard Power Systems Inc.,Equity,United States,09:30,16:00,UTC-05,USD,0.3333
BHC,Bausch Health Companies Inc.,Equity,United States,09:30,16:00,UTC-05,USD,0.3333
BK,The Bank of New York Mellon Corporation,Equity,United States,09:30,16:00,UTC-05,USD,0.1538
*/
public static DataTable symbolSearch(string searchKeyword, string apiKey = "UV6KQA6735QZKBTV")
{
try
{
//https://www.alphavantage.co/query?function=SYMBOL_SEARCH&keywords=BA&apikey=demo&datatype=csv
//string webservice_url = $"{urlSymbolSearch} + {searchKeyword} + {apiKey} + {dataType}";
string webservice_url = string.Format(StockApi.urlSymbolSearch, searchKeyword, apiKey, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
if (webRequest != null)
{
DataTable resultDataTable = new DataTable();
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
//Get the response
WebResponse wr = webRequest.GetResponseAsync().Result;
Stream receiveStream = wr.GetResponseStream();
StreamReader reader = new StreamReader(receiveStream);
//DataTable dt = new DataTable();
resultDataTable.Columns.Add("Symbol", typeof(string));
resultDataTable.Columns.Add("Name", typeof(string));
//First line indicates the fields
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
string[] field;
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
resultDataTable.Rows.Add(new object[] {
field[0],
field[0]+ ": " + field[1]
});
}
reader.Close();
receiveStream.Close();
return resultDataTable;
}
else
{
reader.Close();
receiveStream.Close();
return null;
}
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="outputsize">[default=compact or full]</param>
/// <param name="bIsTestModeOn">default=true or false</param>
/// <param name="bSaveData">default=false. To save data to file & return set it to true and set bIsTestModeOn = false</param>
/// <returns></returns>
public static DataTable getDaily(string folderPath, string scriptName, string outputsize = "compact", bool bIsTestModeOn = true,
bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
DataTable dailyDataTable = null;
if (bIsTestModeOn == false)
{
//"https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol={0}&apikey={1}&outputsize={2}&datatype={3}";
webservice_url = string.Format(StockApi.urlGetDaily, scriptName, apiKey, outputsize, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(folderPath + scriptName + "_" + "Daily_" + outputsize + ".csv", fileData);
dailyDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return dailyDataTable;
}
}
else
{
if (File.Exists(folderPath + scriptName + "_" + "Daily_" + outputsize + ".csv"))
reader = new StreamReader(folderPath + scriptName + "_" + "Daily_" + outputsize + ".csv");
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
dailyDataTable = new DataTable();
string[] field;
//DataTable dt = new DataTable();
dailyDataTable.Columns.Add("Symbol", typeof(string));
dailyDataTable.Columns.Add("Date", typeof(DateTime));
dailyDataTable.Columns.Add("Open", typeof(decimal));
dailyDataTable.Columns.Add("High", typeof(decimal));
dailyDataTable.Columns.Add("Low", typeof(decimal));
dailyDataTable.Columns.Add("Close", typeof(decimal));
dailyDataTable.Columns.Add("Volume", typeof(int));
dailyDataTable.Columns.Add("PurchaseDate", typeof(string));
dailyDataTable.Columns.Add("CumulativeQuantity", typeof(int));
dailyDataTable.Columns.Add("CostofInvestment", typeof(decimal));
dailyDataTable.Columns.Add("ValueOnDate", typeof(decimal));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
dailyDataTable.Rows.Add(new object[] {
scriptName,
System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
field[1],
field[2],
field[3],
field[4],
field[5]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return dailyDataTable;
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="time_interval">['1min', *'5min', '15min', '30min', '60min', 'daily', 'weekly', 'monthly']</param>
/// <param name="outputsize">[*compact, full</param>
/// <param name="bIsTestModeOn"></param>
/// <returns></returns>
public static DataTable getIntraday(string folderPath, string scriptName, string time_interval = "5min", string outputsize = "compact",
bool bIsTestModeOn = true, bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
DataTable intradayDataTable = null;
if (bIsTestModeOn == false)
{
//'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol={}&interval=5min&apikey={}&outputsize={}&datatype=csv'
webservice_url = string.Format(StockApi.urlIntra, scriptName, time_interval, apiKey, outputsize, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(folderPath + scriptName + "_" + "Intraday_" + time_interval + "_" + outputsize + ".csv", fileData);
intradayDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return intradayDataTable;
}
}
else
{
//intraday_5min_compact_LT.BSE.csv OR intraday_5min_full_LT.BSE.csv
if (File.Exists(folderPath + scriptName + "_" + "Intraday_" + time_interval + "_" + outputsize + ".csv"))
reader = new StreamReader(folderPath + scriptName + "_" + "Intraday_" + time_interval + "_" + outputsize + ".csv");
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
//timestamp,open,high,low,close,volume
intradayDataTable = new DataTable();
string[] field = record.Split(',');
intradayDataTable.Columns.Add("Symbol", typeof(string));
intradayDataTable.Columns.Add("Date", typeof(DateTime));
//intradayDataTable.Columns.Add("Date", typeof(Double));
intradayDataTable.Columns.Add("Open", typeof(decimal));
intradayDataTable.Columns.Add("High", typeof(decimal));
intradayDataTable.Columns.Add("Low", typeof(decimal));
intradayDataTable.Columns.Add("Close", typeof(decimal));
intradayDataTable.Columns.Add("Volume", typeof(int));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
intradayDataTable.Rows.Add(new object[] {
scriptName,
//System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
System.Convert.ToDateTime(field[0]),
field[1],
field[2],
field[3],
field[4],
field[5]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return intradayDataTable;
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="day_interval">['1min', '5min', '15min', '30min', '60min', *'daily', 'weekly', 'monthly']</param>
/// <param name="period">[10, *20]</param>
/// <param name="seriestype">['open', 'high', 'low', *'close']</param>
/// <param name="bIsTestModeOn"></param>
/// <returns></returns>
public static DataTable getSMA(string folderPath, string scriptName, string day_interval = "daily", string period = "20",
string seriestype = "close", bool bIsTestModeOn = true, bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
DataTable smaDataTable = null;
string filename = folderPath + scriptName + "_" + "SMA_" + day_interval + "_" + period + "_" + seriestype + ".csv";
if (bIsTestModeOn == false)
{
//https://www.alphavantage.co/query?function=SMA&symbol={}&interval=daily&time_period=20&series_type=close&apikey={}&datatype=csv
webservice_url = string.Format(StockApi.urlSMA, scriptName, day_interval, period, seriestype, apiKey, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(filename, fileData);
smaDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return smaDataTable;
}
}
else
{
//SMA_10_LT.BSE.csv or SMA_20_LT.BSE.csv
if (File.Exists(filename))
reader = new StreamReader(filename);
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
//time,SMA
smaDataTable = new DataTable();
string[] field = record.Split(',');
smaDataTable.Columns.Add("Symbol", typeof(string));
smaDataTable.Columns.Add("Date", typeof(DateTime));
smaDataTable.Columns.Add("SMA", typeof(decimal));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
smaDataTable.Rows.Add(new object[] {
scriptName,
System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
field[1]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return smaDataTable;
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="day_interval">['1min', '5min', '15min', '30min', '60min', *'daily', 'weekly', 'monthly']</param>
/// <param name="period">[10, *20]</param>
/// <param name="seriestype">['open', 'high', 'low', *'close']</param>
/// <param name="bIsTestModeOn">default true, false</param>
/// <returns></returns>
public static DataTable getEMA(string folderPath, string scriptName, string day_interval = "daily", string period = "20",
string seriestype = "close", bool bIsTestModeOn = true, bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
DataTable emaDataTable = null;
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
string filename = folderPath + scriptName + "_" + "EMA_" + day_interval + "_" + period + "_" + seriestype + ".csv";
if (bIsTestModeOn == false)
{
//https://www.alphavantage.co/query?function=EMA&symbol={}&interval=daily&time_period=20&series_type=close&apikey={}&datatype=csv
webservice_url = string.Format(StockApi.urlEMA, scriptName, day_interval, period, seriestype, apiKey, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(filename, fileData);
emaDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return emaDataTable;
}
}
else
{
//EMA_LT.BSE.csv
if (File.Exists(filename))
reader = new StreamReader(filename);
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
