Module: YahooFinance

Defined in:
lib/yahoofinance.rb

Overview

Module for retrieving quote data (‘live’ and ‘historical’) from YahooFinance!

This module is made up of 2 parts: 

1. Retrieving 'live' quote data. 'Live' quotes are the current

data available for a given stock. Most often delayed 20mins.

2. Retrieving 'historical' quote data.  'Historical' quotes are

for past pricings of a given stock.

Defined Under Namespace

Classes: BaseQuote, ExtendedQuote, HistoricalQuote, RealTimeQuote, StandardQuote

Constant Summary collapse

STDHASH =

‘Live’ quote data retrieval.

{
  "s" => [ "symbol", "val" ],
  "n" => [ "name", "val" ],
  "l1" => [ "lastTrade", "val.to_f" ],
  "d1" => [ "date", "val" ],
  "t1" => [ "time", "val" ],
  "c" => [ "change", "val" ],
  "c1" => [ "changePoints", "val.to_f" ],
  "p2" => [ "changePercent", "val.to_f" ],
  "p" => [ "previousClose", "val.to_f" ],
  "o" => [ "open", "val.to_f" ],
  "h" => [ "dayHigh", "val.to_f" ],
  "g" => [ "dayLow", "val.to_f" ],
  "v" => [ "volume", "val.to_i" ],
  "m" => [ "dayRange", "val" ],
  "l" => [ "lastTradeWithTime", "val" ],
  "t7" => [ "tickerTrend", "convert(val)" ],
  "a2" => [ "averageDailyVolume", "val.to_i" ],
  "b" => [ "bid", "val.to_f" ],
  "a" => [ "ask", "val.to_f" ]
# These return integers like "1,000".  The CVS parser gets confused by this
# so I've removed them for the time being.
#    "b6" => [ "bidSize", "val" ],
#    "a5" => [ "askSize", "val" ]
#    "k3" => [ "lastTradeSize", "convert(val)" ],
}
EXTENDEDHASH = 
{
  "s" => [ "symbol", "val" ],
  "n" => [ "name", "val" ],
  "w" => [ "weeks52Range", "val" ],
  "j5" => [ "weeks52ChangeFromLow", "val.to_f" ],
  "j6" => [ "weeks52ChangePercentFromLow", "val" ],
  "k4" => [ "weeks52ChangeFromHigh", "val.to_f" ],
  "k5" => [ "weeks52ChangePercentFromHigh", "val" ],
  "e" => [ "earningsPerShare", "val.to_f" ],
  "r" => [ "peRatio", "val.to_f" ],
  "s7" => [ "shortRatio", "val" ],
  "r1" => [ "dividendPayDate", "val" ],
  "q" => [ "exDividendDate", "val" ],
  "d" => [ "dividendPerShare", "convert(val)" ],
  "y" => [ "dividendYield", "convert(val)" ],
  "j1" => [ "marketCap", "convert(val)" ],
  "t8" => [ "oneYearTargetPrice", "val" ],
  "e7" => [ "epsEstimateCurrentYear", "val" ],
  "e8" => [ "epsEstimateNextYear", "val" ],
  "e9" => [ "epsEstimateNextQuarter", "val" ],
  "r6" => [ "pricePerEPSEstimateCurrentYear", "val" ],
  "r7" => [ "pricePerEPSEstimateNextYear", "val" ],
  "r5" => [ "pegRatio", "val.to_f" ],
  "b4" => [ "bookValue", "val.to_f" ],
  "p6" => [ "pricePerBook", "val.to_f" ],
  "p5" => [ "pricePerSales", "val.to_f" ],
  "j4" => [ "ebitda", "val" ],
  "m3" => [ "movingAve50days", "val" ],
  "m7" => [ "movingAve50daysChangeFrom", "val" ],
  "m8" => [ "movingAve50daysChangePercentFrom", "val" ],
  "m4" => [ "movingAve200days", "val" ],
  "m5" => [ "movingAve200daysChangeFrom", "val" ],
  "m6" => [ "movingAve200daysChangePercentFrom", "val" ],
  "s1" => [ "sharesOwned", "val" ],
  "p1" => [ "pricePaid", "val" ],
  "c3" => [ "commission", "val" ],
  "v1" => [ "holdingsValue", "val" ],
  "w1" => [ "dayValueChange", "val" ],
  "g1" => [ "holdingsGainPercent", "val" ],
  "g4" => [ "holdingsGain", "val" ],
  "d2" => [ "tradeDate", "val" ],
  "g3" => [ "annualizedGain", "val" ],
  "l2" => [ "highLimit", "val" ],
  "l3" => [ "lowLimit", "val" ],
  "n4" => [ "notes", "val" ],
  "x" => [ "stockExchange", "val" ]
# This returns an integer like "1,000,000".
# The CVS parser gets confused by this
# so I've removed it for the time being.
#    "f6" => [ "floatShares", "val" ],
}
REALTIMEHASH = 
{ 
  "s" => [ "symbol", "val" ],
  "n" => [ "name" , "val" ],
  "b2" => [ "ask", "val.to_f" ],
  "b3" => [ "bid", "val.to_f" ],
  "k2" => [ "change", "val" ],
  "k1" => [ "lastTradeWithTime", "val" ],
  "c6" => [ "changePoints", "val.to_f" ],
  "m2" => [ "dayRange", "val" ],
  "j3" => [ "marketCap", "convert(val)" ],
#     "v7" => [ "holdingsValue", "val" ],
#     "w4" => [ "dayValueChange", "val" ],
#     "g5" => [ "holdingsGainPercent", "val" ],
#     "g6" => [ "holdingsGain", "val" ],
#     "r2" => [ "pe", "val" ],
#     "c8" => [ "afterHoursChange", "val" ],
#     "i5" => [ "orderBook", "val" ],
}
DEFAULT_READ_TIMEOUT = 
5

