// ******************************************************************************
// **
// ** Yahoo! Managed
// ** Written by Marius Häusler 2012
// ** It would be pleasant, if you contact me when you are using this code.
// ** Contact: YahooFinanceManaged@gmail.com
// ** Project Home: http://code.google.com/p/yahoo-finance-managed/
// **
// ******************************************************************************
// **
// ** Copyright 2012 Marius Häusler
// **
// ** Licensed under the Apache License, Version 2.0 (the "License");
// ** you may not use this file except in compliance with the License.
// ** You may obtain a copy of the License at
// **
// ** http://www.apache.org/licenses/LICENSE-2.0
// **
// ** Unless required by applicable law or agreed to in writing, software
// ** distributed under the License is distributed on an "AS IS" BASIS,
// ** WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// ** See the License for the specific language governing permissions and
// ** limitations under the License.
// **
// ******************************************************************************
using System;
using System.Collections.Generic;
using System.Text;
using MaasOne.Finance.YahooFinance;
using MaasOne.Xml;
using System.Xml.Linq;
namespace MaasOne.Finance.YahooFinance
{
public class ImportExport
{
#region CSV
/// <summary>
/// Converts a list of quote data to a CSV formatted text
/// </summary>
/// <param name="quotes">The list of quote values</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted data string in CSV format</returns>
/// <remarks></remarks>
public static string FromQuotesData(IEnumerable<QuotesData> quotes, char delimiter, System.Globalization.CultureInfo culture = null)
{
return FromQuotesData(quotes, delimiter, null, culture);
}
/// <summary>
/// Converts a list of quote data to a CSV formatted text
/// </summary>
/// <param name="quotes">The list of quote values</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="properties">The used properties of the items</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted data string in CSV format</returns>
/// <remarks></remarks>
public static string FromQuotesData(IEnumerable<QuotesData> quotes, char delimiter, IEnumerable<QuoteProperty> properties, System.Globalization.CultureInfo culture = null)
{
if (quotes != null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
QuoteProperty[] prpts = FinanceHelper.CheckPropertiesOfQuotesData(quotes, properties);
System.Text.StringBuilder sb = new System.Text.StringBuilder();
foreach (QuoteProperty qp in prpts)
{
sb.Append(qp.ToString());
sb.Append(delimiter);
}
sb.Remove(sb.Length - 1, 1);
sb.AppendLine();
foreach (QuotesData q in quotes)
{
if (q != null)
{
System.Text.StringBuilder sbQ = new System.Text.StringBuilder();
foreach (QuoteProperty qp in prpts)
{
object o = MyHelper.ObjectToString(q[qp], ci);
if (o is string)
{
if (o.ToString() == string.Empty)
{
sbQ.Append("\"N/A\"");
}
else
{
sbQ.Append("\"");
sbQ.Append(q[qp].ToString().Replace("\"", "\"\""));
sbQ.Append("\"");
}
}
else
{
sbQ.Append(MyHelper.ObjectToString(q[qp], ci));
}
sbQ.Append(delimiter);
}
if (sbQ.Length > 0)
sbQ.Remove(sbQ.Length - 1, 1);
sb.AppendLine(sbQ.ToString());
}
}
return sb.ToString();
}
else
{
return string.Empty;
}
}
/// <summary>
/// Tries to read a list of quote data from a CSV formatted text (incl. Header)
/// </summary>
/// <param name="csvText">The CSV formatted text</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted quote values or Nothing</returns>
/// <remarks></remarks>
public static QuotesData[] ToQuotesData(string csvText, char delimiter, System.Globalization.CultureInfo culture = null)
{
List<QuoteProperty> properties = new List<QuoteProperty>();
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
if (csvText != string.Empty)
{
string[] rows = csvText.Split(new string[] {
"\r",
"\n"
