use quote cache (#190)

Server/Backend.sln

@@ -16,6 +16,9 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Solution Items", "Solution
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Functions", "Functions\Functions.csproj", "{E9B5CE4B-BFAA-4E3A-B365-BEB69338932F}"
+	ProjectSection(ProjectDependencies) = postProject
+		{8C23ABF9-340A-4D21-BACD-A515A3C072EF} = {8C23ABF9-340A-4D21-BACD-A515A3C072EF}
+	EndProjectSection
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution

Server/Functions/Functions.csproj

@@ -5,10 +5,12 @@
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="Alpaca.Markets" Version="5.2.8" />
-    <PackageReference Include="Azure.Storage.Blobs" Version="12.10.0" />
     <PackageReference Include="Microsoft.Azure.Functions.Extensions" Version="1.1.0" />
     <PackageReference Include="Microsoft.NET.Sdk.Functions" Version="4.0.1" />
   </ItemGroup>
+  <ItemGroup>
+    <ProjectReference Include="..\WebApi\WebApi.csproj" />
+  </ItemGroup>
   <ItemGroup>
     <None Update="host.json">
       <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>

Server/Functions/Startup.cs

@@ -1,6 +1,5 @@
-using System;
-using Azure.Storage.Blobs;
 using Microsoft.Azure.Functions.Extensions.DependencyInjection;
+using WebApi.Services;
 
 [assembly: FunctionsStartup(typeof(Functions.Startup))]
 
@@ -10,11 +9,6 @@ public class Startup : FunctionsStartup
 {
     public override void Configure(IFunctionsHostBuilder builder)
     {
-        // initialize Azure services (setup storage)
-        string awjsConnection = Environment.GetEnvironmentVariable("AzureWebJobsStorage");
-
-        // main blob container
-        BlobContainerClient blobContainer = new(awjsConnection, "chart-demo");
-        blobContainer.CreateIfNotExists();
+        Storage.Startup();
     }
 }

Server/Functions/UpdateQuotes.cs

@@ -1,12 +1,13 @@
 using System;
-using System.IO;
-using System.Text;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text.Json;
 using System.Threading.Tasks;
 using Alpaca.Markets;
-using Azure.Storage.Blobs;
-using Azure.Storage.Blobs.Models;
 using Microsoft.Azure.WebJobs;
 using Microsoft.Extensions.Logging;
+using Skender.Stock.Indicators;
+using WebApi.Services;
 
 namespace Functions;
 
@@ -17,7 +18,6 @@ public static async Task Run([TimerTrigger("0 */1 08-18 * * 1-5")] TimerInfo myT
     {
         // ~ extended market hours, every minute "0 */1 08-18 * * 1-5"
         // for dev: minutely "0 */1 * * * *"
-        await StoreQuoteDaily("DIA", log);
         await StoreQuoteDaily("SPY", log);
         await StoreQuoteDaily("QQQ", log);
 
@@ -40,49 +40,29 @@ private static async Task StoreQuoteDaily(string symbol, ILogger log)
         IPage<IBar> barSet = await alpacaDataClient.ListHistoricalBarsAsync(
             new HistoricalBarsRequest(symbol, from, into, BarTimeFrame.Day));
 
-        // compose CSV
-        string csv = string.Empty;
+        List<Quote> quotes = new(barSet.Items.Count);
+
+        // compose 
         foreach (IBar bar in barSet.Items)
         {
-            csv += $"{bar.TimeUtc:d},{bar.Open},{bar.High},{bar.Low},{bar.Close},{bar.Volume}\r\n";
+            Quote q = new()
+            {
+                Date = bar.TimeUtc,
+                Open = bar.Open,
+                High = bar.High,
+                Low = bar.Low,
+                Close = bar.Close,
+                Volume = bar.Volume
+            };
+            quotes.Add(q);
         }
 
