pbyf 0.0.2

data/lib/pbyf.rb

@@ -0,0 +1,142 @@
+#Pause Break Yahoo Finance gem
+
+require 'rest-client'
+require 'csv'
+
+class PBYF
+  #these are the base urls for querying various parts of yahoo finance
+  @@quote_url = 'http://download.finance.yahoo.com/d/quotes.csv?s='
+  @@historical_quote_url = 'http://ichart.yahoo.com/table.csv?s='
+
+  #str_of_stocks should be formatted according to yahoo finance api docs
+  # might need to do work here on the formatting when multiple stocks are requested
+  def self.get_quote str_of_stocks, str_of_options
+    query_url = @@quote_url + str_of_stocks + '&f=' + str_of_options
+    arr_of_arrays = CSV.parse(RestClient.get query_url)
+  end
+
+  # one cannot get multiple stocks for historical quotes, you must get them separately
+  # for now dates will be assumed to be the format Month-Day-Year, i.e. 3-19-1988
+  #this should return an array of arrays of [Date, Open, High, Low, Close, Volume, Adj Close]
+  def self.get_hist_quote str_of_stock, from_date, to_date, interval = 'd'
+    from = from_date.split('-')
+    to = to_date.split('-')
+    from_to_params = "&a=#{from[0].to_i-1}" + "&b=#{from[1]}" + "&c=#{from[2]}" + "&d=#{to[0].to_i-1}" + "&e=#{to[1]}" + "&f=#{to[2]}"
+    query_url = @@historical_quote_url + str_of_stock + from_to_params + "&g=#{interval}"
+    arr_of_arrays = CSV.parse(RestClient.get query_url)
+  end
+
+end
+
+# making a class to do calculations using the historical data from yahoo finance
+# maybe refactor so @high @low @close etc. columns are precalculated after initializing. Could be faster/cleaner, I dunno. 
+class HistoricalQuote
+  attr_accessor :close, :high, :low, :stochastic
+  @@col = {date: 0, open: 1, high: 2, low: 3, close: 4, volume: 5}
+
+  def initialize str_of_stock, from_date, to_date, interval = 'd'
+    @data = PBYF.get_hist_quote str_of_stock, from_date, to_date, interval = 'd'
+    @data.slice!(0)
+    @close = get_hist_column(@@col[:close])
+    @high = get_hist_column(@@col[:high])
+    @low = get_hist_column(@@col[:low])
+    @stochastic = @close.stochastic_oscillator
+  end
+
+  def get_data_from date
+    #stuff here
+    # return macd, stoch oscillator, high, low, and close for a specific date
+  end
+
+  #get a column from the historical quotes CSV table
+  def get_hist_column col
+    closings = @data.map { |x| x[col] }
+    closings.collect! {|i| i.to_f} unless col == 0
+    closings
+  end
+
+  # this method should return an array of %K, with a value for every row of the data set (every date)
+  def find_k
+    # %K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
+    high = @high
+    low = @low
+    close = @close
+    result = []
+
+    close.each_index do |i|
+      result << ((close[i]-low[i])/(high[i]-low[i]))*100
+    end
+    result
+  end
+
+  # This is the 3 day exponential moving average of %K, which is the convention
+  def stochastic_oscillator interval = 3
+    find_k.exp_moving_average(interval)
+  end
+
+end
+
+class Array
+
+    # measures diference between closing value and moving average. Defaults to 20 but use whatever you want
+  def pvma interval=20
+    array = self
+    result =[]
+    mvgavg = self.moving_average(interval)
+
+    @close.each_index do |i| 
+      result << (@close[i] - mvavg[i])
+    end
+    result
+  end
+
+  def macd short, long    
+    data = self
+    raise 'Your historical data array is too short!' if (data.size < long)
+
+    b = data.exp_moving_average(long)
+
+    a = data.exp_moving_average(short)
+    a.slice!(0, long-short)
+
+    i=0
+    result = []
+    a.each do |ele|
+      result << (ele-b[i])
+      i+=1
+    end
+    result
+  end
+
+  def moving_average interval
+    return self if interval == 1
+    a = self.dup.map{|i| i.to_f}
+    result = []
+    i=0
+    while(i <= a.size-interval)
+      data = a.slice(i,interval)
+      result << data.average
+      i+=1
+    end
+
+    result
+  end
+
+  def exp_moving_average interval
+    return self if interval == 1
+    a = self.dup.map{|i| i.to_f}
+    result = []
+    result << a.moving_average(interval)[0]
+    k = 2/(interval.to_f+1)
+
+    (a.size-interval).times do |i|
+      ema = ((a[i+interval]-result[i])*k + result[i])
+      result << ema
+    end
+    result
+  end
+
+  def average
+    self.inject(:+)/(self.size.to_f)
+  end
+end

metadata

@@ -0,0 +1,78 @@
+--- !ruby/object:Gem::Specification
+name: pbyf
+version: !ruby/object:Gem::Version
+  version: 0.0.2
+  prerelease: 
+platform: ruby
+authors:
+- Matt Wickman
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2012-08-14 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: rest-client
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: csv
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Use this gem to pull data from the Yahoo Finance site, and do some basic
+  calculations with it.
+email: wickman.matthew@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/pbyf.rb
+homepage: http://github.com/mwickman/pbyf
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.24
+signing_key: 
+specification_version: 3
+summary: A gem for use with Yahoo Finance
+test_files: []