Merge pull request #19 from dshe/master

historical API improvements

YahooFinanceApi.Tests/UnitTest1.cs

@@ -1,5 +1,6 @@
 using System;
 using System.Collections.Generic;
+using System.Diagnostics;
 using System.Globalization;
 using System.Linq;
 using System.Threading.Tasks;
@@ -38,7 +39,7 @@ public void PeriodTest()
             };
             periods.ToList().ForEach(p =>
             {
-                var hist = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), DateTime.Now, p, true).Result.First();
+                var hist = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), DateTime.Now, p).Result.First();
                 Assert.Equal(dict[p], hist.Open);
             });
         }
@@ -48,7 +49,7 @@ public void HistoricalTest()
 		{
 			const string aaplTag = "aapl";
 
-            var hist0 = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), new DateTime(2017, 1, 4), Period.Daily, true).Result;
+            var hist0 = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), new DateTime(2017, 1, 4), Period.Daily).Result;
             var hist = hist0.First();
 			Assert.Equal(115.800003m, hist.Open);
 			Assert.Equal(116.330002m, hist.High);
@@ -61,7 +62,7 @@ public void HistoricalTest()
         [Fact]
         public void DividendTest()
         {
-			const string aaplTag = "aapl";
+            const string aaplTag = "aapl";
 
             var hist = Yahoo.GetDividendsAsync(aaplTag, new DateTime(2016, 2, 4), new DateTime(2016, 2, 5)).Result.First();
             Assert.Equal(0.52m, hist.Dividend);
@@ -97,7 +98,7 @@ public void ParallelTest()
 
             Parallel.For(0, 10, n =>
             {
-                var hist = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), new DateTime(2017, 1, 4), Period.Daily, true).Result.First();
+                var hist = Yahoo.GetHistoricalAsync(aaplTag, new DateTime(2017, 1, 3), new DateTime(2017, 1, 4), Period.Daily).Result.First();
 				Assert.Equal(28_781_900, hist.Volume);
 			});
         }
@@ -108,7 +109,7 @@ public void HistoricalDatesTest_US()
             var from = new DateTime(2017, 10, 10);
             var to = new DateTime(2017, 10, 12);
 
-            var hist = Yahoo.GetHistoricalAsync("C", from, to, Period.Daily, ascending: true).Result;
+            var hist = Yahoo.GetHistoricalAsync("C", from, to, Period.Daily).Result;
 
             Assert.Equal(3, hist.Count());
 
@@ -126,7 +127,7 @@ public void HistoricalDatesTest_UK()
             var from = new DateTime(2017, 10, 10);
             var to = new DateTime(2017, 10, 12);
 
-            var hist = Yahoo.GetHistoricalAsync("BA.L", from, to, Period.Daily, ascending: true).Result;
+            var hist = Yahoo.GetHistoricalAsync("BA.L", from, to, Period.Daily).Result;
 
             Assert.Equal(3, hist.Count());
 
@@ -145,7 +146,7 @@ public void HistoricalDatesTest_TW()
             var from = new DateTime(2017, 10, 11);
             var to = new DateTime(2017, 10, 13);
 
-            var hist = Yahoo.GetHistoricalAsync("2498.TW", from, to, Period.Daily, ascending: true).Result;
+            var hist = Yahoo.GetHistoricalAsync("2498.TW", from, to, Period.Daily).Result;
 
             Assert.Equal(3, hist.Count());
 
@@ -159,25 +160,25 @@ public void HistoricalDatesTest_TW()
 
 
         [Theory]
-        [InlineData("SPY", "BRK-B")] // USA -5 (DST from second Sunday of Mar to first Sunday of Nov)
-        [InlineData("TD.TO", "CZX.V")] // Canada
-        [InlineData("BP.L", "VFEM.L")] // London
+        [InlineData("SPY")] // USA
+        [InlineData("TD.TO")] // Canada
+        [InlineData("BP.L")] // London
         [InlineData("AIR.PA")] // Euronext
         [InlineData("AIR.DE")] // Xetra
         [InlineData("UNITECH.BO")] // Bombay
         [InlineData("2800.HK")] // Hong Kong
         [InlineData("000001.SS")] // Shanghai
         [InlineData("2448.TW")] // Taiwan
-        [InlineData("005930.KS")] // Korea +9
-        [InlineData("BHP.AX", "ANZ.AX")] // Sydney +10 (DST from first Sunday in Oct to first Sunday in Apr)
+        [InlineData("005930.KS")] // Korea
+        [InlineData("BHP.AX")] // Sydney
         public void HistoricalDatesTest(params string[] symbols)
         {
             var from = new DateTime(2017, 9, 12);
             var to = from.AddDays(2);
 
