C#：无法获取最大范围的历史 Yahoo 数据（一天间隔）

Question

我使用下面的 Yahoo API 获取历史数据，

指数：GDX
范围：最大值
间隔：1d

https://query1.finance.yahoo.com/v7/finance/chart/GDX?range=max&interval=1d&indicators=quote&includeTimestamps=true&includePrePost=false&corsDomain=finance.yahoo.com

这里，我有两个场景

我想要过去 25 年的数据，如果任何索引包含超过 25 年的数据。（例如，MSFT）
我想要从第一个日期的数据到当前日期的数据，如果任何索引的数据小于 25 年。（例如，GDX）

但是，我只得到了一个月的结果。我无法获取一天数据的间隔。请参考下图。

Answer 1

我通过检查 Yahoo API 响应的 meta 标签中的 firstTradaDate 值解决了这个问题。

这firstTradeDate 持有每个指数的第一个交易日的值。

就我而言， GDX 的第一个交易日期是：1148284800（Unix 时间戳）相当于 GMT：星期一，2006 年 5 月 22 日 8:00:00 AM.

所以，我只是简单地传递参数，

指数：GDX
范围：25y
间隔：1d

现在，迭代响应数组并检查响应中的时间戳是否小于 firstTradeDate。如果小于firstTradeDate，那么我就继续循环。否则，我将记录添加为有效记录。

下面是我的代码片段

public class YahooJson2CsvController : ApiController
{
    public HttpResponseMessage GetJson2Csv(string code, string range, string interval)
    {
        try
        {
            AppendLog("============================================");
            AppendLog("Starting to download { CODE: " + code + "; RANGE: " + range + "; INTERVAL: " + interval + " }");

            var csvBasePath = HttpContext.Current.Server.MapPath("~/YahooCSV/");
            var objCsvBasePath = new DirectoryInfo(csvBasePath);
            if (!objCsvBasePath.Exists) { objCsvBasePath.Create(); AppendLog("YahooCSV folder created"); }

            var csvYesterdayPath = HttpContext.Current.Server.MapPath("~/YahooCSV/" + DateTime.Now.AddDays(-1).ToString("MMddyyyy") + "/");
            var objCsvYesterdayPath = new DirectoryInfo(csvYesterdayPath);
            if (objCsvYesterdayPath.Exists) { objCsvYesterdayPath.Delete(true); AppendLog("Deleted yesterday's download folder"); }

            var csvTodayPath = HttpContext.Current.Server.MapPath("~/YahooCSV/" + DateTime.Now.ToString("MMddyyyy") + "/");
            var objCsvTodayPath = new DirectoryInfo(csvTodayPath);
            if (!objCsvTodayPath.Exists) { objCsvTodayPath.Create(); AppendLog("Created today's download folder"); }

            if (string.IsNullOrEmpty(code.Trim())) return new HttpResponseMessage(HttpStatusCode.BadRequest);
            if (string.IsNullOrEmpty(range.Trim())) return new HttpResponseMessage(HttpStatusCode.BadRequest);
            if (string.IsNullOrEmpty(interval.Trim())) return new HttpResponseMessage(HttpStatusCode.BadRequest);

            var wc = new WebClient();
            var url = ConfigurationManager.AppSettings["YahooURL"].Replace("@C", code).Replace("@R", range).Replace("@I", interval);
            var str = wc.DownloadString(url);
            if (string.IsNullOrEmpty(str)) { AppendLog("No content for current code"); return new HttpResponseMessage(HttpStatusCode.NoContent); }
            AppendLog("Downloaded content for current code");

            var data = JsonConvert.DeserializeObject<RootObject>(str);
            if (data == null) { AppendLog("Empty deserialized object"); return new HttpResponseMessage(HttpStatusCode.NoContent); }

            var result = new List<string>();
            var quotesInfo = data.chart.result.First();

            for (var i = 0; i < quotesInfo.timestamp.Count; i++)
            {
                if (quotesInfo.meta.firstTradeDate != null && quotesInfo.timestamp[i] < quotesInfo.meta.firstTradeDate) continue;

                var quotesStr = new List<string>();
                var quoteData = quotesInfo.indicators.quote.First();
                var quoteAdjData = quotesInfo.indicators.unadjclose.First();

