213 lines
8.9 KiB
C#
213 lines
8.9 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Net.Http;
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using System.Threading;
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using System.Threading.Tasks;
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using FinlyticCore.Dtos.TechnicalAnalysis;
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using FinlyticCore.Services;
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using FinlyticCore.Services.Yahoo;
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using FinlyticTechnicals.Util;
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using Microsoft.Extensions.Configuration;
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namespace FinlyticTechnicals.Services;
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public record YahooCandlesResult(
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List<CandleDto> 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 using Yahoo Search API.
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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 with strict UTC timestamps.
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/// </summary>
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Task<List<CandleDto>> 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 metadata.
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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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}
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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 IConfiguration _configuration;
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private readonly IFinlyticLogger<YahooMarketDataScraper> _finlyticLogger;
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public YahooMarketDataScraper(
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YahooFinanceClient yahooClient,
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IConfiguration configuration,
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IFinlyticLogger<YahooMarketDataScraper> finlyticLogger)
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{
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_yahooClient = yahooClient;
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_configuration = configuration;
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_finlyticLogger = finlyticLogger;
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}
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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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if (cleanIsin.StartsWith("X", StringComparison.OrdinalIgnoreCase))
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{
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var (cryptoSubtitle, cryptoName) = await FinlyticCore.Util.CryptoSubtitleResolver.ResolveCryptoInfoAsync(
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cleanIsin, _configuration.GetConnectionString("DefaultConnection"), cancellationToken);
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if (!string.IsNullOrWhiteSpace(cryptoSubtitle))
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{
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var candidates = new[] { $"{cryptoSubtitle}-EUR", $"{cryptoSubtitle}-USD", cryptoSubtitle };
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foreach (var candidate in candidates)
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{
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try
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{
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var res = await FetchHistoricalCandlesWithCurrencyAsync(candidate, "5d", "1d", cancellationToken);
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if (res.Candles.Count > 0)
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{
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await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Resolved Crypto ISIN {Isin} to {Symbol} using Subtitle {Sub}", cleanIsin, candidate, cryptoSubtitle);
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return candidate;
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}
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}
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catch { }
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}
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return $"{cryptoSubtitle}-EUR";
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}
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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 prioritizedSuffixes = new[] { ".DE", ".F", ".SG", ".MU", ".BE", ".DU", ".HM" };
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foreach (var suffix in prioritizedSuffixes)
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{
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var match = searchResult.Quotes.FirstOrDefault(q =>
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!string.IsNullOrWhiteSpace(q.Symbol) &&
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q.Symbol.EndsWith(suffix, StringComparison.OrdinalIgnoreCase));
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if (match != null)
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{
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await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Resolved ISIN {Isin} to German ticker {Symbol}", cleanIsin, match.Symbol);
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return match.Symbol;
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}
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}
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var defaultQuote = searchResult.Quotes.FirstOrDefault(q => !string.IsNullOrWhiteSpace(q.Symbol));
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if (defaultQuote != null)
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{
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await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Resolved ISIN {Isin} to primary ticker {Symbol}", cleanIsin, defaultQuote.Symbol);
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return defaultQuote.Symbol;
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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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await _finlyticLogger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[YahooMarketDataScraper] Search failed for ISIN {Isin}", cleanIsin);
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}
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return null;
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}
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public async Task<List<CandleDto>> 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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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<CandleDto>();
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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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await _finlyticLogger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] No chart data returned from Yahoo Client for symbol {Symbol}", symbol);
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return new YahooCandlesResult(results, detectedCurrency);
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}
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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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// Strict UTC timestamp
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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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if (close <= 0m && open <= 0m) continue;
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results.Add(new CandleDto(
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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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await _finlyticLogger.LogInfoAsync(SettingKeys.TechnicalAnalysisChannel, "[YahooMarketDataScraper] Successfully fetched {Count} candles for {Symbol} ({Range}, {Interval}, Currency: {Currency})",
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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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await _finlyticLogger.LogErrorAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[YahooMarketDataScraper] Error fetching historical candles for {Symbol}", symbol);
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}
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return new YahooCandlesResult(results, detectedCurrency);
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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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var s = symbol.Trim().ToUpperInvariant();
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if (s.EndsWith(".DE") || s.EndsWith(".F") || s.EndsWith(".PA") || s.EndsWith(".AS") || s.EndsWith(".MI"))
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return "EUR";
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if (s.EndsWith(".L"))
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return "GBp";
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return "USD";
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}
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} |