securities 0.0.1
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- data/.gitignore +17 -0
- data/.rspec +2 -0
- data/.travis.yml +6 -0
- data/Gemfile +4 -0
- data/LICENSE +22 -0
- data/README.md +51 -0
- data/Rakefile +6 -0
- data/lib/securities/scraper.rb +52 -0
- data/lib/securities/stock.rb +147 -0
- data/lib/securities/version.rb +3 -0
- data/lib/securities.rb +6 -0
- data/securities.gemspec +20 -0
- data/spec/securities_spec.rb +5 -0
- data/spec/spec_helper.rb +20 -0
- metadata +99 -0
data/.gitignore
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data/.rspec
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data/.travis.yml
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data/Gemfile
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data/LICENSE
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Copyright (c) 2012 Nedomas
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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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# Securities
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[![Build Status](https://secure.travis-ci.org/Nedomas/securities.png)](http://travis-ci.org/Nedomas/securities)
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Financial information scraper gem.
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## Installation
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Add this line to your application's Gemfile:
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gem 'securities'
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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 securities
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## Usage
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You can get stock information with commands:
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my_stocks = Securities::Stock.new('aapl', 'yhoo').history(:start_date => '2012-01-01', :end_date => '2012-02-01', :periods => :weekly)
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Optional parameter :periods accepts :daily, :weekly, :monthly, :dividend. If not specified, it defaults to :daily.
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You can access hash for a single stock with:
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my_stocks.results["yhoo"]
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Results are returned in a hash:
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{"aapl"=>[{:date=>"2012-01-04", :open=>"410.00", :high=>"414.68", :low=>"409.28", :close=>"413.44", :volume=>"9286500", :adj_close=>"411.67"}, {:date=>"2012-01-03", :open=>"409.40", :high=>"412.50", :low=>"409.00", :close=>"411.23", :volume=>"10793600", :adj_close=>"409.47"}],
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"yhoo"=>[{:date=>"2012-01-04", :open=>"16.12", :high=>"16.16", :low=>"15.74", :close=>"15.78", :volume=>"35655300", :adj_close=>"15.78"}, {:date=>"2012-01-03", :open=>"16.27", :high=>"16.39", :low=>"16.20", :close=>"16.29", :volume=>"19708600", :adj_close=>"16.29"}]}
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## To do:
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* Write specs.
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* Add quote info (P/E, P/S, etc.)
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* Add symbol from name lookup.
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* Add options support.
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* Add technical analysis module (or a seperate gem which works in synergy with this).
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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 'Added 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 'active_support/core_ext'
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require 'uri'
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require 'net/http'
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require 'csv'
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module Securities
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#
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# Main class to communicate with Yahoo! Finance
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#
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class Scraper
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attr_reader :results
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# Error handling
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class ScraperException < StandardError
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end
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def initialize type, parameters
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@results = Hash.new
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# Manage different type requests.
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case type
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when :history then @results = scrape_history(parameters)
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else raise ScraperException, 'Cannot determine request type.'
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end
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end
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def scrape_history parameters
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parameters.each do |symbol, url|
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uri = URI.parse(url)
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# Check connection
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begin
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get = Net::HTTP.get(uri)
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rescue => error
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raise ScraperException, "Connection error: #{error.message}"
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end
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# Skip first line because it contains headers with Date,Open,High,Low,Close,Volume,Adj Close
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csv = CSV.parse(get, :headers => true)
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data = Array.new
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csv.each_with_index {|row, index|
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data[index] = {:date => row[0], :open => row[1], :high => row[2], :low => row[3], :close => row[4], :volume => row[5], :adj_close => row[6]}
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}
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@results[symbol] = data
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end
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return @results
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end
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end
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end
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module Securities
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# Usage: my_stocks = Securities::Stock.new('aapl', 'yhoo').history(:start_date => '2012-01-01', :end_date => '2012-02-01', :periods => :weekly)
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# :periods accepts :daily, :weekly, :monthly, :dividend. If not specified, it defaults to :daily.
