Class: YahooFinance

Inherits:
Object
  • Object
show all
Defined in:
lib/yahoo_finance.rb

Constant Summary collapse

VERSION = 
'0.0.2'
COLUMNS = 
{
   :ask => ["a", :float],
   :average_daily_volume => ["a2", :float],
   :ask_size => ["a5", :integer],
   :bid => ["b", :float],
   :ask_real_time => ["b2", :time],
   :bid_real_time => ["b3", :float],
   :book_value => ["b4", :float],
   :bid_size => ["b6", :integer],
   :chance_and_percent_change => ["c", :string],
   :change => ["c1", :float],
   :comission => ["c3", :undefined],
   :change_real_time => ["c6", :float],
   :after_hours_change_real_time => ["c8", :undefined],
   :dividend_per_share => ["d", :float],
   :last_trade_date => ["d1", :date],
   :trade_date => ["d2", :undefined],
   :earnings_per_share => ["e", :float],
   :error_indicator => ["e1", :string],
   :eps_estimate_current_year => ["e7", :float],
   :eps_estimate_next_year => ["e8", :float],
   :eps_estimate_next_quarter => ["e9", :float],
   :float_shares => ["f6", :float],
   :low => ["g", :float],
   :high => ["h", :float],
   :low_52_weeks => ["j", :float],
   :high_52_weeks => ["k", :float],
   :holdings_gain_percent => ["g1", :float],
   :annualized_gain => ["g3", :float],
   :holdings_gain => ["g4", :float],
   :holdings_gain_percent_realtime => ["g5", :float],
   :holdings_gain_realtime => ["g6", :float],
   :more_info => ["i", :string],
   :order_book => ["i5", :float],
   :market_capitalization => ["j1", :currency_amount],
   :market_cap_realtime => ["j3", :currency_amount],
   :ebitda => ["j4", :currency_amount],
   :change_From_52_week_low => ["j5", :float],
   :percent_change_from_52_week_low => ["j6", :float],
   :last_trade_realtime_withtime => ["k1", :string],
   :change_percent_realtime => ["k2", :string],
   :last_trade_size => ["k3", :integer],
   :change_from_52_week_high => ["k4", :float],
   :percent_change_from_52_week_high => ["k5", :float],
   :last_trade_with_time => ["l", :string],
   :last_trade_price => ["l1", :float],
   :close => ["l1", :float], # same as :last_trade_price
   :high_limit => ["l2", :float],
   :low_limit => ["l3", :float],
   :days_range => ["m", :float],
   :days_range_realtime => ["m2", :float],
   :moving_average_50_day => ["m3", :float],
   :moving_average_200_day => ["m4", :float],
   :change_from_200_day_moving_average => ["m5", :float],
   :percent_change_from_200_day_moving_average => ["m6", :float],
   :change_from_50_day_moving_average => ["m7", :float],
   :percent_change_from_50_day_moving_average => ["m8", :float],
   :name => ["n", :string],
   :notes => ["n4", :string],
   :open => ["o", :float],
   :previous_close => ["p", :float],
   :price_paid => ["p1", :float],
   :change_in_percent => ["p2", :float],
   :price_per_sales => ["p5", :float],
   :price_per_book => ["p6", :float],
   :ex_dividend_date => ["q", :date],
   :pe_ratio => ["p5", :float],
   :dividend_pay_date => ["r1", :undefined],
   :pe_ratio_realtime => ["r2", :float],
   :peg_ratio => ["r5", :float],
   :price_eps_estimate_current_year => ["r6", :float],
   :price_eps_Estimate_next_year => ["r7", :float],
   :symbol => ["s", :string],
   :shares_owned => ["s1", :float],
   :short_ratio => ["s7", :float],
   :last_trade_time => ["t1", :time],
   :trade_links => ["t6", :string],
   :ticker_trend => ["t7", :string],
   :one_year_target_price => ["t8", :float],
   :volume => ["v", :float],
   :holdings_value => ["v1", :undefined],
   :holdings_value_realtime => ["v7", :undefined],
   :weeks_range_52 => ["w", :float],
   :day_value_change => ["w1", :float],
   :day_value_change_realtime => ["w4", :string],
   :stock_exchange => ["x", :string],
   :dividend_yield => ["y", :float],
   :adjusted_close => [nil, :float] # this one only comes in historical quotes
}
HISTORICAL_MODES = 
{
  :daily => "d",
  :weekly => "w",
  :monthly => "m",
  :dividends_only => "v"
}
ROWS_PER_REQUEST = 
50

Class Method Summary collapse

Class Method Details

.historical_quotes(symbol, start_date, end_date, options = { :raw => true, :period => :daily }) ⇒ Object 



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# File 'lib/yahoo_finance.rb', line 133

def self.historical_quotes(symbol, start_date, end_date, options = { :raw => true, :period => :daily })
   options[:period] ||= :daily
   lines = read_historical(symbol, start_date, end_date, options)
   ret = []
   
   if options[:period] == :dividends_only
     cols = [:dividend_pay_date, :dividend_yield]
   else
     cols = [:trade_date, :open, :high, :low, :close, :volume, :adjusted_close]
   end
   
   for line in lines
       ret << extract_data(line, symbol, cols, options)        
   end
   
   return ret
end

.quotes(symbols_array, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = { :raw => true }) ⇒ Object

retrieve the quote data (an OpenStruct per quote) the options param can be used to specify the following attributes: :raw - if true, each column will be converted (to numbers, dates, etc)



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# File 'lib/yahoo_finance.rb', line 110

def self.quotes(symbols_array, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = { :raw => true })
   ret = []
   cols = columns_array.collect { |c| COLUMNS[c][0] }.join
   types = columns_array.collect { |c| COLUMNS[c][1] }.join if options[:raw]

   i = 0
   k = 0
   while i < symbols_array.size
     subset = symbols_array[i..i+ROWS_PER_REQUEST]
     symb_str = subset.collect { |s| "#{s}" }.join("+")

     lines = read_lines(symb_str, cols)
     for line in lines
       ret << extract_data(line, symbols_array[k], columns_array, options)
       k+=1
     end

     i += ROWS_PER_REQUEST+1
   end

   return ret
end