Class: SQA::DataFrame::YahooFinance

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

Constant Summary collapse

CONNECTION = 
Faraday.new(url: 'https://finance.yahoo.com')
HEADERS = 
[
  :timestamp,       # 0
  :open_price,      # 1
  :high_price,      # 2
  :low_price,       # 3
  :close_price,     # 4
  :adj_close_price, # 5
  :volume,          # 6
]
HEADER_MAPPING = 
{
  "Date"      => HEADERS[0],
  "Open"      => HEADERS[1],
  "High"      => HEADERS[2],
  "Low"       => HEADERS[3],
  "Close"     => HEADERS[4],
  "Adj Close" => HEADERS[5],
  "Volume"    => HEADERS[6]
}

Class Method Summary collapse

Class Method Details

.recent(ticker) ⇒ Object

Scrape the Yahoo Finance website to get recent historical prices for a specific ticker returns a Polars DataFrame



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# File 'lib/sqa/data_frame/yahoo_finance.rb', line 40

def self.recent(ticker)
  response = CONNECTION.get("/quote/#{ticker.upcase}/history")
  doc = Nokogiri::HTML(response.body)
  table = doc.css('table').first

  raise "NoDataError" if table.nil?

  rows = table.css('tbody tr')

  data = rows.map do |row|
    cols = row.css('td').map { |c| c.children[0].text }

    next unless cols.size == 7
    next if cols[1]&.include?("Dividend")
    next if cols.any?(nil)

    {
      "Date"      => Date.parse(cols[0]).to_s,
      "Open"      => cols[1].to_f,
      "High"      => cols[2].to_f,
      "Low"       => cols[3].to_f,
      "Close"     => cols[4].to_f,
      "Adj Close" => cols[5].to_f,
      "Volume"    => cols[6].tr(',', '').to_i
    }
  end.compact

  # Create Polars DataFrame then wrap in SQA::DataFrame
  polars_df = Polars::DataFrame.new(data)
  SQA::DataFrame.new(polars_df, mapping: HEADER_MAPPING)
end