+        string json = JsonSerializer.Serialize(quotes.OrderBy(x => x.Date));
+
         // store in Azure Blog
-        string blobName = $"{symbol}-DAILY.csv";
-        await PutBlob(blobName, csv);
+        string blobName = $"{symbol}-DAILY.json";
+        await Storage.PutBlob(blobName, json);
 
         log.LogInformation($"Updated {blobName}");
     }
-
-    // SAVE BLOB
-    private static async Task<bool> PutBlob(string blobName, string csv)
-    {
-        BlobClient blob = GetBlobReference(blobName);
-        BlobHttpHeaders httpHeader = new()
-        {
-            ContentType = "application/text"
-        };
-
-        using (MemoryStream ms = new(Encoding.UTF8.GetBytes(csv)))
-        {
-            ms.Position = 0;
-            await blob.UploadAsync(ms, httpHeader);
-        };
-        return true;
-    }
-
-    // HELPERS
-    private static BlobClient GetBlobReference(string blobName)
-    {
-        BlobContainerClient blobContainer = GetContainerReference("chart-demo");
-        BlobClient blob = blobContainer.GetBlobClient(blobName);
-
-        return blob;
-    }
-
-    private static BlobContainerClient GetContainerReference(string containerName)
-    {
-        string awjsConnection = Environment.GetEnvironmentVariable("AzureWebJobsStorage");
-        return new BlobContainerClient(awjsConnection, containerName);
-    }
 }

Server/WebApi/Controllers/MainController.cs

@@ -9,7 +9,7 @@ namespace WebApi.Controllers;
 public class MainController : ControllerBase
 {
     internal static readonly IEnumerable<Quote> quotes = FetchQuotes.Get();
-    internal static readonly DateTime dateStart = DateTime.Parse("6/1/2018");
+    internal static readonly int limitLast = 130;
 
     [HttpGet]
     public string Get()
@@ -20,7 +20,7 @@ public string Get()
     [HttpGet("quotes")]
     public IActionResult GetQuotes()
     {
-        return Ok(quotes.Where(x => x.Date >= dateStart));
+        return Ok(quotes.TakeLast(limitLast));
     }
 
     [HttpGet("indicators")]
@@ -41,7 +41,7 @@ public IActionResult GetBollingerBands(
         {
             IEnumerable<BollingerBandsResult> results =
                 quotes.GetBollingerBands(lookbackPeriods, standardDeviations)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }
@@ -58,7 +58,7 @@ public IActionResult GetEMA(int lookbackPeriods)
         {
             IEnumerable<EmaResult> results =
                 quotes.GetEma(lookbackPeriods)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }
@@ -77,7 +77,7 @@ public IActionResult GetParabolicSar(
         {
             IEnumerable<ParabolicSarResult> results =
                 quotes.GetParabolicSar(accelerationStep, maxAccelerationFactor)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }
@@ -95,7 +95,7 @@ public IActionResult GetRsi(
         {
             IEnumerable<RsiResult> results =
                 quotes.GetRsi(lookbackPeriods)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }
@@ -114,7 +114,7 @@ public IActionResult GetStoch(
         {
             IEnumerable<StochResult> results =
                 quotes.GetStoch(lookbackPeriods, signalPeriods)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }
@@ -132,7 +132,7 @@ public IActionResult GetZigZagClose(
         {
             IEnumerable<ZigZagResult> results =
                 quotes.GetZigZag(EndType.Close, percentChange)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }
@@ -150,7 +150,7 @@ public IActionResult GetZigZagHighLow(
         {
             IEnumerable<ZigZagResult> results =
                 quotes.GetZigZag(EndType.HighLow, percentChange)
-                      .Where(x => x.Date >= dateStart);
+                      .TakeLast(limitLast);
 
             return Ok(results);
         }

Server/WebApi/Properties/serviceDependencies.json

@@ -0,0 +1,8 @@
+{
+  "dependencies": {
+    "storage1": {
+      "type": "storage",
+      "connectionId": "AzureWebJobsStorage"
+    }
+  }
+}