}, StringSplitOptions.RemoveEmptyEntries);
string[] headerParts = MyHelper.CsvRowToStringArray(rows[0], delimiter);
foreach (string part in headerParts)
{
foreach (QuoteProperty qp in Enum.GetValues(typeof(QuoteProperty)))
{
if (qp.ToString() == part.Trim())
{
properties.Add(qp);
break; // TODO: might not be correct. Was : Exit For
}
}
}
if (properties.Count != headerParts.Length)
return null;
}
return ToQuotesData(csvText, delimiter, properties.ToArray(), ci, true);
}
internal static QuotesData[] ToQuotesData(string csvText, char delimiter, QuoteProperty[] properties, System.Globalization.CultureInfo culture, bool hasHeader = false)
{
List<QuotesData> quotes = new List<QuotesData>();
if (csvText != string.Empty & culture != null & (properties != null && properties.Length > 0))
{
if (properties.Length > 0)
{
string[][] table = MyHelper.CsvTextToStringTable(csvText, delimiter);
int start = 0;
if (hasHeader)
start = 1;
if (table.Length > 0)
{
if (!(table[0].Length == properties.Length))
{
String[][] semicolTable = MyHelper.CsvTextToStringTable(csvText, Convert.ToChar((delimiter == ';' ? ',' : ';')));
if (semicolTable[0].Length == properties.Length)
{
table = semicolTable;
}
}
if (table.Length > 0 && table.Length > start)
{
for (int i = start; i <= table.Length - 1; i++)
{
QuotesData qd = CsvArrayToQuoteData(table[i], properties, culture);
if (qd != null)
quotes.Add(qd);
}
}
}
}
}
return quotes.ToArray();
}
/// <summary>
/// Converts a list of quote options to a CSV formatted text
/// </summary>
/// <param name="quoteOptions">The list of quote option values</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted data string in CSV format</returns>
/// <remarks></remarks>
public static string FromQuoteOptions(IEnumerable<QuoteOptionsData> quoteOptions, char delimiter, System.Globalization.CultureInfo culture = null)
{
System.Text.StringBuilder csv = new System.Text.StringBuilder();
if (quoteOptions != null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
foreach (QuoteOptionsData qbd in quoteOptions)
{
csv.Append("\"");
csv.Append(qbd.Symbol);
csv.Append("\"");
csv.Append("\"");
csv.Append((qbd.Type == QuoteOptionType.Call ? "C" : "P").ToString());
csv.Append("\"");
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(qbd.LastPrice, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(qbd.StrikePrice, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(Math.Abs(qbd.Change), ci));
csv.Append(delimiter);
csv.Append("\"");
csv.Append((qbd.Change >= 0 ? "Up" : "Down").ToString());
csv.Append("\"");
csv.Append(MyHelper.ObjectToString(qbd.Bid, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(qbd.Ask, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(qbd.Volume, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(qbd.OpenInterest, ci));
}
}
return csv.ToString();
}
/// <summary>
/// Tries to read a list of quote options from a CSV formatted text
/// </summary>
/// <param name="csvText">The CSV formatted text</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted quote values or Nothing</returns>
/// <remarks></remarks>
public static QuoteOptionsData[] ToQuoteOptions(string csvText, char delimiter, System.Globalization.CultureInfo culture = null)
{
List<QuoteOptionsData> lst = new List<QuoteOptionsData>();
if (csvText != string.Empty)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
string[][] table = MyHelper.CsvTextToStringTable(csvText, delimiter);
if (table.Length > 1)
{
for (int i = 0; i <= table.Length - 1; i++)
{
if (table[i].Length == 10)
{
QuoteOptionsData qd = new QuoteOptionsData();
qd.Symbol = table[i][0];
qd.Type = (QuoteOptionType)(table[i][1].ToLower() == "p" ? QuoteOptionType.Put : QuoteOptionType.Call);
double t1;
double t2;
double t3;
double t4;
double t5;
int t6;
int t7;
if (double.TryParse(table[i][2], System.Globalization.NumberStyles.Currency, ci, out t1) &&
