google-finance-ruby-client 0.1.0 → 0.2.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: e1e3de285dc0df2900f5f75481d521d70bd9c7d4
-  data.tar.gz: 6d83ab892591d4def05596980920ec6a1691d6ae
+  metadata.gz: 463be825564f209ff8cec24ec5578bd4d9bdfcf2
+  data.tar.gz: aa5cf58b7ddbcf96b4e54c60c5a6ed08acc8840b
 SHA512:
-  metadata.gz: f83a316a809c9e13019648aa51546a4f25c255a22a4e0b009b8c618daff3d6f50ec5425f8ca971c5862dc99364725908a75212dd92749af7248721dd5a62a2a4
-  data.tar.gz: fb4fc664048cdd77f7ed0314dfcb60ac46115f2505a378c3f2e849d05e9674e14a0cd583a21d7faf3cd69ee584d9e9e71abc1b23150ec57a5a4bf92c403c28fb
+  metadata.gz: e062d6d86755af3769280155d65d81207417511a96d0cc19c6fe9c0252635c166a7d9ae91c8fb1bc31156115906d967d88e26b0f4948a4825c094fbf8449131e
+  data.tar.gz: 3a16a1a953473207ee55ce8149aeac605797d8af54013fb252094be6b1dc834c4c9a810fbeca6f5c257c34eeba0dc2483b1ccd2081901e00bcc0767c91087dd5

data/.rubocop_todo.yml

@@ -1,39 +1,61 @@
 # This configuration was generated by
 # `rubocop --auto-gen-config`
-# on 2017-12-02 20:20:41 -0500 using RuboCop version 0.51.0.
+# on 2017-12-28 15:14:15 -0500 using RuboCop version 0.51.0.
 # The point is for the user to remove these configuration records
 # one by one as the offenses are removed from the code base.
 # Note that changes in the inspected code, or installation of new
 # versions of RuboCop, may require this file to be generated again.
 
+# Offense count: 8
+Lint/AmbiguousOperator:
+  Exclude:
+    - 'spec/google-finance/prices_spec.rb'
+
 # Offense count: 1
 Lint/AmbiguousRegexpLiteral:
   Exclude:
     - 'lib/google-finance/faraday_middleware/preprocessor.rb'
 
-# Offense count: 2
+# Offense count: 1
+# Cop supports --auto-correct.
+# Configuration parameters: EnforcedStyleAlignWith, SupportedStylesAlignWith, AutoCorrect.
+# SupportedStylesAlignWith: keyword, variable, start_of_line
+Lint/EndAlignment:
+  Exclude:
+    - 'lib/google-finance/prices.rb'
+
+# Offense count: 3
 Metrics/AbcSize:
-  Max: 20
+  Max: 77
 
-# Offense count: 2
+# Offense count: 5
 # Configuration parameters: CountComments, ExcludedMethods.
 Metrics/BlockLength:
-  Max: 35
+  Max: 83
+
+# Offense count: 1
+# Configuration parameters: CountBlocks.
+Metrics/BlockNesting:
+  Max: 4
 
-# Offense count: 7
+# Offense count: 1
+Metrics/CyclomaticComplexity:
+  Max: 29
+
+# Offense count: 26
 # Configuration parameters: AllowHeredoc, AllowURI, URISchemes, IgnoreCopDirectives, IgnoredPatterns.
 # URISchemes: http, https
 Metrics/LineLength:
-  Max: 132
+  Max: 153
 
-# Offense count: 3
+# Offense count: 4
 # Configuration parameters: CountComments.
 Metrics/MethodLength:
-  Max: 14
+  Max: 77
 
-# Offense count: 1
+# Offense count: 2
 Metrics/PerceivedComplexity:
-  Max: 8
+  Max: 18
 
 # Offense count: 1
 # Configuration parameters: ExpectMatchingDefinition, Regex, IgnoreExecutableScripts, AllowedAcronyms.
@@ -42,17 +64,20 @@ Naming/FileName:
   Exclude:
     - 'lib/google-finance-ruby-client.rb'
 
