feat(TA): update technical analysis service
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Threading;
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using System.Threading.Tasks;
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using FinlyticCore.Services.Yahoo;
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using FinlyticTechnicalAnalysis.Entities;
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using Microsoft.Extensions.Logging;
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namespace FinlyticTechnicalAnalysis.Services;
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public record YahooCandlesResult(
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List<MarketCandleEntity> Candles,
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string Currency
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);
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public interface IYahooMarketDataScraper
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{
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/// <summary>
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/// Resolves ticker from ISIN.
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/// </summary>
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Task<string?> ResolveTickerFromIsinAsync(string isin, CancellationToken cancellationToken = default);
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/// <summary>
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/// Fetches historical candles.
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/// </summary>
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Task<List<MarketCandleEntity>> FetchHistoricalCandlesAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default);
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/// <summary>
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/// Fetches historical candles with currency.
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/// </summary>
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Task<YahooCandlesResult> FetchHistoricalCandlesWithCurrencyAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default);
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/// <summary>
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/// Fetches macro ticker.
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/// </summary>
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Task<MacroDataEntity?> FetchMacroTickerAsync(string symbol, CancellationToken cancellationToken = default);
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}
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public class YahooMarketDataScraper : IYahooMarketDataScraper
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{
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private readonly YahooFinanceClient _yahooClient;
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private readonly ILogger<YahooMarketDataScraper> _logger;
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public YahooMarketDataScraper(YahooFinanceClient yahooClient, ILogger<YahooMarketDataScraper> logger)
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{
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_yahooClient = yahooClient;
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_logger = logger;
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}
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/// <summary>
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/// Resolves ticker from ISIN using Yahoo Search API.
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/// </summary>
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public async Task<string?> ResolveTickerFromIsinAsync(string isin, CancellationToken cancellationToken = default)
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{
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if (string.IsNullOrWhiteSpace(isin)) return null;
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var cleanIsin = isin.Trim().ToUpperInvariant();
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if (cleanIsin.Contains('.'))
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{
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return cleanIsin;
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}
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try
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{
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var searchResult = await _yahooClient.SearchAsync(cleanIsin, quotesCount: 10, newsCount: 0, cancellationToken);
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if (searchResult?.Quotes != null && searchResult.Quotes.Count > 0)
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{
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var symbolList = searchResult.Quotes
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.Select(q => q.Symbol)
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.Where(s => !string.IsNullOrEmpty(s))
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.Select(s => s!)
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.ToList();
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if (symbolList.Count > 0)
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{
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if (cleanIsin.StartsWith("US", StringComparison.OrdinalIgnoreCase))
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{
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var noDotSymbol = symbolList.FirstOrDefault(s => !s.Contains('.'));
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if (noDotSymbol != null) return noDotSymbol;
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}
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return symbolList[0];
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}
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}
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}
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catch (Exception ex)
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{
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_logger.LogWarning(ex, "[{Channel}] Failed to resolve Yahoo ticker for ISIN {Isin}", "TechnicalAnalysisChannel", cleanIsin);
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}
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return null;
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}
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/// <summary>
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/// Fetches historical candles.
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/// </summary>
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public async Task<List<MarketCandleEntity>> FetchHistoricalCandlesAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default)
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{
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var result = await FetchHistoricalCandlesWithCurrencyAsync(symbol, range, interval, cancellationToken);
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return result.Candles;
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}
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/// <summary>
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/// Fetches historical candles with currency metadata using authenticated Crumb/Cookie flow.