Server/WebApi/Properties/serviceDependencies.local.json

@@ -0,0 +1,9 @@
+{
+  "dependencies": {
+    "storage1": {
+      "secretStore": null,
+      "type": "storage.emulator",
+      "connectionId": "AzureWebJobsStorage"
+    }
+  }
+}

Server/WebApi/Services/Service.Quotes.cs

@@ -1,10 +1,41 @@
-using Skender.Stock.Indicators;
+using System.Text.Json;
+using Azure;
+using Azure.Storage.Blobs;
+using Azure.Storage.Blobs.Models;
+using Skender.Stock.Indicators;
 
 namespace WebApi.Services;
 
 internal static class FetchQuotes
 {
-    internal static IEnumerable<Quote> Get()
+    internal static IEnumerable<Quote> Get(string symbol = "QQQ")
+    {
+        string blobName = $"{symbol}-DAILY.json";
+
+        try
+        {
+            BlobClient blob = Storage.GetBlobReference(blobName);
+            Response<BlobDownloadInfo> response = blob.Download();
+
+            List<Quote> quotes = JsonSerializer
+                .Deserialize<List<Quote>>(response.Value.Content);
+
+            if (quotes == null || quotes.Count == 0)
+            {
+                return GetBackup();
+            }
+
+            return quotes
+                .OrderBy(x => x.Date)
+                .ToList();
+        }
+        catch
+        {
+            return GetBackup();
+        }
+    }
+
+    internal static IEnumerable<Quote> GetBackup()
     {
         List<Quote> h = new()
         {

Server/WebApi/Services/Service.Storage.cs

@@ -0,0 +1,51 @@
+using System.Text;
+using Azure.Storage.Blobs;
+using Azure.Storage.Blobs.Models;
+
+namespace WebApi.Services;
+
+public class Storage
+{
+    // STARTUP
+    public static void Startup()
+    {
+        // initialize Azure services (setup storage)
+        string awjsConnection = Environment.GetEnvironmentVariable("AzureWebJobsStorage");
+
+        // main blob container
+        BlobContainerClient blobContainer = new(awjsConnection, "chart-demo");
+        blobContainer.CreateIfNotExists();
+    }
+
+    // SAVE BLOB
+    public static async Task<bool> PutBlob(string blobName, string csv)
+    {
+        BlobClient blob = GetBlobReference(blobName);
+        BlobHttpHeaders httpHeader = new()
+        {
+            ContentType = "application/json"
+        };
+
+        using (MemoryStream ms = new(Encoding.UTF8.GetBytes(csv)))
+        {
+            ms.Position = 0;
+            await blob.UploadAsync(ms, httpHeader);
+        };
+        return true;
+    }
+
+    // HELPERS
+    internal static BlobClient GetBlobReference(string blobName)
+    {
+        BlobContainerClient blobContainer = GetContainerReference("chart-demo");
+        BlobClient blob = blobContainer.GetBlobClient(blobName);
+
+        return blob;
+    }
+
+    private static BlobContainerClient GetContainerReference(string containerName)
+    {
+        string awjsConnection = Environment.GetEnvironmentVariable("AzureWebJobsStorage");
+        return new BlobContainerClient(awjsConnection, containerName);
+    }
+}

Server/WebApi/WebApi.csproj

@@ -20,7 +20,11 @@
   </ItemGroup>
 
   <ItemGroup>
+    <PackageReference Include="Azure.Storage.Blobs" Version="12.10.0" />
+    <PackageReference Include="Azure.Storage.Files.Shares" Version="12.1.0" />
+    <PackageReference Include="Azure.Storage.Queues" Version="12.2.0" />
     <PackageReference Include="Microsoft.AspNetCore.Mvc.NewtonsoftJson" Version="6.0.2" />
+    <PackageReference Include="Microsoft.Extensions.Azure" Version="1.0.0" />
     <PackageReference Include="Skender.Stock.Indicators" Version="1.21.0" />
   </ItemGroup>