-# Offense count: 6
+# Offense count: 9
 Style/Documentation:
   Exclude:
     - 'spec/**/*'
     - 'test/**/*'
+    - 'lib/google-finance/api/get_prices.rb'
+    - 'lib/google-finance/api/index.rb'
     - 'lib/google-finance/errors/symbol_not_found_error.rb'
     - 'lib/google-finance/errors/symbols_not_found_error.rb'
     - 'lib/google-finance/faraday_middleware/preprocessor.rb'
+    - 'lib/google-finance/price.rb'
+    - 'lib/google-finance/prices.rb'
     - 'lib/google-finance/quote.rb'
     - 'lib/google-finance/quotes.rb'
-    - 'lib/google-finance/resources.rb'
 
 # Offense count: 1
 # Configuration parameters: MinBodyLength.
@@ -60,6 +85,15 @@ Style/GuardClause:
   Exclude:
     - 'lib/google-finance/quote.rb'
 
+# Offense count: 1
+# Cop supports --auto-correct.
+# Configuration parameters: AutoCorrect, EnforcedStyle, SupportedStyles.
+# SupportedStyles: predicate, comparison
+Style/NumericPredicate:
+  Exclude:
+    - 'spec/**/*'
+    - 'lib/google-finance/prices.rb'
+
 # Offense count: 1
 # Cop supports --auto-correct.
 # Configuration parameters: EnforcedStyle, SupportedStyles, AllowInnerSlashes.

data/CHANGELOG.md

@@ -1,3 +1,7 @@
+### 0.2.0 (2017/12/28)
+
+* [#1](https://github.com/dblock/google-finance-ruby-client/issues/1): Retrieve history of prices - [@dblock](https://github.com/dblock).
+
 ### 0.1.0 (2017/12/02)
 
 * Initial public release - [@dblock](https://github.com/dblock).

data/README.md

@@ -1,7 +1,7 @@
 Google Finance Ruby Client
 ==========================
 
-[![Gem Version](https://badge.fury.io/rb/google-finance-ruby-client.svg)](http://badge.fury.io/rb/google-finance-ruby-client)
+[![Gem Version](https://badge.fury.io/rb/google-finance-ruby-client.svg)](https://badge.fury.io/rb/google-finance-ruby-client)
 [![Build Status](https://travis-ci.org/dblock/google-finance-ruby-client.svg?branch=master)](https://travis-ci.org/dblock/google-finance-ruby-client)
 
