edgar-stocks 1.0.0
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- checksums.yaml +15 -0
- data/.gitignore +18 -0
- data/Gemfile +6 -0
- data/LICENSE.txt +22 -0
- data/README.md +55 -0
- data/Rakefile +1 -0
- data/edgar.gemspec +24 -0
- data/lib/edgar.rb +116 -0
- data/lib/edgar/version.rb +3 -0
- data/spec/edgar_spec.rb +109 -0
- data/spec/spec_helper.rb +17 -0
- metadata +99 -0
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data/.gitignore
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data/Gemfile
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data/LICENSE.txt
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Copyright (c) 2013 Andy Schrage
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MIT License
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the
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"Software"), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be
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included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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data/README.md
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# Edgar-Stocks
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Edgar-Stocks is a Ruby gem that provides access to historical stock data in a simple, configurable way.
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Edgar provides the following info for a stock:
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- Opening price
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- Closing price
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- Daily high
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- Daily low
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- Adjusted close
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- Volume
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In addition to the above, Edgar can calculate the rolling average for a given date for a particular stock.
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Have more ideas how I can improve the gem? Leave me a message!
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## Installation
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Add this line to your application's Gemfile:
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gem 'edgar'
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install edgar
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## Usage
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Simply create a new Edgar object for each stock you care about:
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stock = Edgar::Edgar.new('INTU')
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Then query it!
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stock.closing_price # Returns today's closing price
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Or ask for a date in the past.
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stock.closing_price(DateTime.yesterday) # Obviously get yesterday's closing price
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You can even get running averages
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stock.closing_price(DateTime.now, 5) # Get the five day average closing price starting with today's closing.
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## Contributing
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1. Fork it
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2. Create your feature branch (`git checkout -b my-new-feature`)
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3. Commit your changes (`git commit -am 'Add some feature'`)
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4. Push to the branch (`git push origin my-new-feature`)
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5. Create new Pull Request
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data/Rakefile
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require "bundler/gem_tasks"
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data/edgar.gemspec
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# coding: utf-8
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lib = File.expand_path('../lib', __FILE__)
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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require 'edgar/version'
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Gem::Specification.new do |spec|
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spec.name = "edgar-stocks"
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spec.version = Edgar::VERSION
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spec.authors = ["Andy Schrage"]
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spec.email = ["ajschrag@mtu.edu"]
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spec.description = %q{Edgar-Stocks is a Ruby gem that provides access to historical stock data in a simple, configurable way.}
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spec.summary = %q{Stock data since the beginning of time!}
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spec.homepage = "https://github.com/Swimminschrage/edgar"
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spec.license = "MIT"
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spec.files = `git ls-files`.split($/)
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spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
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spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
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spec.require_paths = ["lib"]
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spec.add_development_dependency "bundler", "~> 1.3"
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spec.add_development_dependency "rake"
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spec.add_development_dependency 'rspec'
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end
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data/lib/edgar.rb
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require 'edgar/version'
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require 'net/http'
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require 'csv'
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require 'time'
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module Edgar
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class Edgar
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attr_reader :symbol
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# Configuration defaults
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@@config = {
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:lookup_offset => -1,
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:round_to => 2
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}
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@@valid_config_keys = @@config.keys
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def self.configure(opts = {})
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opts.each {|k,v| @@config[k.to_sym] = v if @@valid_config_keys.include? k.to_sym}
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end
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def self.config
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@@config
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end
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def initialize(symbol)
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@symbol = symbol
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# Perform the actual lookup of historical data and parse it into arrays that
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# are cached in memory
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@data = CSV.parse(lookup)
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end
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def closing_price(date = DateTime.now, running = 1)
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lookup_by_column(running, date, 4)
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end
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def opening_price(date = DateTime.now, running = 1)
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lookup_by_column(running, date, 1)
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end
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def high_price(date = DateTime.now, running = 1)
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lookup_by_column(running, date, 2)
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end
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def low_price(date = DateTime.now, running = 1)
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lookup_by_column(running, date, 3)
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end
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def volume(date = DateTime.now, running = 1)
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lookup_by_column(running, date, 5)
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end
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private
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def lookup
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@content ||= get_historical_data
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end
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def get_historical_data
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uri = URI("http://ichart.finance.yahoo.com/table.csv?s=#{@symbol}")
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response = Net::HTTP.get_response(uri)
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raise InvalidSymbolError.new("Unable to lookup '#{symbol}'") unless response.code == "200"
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response.body
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end
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def lookup_by_column(running, date, column)
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return nil if date > DateTime.now()
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running = 1 if running < 1
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formatted_date = date.strftime('%Y-%m-%d')
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@data[1..@data.size].each_index do |index|