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#
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# You can access hash for a single stock with:
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# my_stocks.results["yhoo"]
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class Stock
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attr_reader :symbols
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# REGEX for YYYY-MM-DD
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DATE_REGEX = /^[0-9]{4}\-(0[1-9]|1[012])\-(0[1-9]|[12][0-9]|3[01])/
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PERIODS_ARRAY = [:daily, :weekly, :montly, :dividends]
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# Error handling
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class StockException < StandardError
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end
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def initialize *parameters
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validate_symbols(parameters)
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end
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def history parameters
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type = :history
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parameters[:symbols] = @symbols
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validate_history(parameters)
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urls = generate_history_url(parameters)
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Securities::Scraper.new(type, urls)
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end
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private
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# History URL generator
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#
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# Generating URL for various types of requests within stocks.
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#
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# Using Yahoo Finance
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# http://ichart.finance.yahoo.com/table.csv?s=%s&a=%s&b=%s&c=%s&d=%s&e=%s&f=%s&g=%s&ignore=.csv
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#
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# s = ticker symbol.
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#
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# Start date
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# a = start_month
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# b = start_day
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# c = start_year
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#
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# End date
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# d = end_month
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# e = end_day
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# f = end_year
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#
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# g = :periods
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# Possible values are 'd' for daily (the default), 'w' for weekly, 'm' for monthly and 'v' for dividends.
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def generate_history_url parameters
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start_date = parameters[:start_date].to_date
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end_date = parameters[:end_date].to_date
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periods = case parameters[:periods]
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when :daily then 'd'
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when :weekly then 'w'
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when :monthly then 'm'
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when :dividends then 'v'
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end
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results = Hash.new
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@symbols.each do |symbol|
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url = 'http://ichart.finance.yahoo.com/table.csv?s=%s&a=%s&b=%s&c=%s&d=%s&e=%s&f=%s&g=%s&ignore=.csv' % [
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symbol,
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start_date.month - 1,
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start_date.day,
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start_date.year,
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end_date.month - 1,
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end_date.day,
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end_date.year,
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periods
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]
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results[symbol] = url
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end
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# Returns a hash {'symbol' => 'url'}
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return results
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end
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#
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# Input parameters validation
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#
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def validate_symbols parameters
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# Reject empty symbol hashes.
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@symbols = parameters.reject(&:empty?)
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unless !@symbols.empty?
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raise StockException, 'You must specify stock symbols.'
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end
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unless @symbols.uniq.length == @symbols.length
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raise StockException, 'Duplicate symbols given.'
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end
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end
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def validate_history parameters
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unless parameters.is_a?(Hash)
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raise StockException, 'Given parameters have to be a hash.'
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end
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unless parameters.has_keys?(:start_date, :end_date)
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raise StockException, 'You must specify :start_date and :end_date.'
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end
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unless DATE_REGEX.match(parameters[:start_date])
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raise StockException, 'Invalid :start_date specified. Format YYYY-MM-DD.'
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end
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unless DATE_REGEX.match(parameters[:end_date])
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raise StockException, 'Invalid :end_date specified. Format YYYY-MM-DD.'
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end
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unless parameters[:start_date].to_date < parameters[:end_date].to_date
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raise StockException, ':end_date must be greater than the :start_date.'
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end
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unless parameters[:start_date].to_date < Date.today
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raise StockException, ':start_date must not be in the future.'
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end
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# Set to default :periods if key isn't specified.
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parameters[:periods] = :daily if !parameters.has_key?(:periods)
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unless PERIODS_ARRAY.include?(parameters[:periods])
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raise StockException, 'Invalid :periods value specified.'
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end
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end
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end
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end
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#
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# The missing hash function
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# Returns true if all keys are present in hash.
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#
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class Hash
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def has_keys?(*_keys)
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(_keys - self.keys).empty?