double.TryParse(table[i][3], System.Globalization.NumberStyles.Currency, ci, out t2) &&
double.TryParse(table[i][4], System.Globalization.NumberStyles.Currency, ci, out t3) &&
double.TryParse(table[i][6], System.Globalization.NumberStyles.Currency, ci, out t4) &&
double.TryParse(table[i][7], System.Globalization.NumberStyles.Currency, ci, out t5) &&
int.TryParse(table[i][8], System.Globalization.NumberStyles.Integer, ci, out t6) &&
int.TryParse(table[i][9], System.Globalization.NumberStyles.Integer, ci, out t7))
{
qd.LastPrice = t1;
qd.StrikePrice = t2;
qd.Change = t3;
qd.Bid = t4;
qd.Ask = t5;
qd.Volume = t6;
qd.OpenInterest = t7;
qd.Change *= Convert.ToInt32((table[i][5].ToLower() == "down" ? -1 : 1));
lst.Add(qd);
}
}
}
}
}
return lst.ToArray();
}
/// <summary>
/// Converts a list of historic quote periods to a CSV formatted text
/// </summary>
/// <param name="quotes">The list of historic quote periods</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted data string in CSV format</returns>
/// <remarks></remarks>
public static string FromHistQuotesData(IEnumerable<HistQuotesData> quotes, char delimiter, System.Globalization.CultureInfo culture = null)
{
System.Text.StringBuilder csv = new System.Text.StringBuilder();
if (quotes != null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
csv.AppendLine(HistQuotesCSVHeadline(delimiter));
foreach (HistQuotesData hq in quotes)
{
csv.Append(MyHelper.ObjectToString(hq.TradingDate, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(hq.Open, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(hq.High, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(hq.Low, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(hq.Close, ci));
csv.Append(delimiter);
csv.Append(MyHelper.ObjectToString(hq.Volume, ci));
csv.Append(delimiter);
csv.AppendLine(MyHelper.ObjectToString(hq.CloseAdjusted, ci));
}
}
return csv.ToString();
}
/// <summary>
/// Tries to read a list of historic quote periods from a CSV formatted text
/// </summary>
/// <param name="csvText">The CSV formatted text</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted historic quote periods or Nothing</returns>
/// <remarks></remarks>
public static HistQuotesData[] ToHistQuotesData(string csvText, char delimiter, System.Globalization.CultureInfo culture = null)
{
List<HistQuotesData> lst = new List<HistQuotesData>();
if (csvText != string.Empty)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
string[][] table = MyHelper.CsvTextToStringTable(csvText, delimiter);
if (table.Length > 1)
{
for (int i = 0; i <= table.Length - 1; i++)
{
if (table[i].Length == 7)
{
HistQuotesData qd = new HistQuotesData();
System.DateTime t1;
double t2;
double t3;
double t4;
double t5;
double t6;
long t7;
if (System.DateTime.TryParse(table[i][0], culture, System.Globalization.DateTimeStyles.None, out t1) &&
double.TryParse(table[i][1], System.Globalization.NumberStyles.Currency, culture, out t2) &&
double.TryParse(table[i][2], System.Globalization.NumberStyles.Currency, culture, out t3) &&
double.TryParse(table[i][3], System.Globalization.NumberStyles.Currency, culture, out t4) &&
double.TryParse(table[i][4], System.Globalization.NumberStyles.Currency, culture, out t5) &&
double.TryParse(table[i][6], System.Globalization.NumberStyles.Currency, culture, out t6) &&
long.TryParse(table[i][5], System.Globalization.NumberStyles.Integer, culture, out t7))
{
qd.TradingDate = t1;
qd.Open = t2;
qd.High = t3;
qd.Low = t4;
qd.Close = t5;
qd.CloseAdjusted = t6;
qd.Volume = t7;
lst.Add(qd);
}
}
}
}
}
return lst.ToArray();
}
public static MarketQuotesData[] ToMarketQuotesData(string csv, System.Globalization.CultureInfo culture = null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
char delimiter = ',';
string[][] table = MyHelper.CsvTextToStringTable(csv, delimiter);
List<MarketQuotesData> lst = new List<MarketQuotesData>();
if (table.Length > 1)
{
