Yahoo-SEC-Data-Cache-Framework

This project minimizes external requests to Yahoo and SEC EDGAR XBRL filings by caching searched results in a code first, run-time generated SQLite database.

Stock prices are validated after 90 days from caching in case of stock splits. SEC EDGAR XBRL filings over periods are cross referenced with the latest filings in case of adjustments (10-KA & 10-QA).

Usage

//Create a new datapull helper and pass it a username
DataPullHelper pullHelper = new DataPullHelper("MyUserAgentName");
//Retreive financial statements
FinancialStatement[] statements = await pullHelper.GetFinancialStatements("MSFT", "10-Q", 2);
//Retreive stockprices
HistoricalDataRecord[] stockPrices = await pullHelper.GetStockPrice("MSFT", DateTime.Parse("1/1/2020"), DateTime.Today);

Dependencies

• Xbrl www.nuget.org/packages/Xbrl/

• SecuritiesExchangeCommission.Edgar https://www.nuget.org/package/SecuritiesExchangeCommission.Edgar

• Yahoo.Finance https://www.nuget.org/packages/Yahoo.Finance

• SQLite https://github.com/praeclarum/sqlite-net

• Microsoft.EntityFrameworkCore - Design, Sqlite, Tools https://learn.microsoft.com/en-us/ef/core/miscellaneous/platforms