Class Method Summary collapse

Class Method Details

.get(symbols, format, timeout = DEFAULT_READ_TIMEOUT) ⇒ Object

Return a string containing the results retrieved from YahooFinance. If there was an error during the execution of this method, the string “” is returned. In practice, this means that no *Quote objects will be created (empty hashes will be returned from get_*_quotes methods).



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# File 'lib/yahoofinance.rb', line 164

def YahooFinance.get( symbols, format, timeout=DEFAULT_READ_TIMEOUT )
  return "" if symbols == nil
  symbols = symbols.join( "," ) if symbols.class == Array
  symbols.strip!
  return "" if symbols == ""

  # Catch any exceptions that might occur here.  Possible exceptions
  # are the read_timeout and...
  #

  #
  # Don't catch any exceptions!  Just let them be thrown.
  #
  proxy = ENV['http_proxy'] ? URI.parse( ENV['http_proxy'] ) : OpenStruct.new
  Net::HTTP::Proxy( proxy.host, proxy.port, 
                    proxy.user, proxy.password ).start( "download.finance.yahoo.com",
                                                        80 ) do |http|
    http.read_timeout = timeout
    response = nil
    response = http.get( "/d/quotes.csv?s=#{symbols}&f=#{format}&e=.csv" )
    return "" if !response
    response.body.chomp
  end
end

.get_extended_quotes(symbols) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 214

def YahooFinance.get_extended_quotes( symbols )
  csvquotes = YahooFinance::get( symbols, EXTENDEDHASH.keys.join )
  ret = Hash.new
  CSV.parse( csvquotes ) do |row|
    qt = ExtendedQuote.new( row )
    if block_given?
      yield qt
    end
    ret[qt.symbol] = qt
  end
  ret
end

.get_historical_quotes(symbol, startDate, endDate) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 437

def YahooFinance.get_historical_quotes( symbol, startDate, endDate )
  rows = []
  rowct = 0
  gotchunk = false

  #
  # Yahoo is only able to provide 200 data points at a time for Some
  # "international" markets.  We want to download all of the data
  # points between the startDate and endDate, regardless of how many
  # 200 data point chunks it comes in.  In this section we download
  # as many chunks as needed to get all of the data points.
  #
  begin
    gotchunk = false
    r = YahooFinance.retrieve_raw_historical_quotes( symbol, 
                                                     startDate, endDate )
    if block_given?
      # If we were given a block, yield to it for every row of data
      # downloaded.
      r.each { |row| yield row }
    else
      rows += r
    end