 A Ruby client for the undocumented Google Finance web API that attempts to make sense of the data.
@@ -33,7 +33,7 @@ quote.change_in_percent # 0.11
 quote.change_in_percent_s # "+0.11%"
 ```
 
-See [quote.rb](lib/google_finance/quote.rb) for more fields.
+See [quote.rb](lib/google-finance/quote.rb) for returned fields.
 
 If a symbol cannot be found a [GoogleFinance::Errors::SymbolNotFound](lib/google-finance/errors/symbol_not_found_error.rb) is raised.
 
@@ -52,6 +52,56 @@ quotes[1] # GoogleFinance::Quote.get('AB')
 
 If one of the symbols cannot be found a [GoogleFinance::Errors::SymbolsNotFound](lib/google-finance/errors/symbols_not_found_error.rb) is raised.
 
+### Get Price History
+
+Fetches price history for a ticker.
+
+```ruby
+prices = GoogleFinance::Prices.get('MSFT')
+
+prices.exchange # NASDAQ
+
+# prices for the last month of open markets
+prices.count # 21
+
+# prices appear in reverse chronological order
+prices.last #<GoogleFinance::Price close=85.71 date=2017-12-27 16:00:00 -0500 high=85.98 low=85.215 open=85.65 volume=14678025>
+prices[-2] #<GoogleFinance::Price close=85.4 date=2017-12-26 16:00:00 -0500 high=85.5346 low=85.03 open=85.31 volume=9891237>
+```
+
+See [price.rb](lib/google-finance/price.rb) for returned fields.
+
+If a symbol cannot be found a [GoogleFinance::Errors::SymbolNotFound](lib/google-finance/errors/symbol_not_found_error.rb) is raised.
+
+The following options are supported.
+
+* `exchange`: stock exchange symbol on which stock is traded, eg. `NASDAQ`
+* `interval`: interval size in seconds
+* `period`: period, a number followed by `d` (days) or `Y` (years)
+* `fields`: array of data to return
+  * `date`: timestamp
+  * `open`: price at market open
+  * `close`: price at market close
+  * `volume`: volume
+  * `low`: low price
+  * `high`: high price
+
+Retrieve prices for a year in 1 hour intervals.
+
+```ruby
+prices = GoogleFinance::Prices.get('GOOG', interval: 60 * 60, period: '1Y', fields: [:date, :close, :volume, :open, :high, :low])
+
+prices.count # 1755
+```
+
+Retrieve only prices at market close.
+
+```ruby
+prices = GoogleFinance::Prices.get('GOOG', fields: [:days, :close])
+
+prices.first # #<GoogleFinance::Price close=1047.41 date=2017-11-28 16:00:00 -0500>
+```
+
 ## Contributing
 
 See [CONTRIBUTING](CONTRIBUTING.md).

data/lib/google-finance-ruby-client.rb

@@ -5,7 +5,9 @@ require 'hashie'
 require_relative 'google-finance/version'
 require_relative 'google-finance/faraday_middleware/preprocessor'
 require_relative 'google-finance/errors'
-require_relative 'google-finance/resources'
+require_relative 'google-finance/api'
 require_relative 'google-finance/resource'
 require_relative 'google-finance/quote'
 require_relative 'google-finance/quotes'
+require_relative 'google-finance/price'
+require_relative 'google-finance/prices'

data/lib/google-finance/api.rb

@@ -0,0 +1,2 @@
+require_relative 'api/index'
+require_relative 'api/get_prices'

data/lib/google-finance/api/get_prices.rb

@@ -0,0 +1,46 @@
+module GoogleFinance
+  module Api
+    module GetPrices
+      #
+      # Retrieve prices.
+      #
+      # http://www.networkerror.org/component/content/article/1-technical-wootness/44-googles-undocumented-finance-api.html
+      # https://gist.github.com/lebedov/f09030b865c4cb142af1
+      #
+      # q: stock symbol
+      # x: stock exchange symbol on which stock is traded, eg. NASD
+      # i: interval size in seconds
+      # p: period, a number followed by d (days) or Y (years)
+      # f: data to return
+      #  d: timestamp or interval
+      #  c: close
+      #  v: volume
+      #  l: low
+      #  o: open
+      # df: ?, eg. cpct
+      # auto: ?
+      # ei: ?
+      # ts: starting timetamp in unix format, default to today
+      #
+      # The output includes a header that describes the columns, timezone offset, and a few other interesting bits of information.
+      # The data rows are basically CSV format.
+      def self.fetch(params)
+        connection.get do |c|
+          c.params.merge!(params)
+        end.body
+      end
+
+      def self.connection
+        Faraday.new(