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/// </summary>
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public async Task<YahooCandlesResult> FetchHistoricalCandlesWithCurrencyAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default)
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{
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var results = new List<MarketCandleEntity>();
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string detectedCurrency = FallbackCurrencyBySymbol(symbol);
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if (string.IsNullOrWhiteSpace(symbol)) return new YahooCandlesResult(results, detectedCurrency);
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try
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{
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var chartDto = await _yahooClient.GetChartAsync(symbol, range, interval, cancellationToken);
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var resultObj = chartDto?.Chart?.Result?.FirstOrDefault();
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if (resultObj == null)
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{
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_logger.LogWarning("[{Channel}] No chart data returned from Yahoo Client for symbol {Symbol}", "TechnicalAnalysisChannel", symbol);
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return new YahooCandlesResult(results, detectedCurrency);
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}
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// Extract currency metadata
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if (!string.IsNullOrWhiteSpace(resultObj.Meta?.Currency))
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{
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detectedCurrency = resultObj.Meta.Currency.ToUpperInvariant();
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}
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var timestamps = resultObj.Timestamp;
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var quote = resultObj.Indicators?.Quote?.FirstOrDefault();
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if (timestamps == null || quote == null || timestamps.Count == 0)
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{
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return new YahooCandlesResult(results, detectedCurrency);
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}
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var opens = quote.Open ?? [];
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var highs = quote.High ?? [];
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var lows = quote.Low ?? [];
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var closes = quote.Close ?? [];
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var volumes = quote.Volume ?? [];
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for (int i = 0; i < timestamps.Count; i++)
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{
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var dt = DateTimeOffset.FromUnixTimeSeconds(timestamps[i]).UtcDateTime;
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var open = i < opens.Count && opens[i].HasValue ? (decimal)opens[i]!.Value : 0m;
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var high = i < highs.Count && highs[i].HasValue ? (decimal)highs[i]!.Value : open;
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var low = i < lows.Count && lows[i].HasValue ? (decimal)lows[i]!.Value : open;
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var close = i < closes.Count && closes[i].HasValue ? (decimal)closes[i]!.Value : open;
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var vol = i < volumes.Count && volumes[i].HasValue ? (long)volumes[i]!.Value : 0L;
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// Skip invalid or empty weekend/holiday records
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if (close <= 0m && open <= 0m) continue;
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results.Add(new MarketCandleEntity
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{
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Symbol = symbol.ToUpperInvariant(),
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Interval = interval,
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Timestamp = dt,
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Open = open,
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High = Math.Max(high, Math.Max(open, close)),
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Low = Math.Min(low, Math.Min(open, close)),
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Close = close,
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Volume = vol
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});
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}
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_logger.LogInformation("[{Channel}] Successfully fetched {Count} candles for {Symbol} ({Range}, {Interval}, Currency: {Currency})",
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"TechnicalAnalysisChannel", results.Count, symbol, range, interval, detectedCurrency);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "[{Channel}] Error fetching historical candles for {Symbol}", "TechnicalAnalysisChannel", symbol);
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}
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return new YahooCandlesResult(results, detectedCurrency);
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}
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/// <summary>
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/// Fetches macro ticker data (e.g., ^VIX, ^GSPC, DX-Y.NY).
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/// </summary>
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public async Task<MacroDataEntity?> FetchMacroTickerAsync(string symbol, CancellationToken cancellationToken = default)
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{
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var candles = await FetchHistoricalCandlesAsync(symbol, "5d", "1d", cancellationToken);
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if (candles.Count == 0) return null;
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var lastCandle = candles.Last();
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var prevCandle = candles.Count > 1 ? candles[^2] : lastCandle;
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var trendState = lastCandle.Close >= prevCandle.Close ? "Bullish" : "Bearish";
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if (symbol == "^VIX")
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{
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trendState = lastCandle.Close > 25m ? "HighVolatility" : (lastCandle.Close > 18m ? "Moderate" : "LowVolatility");
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}
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return new MacroDataEntity
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{
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Symbol = symbol,
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Value = lastCandle.Close,
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PreviousClose = prevCandle.Close,
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TrendState = trendState,
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LastUpdatedAt = DateTime.UtcNow
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};
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}
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private static string FallbackCurrencyBySymbol(string symbol)
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{
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if (string.IsNullOrWhiteSpace(symbol)) return "EUR";
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if (symbol.EndsWith(".DE", StringComparison.OrdinalIgnoreCase) ||
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symbol.EndsWith(".SG", StringComparison.OrdinalIgnoreCase) ||
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symbol.EndsWith(".VI", StringComparison.OrdinalIgnoreCase) ||
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symbol.EndsWith(".F", StringComparison.OrdinalIgnoreCase))
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{
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return "EUR";
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}
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if (!symbol.Contains('.'))
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{
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return "USD";
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}
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return "EUR";
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}
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}
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