             foreach (var symbol in symbols)
             {
-                var hist = Yahoo.GetHistoricalAsync(symbol, from, to, Period.Daily, ascending: true).Result;
+                var hist = Yahoo.GetHistoricalAsync(symbol, from, to, Period.Daily).Result;
 
                 Assert.Equal(3, hist.Count());
 

YahooFinanceApi.Tests/YahooFinanceApi.Tests.csproj

@@ -5,9 +5,9 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="15.0.0" />
-    <PackageReference Include="xunit" Version="2.2.0" />
-    <PackageReference Include="xunit.runner.visualstudio" Version="2.2.0" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="15.3.0" />
+    <PackageReference Include="xunit" Version="2.3.0" />
+    <PackageReference Include="xunit.runner.visualstudio" Version="2.3.0" />
   </ItemGroup>
 
   <ItemGroup>

YahooFinanceApi/Candle.cs

@@ -4,29 +4,18 @@ namespace YahooFinanceApi
 {
     public class Candle: ITick
     {
-        public Candle(DateTime dateTime, decimal open, decimal high, decimal low, decimal close, long volume, decimal adjustedClose)
-        {
-            DateTime = dateTime;
-            Open = open;
-            High = high;
-            Low = low;
-            Close = close;
-            Volume = volume;
-            AdjustedClose = adjustedClose;
-        }
+        public DateTime DateTime { get; internal set; }
 
-        public DateTime DateTime { get; }
+        public decimal Open { get; internal set; }
 
-        public decimal Open { get; }
+        public decimal High { get; internal set; }
 
-        public decimal High { get; }
+        public decimal Low { get; internal set; }
 
-        public decimal Low { get; }
+        public decimal Close { get; internal set; }
 
-        public decimal Close { get; }
+        public long Volume { get; internal set; }
 
-        public long Volume { get; }
-
-        public decimal AdjustedClose { get; }
+        public decimal AdjustedClose { get; internal set; }
     }
 }

YahooFinanceApi/DividendTick.cs

@@ -4,14 +4,8 @@ namespace YahooFinanceApi
 {
     public class DividendTick: ITick
     {
-        public DividendTick(DateTime dateTime, decimal dividend)
-        {
-            DateTime = dateTime;
-            Dividend = dividend;
-        }
+        public DateTime DateTime { get; internal set; }
 
-        public DateTime DateTime { get; }
-
-        public decimal Dividend { get; }
+        public decimal Dividend { get; internal set; }
     }
 }

YahooFinanceApi/Helper.cs

@@ -15,7 +15,7 @@ private static DateTime ConvertTimeFromEstToUtc(this DateTime dt)
         private static readonly TimeZoneInfo TzEst = TimeZoneInfo
             .GetSystemTimeZones()
             .Where(tz => tz.Id == "Eastern Standard Time" || tz.Id == "America/New_York")
-            .SingleOrDefault();
+            .Single();
 
         internal static string ToUnixTimestamp(this DateTime dt)
             => DateTime.SpecifyKind(dt, DateTimeKind.Unspecified)
@@ -33,9 +33,7 @@ public static string Name<T>(this T @enum)
         }
 
         public static string GetRandomString(int length)
-        {
-            const string Chars = "ABCDEFGHIJKLMNOPQRSTUVWXYZ1234567890";
-            return string.Join("", Enumerable.Range(0, length).Select(i => Chars[new Random().Next(Chars.Length)]));
-        }
+            => Guid.NewGuid().ToString().Substring(0, length);
+
     }
 }