    # Is this a chunk?  
    if r.length == 200
      # Adjust the endDate for when we retrieve the next chunk.
      endDate = HistoricalQuote.parse_date_to_Date( r.last[0] ) - 1
      # Marke this as a chunk so do the download again with the new endDate.
      gotchunk = true
    end

  end while gotchunk

  if block_given?
    # If we have already yielded to every row, just return nil.
    return nil
  else
    # Otherwise return the big array of arrays.
    rows
  end

end

.get_historical_quotes_days(symbol, days, &block) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 481

def YahooFinance.get_historical_quotes_days( symbol, days, &block )
  endDate = Date.today()
  startDate = Date.today() - days
  YahooFinance.get_historical_quotes( symbol, startDate, endDate, &block )
end

.get_HistoricalQuotes(symbol, startDate, endDate) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 487

def YahooFinance.get_HistoricalQuotes( symbol, startDate, endDate ) 
  ret = []
  YahooFinance.get_historical_quotes( symbol, startDate, endDate ) { |row|
    if block_given?
      yield HistoricalQuote.new( symbol, row )
    else
      ret << HistoricalQuote.new( symbol, row )
    end
  }
  if block_given?
    return nil
  else
    return ret
  end
end

.get_HistoricalQuotes_days(symbol, days, &block) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 503

def YahooFinance.get_HistoricalQuotes_days( symbol, days, &block )
  endDate = Date.today()
  startDate = Date.today() - days
  YahooFinance.get_HistoricalQuotes( symbol, startDate, endDate, &block )
end

.get_quotes(quote_class, symbols, &block) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 189

def YahooFinance.get_quotes( quote_class, symbols, &block )
  if quote_class == YahooFinance::StandardQuote
    return get_standard_quotes( symbols, &block )
  elsif quote_class == YahooFinance::ExtendedQuote
    return get_extended_quotes( symbols, &block )
  elsif quote_class == YahooFinance::RealTimeQuote
    return get_realtime_quotes( symbols, &block )
  else
    # Use the standard quote if the given quote_class was not recoginized.
    return get_standard_quotes( symbols, &block )
  end
end

.get_realtime_quotes(symbols) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 202

def YahooFinance.get_realtime_quotes( symbols )
  csvquotes = YahooFinance::get( symbols, REALTIMEHASH.keys.join )
  ret = Hash.new
  CSV.parse( csvquotes ) do |row|
    qt = RealTimeQuote.new( row )
    if block_given?
      yield qt
    end
    ret[qt.symbol] = qt
  end
  ret
end

.get_standard_quotes(symbols) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 226

def YahooFinance.get_standard_quotes( symbols )
  csvquotes = YahooFinance::get( symbols, STDHASH.keys.join )
  ret = Hash.new
  CSV.parse( csvquotes ) do |row|
    qt = StandardQuote.new( row )
    if block_given?
      yield qt
    end
    ret[qt.symbol] = qt
  end
  ret
end

.retrieve_raw_historical_quotes(symbol, startDate, endDate) ⇒ Object 



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# File 'lib/yahoofinance.rb', line 402

def YahooFinance.retrieve_raw_historical_quotes( symbol, startDate, endDate )

  # Don't try to download anything if the starting date is before
  # the end date.
  return [] if startDate > endDate

  proxy = ENV['http_proxy'] ? URI.parse( ENV['http_proxy'] ) : OpenStruct.new
  Net::HTTP::Proxy( proxy.host, 
                    proxy.port, 
                    proxy.user, 
                    proxy.password ).start( "itable.finance.yahoo.com",
                                                        80 ) { |http|
    #Net::HTTP.start( "itable.finance.yahoo.com", 80 ) { |http|
    query = "/table.csv?s=#{symbol}&g=d" +
      "&a=#{startDate.month-1}&b=#{startDate.mday}&c=#{startDate.year}" + 
      "&d=#{endDate.month-1}&e=#{endDate.mday}&f=#{endDate.year.to_s}"
    #puts "#{query}"
    response = http.get( query )
    #puts "#{response.body}"
    body = response.body.chomp

    # If we don't get the first line like this, there was something
    # wrong with the data (404 error, new data formet, etc).
    return [] if body !~ /Date,Open,High,Low,Close,Volume,Adj Close/

    # Parse into an array of arrays.
    rows = CSV.parse( body )
    # Remove the first array since it is just the field headers.
    rows.shift
    #puts "#{rows.length}"

    return rows
  }
end