Fixes #12, added leaveZeroIfInvalidRow parameter for retrieving inval…

…id rows
karlwancl · Sep 20, 2017 · ca69506 · ca69506
1 parent fd97337
commit ca69506
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Showing 5 changed files with 39 additions and 13 deletions.
diff --git a/YahooFinanceApi.Tests/UnitTest1.cs b/YahooFinanceApi.Tests/UnitTest1.cs
@@ -33,8 +33,8 @@ public void PeriodTest()
             var dict = new Dictionary<Period, decimal>
             {
                 {Period.Daily, 115.800003m},
-                {Period.Weekly, 117.949997m},
-                {Period.Monthly, 127.029999m}
+                {Period.Weekly, 115.800003m},
+                {Period.Monthly, 115.800003m}
             };
             periods.ToList().ForEach(p =>
             {
@@ -51,11 +51,9 @@ public void HistoricalTest()
 			var hist = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), new DateTime(2017, 1, 4), Period.Daily, true).Result.First();
 			Assert.Equal(115.800003m, hist.Open);
 			Assert.Equal(116.330002m, hist.High);
-			Assert.Equal(114.760002m, hist.Low);
-            // Bug: Yahoo has recently switched the close & adjusted close column in their csv, 
-            // Don't know why they are doing so, the test case is temporailiy commented
-			//Assert.Equal(116.150002m, hist.Close);
-			//Assert.Equal(115.173210m, hist.AdjustedClose);
+			Assert.Equal(114.760002m, hist.Low);
+			Assert.Equal(116.150002m, hist.Close);
+			Assert.Equal(114.722694m, hist.AdjustedClose);
 			Assert.Equal(28_781_900, hist.Volume);
 		}
 

diff --git a/YahooFinanceApi.Tests/YahooFinanceApi.Tests.csproj b/YahooFinanceApi.Tests/YahooFinanceApi.Tests.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>netcoreapp1.1</TargetFramework>
+    <TargetFramework>netcoreapp2.0</TargetFramework>
   </PropertyGroup>
 
   <ItemGroup>

diff --git a/YahooFinanceApi/RowExtension.cs b/YahooFinanceApi/RowExtension.cs
@@ -13,13 +13,22 @@ public static Candle ToCandle(this string[] row)
                           Convert.ToInt64(row[6], CultureInfo.InvariantCulture),
                           Convert.ToDecimal(row[5], CultureInfo.InvariantCulture));
 
+        public static Candle ToFallbackCandle(this string[] row)
+            => new Candle(Convert.ToDateTime(row[0], CultureInfo.InvariantCulture), 0, 0, 0, 0, 0, 0);
+
         public static DividendTick ToDividendTick(this string[] row)
             => new DividendTick(Convert.ToDateTime(row[0], CultureInfo.InvariantCulture), 
                                 Convert.ToDecimal(row[1], CultureInfo.InvariantCulture));
 
+        public static DividendTick ToFallbackDividendTick(this string[] row)
+            => new DividendTick(Convert.ToDateTime(row[0], CultureInfo.InvariantCulture), 0);
+
         public static SplitTick ToSplitTick(this string[] row)
             => new SplitTick(Convert.ToDateTime(row[0], CultureInfo.InvariantCulture),
                              Convert.ToInt32(row[1].Split('/')[0], CultureInfo.InvariantCulture),
                              Convert.ToInt32(row[1].Split('/')[1], CultureInfo.InvariantCulture));
+
+        public static SplitTick ToFallbackSplitTick(this string[] row)
+            => new SplitTick(Convert.ToDateTime(row[0], CultureInfo.InvariantCulture), 0, 0);
     }
 }
diff --git a/YahooFinanceApi/Yahoo - Historical.cs b/YahooFinanceApi/Yahoo - Historical.cs
@@ -8,6 +8,7 @@
 using System.Threading;
 using System.Threading.Tasks;
 using System.Net;
+using System.Globalization;
 
 namespace YahooFinanceApi
 {
@@ -23,34 +24,40 @@ public static partial class Yahoo
         const string EventsTag = "events";
         const string CrumbTag = "crumb";
 