+          url: 'https://finance.google.com/finance/getprices',
+          request: {
+            params_encoder: Faraday::FlatParamsEncoder
+          }
+        ) do |c|
+          c.use Faraday::Response::RaiseError
+          c.use Faraday::Adapter::NetHttp
+        end
+      end
+    end
+  end
+end

data/lib/google-finance/api/index.rb

@@ -0,0 +1,26 @@
+module GoogleFinance
+  module Api
+    module Index
+      def self.get(params)
+        connection.get do |c|
+          c.params[:output] = :json
+          c.params.merge!(params)
+        end.body
+      end
+
+      def self.connection
+        Faraday.new(
+          url: 'https://finance.google.com/finance',
+          request: {
+            params_encoder: Faraday::FlatParamsEncoder
+          }
+        ) do |c|
+          c.use ::FaradayMiddleware::ParseJson
+          c.use GoogleFinance::FaradayMiddleware::Preprocessor
+          c.use Faraday::Response::RaiseError
+          c.use Faraday::Adapter::NetHttp
+        end
+      end
+    end
+  end
+end

data/lib/google-finance/price.rb

@@ -0,0 +1,13 @@
+module GoogleFinance
+  class Price < Resource
+    property 'timezone_offset'
+    property 'date'
+    property 'close'
+    property 'symbol'
+    property 'high'
+    property 'low'
+    property 'open'
+    property 'volume'
+    property 'cdays'
+  end
+end

data/lib/google-finance/prices.rb

@@ -0,0 +1,97 @@
+module GoogleFinance
+  class Prices < Array
+    extend Forwardable
+
+    def_delegators :@headers, :exchange, :market_open_minute, :market_close_minute, :interval, :columns, :timezone_offset
+
+    def initialize(headers, values = [])
+      @headers = OpenStruct.new(headers)
+      super values
+    end
+
+    def self.get(symbol, params = {})
+      query = {}
+      params.each_pair do |k, v|
+        case k
+        when :exchange, :x then
+          query[:x] = v
+        when :interval, :i then
+          query[:i] = v
+        when :period, :p then
+          query[:p] = v
+        when :df then
+          query[:df] = v
+        when :auto then
+          query[:auto] = v
+        when :ei then
+          query[:ei] = v
+        when :fields, :f then
+          query[:f] = (v.is_a?(String) ? v.split(',').map(&:to_sym) : v).map do |f|
+            case f
+            when :date, :d then :d
+            when :open, :o then :o
+            when :close, :c then :c
+            when :volume, :v then :v
+            when :low, :l then :l
+            when :high, :h then :h
+            when :k then :k
+            else
+              raise ArgumentError, "Invalid fields: #{v}."
+            end
+          end.join(',')
+        else
+          raise ArgumentError, "Invalid parameter: #{k}."
+        end
+      end
+      data = GoogleFinance::Api::GetPrices.fetch({ q: symbol }.merge(query))
+      headers = {}
+      rows = []
+      start_ts = Time.at(0)
+      timezone_offset = 0
+      data.each_line do |line|
+        line = CGI.unescape(line)
+        if line =~ /(?<k>.+)\=(?<v>.*)/
+          k = Regexp.last_match[:k].downcase.to_sym
+          case k
+          when :columns then
+            headers[k] = Regexp.last_match[:v].split(',').map(&:downcase)
+          when :market_open_minute, :market_close_minute, :interval then
+            headers[k] = Regexp.last_match[:v].to_i
+          when :timezone_offset then
+            timezone_offset = Regexp.last_match[:v].to_i
+          else
+            headers[k] = Regexp.last_match[:v]
+          end
+        else
+          values = line.split(',')
+          raise "Unexpected number of columns, #{values.count} vs. #{headers[:columns].size}." if (headers[:columns] || []).size != values.count
+          row = {}
+          if headers[:columns]
+            headers[:columns].each_with_index do |name, ndx|
+              row[name] = case name
+                          when 'date' then
+                            if values[ndx] =~ /^a(?<ts>.*)/
+                              # https://stackoverflow.com/questions/45897894/convert-timestamps-in-google-finance-stock-data-to-proper-datetime
+                              #