for (int i = 1; i <= table.Length - 1; i++)
{
if (table[i].Length == 10)
{
MarketQuotesData quote = new MarketQuotesData();
quote.Name = table[i][0];
double t1;
double t2;
double t3;
double t4;
double t5;
double t6;
double t7;
double t8;
if (double.TryParse(table[i][1], System.Globalization.NumberStyles.Any, ci, out t1))
quote.OneDayPriceChangePercent = t1;
string mktcap = table[i][2];
if (mktcap != "NA" & mktcap != string.Empty & mktcap.Length > 1)
{
double value = 0;
double.TryParse(mktcap.Substring(0, mktcap.Length - 1), System.Globalization.NumberStyles.Any, ci, out value);
quote.MarketCapitalizationInMillion = value * FinanceHelper.GetStringMillionFactor(mktcap);
}
if (double.TryParse(table[i][3], System.Globalization.NumberStyles.Any, ci, out t2)) quote.PriceEarningsRatio = t2;
if (double.TryParse(table[i][4], System.Globalization.NumberStyles.Any, ci, out t3)) quote.ReturnOnEquityPercent = t3;
if (double.TryParse(table[i][5], System.Globalization.NumberStyles.Any, ci, out t4)) quote.DividendYieldPercent = t4;
if (double.TryParse(table[i][6], System.Globalization.NumberStyles.Any, ci, out t5)) quote.LongTermDeptToEquity = t5;
if (double.TryParse(table[i][7], System.Globalization.NumberStyles.Any, ci, out t6)) quote.PriceToBookValue = t6;
if (double.TryParse(table[i][8], System.Globalization.NumberStyles.Any, ci, out t7)) quote.NetProfitMarginPercent = t7;
if (double.TryParse(table[i][9], System.Globalization.NumberStyles.Any, ci, out t8)) quote.PriceToFreeCashFlow = t8;
lst.Add(quote);
}
}
}
return lst.ToArray();
}
private static string HistQuotesCSVHeadline(char delimiter)
{
return string.Format("{1}{0}{2}{0}{3}{0}{4}{0}{5}{0}{6}{0}Adj Close", delimiter, FinanceHelper.NameHistQuoteDate, FinanceHelper.NameHistQuoteOpen, FinanceHelper.NameHistQuoteHigh, FinanceHelper.NameHistQuoteLow, FinanceHelper.NameHistQuoteClose, FinanceHelper.NameHistQuoteVolume);
}
private static object QuoteStringToObject(string value, QuoteProperty prp, System.Globalization.CultureInfo culture)
{
object o = MyHelper.StringToObject(value, culture);
if (prp == QuoteProperty.Name && o is Array && ((Array)o).Length > 0)
{
Array arr = (Array)o;
string s = "";
for (int i = 0; i < arr.Length; i++)
{
s += arr.GetValue(i).ToString();
if (i != arr.Length - 1)
{
s += " - ";
}
}
return s;
}
else
{
return o;
}
}
private static QuotesData CsvArrayToQuoteData(string[] rowItems, QuoteProperty[] properties, System.Globalization.CultureInfo culture)
{
if (rowItems.Length > 0)
{
QuotesData quote = null;
if (rowItems.Length == properties.Length)
{
quote = new QuotesData();
for (int i = 0; i <= properties.Length - 1; i++)
{
quote[properties[i]] = QuoteStringToObject(rowItems[i], properties[i], culture);
}
}
else
{
if (rowItems.Length > 1)
{
List<QuoteProperty> alternateProperties = new List<QuoteProperty>();
foreach (QuoteProperty qp in properties)
{
foreach (QuoteProperty q in mAlternateQuoteProperties)
{
if (qp == q)
{
alternateProperties.Add(qp);
break;
}
}
}
if (alternateProperties.Count > 0)
{
List<KeyValuePair<QuoteProperty, int>[]> lst = new List<KeyValuePair<QuoteProperty, int>[]>();
int[][] permutations = MaxThreePerm(alternateProperties.Count, Math.Min(rowItems.Length - properties.Length + 1, 3));
foreach (int[] perm in permutations)
{
List<KeyValuePair<QuoteProperty, int>> lst2 = new List<KeyValuePair<QuoteProperty, int>>();
for (int i = 0; i <= alternateProperties.Count - 1; i++)
{
lst2.Add(new KeyValuePair<QuoteProperty, int>(alternateProperties[i], perm[i]));
}
lst.Add(lst2.ToArray());
}
foreach (KeyValuePair<QuoteProperty, int>[] combination in lst)
{
String[] newRowItems = CsvNewRowItems(rowItems, properties, combination);
try
{
if (newRowItems.Length > 0)
{
quote = new QuotesData();
for (int i = 0; i <= properties.Length - 1; i++)
{
quote[properties[i]] = QuoteStringToObject(rowItems[i], properties[i], culture);
}
break;
}
}
catch (Exception ex)
{
