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Code from my second video on how to get stock prices from AlphaVantage create a Microsoft.Data.Analysis DataFrame from it
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| using System; | |
| using System.Collections.Generic; | |
| using System.Linq; | |
| using Microsoft.Data.Analysis; | |
| using ServiceStack; | |
| using ServiceStack.Text; | |
| namespace StockPricesProject | |
| { | |
| // https://www.youtube.com/watch?v=0pTty4bYZC0 | |
| class Program | |
| { | |
| static void Main(string[] args) | |
| { | |
| AVConnection conn = new AVConnection("demo"); | |
| List<SecurityData> prices = conn.GetDailyPrices("IBM"); | |
| prices.Reverse(); | |
| PrimitiveDataFrameColumn<DateTime> date = new PrimitiveDataFrameColumn<DateTime>("Date", prices.Select(sd => sd.Timestamp)); | |
| PrimitiveDataFrameColumn<decimal> priceCol = new PrimitiveDataFrameColumn<decimal>("Close Price", prices.Select(sd => sd.Close)); | |
| DataFrame df = new DataFrame(date, priceCol); | |
| PrimitiveDataFrameColumn<decimal> pctChange = new PrimitiveDataFrameColumn<decimal>("Percent Change", prices.Count); | |
| for(int i=1; i < prices.Count; i++) | |
| { | |
| decimal prevPrice = (decimal)df.Columns["Close Price"][i - 1]; | |
| decimal currPrice = (decimal)df.Columns["Close Price"][i]; | |
| decimal delta = ((currPrice / prevPrice) - 1) * 100; | |
| pctChange[i] = Math.Round(delta, 3); | |
| } | |
| df.Columns.Add(pctChange); | |
| Console.WriteLine(df); | |
| } | |
| } | |
| public class SecurityData | |
| { | |
| // more detail here: https://medium.com/@mark.holdt/alphavantage-and-c-1d560e690387 | |
| public DateTime Timestamp { get; set; } | |
| public decimal Close { get; set; } | |
| } | |
| public class AVConnection | |
| { | |
| private readonly string _apiKey; | |
| public AVConnection(string apiKey) | |
| { | |
| this._apiKey = apiKey; | |
| } | |
| public List<SecurityData> GetDailyPrices(string symbol) | |
| { | |
| const string FUNCTION = "TIME_SERIES_DAILY"; | |
| string connectionString = "https://" + $@"www.alphavantage.co/query?function={FUNCTION}&symbol={symbol}&apikey={this._apiKey}&datatype=csv"; | |
| List<SecurityData> prices = connectionString.GetStringFromUrl().FromCsv<List<SecurityData>>(); | |
| return prices; | |
| } | |
| } | |
| } |
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