+                              # The full timestamps are denoted by the leading 'a'. Like this: a1092945600. The number after the 'a' is a Unix timestamp.
+                              # The numbers without a leading 'a' are "intervals".
+                              #
+                              start_ts = Time.at(Regexp.last_match[:ts].to_i)
+                            else
+                              start_ts + (headers[:interval] || 1) * values[ndx].to_i
+                            end
+                          when 'volume' then
+                            values[ndx].to_i
+                          else
+                            values[ndx].to_f
+              end
+            end
+          end
+          rows << GoogleFinance::Price.new({ 'timezone_offset' => timezone_offset }.merge(row))
+        end
+      end
+      raise GoogleFinance::Errors::SymbolNotFoundError.new(symbol, data) if rows.count == 0 && headers[:exchange] == 'UNKNOWN EXCHANGE'
+      new headers, rows
+    end
+  end
+end

data/lib/google-finance/quote.rb

@@ -55,7 +55,7 @@ module GoogleFinance
     end
 
     def self.get(symbol)
-      data = Resources.fetch(q: symbol)
+      data = GoogleFinance::Api::Index.get(q: symbol)
       if data.is_a?(Hash) && data.key?('searchresults')
         if data['searchresults'].size >= 1
           get(data['searchresults'].first['symbol'])

data/lib/google-finance/quotes.rb

@@ -1,7 +1,7 @@
 module GoogleFinance
   class Quotes
     def self.search(*symbols)
-      results = Resources.fetch(q: symbols.join(','))
+      results = GoogleFinance::Api::Index.get(q: symbols.join(','))
       if results.is_a?(Hash) && results.key?('searchresults')
         searchresults = results['searchresults']
         raise GoogleFinance::Errors::SymbolsNotFoundError.new(symbols, results) if searchresults.empty?

data/lib/google-finance/version.rb

@@ -1,3 +1,3 @@
 module GoogleFinance
-  VERSION = '0.1.0'.freeze
+  VERSION = '0.2.0'.freeze
 end

data/spec/fixtures/google-finance/get_prices_goog_with_few_fields.yml

@@ -0,0 +1,82 @@
+---
+http_interactions:
+- request:
+    method: get
+    uri: https://finance.google.com/finance/getprices?f=d,c&q=GOOG
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      User-Agent:
+      - Faraday v0.13.1
+      Accept-Encoding:
+      - gzip;q=1.0,deflate;q=0.6,identity;q=0.3
+      Accept:
+      - "*/*"
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Content-Type:
+      - text/plain; charset=ISO-8859-1
+      Cache-Control:
+      - private,max-age=60
+      Vary:
+      - Accept-Encoding
+      X-Content-Type-Options:
+      - nosniff
+      P3p:
+      - CP="This is not a P3P policy! See g.co/p3phelp for more info."
+      Date:
+      - Thu, 28 Dec 2017 19:36:34 GMT
+      X-Frame-Options:
+      - SAMEORIGIN
+      X-Xss-Protection:
+      - 1; mode=block
+      Server:
+      - GSE
+      Set-Cookie:
+      - NID=120=X3WsZT74lIH_zdo1Lkc0541rYVv4eRGFlj6oboyOy7VxYskGi4EKJr8ib7Ff904epoVUiQeYF9y6EP33iY5jZUp1krI4kWkIWW-h0KafjC_5xd1WMArpTK9zHyRZSf2C;Domain=.google.com;Path=/;Expires=Fri,
+        29-Jun-2018 19:36:34 GMT;HttpOnly
+      Alt-Svc:
+      - hq=":443"; ma=2592000; quic=51303431; quic=51303339; quic=51303338; quic=51303337;
+        quic=51303335,quic=":443"; ma=2592000; v="41,39,38,37,35"
+      Expires:
+      - Thu, 28 Dec 2017 19:36:34 GMT
+      Transfer-Encoding:
+      - chunked
+    body:
+      encoding: ASCII-8BIT
+      string: |
+        EXCHANGE%3DNASDAQ
+        MARKET_OPEN_MINUTE=570
+        MARKET_CLOSE_MINUTE=960
+        INTERVAL=86400
+        COLUMNS=DATE,CLOSE
+        DATA=
+        TIMEZONE_OFFSET=-300
+        a1511902800,1047.41
+        1,1021.66
+        2,1021.41
+        3,1010.17
+        6,998.68
+        7,1005.15
+        8,1018.38
+        9,1030.93
+        10,1037.05
+        13,1041.1
+        14,1040.48
+        15,1040.61
+        16,1049.15
+        17,1064.19
+        20,1077.14
+        21,1070.68
+        22,1064.95
+        23,1063.63
+        24,1060.12
+        28,1056.74
+        29,1049.37
+    http_version: 
+  recorded_at: Thu, 28 Dec 2017 19:36:34 GMT
+recorded_with: VCR 3.0.3