QuanTAlib/Source/Feeds/Yahoo_Feed.cs

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
{
    private static string requestUrl;

    public Yahoo_Feed(string Symbol = "IBM", int Period =  252) {
        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;
        JsonElement json = new();
        JsonElement datetime = new();
        JsonElement open = new();
        JsonElement high = new();
        JsonElement low = new();
        JsonElement close = new();
        JsonElement volume = new();
        
        jresult.TryGetProperty("chart",out json);
        json.TryGetProperty("result",out json);
        json[0].TryGetProperty("timestamp",out datetime);
        json[0].TryGetProperty("indicators",out json);
        json.TryGetProperty("quote",out json);
        json[0].TryGetProperty("open",out open);
        json[0].TryGetProperty("high",out high);
        json[0].TryGetProperty("low",out low);
        json[0].TryGetProperty("close",out close);
        json[0].TryGetProperty("volume",out 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);
        }
    }
}