-        public static async Task<IList<Candle>> GetHistoricalAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), Period period = Period.Daily, bool ascending = false, CancellationToken token = default(CancellationToken))
+        public static async Task<IList<Candle>> GetHistoricalAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), Period period = Period.Daily, bool ascending = false, bool leaveZeroIfInvalidRow = false, CancellationToken token = default(CancellationToken))
 		    => await GetTicksAsync(symbol, 
 	                               startTime, 
 	                               endTime, 
 	                               period, 
 	                               ShowOption.History, 
 	                               r => r.ToCandle(),
+                                   r => r.ToFallbackCandle(),
 	                               ascending, 
+                                   leaveZeroIfInvalidRow,
 	                               token);
 
-		public static async Task<IList<DividendTick>> GetDividendsAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), bool ascending = false, CancellationToken token = default(CancellationToken))
+		public static async Task<IList<DividendTick>> GetDividendsAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), bool ascending = false, bool leaveZeroIfInvalidRow = false, CancellationToken token = default(CancellationToken))
             => await GetTicksAsync(symbol, 
                                    startTime, 
                                    endTime, 
                                    Period.Daily, 
                                    ShowOption.Dividend, 
                                    r => r.ToDividendTick(), 
+                                   r => r.ToFallbackDividendTick(),
                                    ascending, 
+                                   leaveZeroIfInvalidRow,
                                    token);
 
-        public static async Task<IList<SplitTick>> GetSplitsAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), bool ascending = false, CancellationToken token = default(CancellationToken))
+        public static async Task<IList<SplitTick>> GetSplitsAsync(string symbol, DateTime? startTime = default(DateTime?), DateTime? endTime = default(DateTime?), bool ascending = false, bool leaveZeroIfInvalidRow = false, CancellationToken token = default(CancellationToken))
             => await GetTicksAsync(symbol, 
                                    startTime, 
                                    endTime, 
                                    Period.Daily, 
                                    ShowOption.Split, 
                                    r => r.ToSplitTick(),
+                                   r => r.ToFallbackSplitTick(),
                                    ascending, 
+                                   leaveZeroIfInvalidRow,
                                    token);
 
         static async Task<IList<T>> GetTicksAsync<T>(
@@ -60,7 +67,9 @@ static async Task<IList<T>> GetTicksAsync<T>(
             Period period,
             ShowOption showOption,
             Func<string[], T> instanceFunction,
+            Func<string[], T> fallbackFunction,
             bool ascending, 
+            bool leaveZeroIfInvalidRow,
             CancellationToken token
             ) where T: ITick
         {
@@ -75,7 +84,17 @@ CancellationToken token
 				while (csvReader.Read())
 				{
 					string[] row = csvReader.CurrentRecord;
-                    try { ticks.Add(instanceFunction(row)); } catch { /* Intentionally blank, ignore all record with invalid format */ }
+                    DateTime? dateTime = null;
+                    try
+                    {
+                        dateTime = Convert.ToDateTime(row[0], CultureInfo.InvariantCulture);
+                        ticks.Add(instanceFunction(row));
+                    }
+                    catch
+                    {
+                        if (dateTime.HasValue && leaveZeroIfInvalidRow)
+                            ticks.Add(fallbackFunction(row));
+                    }
 				}
 
                 return ticks.OrderBy(c => c.DateTime, new DateTimeComparer(ascending)).ToList();

diff --git a/YahooFinanceApi/YahooFinanceApi.csproj b/YahooFinanceApi/YahooFinanceApi.csproj
@@ -13,7 +13,7 @@
     <PackageId>YahooFinanceApi</PackageId>
     <PackageTags>Yahoo;Finance;Stock;Quote;Eod;Dividend;Split</PackageTags>
     <PackageReleaseNotes>
-[20/09/2017] Added .NET Standard 2.0 support
+[20/09/2017] Added .NET Standard 2.0 support, added leaveZeroIfInvalidRow parameter for historical methods
 [15/07/2017] Better error message if yahoo returns 404(Not Found) exception.
 [14/07/2017] Added retry/re-establish mechanism if yahoo returns 401(Unauthorized) exception, optimized the locking mechanism
 [06/07/2017] Fix parsing for different culture