//time,EMA
emaDataTable = new DataTable();
string[] field = record.Split(',');
emaDataTable.Columns.Add("Symbol", typeof(string));
emaDataTable.Columns.Add("Date", typeof(DateTime));
emaDataTable.Columns.Add("EMA", typeof(decimal));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
emaDataTable.Rows.Add(new object[] {
scriptName,
System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
field[1]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return emaDataTable;
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="day_interval">['1min', *'5min', '15min', '30min', '60min']</param>
/// <param name="bIsTestModeOn">default true, false</param>
/// <returns></returns>
public static DataTable getVWAP(string folderPath, string scriptName, string day_interval = "5min", bool bIsTestModeOn = true,
bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
DataTable vwapDataTable = null;
if (bIsTestModeOn == false)
{
//https://www.alphavantage.co/query?function=VWAP&symbol={}&interval=5min&apikey={}&datatype=csv
webservice_url = string.Format(StockApi.urlVWAP, scriptName, day_interval, apiKey, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(folderPath + scriptName + "_" + "VWAP_" + day_interval + ".csv", fileData);
vwapDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return vwapDataTable;
}
}
else
{
//VWAP_LT.BSE.csv
if (File.Exists(folderPath + scriptName + "_" + "VWAP_" + day_interval + ".csv"))
reader = new StreamReader(folderPath + scriptName + "_" + "VWAP_" + day_interval + ".csv");
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
//time,VWAP
vwapDataTable = new DataTable();
string[] field = record.Split(',');
vwapDataTable.Columns.Add("Symbol", typeof(string));
vwapDataTable.Columns.Add("Date", typeof(DateTime));
vwapDataTable.Columns.Add("VWAP", typeof(decimal));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
vwapDataTable.Rows.Add(new object[] {
scriptName,
//System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
System.Convert.ToDateTime(field[0]),
field[1]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return vwapDataTable;
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="day_interval">['1min', '5min', '15min', '30min', '60min', *'daily', 'weekly', 'monthly']</param>
/// <param name="period">[10, *20]</param>
/// <param name="seriestype">['open', 'high', 'low', *'close']</param>
/// <param name="bIsTestModeOn">default true, false</param>
/// <returns></returns>
public static DataTable getRSI(string folderPath, string scriptName, string day_interval = "daily", string period = "20",
string seriestype = "close", bool bIsTestModeOn = true, bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
DataTable rsiDataTable = null;
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
string filename = folderPath + scriptName + "_" + "RSI_" + day_interval + "_" + period + "_" + seriestype + ".csv";
if (bIsTestModeOn == false)
{
//https://www.alphavantage.co/query?function=RSI&symbol={}&interval=daily&time_period=20&series_type=close&apikey={}&datatype=csv
webservice_url = string.Format(StockApi.urlRSI, scriptName, day_interval, period, seriestype, apiKey, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(filename, fileData);
rsiDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return rsiDataTable;
}
}
else
{
//RSI_LT.BSE.csv
if (File.Exists(filename))
reader = new StreamReader(filename);
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
//time,RSI
rsiDataTable = new DataTable();
string[] field = record.Split(',');
rsiDataTable.Columns.Add("Symbol", typeof(string));
rsiDataTable.Columns.Add("Date", typeof(DateTime));
rsiDataTable.Columns.Add("RSI", typeof(decimal));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
rsiDataTable.Rows.Add(new object[] {
scriptName,
System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
field[1]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
}
}
catch (Exception ex)
{
if (rsiDataTable != null)
{
rsiDataTable.Clear();
rsiDataTable.Dispose();
}
rsiDataTable = null;
}
return rsiDataTable;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="day_interval">['1min', '5min', '15min', '30min', '60min', *'daily', 'weekly', 'monthly']</param>
/// <param name="fastkperiod">Positive int, default = 5</param>
/// <param name="slowkperiod">Positive int, default = 3</param>
/// <param name="slowdperiod">Positive int, default = 3</param>
/// <param name="slowkmatype">Moving average type for the slowk moving average. By default, slowkmatype=0.
