Class: YahooFinance::Client

Inherits:
Object
  • Object
show all
Includes:
FinanceUtils
Defined in:
lib/yahoo-finance.rb

Overview

Client for Yahoo Finance Queries

Constant Summary collapse

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

Constants included from FinanceUtils

FinanceUtils::MARKETS

Instance Method Summary collapse

Methods included from FinanceUtils

included, #symbols_by_market

Instance Method Details

#format(str, type) ⇒ Object 



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# File 'lib/yahoo-finance.rb', line 169

def format(str, type)
  if str.nil?
    str
  elsif type == BigDecimal
    BigDecimal.new(str)
  elsif type == DateTime
    DateTime.parse(str)
  elsif type == Time
    Time.parse(str)
  else
    str
  end
end

#historical_quotes(symbol, options = {}) ⇒ Object 



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# File 'lib/yahoo-finance.rb', line 145

def historical_quotes(symbol, options = {})
  options[:raw] ||= true
  options[:period] ||= :daily
  read_historical(symbol, options).map do |row|
    OpenStruct.new(row.to_hash.merge(symbol: symbol))
  end
end

#quote(symbol, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = {}) ⇒ Object 



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# File 'lib/yahoo-finance.rb', line 140

def quote(symbol, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = {})
  options[:raw] ||= true
  quotes([symbol], columns_array, options).first
end

#quotes(symbols_array, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = {}) ⇒ 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 116

def quotes(symbols_array, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = {})
  # remove invalid keys
  columns_array.reject! { |c| !COLUMNS.key?(c) }
  columns_array << :symbol if columns_array.index(:symbol).nil?

  # "N/A" is never present if { raw = false }
  options[:na_as_nil] = true if options[:raw] == false

  ret = []
  symbols_array.each_slice(SYMBOLS_PER_REQUEST) do |symbols|
    read_quotes(symbols.join("+"), columns_array).map do |row|
      data = row.to_hash
      if options[:na_as_nil]
        data.each { |key, value| data[key] = nil if value == 'N/A' }
      end
      if options[:raw] == false
        data.each { |key, value| data[key] = format(value, COLUMNS[key][1]) }
      end
      ret << OpenStruct.new(data)
    end
  end
  ret
end

#splits(symbol, options = {}) ⇒ Object 



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# File 'lib/yahoo-finance.rb', line 161

def splits(symbol, options = {})
  rows = read_splits(symbol, options).select { |row| row[0] == "SPLIT" }
  rows.map do |type, date, value|
    after, before = value.split(":")
    OpenStruct.new(symbol: symbol, date: Date.strptime(date.strip, "%Y%m%d"), before: before.to_i, after: after.to_i)
  end
end

#symbols(query) ⇒ Object 



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# File 'lib/yahoo-finance.rb', line 153

def symbols(query)
  ret = []
  read_symbols(query).each do |row|
    ret << OpenStruct.new(row)
  end
  ret
end