Files

213 lines
8.9 KiB
C#

using System;
using System.Collections.Generic;
using System.Linq;
using System.Net.Http;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticCore.Services;
using FinlyticCore.Services.Yahoo;
using FinlyticTechnicals.Util;
using Microsoft.Extensions.Configuration;
namespace FinlyticTechnicals.Services;
public record YahooCandlesResult(
List<CandleDto> Candles,
string Currency
);
public interface IYahooMarketDataScraper
{
/// <summary>
/// Resolves ticker from ISIN using Yahoo Search API.
/// </summary>
Task<string?> ResolveTickerFromIsinAsync(string isin, CancellationToken cancellationToken = default);
/// <summary>
/// Fetches historical candles with strict UTC timestamps.
/// </summary>
Task<List<CandleDto>> FetchHistoricalCandlesAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default);
/// <summary>
/// Fetches historical candles with currency metadata.
/// </summary>
Task<YahooCandlesResult> FetchHistoricalCandlesWithCurrencyAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default);
}
public class YahooMarketDataScraper : IYahooMarketDataScraper
{
private readonly YahooFinanceClient _yahooClient;
private readonly IConfiguration _configuration;
private readonly IFinlyticLogger<YahooMarketDataScraper> _finlyticLogger;
public YahooMarketDataScraper(
YahooFinanceClient yahooClient,
IConfiguration configuration,
IFinlyticLogger<YahooMarketDataScraper> finlyticLogger)
{
_yahooClient = yahooClient;
_configuration = configuration;
_finlyticLogger = finlyticLogger;
}
public async Task<string?> ResolveTickerFromIsinAsync(string isin, CancellationToken cancellationToken = default)
{
if (string.IsNullOrWhiteSpace(isin)) return null;
var cleanIsin = isin.Trim().ToUpperInvariant();
if (cleanIsin.Contains('.'))
{
return cleanIsin;
}
if (cleanIsin.StartsWith("X", StringComparison.OrdinalIgnoreCase))
{
var (cryptoSubtitle, cryptoName) = await FinlyticCore.Util.CryptoSubtitleResolver.ResolveCryptoInfoAsync(
cleanIsin, _configuration.GetConnectionString("DefaultConnection"), cancellationToken);
if (!string.IsNullOrWhiteSpace(cryptoSubtitle))
{
var candidates = new[] { $"{cryptoSubtitle}-EUR", $"{cryptoSubtitle}-USD", cryptoSubtitle };
foreach (var candidate in candidates)
{
try
{
var res = await FetchHistoricalCandlesWithCurrencyAsync(candidate, "5d", "1d", cancellationToken);
if (res.Candles.Count > 0)
{
await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Resolved Crypto ISIN {Isin} to {Symbol} using Subtitle {Sub}", cleanIsin, candidate, cryptoSubtitle);
return candidate;
}
}
catch { }
}
return $"{cryptoSubtitle}-EUR";
}
}
try
{
var searchResult = await _yahooClient.SearchAsync(cleanIsin, quotesCount: 10, newsCount: 0, cancellationToken);
if (searchResult?.Quotes != null && searchResult.Quotes.Count > 0)
{
var prioritizedSuffixes = new[] { ".DE", ".F", ".SG", ".MU", ".BE", ".DU", ".HM" };
foreach (var suffix in prioritizedSuffixes)
{
var match = searchResult.Quotes.FirstOrDefault(q =>
!string.IsNullOrWhiteSpace(q.Symbol) &&
q.Symbol.EndsWith(suffix, StringComparison.OrdinalIgnoreCase));
if (match != null)
{
await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Resolved ISIN {Isin} to German ticker {Symbol}", cleanIsin, match.Symbol);
return match.Symbol;
}
}
var defaultQuote = searchResult.Quotes.FirstOrDefault(q => !string.IsNullOrWhiteSpace(q.Symbol));
if (defaultQuote != null)
{
await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Resolved ISIN {Isin} to primary ticker {Symbol}", cleanIsin, defaultQuote.Symbol);
return defaultQuote.Symbol;
}
}
}
catch (Exception ex)
{
await _finlyticLogger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[YahooMarketDataScraper] Search failed for ISIN {Isin}", cleanIsin);
}
return null;
}
public async Task<List<CandleDto>> FetchHistoricalCandlesAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default)
{
var result = await FetchHistoricalCandlesWithCurrencyAsync(symbol, range, interval, cancellationToken);
return result.Candles;
}
public async Task<YahooCandlesResult> FetchHistoricalCandlesWithCurrencyAsync(string symbol, string range = "1y", string interval = "1d", CancellationToken cancellationToken = default)
{
var results = new List<CandleDto>();
string detectedCurrency = FallbackCurrencyBySymbol(symbol);
if (string.IsNullOrWhiteSpace(symbol)) return new YahooCandlesResult(results, detectedCurrency);
try
{
var chartDto = await _yahooClient.GetChartAsync(symbol, range, interval, cancellationToken);
var resultObj = chartDto?.Chart?.Result?.FirstOrDefault();
if (resultObj == null)
{
await _finlyticLogger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] No chart data returned from Yahoo Client for symbol {Symbol}", symbol);
return new YahooCandlesResult(results, detectedCurrency);
}
if (!string.IsNullOrWhiteSpace(resultObj.Meta?.Currency))
{
detectedCurrency = resultObj.Meta.Currency.ToUpperInvariant();
}
var timestamps = resultObj.Timestamp;
var quote = resultObj.Indicators?.Quote?.FirstOrDefault();
if (timestamps == null || quote == null || timestamps.Count == 0)
{
return new YahooCandlesResult(results, detectedCurrency);
}
var opens = quote.Open ?? [];
var highs = quote.High ?? [];
var lows = quote.Low ?? [];
var closes = quote.Close ?? [];
var volumes = quote.Volume ?? [];
for (int i = 0; i < timestamps.Count; i++)
{
// Strict UTC timestamp
var dt = DateTimeOffset.FromUnixTimeSeconds(timestamps[i]).UtcDateTime;
var open = i < opens.Count && opens[i].HasValue ? (decimal)opens[i]!.Value : 0m;
var high = i < highs.Count && highs[i].HasValue ? (decimal)highs[i]!.Value : open;
var low = i < lows.Count && lows[i].HasValue ? (decimal)lows[i]!.Value : open;
var close = i < closes.Count && closes[i].HasValue ? (decimal)closes[i]!.Value : open;
var vol = i < volumes.Count && volumes[i].HasValue ? (long)volumes[i]!.Value : 0L;
if (close <= 0m && open <= 0m) continue;
results.Add(new CandleDto(
Timestamp: dt,
Open: open,
High: Math.Max(high, Math.Max(open, close)),
Low: Math.Min(low, Math.Min(open, close)),
Close: close,
Volume: vol
));
}
await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Successfully fetched {Count} candles for {Symbol} ({Range}, {Interval}, Currency: {Currency})",
results.Count, symbol, range, interval, detectedCurrency);
}
catch (Exception ex)
{
await _finlyticLogger.LogErrorAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[YahooMarketDataScraper] Error fetching historical candles for {Symbol}", symbol);
}
return new YahooCandlesResult(results, detectedCurrency);
}
private static string FallbackCurrencyBySymbol(string symbol)
{
if (string.IsNullOrWhiteSpace(symbol)) return "EUR";
var s = symbol.Trim().ToUpperInvariant();
if (s.EndsWith(".DE") || s.EndsWith(".F") || s.EndsWith(".PA") || s.EndsWith(".AS") || s.EndsWith(".MI"))
return "EUR";
if (s.EndsWith(".L"))
return "GBp";
return "USD";
}
}