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row = @data[index+1]
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return sum_and_average(index+1, running, column) if row[0] == formatted_date
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if DateTime.parse(row[0]) < date
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if Edgar.config[:lookup_offset] < 0
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return sum_and_average(index+1, running, column)
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else
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return sum_and_average(index, running, column)
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end
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end
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end
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return nil
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end
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def sum_and_average(start, days, column)
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total = @data[start, days].inject(0) do |sum, row|
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sum + row[column.to_i].to_f
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end
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# Round off to at most two digits
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round_to = Edgar.config[:round_to]
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round_to = 2 if round_to < 0
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denom = @data[start, days].size
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(total / denom).round(round_to)
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end
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end
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class InvalidSymbolError < ArgumentError
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def initialize(message)
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@message = message
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end
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def to_s
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@message
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end
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end
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end
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data/spec/edgar_spec.rb
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require 'spec_helper'
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require_relative '../lib/edgar'
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describe 'Edgar' do
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let(:stock) {Edgar::Edgar.new('INTU')}
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let(:firstday) {DateTime.new(2013,10,1)}
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let(:weekend_day) {DateTime.new(2013,9,21)}
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let(:future_day) {DateTime.new(2020,1,1)}
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subject {stock}
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it 'should have a reference to the symbol' do
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expect(stock.symbol).to eq('INTU')
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end
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it 'should be able to lookup valid stock symbols' do
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expect{Edgar::Edgar.new('INTU')}.to_not raise_error Edgar::InvalidSymbolError
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end
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it 'should not be able to lookup invalid stock symbols' do
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expect{Edgar::Edgar.new('LALALALALA')}.to raise_error(Edgar::InvalidSymbolError)
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end
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it 'can get closing price for October 1, 2013' do
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expect(stock.closing_price(firstday)).to eq(66.45)
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end
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it 'can get the opening price for October 1, 2013' do
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expect(stock.opening_price(firstday)).to eq(66.53)
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end
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it 'can get the high price for October 1, 2013' do
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expect(stock.high_price(firstday)).to eq(67.09)
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end
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it 'can get the low price for a stock' do
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expect(stock.low_price(firstday)).to eq(66.19)
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end
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it 'can get the volume traded for a stock' do
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expect(stock.volume(firstday)).to eq(2095700)
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end
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describe 'when configured to look to the next day' do
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before (:all) do
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Edgar::Edgar.configure({:lookup_offset => 1})
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end
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it 'should go to monday when a weekend date is specified' do
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expect(stock.opening_price(weekend_day)).to eq(66.59)
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end
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end
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describe 'when configured to look to the prev day' do
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before (:all) do
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Edgar::Edgar.configure({:lookup_offset => -1})
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end
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it 'should go to friday when a weekend date is specified' do
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expect(stock.opening_price(weekend_day)).to eq(66.64)
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end
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end
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describe 'when a future date is provided' do
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let(:future_day) {DateTime.new(2020,1,1)}
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it 'should return nil' do
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expect(stock.opening_price(future_day)).to be_nil
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end
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end
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describe 'when an old date is provided' do
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let(:past_day) {DateTime.new(1919,1,1)}
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it 'should return nil' do
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expect(stock.opening_price(past_day)).to be_nil
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end
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it 'should return the average using any valid dates when all are valid' do
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expect(stock.opening_price(DateTime.new(1993, 3, 23), 2)).to eq(29.50)
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end
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it 'should return the average using any valid dates when some are invalid' do
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expect(stock.opening_price(DateTime.new(1993, 3, 23), 6)).to eq(29.50)
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end
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end
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describe 'when providing a range' do
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let(:firstday) {DateTime.new(2013, 9, 27)}
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it 'should return the running avg for opening price' do
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expect(stock.opening_price(firstday, 10)).to eq(66.28)
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end
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describe 'and rounding to 4 decimal points' do
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it 'should return the running avg to 4 decimal points' do
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Edgar::Edgar.configure({:round_to => 4})
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expect(stock.opening_price(firstday, 10)).to eq(66.278)
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end
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it 'should return the running avg to 0 decimal points' do
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Edgar::Edgar.configure({:round_to => 0})
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expect(stock.opening_price(firstday, 10)).to eq(66)
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end
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it 'should return the running avg to 3 decimal points' do
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Edgar::Edgar.configure({:round_to => 3})
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expect(stock.opening_price(firstday, 10)).to eq(66.278)
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end
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end
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end
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end
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data/spec/spec_helper.rb
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@@ -0,0 +1,17 @@
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# This file was generated by the `rspec --init` command. Conventionally, all
|
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# specs live under a `spec` directory, which RSpec adds to the `$LOAD_PATH`.