                quotesStr.Add(UnixTimeStampToDateTime(quotesInfo.timestamp[i]).ToString(CultureInfo.InvariantCulture));
                quotesStr.Add(quoteData.open[i].HasValue ? quoteData.open[i].ToString() : string.Empty);
                quotesStr.Add(quoteData.high[i].HasValue ? quoteData.high[i].ToString() : string.Empty);
                quotesStr.Add(quoteData.low[i].HasValue ? quoteData.low[i].ToString() : string.Empty);
                quotesStr.Add(quoteData.close[i].HasValue ? quoteData.close[i].ToString() : string.Empty);
                quotesStr.Add(quoteData.volume[i] != null ? quoteData.volume[i].ToString() : string.Empty);
                quotesStr.Add(quoteAdjData.unadjclose[i].HasValue ? quoteAdjData.unadjclose[i].ToString() : string.Empty);
                result.Add(string.Join(",", quotesStr));
            }
            if (result.Count <= 0) { AppendLog("No valid content to deserialize"); return new HttpResponseMessage(HttpStatusCode.NoContent); }
            AppendLog("Deserialized successful");

            var tempFileName = code + "_" + DateTime.Now.ToString("MMddyyyyHHmmss") + ".csv";
            File.WriteAllLines(csvTodayPath + tempFileName, result);
            AppendLog("Created temp csv file to download");

            var memStream = new MemoryStream();

            using (var fileStream = File.OpenRead(csvTodayPath + tempFileName))
            {
                memStream.SetLength(fileStream.Length);
                fileStream.Read(memStream.GetBuffer(), 0, (int)fileStream.Length);
            }

            var csvResult = new HttpResponseMessage(HttpStatusCode.OK) { Content = new StreamContent(memStream) };
            csvResult.Content.Headers.ContentType = new MediaTypeHeaderValue("text/csv");
            csvResult.Content.Headers.ContentDisposition = new ContentDispositionHeaderValue("attachment") { FileName = code + ".csv" };
            AppendLog("Downloaded: " + tempFileName);
            return csvResult;
        }
        catch (Exception ex)
        {
            AppendLog(ex.Message);
            return new HttpResponseMessage(HttpStatusCode.ExpectationFailed);
        }
    }

    public static DateTime UnixTimeStampToDateTime(double unixTimeStamp)
    {
        var dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);
        dtDateTime = dtDateTime.AddSeconds(unixTimeStamp).ToUniversalTime();
        return dtDateTime;
    }

    public static void AppendLog(string Log)
    {
        StreamWriter sw = File.AppendText(System.AppDomain.CurrentDomain.BaseDirectory + "Log.log");
        sw.WriteLine(DateTime.Now.ToString("yyyy-MM-dd hh:mm:ss") + " :: " + Log);
        sw.Close();
        sw.Dispose();
    }
}

public class Pre
{
    public string timezone { get; set; }
    public int end { get; set; }
    public int start { get; set; }
    public int gmtoffset { get; set; }
}

public class Regular
{
    public string timezone { get; set; }
    public int end { get; set; }
    public int start { get; set; }
    public int gmtoffset { get; set; }
}

public class Post
{
    public string timezone { get; set; }
    public int end { get; set; }
    public int start { get; set; }
    public int gmtoffset { get; set; }
}

public class CurrentTradingPeriod
{
    public Pre pre { get; set; }
    public Regular regular { get; set; }
    public Post post { get; set; }
}

public class Meta
{
    public string currency { get; set; }
    public string symbol { get; set; }
    public string exchangeName { get; set; }
    public string instrumentType { get; set; }
    public int? firstTradeDate { get; set; }
    public int gmtoffset { get; set; }
    public string timezone { get; set; }
    public string exchangeTimezoneName { get; set; }
    public CurrentTradingPeriod currentTradingPeriod { get; set; }
    public string dataGranularity { get; set; }
    public List<string> validRanges { get; set; }
}

public class Quote
{
    public List<object> volume { get; set; }
    public List<double?> low { get; set; }
    public List<double?> high { get; set; }
    public List<double?> close { get; set; }
    public List<double?> open { get; set; }
}

public class Unadjclose
{
    public List<double?> unadjclose { get; set; }
}

public class Unadjquote
{
    public List<double?> unadjopen { get; set; }
    public List<double?> unadjclose { get; set; }
    public List<double?> unadjhigh { get; set; }
    public List<double?> unadjlow { get; set; }
}

public class Indicators
{
    public List<Quote> quote { get; set; }
    public List<Unadjclose> unadjclose { get; set; }
    public List<Unadjquote> unadjquote { get; set; }
}

public class Result
{
    public Meta meta { get; set; }
    public List<int> timestamp { get; set; }
    public Indicators indicators { get; set; }
}

public class Chart
{
    public List<Result> result { get; set; }
    public object error { get; set; }
}

public class RootObject
{
    public Chart chart { get; set; }
}

C#：无法获取最大范围的历史 Yahoo 数据（一天间隔）

C#: Unable to get Historical Yahoo data (one day interval) for maximum range

c#

stockquotes

yahoo-api

yahoo-finance

asp.net-web-api