Feature #33

Implement BigChartsCandleSeriesSource

Added by Kirill Jacobson 296 days ago. Updated 270 days ago.

Status:Closed Start:10/06/2009
Priority:Normal Due date:
Assigned to:Mike Kroutikov % Done:

100%

Category:- Spent time: -
Target version:-

Description

In my search for a reliable provider of historical quotes I ran into an interactive charting tool at www.bigcharts.com. The applet caught my eye because it had a lot of useful information: splits, dividends, earnings and technical indicators. I looked at the http traffic and realized that it receives from the server even more data: date, open, high, low, close, volume, adjustedClose, sharesOutstanding, rollingEarnings, shortInterest, earnings, earningsDelta, dividend, rollingDividends, bid, ask. Another type of a request can return historical market statistics: date, advancers, decliners, unchanged, countActive, volatilityAdvancers, volatilityDecliners.

May be some day we will implement market data entities for splits, dividends, earnings, and even news. But for now I implemented just a simple candle source for this provider.

I attached a BigChartsCandleSeriesSource class and a set of unit tests. Unfortunately, these tests have to be updated every time IBM has a dividend or a split. Please note, that one of the tests fails because of the problem with the alignCalendar() method (see BUG-31).

Please review and add to the code base.

aq-base-feature-BigChartsCandleSeriesSource.patch (19.6 KB) Kirill Jacobson, 10/06/2009 08:25 PM

History

Updated by Mike Kroutikov 270 days ago

  • Status changed from New to Closed

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