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我的博客上有几个C# 示例,用于获取历史数据来自雅虎。这真的很简单...
更新
关于我的例子...我没有将数据保存到任何东西,我只是在控制台中打印。您必须以最适合您的格式或数据结构保存数据。
请注意,您可以在同一个 csv 文件中请求多个标签,而不是一次一个标签...为此,只需将所有感兴趣的标签串在一起并将它们添加到 URL,就像添加单个标签一样。标签的值将以逗号分隔。
更新 2.0
以下是如何从 yahoo 获取日终 (EOD) 历史数据的方法:
上面的代码将遍历 CSV 文件中的每个数据实例,因此您只需将数据实例保存到数组中即可。从那时起,计算回报应该是直接的。
我希望这有帮助:)。
I have a couple of C# examples on my blog for getting historical data from Yahoo. It's really simple...
Update
Regarding my example... I'm not saving the data to anything, I'm just printing in the console. You'd have to save the data in whatever format or data structure is most reasonable for you.
Note that you can request multiple tags in the same csv file, instead of one tag at a time... to do that, just string all the tags of interest together and add them to the URL just like you add a single tag. The values for the tags will be comma separated.
Update 2.0
Here is how you can get end of day (EOD) historical data from yahoo:
The code above will go through each data instance in the CSV file, so you just need to save the data instances to arrays. Calculating the return should be straight forward from then on.
I hope that's helpful :).
我同意您可以简单地解析从 Yahoo/Google 或类似网站下载的数据。如果您只对每日 (eod) 数据感兴趣,您可以在您的网站中下载并使用此历史数据提供商的数据。免费申请。提供文档以及即用型 C# 和 VB.NET 示例。
I agree that you can simply parse the data downloaded from Yahoo/Google or similar sites. If you only interested in daily (eod) data, you may download and use data from this historical data provider in your application for free. Documentation and ready-to-use C# and VB.NET examples are available.
即使问题不是 .NET 类,您也应该简单地解析数据并将其与 .NET 一起使用:
Even the questions are not .NET classes, you should simply parse the data and use it with .NET:
查看 Mergent 历史证券数据 API,网址为 http://www.mergent.com/servius
Take a look at the Mergent Historical Securities Data API at http://www.mergent.com/servius
作为一名软件开发人员,我会推荐 Alpha Vantage。他们以 RESTful JSON API 的形式提供实时和历史股票报价(每日、每周、每月等)。
它完全免费,可以无限制地调用 API。只要股票在主要证券交易所上市,它就是实时的。
此处是 MSFT 日报的 API 调用示例价格和数量,通过分割/股息调整而丰富。最新数据点是当前交易日的实时信息。
他们还根据其文档提供基于市场数据的技术分析 API。
As a software developer, I would recommend Alpha Vantage. They offer realtime and historical stock quotes (daily, weekly, monthly, etc.) as RESTful JSON APIs.
It’s completely free with unlimited API calls. It’s realtime as long as the stock is listed on major stock exchanges.
Here is an example API call for the MSFT daily prices and volumes, enriched with split/dividend adjustments. The latest data point is the realtime information for the current trading day.
They also offer technical analysis APIs on top of the market data according to their documentation.