using System; using System.Collections.Generic; using System.Linq; using System.Xml.Linq; namespace Macro_Correlation_Divergence_Arbitrage { public class YahooStockEngine { private const string BASE_URL = "http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.quotes%20where%20symbol%20in%20({0})&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys"; public static List Fetch(List quotes) { string symbolList = String.Join("%2C", quotes.Select(w => "%22" + w.Symbol + "%22").ToArray()); string url = string.Format(BASE_URL, symbolList); XDocument doc = XDocument.Load(url); Parse(ref quotes, doc); return quotes; } private static void Parse(ref List quotes, XDocument doc) { XElement results = doc.Root.Element("results"); foreach (Quote quote in quotes) { try { XElement q = results.Elements("quote").First(w => w.Attribute("symbol").Value == quote.Symbol); quote.Ask = GetDecimal(q.Element("Ask").Value); quote.Bid = GetDecimal(q.Element("Bid").Value); quote.AverageDailyVolume = GetDecimal(q.Element("AverageDailyVolume").Value); quote.BookValue = GetDecimal(q.Element("BookValue").Value); quote.Change = GetDecimal(q.Element("Change").Value); quote.DividendShare = GetDecimal(q.Element("DividendShare").Value); quote.LastTradeDate = GetDateTime(q.Element("LastTradeDate") + " " + q.Element("LastTradeTime").Value); quote.EarningsShare = GetDecimal(q.Element("EarningsShare").Value); quote.EpsEstimateCurrentYear = GetDecimal(q.Element("EPSEstimateCurrentYear").Value); quote.EpsEstimateNextYear = GetDecimal(q.Element("EPSEstimateNextYear").Value); quote.EpsEstimateNextQuarter = GetDecimal(q.Element("EPSEstimateNextQuarter").Value); quote.DailyLow = GetDecimal(q.Element("DaysLow").Value); quote.DailyHigh = GetDecimal(q.Element("DaysHigh").Value); quote.YearlyLow = GetDecimal(q.Element("YearLow").Value); quote.YearlyHigh = GetDecimal(q.Element("YearHigh").Value); quote.MarketCapitalization = GetDecimal(q.Element("MarketCapitalization").Value); quote.Ebitda = GetDecimal(q.Element("EBITDA").Value); quote.ChangeFromYearLow = GetDecimal(q.Element("ChangeFromYearLow").Value); quote.PercentChangeFromYearLow = GetDecimal(q.Element("PercentChangeFromYearLow").Value); quote.ChangeFromYearHigh = GetDecimal(q.Element("ChangeFromYearHigh").Value); quote.LastTradePrice = GetDecimal(q.Element("LastTradePriceOnly").Value); quote.PercentChangeFromYearHigh = GetDecimal(q.Element("PercebtChangeFromYearHigh").Value); //missspelling in yahoo for field name quote.FiftyDayMovingAverage = GetDecimal(q.Element("FiftydayMovingAverage").Value); quote.TwoHunderedDayMovingAverage = GetDecimal(q.Element("TwoHundreddayMovingAverage").Value); quote.ChangeFromTwoHundredDayMovingAverage = GetDecimal(q.Element("ChangeFromTwoHundreddayMovingAverage").Value); quote.PercentChangeFromTwoHundredDayMovingAverage = GetDecimal(q.Element("PercentChangeFromTwoHundreddayMovingAverage").Value); quote.PercentChangeFromFiftyDayMovingAverage = GetDecimal(q.Element("PercentChangeFromFiftydayMovingAverage").Value); quote.Name = q.Element("Name").Value; quote.Open = GetDecimal(q.Element("Open").Value); quote.PreviousClose = GetDecimal(q.Element("PreviousClose").Value); quote.ChangeInPercent = GetDecimal(q.Element("ChangeinPercent").Value); quote.PriceSales = GetDecimal(q.Element("PriceSales").Value); quote.PriceBook = GetDecimal(q.Element("PriceBook").Value); quote.ExDividendDate = GetDateTime(q.Element("ExDividendDate").Value); quote.PeRatio = GetDecimal(q.Element("PERatio").Value); quote.DividendPayDate = GetDateTime(q.Element("DividendPayDate").Value); quote.PegRatio = GetDecimal(q.Element("PEGRatio").Value); quote.PriceEpsEstimateCurrentYear = GetDecimal(q.Element("PriceEPSEstimateCurrentYear").Value); quote.PriceEpsEstimateNextYear = GetDecimal(q.Element("PriceEPSEstimateNextYear").Value); quote.ShortRatio = GetDecimal(q.Element("ShortRatio").Value); quote.OneYearPriceTarget = GetDecimal(q.Element("OneyrTargetPrice").Value); quote.Volume = GetDecimal(q.Element("Volume").Value); quote.StockExchange = q.Element("StockExchange").Value; quote.LastUpdate = DateTime.Now; } catch { //Program.SendEmail("Error on line 73 of Yahoo Stock Engine"); } } } private static decimal? GetDecimal(string input) { if (input == null) return null; input = input.Replace("%", ""); decimal value; if (Decimal.TryParse(input, out value)) return value; return null; } private static DateTime? GetDateTime(string input) { if (input == null) return null; DateTime value; if (DateTime.TryParse(input, out value)) return value; return null; } } }