/// Integers 0 - 8 are accepted with the following mappings.
/// 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA),
/// 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA),
/// 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).</param>
/// <param name="slowdmatype">Moving average type for the slowd moving average. By default, slowkmatype=0.
/// Integers 0 - 8 are accepted with the following mappings.
/// 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA),
/// 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA),
/// 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).</param>
/// <param name="bIsTestModeOn">default true, false</param>
/// <returns></returns>
public static DataTable getSTOCH(string folderPath, string scriptName, string day_interval = "daily", string fastkperiod = "5",
string slowkperiod = "3", string slowdperiod = "3", string slowkmatype = "0", string slowdmatype = "0",
bool bIsTestModeOn = true, bool bSaveData = false, string apiKey = "UV6KQA6735QZKBTV")
{
try
{
string webservice_url = "";
WebResponse wr;
Stream receiveStream = null;
StreamReader reader = null;
DataTable stochDataTable = null;
string filename = folderPath + scriptName + "_" + "STOCH_" + day_interval + "_" + fastkperiod + "_" + slowkperiod + "_" + slowdperiod + "_" + slowkmatype + "_" + slowdmatype + ".csv";
if (bIsTestModeOn == false)
{
//https://www.alphavantage.co/query?function=STOCH&symbol={}&interval=daily&apikey={}&datatype=csv
webservice_url = string.Format(StockApi.urlSTOCH, scriptName, day_interval, fastkperiod, slowkperiod, slowdperiod,
slowkmatype, slowdmatype, apiKey, StockApi.dataType);
Uri url = new Uri(webservice_url);
var webRequest = WebRequest.Create(url);
webRequest.Method = "GET";
webRequest.ContentType = "application/json";
wr = webRequest.GetResponseAsync().Result;
receiveStream = wr.GetResponseStream();
reader = new StreamReader(receiveStream);
if (bSaveData)
{
string fileData = reader.ReadToEnd();
if (fileData.StartsWith("{") == false)
{
File.WriteAllText(filename, fileData);
stochDataTable = new DataTable();
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return stochDataTable;
}
}
else
{
//STOCH_LT.BSE.csv
if (File.Exists(filename))
reader = new StreamReader(filename);
}
//Get the response
//First line indicates the fields
if (reader != null)
{
string record = reader.ReadLine();
if (record.StartsWith("{") == false)
{
//time,SlowD,SlowK
stochDataTable = new DataTable();
string[] field = record.Split(',');
stochDataTable.Columns.Add("Symbol", typeof(string));
stochDataTable.Columns.Add("Date", typeof(DateTime));
stochDataTable.Columns.Add("SlowD", typeof(decimal));
stochDataTable.Columns.Add("SlowK", typeof(decimal));
while (!reader.EndOfStream)
{
record = reader.ReadLine();
field = record.Split(',');
stochDataTable.Rows.Add(new object[] {
scriptName,
System.Convert.ToDateTime(field[0]).ToString("yyyy-MM-dd"),
field[1],
field[2]
});
}
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return stochDataTable;
}
else
{
reader.Close();
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
else
{
if (receiveStream != null)
receiveStream.Close();
return null;
}
}
catch (Exception ex)
{
}
return null;
}
/// <summary>
///
/// </summary>
/// <param name="folderPath"></param>
/// <param name="scriptName"></param>
/// <param name="day_interval">['1min', '5min', '15min', '30min', '60min', *'daily', 'weekly', 'monthly']</param>
/// <param name="seriestype">['open', 'high', 'low', *'close']</param>
/// <param name="bIsTestModeOn">default true, false</param>
/// <returns></returns>