#4, Complete integrating Nuba.Finance.Google into Trady.Importer

karlwancl · Jul 6, 2017 · 4bee590 · 4bee590
1 parent 1550bdf
commit 4bee590
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Showing 3 changed files with 59 additions and 3 deletions.
diff --git a/Trady.Importer/GoogleFinanceImporter.cs b/Trady.Importer/GoogleFinanceImporter.cs
@@ -0,0 +1,43 @@
+using System;
+using System.Collections.Generic;
+using System.Threading;
+using System.Threading.Tasks;
+using Trady.Core.Period;
+using Nuba.Finance.Google;
+using System.Linq;
+
+namespace Trady.Importer
+{
+    public class GoogleFinanceImporter: IImporter
+    {
+        LatestQuotesService _lqs;
+
+        public GoogleFinanceImporter()
+        {
+            _lqs = new LatestQuotesService();
+        }
+
+        const char SymbolSeparator = '/';
+
+        static readonly IDictionary<PeriodOption, int> PeriodMap = new Dictionary<PeriodOption, int>
+        {
+            {PeriodOption.PerSecond, Frequency.EverySecond},
+            {PeriodOption.PerMinute, Frequency.EveryMinute},
+            {PeriodOption.Hourly, Frequency.EveryHour},
+            {PeriodOption.Daily, Frequency.EveryDay}
+        };
+
+        public async Task<IList<Core.Candle>> ImportAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), PeriodOption period = PeriodOption.Daily, CancellationToken token = default(CancellationToken))
+        {
+            if (!PeriodMap.TryGetValue(period, out int frequency))
+                throw new ArgumentException("This importer only supports second, minute, hourly & daily data");
+
+            if (!symbol.Contains(SymbolSeparator.ToString()))
+                throw new ArgumentException("The input symbol should be in the form of \'{Market}/{Symbol}\'");
+
+            string[] syms = symbol.Split(SymbolSeparator);
+            var candles = await Task.Run(() => _lqs.GetValues(syms[0].ToUpper(), syms[1], PeriodMap[period], startTime, endTime));
+            return candles.Select(c => new Core.Candle(c.Date, c.Open, c.High, c.Low, c.Close, c.Volume)).OrderBy(c => c.DateTime).ToList();
+        }
+    }
+}
diff --git a/Trady.Importer/Trady.Importer.csproj b/Trady.Importer/Trady.Importer.csproj
@@ -1,4 +1,4 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <!--<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" />-->
   <PropertyGroup>
     <TargetFramework>netstandard1.4</TargetFramework>
@@ -48,8 +48,9 @@
       <PrivateAssets>All</PrivateAssets>
     </PackageReference>-->
     <PackageReference Include="Quandl.NET" Version="1.1.1" />
-    <PackageReference Include="StooqApi" Version="1.0.5" />
-    <PackageReference Include="YahooFinanceApi" Version="1.0.10" />
+    <PackageReference Include="StooqApi" Version="1.0.4" />
+    <PackageReference Include="YahooFinanceApi" Version="1.0.9" />
+    <PackageReference Include="Nuba.Finance.Google" Version="1.0.4" />
   </ItemGroup>
   <ItemGroup>
     <ProjectReference Include="..\Trady.Core\Trady.Core.csproj" />

diff --git a/Trady.Test/ImporterTest.cs b/Trady.Test/ImporterTest.cs
@@ -15,6 +15,18 @@ public ImporterTest()
             CultureInfo.CurrentCulture = new CultureInfo("nl-nl");
         }
 
+        [TestMethod]
+        public void ImportByGoogleFinance()
+        {
+            var importer = new GoogleFinanceImporter();
+            var candle = importer.ImportAsync("NASDAQ/AAPL", new DateTime(2017, 1, 3), new DateTime(2017, 1, 3)).Result.First();
+			Assert.AreEqual(candle.Open, 115.8m);
+			Assert.AreEqual(candle.High, 116.33m);
+			Assert.AreEqual(candle.Low, 114.76m);
+			Assert.AreEqual(candle.Close, 116.15m);
+			Assert.AreEqual(candle.Volume, 28_781_865);
+        }
+
         [TestMethod]
         public void ImportByQuandlYahoo()
         {