System.Diagnostics.Debug.WriteLine(ex.Message);
}
}
}
}
}
return quote;
}
else
{
return null;
}
}
public static int[][] MaxThreePerm(int propertyCount, int maxCount)
{
List<int[]> lst = new List<int[]>();
for (int i = 1; i <= maxCount; i++)
{
if (propertyCount > 1)
{
for (int n = 1; n <= maxCount; n++)
{
if (propertyCount > 2)
{
for (int m = 1; m <= maxCount; m++)
{
lst.Add(new int[] {
i,
n,
m
});
}
}
else
{
lst.Add(new int[] {
i,
n
});
}
}
}
else
{
lst.Add(new int[] { i });
}
}
return lst.ToArray();
}
private static QuoteProperty[] mAlternateQuoteProperties = new QuoteProperty[] {
QuoteProperty.LastTradeSize,
QuoteProperty.BidSize,
QuoteProperty.AskSize
};
private static string[] CsvNewRowItems(string[] oldItems, QuoteProperty[] properties, KeyValuePair<QuoteProperty, int>[] multipleItemProperties)
{
System.Globalization.CultureInfo convCulture = new System.Globalization.CultureInfo("en-US");
List<string> newRowItems = new List<string>();
int itemsCount = properties.Length;
foreach (KeyValuePair<QuoteProperty, int> q in multipleItemProperties)
{
itemsCount += q.Value - 1;
}
if (itemsCount == oldItems.Length)
{
int actualIndex = 0;
foreach (QuoteProperty qp in properties)
{
Nullable<KeyValuePair<QuoteProperty, int>> alternatProperty = null;
foreach (KeyValuePair<QuoteProperty, int> q in multipleItemProperties)
{
if (q.Key == qp)
{
alternatProperty = q;
break; // TODO: might not be correct. Was : Exit For
}
}
if (!alternatProperty.HasValue)
{
newRowItems.Add(oldItems[actualIndex]);
}
else
{
string newRowItem = string.Empty;
for (int i = actualIndex; i <= (actualIndex + alternatProperty.Value.Value - 1); i++)
{
int @int = 0;
if (int.TryParse(oldItems[i], System.Globalization.NumberStyles.Integer, convCulture, out @int) && (oldItems[i] == @int.ToString() || oldItems[i] == "000"))
{
newRowItem += oldItems[i];
}
else
{
newRowItem = string.Empty;
break; // TODO: might not be correct. Was : Exit For
}
}
if (newRowItem != string.Empty)
{
newRowItems.Add(newRowItem);
actualIndex += alternatProperty.Value.Value - 1;
}
}
actualIndex += 1;
}
}
return newRowItems.ToArray();
}
#endregion
#region XML
/// <summary>
/// Writes a QuoteData to XML format
/// </summary>
/// <param name="writer">The used XML writer</param>
/// <param name="quote">The used QuoteData</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <remarks></remarks>
public static void FromQuoteData(System.Xml.XmlWriter writer, QuotesData quote, System.Globalization.CultureInfo culture = null)
{
FromQuoteData(writer, quote, null, culture);
}
/// <summary>
/// Writes a QuoteData to XML format
/// </summary>
/// <param name="writer">The used XML writer</param>
/// <param name="quote">The used QuoteData</param>
/// <param name="properties">The used properties of the quotes</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <remarks></remarks>
public static void FromQuoteData(System.Xml.XmlWriter writer, QuotesData quote, IEnumerable<QuoteProperty> properties, System.Globalization.CultureInfo culture = null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
writer.WriteStartElement("Quote");
if (quote[QuoteProperty.Symbol] != null)
writer.WriteAttributeString("ID", quote[QuoteProperty.Symbol].ToString());
QuoteProperty[] prps = FinanceHelper.CheckPropertiesOfQuotesData(new QuotesData[] { quote }, properties);
foreach (QuoteProperty qp in prps)
{
writer.WriteStartElement(qp.ToString());
writer.WriteValue(MyHelper.ObjectToString(quote[qp], ci));
writer.WriteEndElement();
}
writer.WriteEndElement();
}
/// <summary>
/// Tries to read a QuoteData from XML
/// </summary>
/// <param name="node">The XML node of a QuoteData</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted quote data or Nothing</returns>
/// <remarks></remarks>
public static QuotesData ToQuoteData(XElement node, System.Globalization.CultureInfo culture = null)
{
if (node != null && node.Name.LocalName.ToLower() == "quote")