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# Require this file using `require "spec_helper"` to ensure that it is only
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# loaded once.
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#
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# See http://rubydoc.info/gems/rspec-core/RSpec/Core/Configuration
|
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RSpec.configure do |config|
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config.treat_symbols_as_metadata_keys_with_true_values = true
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config.run_all_when_everything_filtered = true
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config.filter_run :focus
|
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|
+
# Run specs in random order to surface order dependencies. If you find an
|
13
|
+
# order dependency and want to debug it, you can fix the order by providing
|
14
|
+
# the seed, which is printed after each run.
|
15
|
+
# --seed 1234
|
16
|
+
config.order = 'random'
|
17
|
+
end
|
metadata
ADDED
@@ -0,0 +1,99 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: edgar-stocks
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 1.0.0
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Andy Schrage
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
date: 2013-10-13 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
name: bundler
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
16
|
+
requirements:
|
17
|
+
- - ~>
|
18
|
+
- !ruby/object:Gem::Version
|
19
|
+
version: '1.3'
|
20
|
+
type: :development
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - ~>
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '1.3'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: rake
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - ! '>='
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: '0'
|
34
|
+
type: :development
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - ! '>='
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '0'
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
name: rspec
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
44
|
+
requirements:
|
45
|
+
- - ! '>='
|
46
|
+
- !ruby/object:Gem::Version
|
47
|
+
version: '0'
|
48
|
+
type: :development
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - ! '>='
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: '0'
|
55
|
+
description: Edgar-Stocks is a Ruby gem that provides access to historical stock data
|
56
|
+
in a simple, configurable way.
|
57
|
+
email:
|
58
|
+
- ajschrag@mtu.edu
|
59
|
+
executables: []
|
60
|
+
extensions: []
|
61
|
+
extra_rdoc_files: []
|
62
|
+
files:
|
63
|
+
- .gitignore
|
64
|
+
- Gemfile
|
65
|
+
- LICENSE.txt
|
66
|
+
- README.md
|
67
|
+
- Rakefile
|
68
|
+
- edgar.gemspec
|
69
|
+
- lib/edgar.rb
|
70
|
+
- lib/edgar/version.rb
|
71
|
+
- spec/edgar_spec.rb
|
72
|
+
- spec/spec_helper.rb
|
73
|
+
homepage: https://github.com/Swimminschrage/edgar
|
74
|
+
licenses:
|
75
|
+
- MIT
|
76
|
+
metadata: {}
|
77
|
+
post_install_message:
|
78
|
+
rdoc_options: []
|
79
|
+
require_paths:
|
80
|
+
- lib
|
81
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
82
|
+
requirements:
|
83
|
+
- - ! '>='
|
84
|
+
- !ruby/object:Gem::Version
|
85
|
+
version: '0'
|
86
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
87
|
+
requirements:
|
88
|
+
- - ! '>='
|
89
|
+
- !ruby/object:Gem::Version
|
90
|
+
version: '0'
|
91
|
+
requirements: []
|
92
|
+
rubyforge_project:
|
93
|
+
rubygems_version: 2.1.8
|
94
|
+
signing_key:
|
95
|
+
specification_version: 4
|
96
|
+
summary: Stock data since the beginning of time!
|
97
|
+
test_files:
|
98
|
+
- spec/edgar_spec.rb
|
99
|
+
- spec/spec_helper.rb
|