YahooFinanceApi/RowExtension.cs

@@ -5,34 +5,73 @@ namespace YahooFinanceApi
 {
     static class RowExtension
     {
+        internal static bool IgnoreEmptyRows;
+
         public static Candle ToCandle(this string[] row)
-            => new Candle(row[0].ToSpecDateTime(),
-                          Convert.ToDecimal(row[1], CultureInfo.InvariantCulture),
-                          Convert.ToDecimal(row[2], CultureInfo.InvariantCulture),
-                          Convert.ToDecimal(row[3], CultureInfo.InvariantCulture),
-                          Convert.ToDecimal(row[4], CultureInfo.InvariantCulture),
-                          Convert.ToInt64(row[6], CultureInfo.InvariantCulture),
-                          Convert.ToDecimal(row[5], CultureInfo.InvariantCulture));
+        {
+            var candle = new Candle
+            {
+                DateTime      = row[0].ToDateTime(),
+                Open          = row[1].ToDecimal(),
+                High          = row[2].ToDecimal(),
+                Low           = row[3].ToDecimal(),
+                Close         = row[4].ToDecimal(),
+                AdjustedClose = row[5].ToDecimal(),
+                Volume        = row[6].ToInt64()
+            };
+
+            if (IgnoreEmptyRows &&
+                candle.Open == 0 && candle.High == 0 && candle.Low == 0 && candle.Close == 0 &&
+                candle.AdjustedClose == 0 &&  candle.Volume == 0)
+                return null;
 
-        public static Candle ToFallbackCandle(this string[] row)
-            => new Candle(row[0].ToSpecDateTime(), 0, 0, 0, 0, 0, 0);
+            return candle;
+        }
 
         public static DividendTick ToDividendTick(this string[] row)
-            => new DividendTick(row[0].ToSpecDateTime(), 
-                                Convert.ToDecimal(row[1], CultureInfo.InvariantCulture));
+        {
+            var tick = new DividendTick
+            {
+                DateTime = row[0].ToDateTime(),
+                Dividend = row[1].ToDecimal()
+            };
 
-        public static DividendTick ToFallbackDividendTick(this string[] row)
-            => new DividendTick(row[0].ToSpecDateTime(), 0);
+            if (IgnoreEmptyRows && tick.Dividend == 0)
+                return null;
+
+            return tick;
+        }
 
         public static SplitTick ToSplitTick(this string[] row)
-            => new SplitTick(row[0].ToSpecDateTime(),
-                             Convert.ToInt32(row[1].Split('/')[0], CultureInfo.InvariantCulture),
-                             Convert.ToInt32(row[1].Split('/')[1], CultureInfo.InvariantCulture));
+        {
+            var tick = new SplitTick { DateTime = row[0].ToDateTime() };
+
+            var split = row[1].Split('/');
+            if (split.Length == 2)
+            {
+                tick.AfterSplit  = split[0].ToDecimal();
+                tick.BeforeSplit = split[1].ToDecimal();
+            }
+
+            if (IgnoreEmptyRows && tick.AfterSplit == 0 && tick.BeforeSplit == 0)
+                return null;
+
+            return tick;
+        }
+
+        private static DateTime ToDateTime(this string str)
+            => DateTime.Parse(str, CultureInfo.InvariantCulture);
 
-        public static SplitTick ToFallbackSplitTick(this string[] row)
-            => new SplitTick(row[0].ToSpecDateTime(), 0, 0);
+        private static Decimal ToDecimal(this string str)
+        {
+            Decimal.TryParse(str, NumberStyles.Any, CultureInfo.InvariantCulture, out Decimal result);
+            return result;
+        }
 
-        internal static DateTime ToSpecDateTime(this string dateTimeStr)
-            => Convert.ToDateTime(dateTimeStr, CultureInfo.InvariantCulture);
+        private static Int64 ToInt64(this string str)
+        {
+            Int64.TryParse(str, NumberStyles.Any, CultureInfo.InvariantCulture, out Int64 result);
+            return result;
+        }
     }
 }

YahooFinanceApi/SplitTick.cs

@@ -3,15 +3,10 @@ namespace YahooFinanceApi
 {
     public class SplitTick: ITick
     {
-        public DateTime DateTime { get; }
-        public decimal BeforeSplit { get; }
-        public decimal AfterSplit { get; }
+        public DateTime DateTime { get; internal set;  }
 
-        public SplitTick(DateTime dateTime, decimal afterSplit, decimal beforeSplit)
-        {
-            AfterSplit = afterSplit;
-            BeforeSplit = beforeSplit;
-            DateTime = dateTime;
-        }
+        public decimal BeforeSplit { get; internal set; }
+
+        public decimal AfterSplit { get; internal set; }
     }
 }