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
QuotesData quote = new QuotesData();
foreach (XElement propertyNode in node.Elements())
{
foreach (QuoteProperty qp in Enum.GetValues(typeof(QuoteProperty)))
{
if (propertyNode.Name.LocalName == qp.ToString())
{
quote[qp] = MyHelper.StringToObject(propertyNode.Value, ci);
break; // TODO: might not be correct. Was : Exit For
}
}
}
return quote;
}
else
{
return null;
}
}
/// <summary>
/// Writes a QuoteOption to XML format
/// </summary>
/// <param name="writer">The used XML writer</param>
/// <param name="quoteOption">The used QuoteOption</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <remarks></remarks>
public static void FromQuoteOption(System.Xml.XmlWriter writer, QuoteOptionsData quoteOption, System.Globalization.CultureInfo culture = null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
writer.WriteStartElement("Option");
writer.WriteAttributeString(FinanceHelper.NameOptionSymbol, quoteOption.Symbol);
writer.WriteAttributeString(FinanceHelper.NameOptionType, (quoteOption.Type == QuoteOptionType.Call ? "C" : "P").ToString());
writer.WriteStartElement(FinanceHelper.NameOptionLastPrice);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.LastPrice, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionStrikePrice);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.StrikePrice, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionChange);
writer.WriteValue(MyHelper.ObjectToString(Math.Abs(quoteOption.Change), ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionChangeDir);
writer.WriteValue((quoteOption.Change >= 0 ? "Up" : "Down").ToString());
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionBid);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.Bid, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionAsk);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.Ask, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionVolume);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.Volume, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionOpenInterest);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.OpenInterest, ci));
writer.WriteEndElement();
writer.WriteEndElement();
}
/// <summary>
/// Tries to read a QuoteOption from XML
/// </summary>
/// <param name="node">The XML node of QuoteOption</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted quote data or Nothing</returns>
/// <remarks></remarks>
public static QuoteOptionsData ToQuoteOption(XElement node, System.Globalization.CultureInfo culture = null)
{
if (node != null && node.Name.LocalName.ToLower() == "option")
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
string symbol = string.Empty;
string t = string.Empty;
foreach (XAttribute att in node.Attributes())
{
switch (att.Name.LocalName)
{
case FinanceHelper.NameOptionSymbol:
symbol = att.Value;
break;
case "type":
t = att.Value;
break;
}
}
QuoteOptionType type = QuoteOptionType.Call;
if (t.ToLower() == "p")
type = QuoteOptionType.Put;
double strikePrice = 0;
double lastPrice = 0;
double change = 0;
double bid = 0;
double ask = 0;
int volume = 0;
int openInt = 0;
foreach (XElement propertyNode in node.Elements())
{
switch (propertyNode.Name.LocalName)
{
case FinanceHelper.NameOptionStrikePrice:
double.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Currency, ci, out strikePrice);
break;
case FinanceHelper.NameOptionLastPrice:
double.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Currency, ci, out lastPrice);
break;
case FinanceHelper.NameOptionChange:
double.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Currency, ci, out change);
break;
case FinanceHelper.NameOptionChangeDir:
if (propertyNode.Value == "Down")
change *= -1;
break;
case FinanceHelper.NameOptionBid:
double.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Currency, ci, out bid);
break;
case FinanceHelper.NameOptionAsk:
