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CORR - Pearson's Correlation Coefficient

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Miha Kralj
2022-11-15 21:12:03 -08:00
parent 80d82e5863
commit 73b41ac0a0
9 changed files with 1242 additions and 1141 deletions
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Source/Feeds/Yahoo_Feed.cs
+46 -46
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@@ -1,47 +1,47 @@
namespace QuanTAlib;
using System;
using System.Text.Json;
/* <summary>
Yahoo Finance - Free API feed to collect daily market quotes
Parameters:
Symbol: stock symbol (default: "IBM")
Period: number of days of collected history (default: 252)
Usage:
Yahoo_Feed ticker = new("MSFT", 20)
</summary> */
public class Yahoo_Feed : TBars
{
public Yahoo_Feed(string Symbol = "IBM", int Period = 252) {
string requestUrl = "https://query1.finance.yahoo.com/v8/finance/chart/"+
Symbol+"?interval=1d&period1="+
(int)new DateTimeOffset(DateTime.UtcNow.AddDays(-Period+1)).ToUnixTimeSeconds()+"&period2="+
(int)new DateTimeOffset(DateTime.UtcNow).ToUnixTimeSeconds();
System.Net.Http.HttpClient client = new();
var msg = client.GetStringAsync(requestUrl).Result;
var jresult = JsonSerializer.Deserialize<JsonDocument>(msg).RootElement;
jresult.TryGetProperty("chart",out JsonElement json);
json.TryGetProperty("result",out json);
json[0].TryGetProperty("timestamp",out JsonElement datetime);
json[0].TryGetProperty("indicators",out json);
json.TryGetProperty("quote",out json);
json[0].TryGetProperty("open",out JsonElement open);
json[0].TryGetProperty("high",out JsonElement high);
json[0].TryGetProperty("low",out JsonElement low);
json[0].TryGetProperty("close",out JsonElement close);
json[0].TryGetProperty("volume",out JsonElement volume);
for (int i=0; i<datetime.GetArrayLength(); i++) {
DateTime d = DateTimeOffset.FromUnixTimeSeconds(long.Parse(datetime[i].GetRawText())).DateTime;
double o = Math.Round(double.Parse(open[i].GetRawText()),3);
double h = Math.Round(double.Parse(high[i].GetRawText()),3);
double l = Math.Round(double.Parse(low[i].GetRawText()),3);
double c = Math.Round(double.Parse(close[i].GetRawText()),3);
double v = Math.Round(double.Parse(volume[i].GetRawText()),3);
base.Add(d, o, h, l, c, v);
}
}
namespace QuanTAlib;
using System;
using System.Text.Json;
/* <summary>
Yahoo Finance - Free API feed to collect daily market quotes
Parameters:
Symbol: stock symbol (default: "IBM")
Period: number of days of collected history (default: 252)
Usage:
Yahoo_Feed ticker = new("MSFT", 20)
</summary> */
public class Yahoo_Feed : TBars
{
public Yahoo_Feed(string Symbol = "IBM", int Period = 252) {
string requestUrl = "https://query1.finance.yahoo.com/v8/finance/chart/"+
Symbol+"?interval=1d&period1="+
(int)new DateTimeOffset(DateTime.UtcNow.AddDays(-Period+1)).ToUnixTimeSeconds()+"&period2="+
(int)new DateTimeOffset(DateTime.UtcNow).ToUnixTimeSeconds();
System.Net.Http.HttpClient client = new();
var msg = client.GetStringAsync(requestUrl).Result;
var jresult = JsonSerializer.Deserialize<JsonDocument>(msg).RootElement;
jresult.TryGetProperty("chart",out JsonElement json);
json.TryGetProperty("result",out json);
json[0].TryGetProperty("timestamp",out JsonElement datetime);
json[0].TryGetProperty("indicators",out json);
json.TryGetProperty("quote",out json);
json[0].TryGetProperty("open",out JsonElement open);
json[0].TryGetProperty("high",out JsonElement high);
json[0].TryGetProperty("low",out JsonElement low);
json[0].TryGetProperty("close",out JsonElement close);
json[0].TryGetProperty("volume",out JsonElement volume);
for (int i=0; i<datetime.GetArrayLength(); i++) {
DateTime d = DateTimeOffset.FromUnixTimeSeconds(long.Parse(datetime[i].GetRawText())).DateTime;
double o = Math.Round(double.Parse(open[i].GetRawText()),3);
double h = Math.Round(double.Parse(high[i].GetRawText()),3);
double l = Math.Round(double.Parse(low[i].GetRawText()),3);
double c = Math.Round(double.Parse(close[i].GetRawText()),3);
double v = Math.Round(double.Parse(volume[i].GetRawText()),3);
base.Add(d, o, h, l, c, v);
}
}
}