double.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Currency, ci, out ask);
break;
case FinanceHelper.NameOptionVolume:
int.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Integer, ci, out volume);
break;
case FinanceHelper.NameOptionOpenInterest:
int.TryParse(propertyNode.Value, System.Globalization.NumberStyles.Integer, ci, out openInt);
break;
}
}
return new QuoteOptionsData(symbol, type, strikePrice, lastPrice, change, bid, ask, volume, openInt);
}
else
{
return null;
}
}
/// <summary>
/// Writes HistQuoteData to XML format
/// </summary>
/// <param name="writer">The used XML writer</param>
/// <param name="quote">The used HistQuoteData</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <remarks>Creates a main node for all periods</remarks>
public static void FromHistQuoteData(System.Xml.XmlWriter writer, HistQuotesData quote, System.Globalization.CultureInfo culture = null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
writer.WriteStartElement("HistQuote");
writer.WriteStartElement(FinanceHelper.NameHistQuoteDate);
writer.WriteValue(quote.TradingDate.ToShortDateString());
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameHistQuoteOpen);
writer.WriteValue(MyHelper.ObjectToString(quote.Open, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameHistQuoteHigh);
writer.WriteValue(MyHelper.ObjectToString(quote.High, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameHistQuoteLow);
writer.WriteValue(MyHelper.ObjectToString(quote.Low, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameHistQuoteClose);
writer.WriteValue(MyHelper.ObjectToString(quote.Close, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameHistQuoteVolume);
writer.WriteValue(MyHelper.ObjectToString(quote.Volume, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameHistQuoteAdjClose);
writer.WriteValue(MyHelper.ObjectToString(quote.CloseAdjusted, ci));
writer.WriteEndElement();
writer.WriteEndElement();
}
/// <summary>
/// Tries to read a HistQuoteData from XML
/// </summary>
/// <param name="node">The XML node of HistQuoteData</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted historic quote data or Nothing</returns>
/// <remarks></remarks>
public static HistQuotesData ToHistQuoteData(XElement node, System.Globalization.CultureInfo culture = null)
{
if (node != null && node.Name.LocalName.ToLower() == "histquote" && MyHelper.EnumToArray(node.Elements()).Length > 0)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
ci = culture;
XElement[] elm = MyHelper.EnumToArray(node.Elements());
HistQuotesData qd = new HistQuotesData();
foreach (XElement cNode in node.Elements())
{
switch (cNode.Name.LocalName)
{
case FinanceHelper.NameHistQuoteDate:
System.DateTime t1;
if (System.DateTime.TryParse(elm[0].Value, out t1)) qd.TradingDate = t1;
break;
case FinanceHelper.NameHistQuoteOpen:
double t2;
if (double.TryParse(elm[1].Value, System.Globalization.NumberStyles.Currency, ci, out t2)) qd.Open = t2;
break;
case FinanceHelper.NameHistQuoteHigh:
double t3;
if (double.TryParse(elm[2].Value, System.Globalization.NumberStyles.Currency, ci, out t3)) qd.High = t3;
break;
case FinanceHelper.NameHistQuoteLow:
double t4;
if (double.TryParse(elm[3].Value, System.Globalization.NumberStyles.Currency, ci, out t4)) qd.Low = t4;
break;
case FinanceHelper.NameHistQuoteClose:
double t5;
if (double.TryParse(elm[4].Value, System.Globalization.NumberStyles.Currency, ci, out t5)) qd.Close = t5;
break;
case FinanceHelper.NameHistQuoteAdjClose:
double t6;
if (double.TryParse(elm[6].Value, System.Globalization.NumberStyles.Currency, ci, out t6)) qd.CloseAdjusted = t6;
break;
case FinanceHelper.NameHistQuoteVolume:
long t7;
if (long.TryParse(elm[5].Value, System.Globalization.NumberStyles.Integer, ci, out t7)) qd.Volume = t7;
break;
}
}
return qd;
}
else
{
return null;
}
}
#endregion
}
}
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