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end
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end
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data/lib/securities.rb
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data/securities.gemspec
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# -*- encoding: utf-8 -*-
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require File.expand_path('../lib/securities/version', __FILE__)
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Gem::Specification.new do |gem|
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gem.authors = ["Nedomas"]
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gem.email = ["domas.bitvinskas@me.com"]
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gem.description = %q{Financial information scraper and a technical analysis tool.}
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gem.summary = %q{Financial information scraper and a technical analysis tool.}
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gem.homepage = "https://github.com/Nedomas/securities"
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gem.files = `git ls-files`.split($\)
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gem.executables = gem.files.grep(%r{^bin/}).map{ |f| File.basename(f) }
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gem.test_files = gem.files.grep(%r{^(test|spec|features)/})
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gem.name = "securities"
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gem.require_paths = ["lib"]
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gem.version = Securities::VERSION
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gem.add_dependency 'rails'
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gem.add_development_dependency 'rspec'
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end
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data/spec/spec_helper.rb
ADDED
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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 `$LOAD_PATH`.
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# Require this file using `require "spec_helper"` to ensure that it is only
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# loaded once.
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#
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# See http://rubydoc.info/gems/rspec-core/RSpec/Core/Configuration
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$:.unshift File.dirname(__FILE__) + '/../lib'
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require 'securities'
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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
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# order dependency and want to debug it, you can fix the order by providing
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# the seed, which is printed after each run.
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# --seed 1234
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config.order = 'random'
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end
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metadata
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--- !ruby/object:Gem::Specification
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name: securities
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version: !ruby/object:Gem::Version
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version: 0.0.1
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prerelease:
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platform: ruby
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authors:
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- Nedomas
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2012-08-24 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: rails
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requirement: !ruby/object:Gem::Requirement
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none: false
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requirements:
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19
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- - ! '>='
|
20
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+
- !ruby/object:Gem::Version
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21
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version: '0'
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22
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+
type: :runtime
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23
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+
prerelease: false
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24
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version_requirements: !ruby/object:Gem::Requirement
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+
none: false
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requirements:
|
27
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+
- - ! '>='
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28
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+
- !ruby/object:Gem::Version
|
29
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version: '0'
|
30
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+
- !ruby/object:Gem::Dependency
|
31
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name: rspec
|
32
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requirement: !ruby/object:Gem::Requirement
|
33
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+
none: false
|
34
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+
requirements:
|
35
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+
- - ! '>='
|
36
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+
- !ruby/object:Gem::Version
|
37
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+
version: '0'
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38
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+
type: :development
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39
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+
prerelease: false
|
40
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+
version_requirements: !ruby/object:Gem::Requirement
|
41
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+
none: false
|
42
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+
requirements:
|
43
|
+
- - ! '>='
|
44
|
+
- !ruby/object:Gem::Version
|
45
|
+
version: '0'
|
46
|
+
description: Financial information scraper and a technical analysis tool.
|
47
|
+
email:
|
48
|
+
- domas.bitvinskas@me.com
|
49
|
+
executables: []
|
50
|
+
extensions: []
|
51
|
+
extra_rdoc_files: []
|
52
|
+
files:
|
53
|
+
- .gitignore
|
54
|
+
- .rspec
|
55
|
+
- .travis.yml
|
56
|
+
- Gemfile
|
57
|
+
- LICENSE
|
58
|
+
- README.md
|
59
|
+
- Rakefile
|
60
|
+
- lib/securities.rb
|
61
|
+
- lib/securities/scraper.rb
|
62
|
+
- lib/securities/stock.rb
|
63
|
+
- lib/securities/version.rb
|
64
|
+
- securities.gemspec
|
65
|
+
- spec/securities_spec.rb
|
66
|
+
- spec/spec_helper.rb
|
67
|
+
homepage: https://github.com/Nedomas/securities
|
68
|
+
licenses: []
|
69
|
+
post_install_message:
|
70
|
+
rdoc_options: []
|
71
|
+
require_paths:
|
72
|
+
- lib
|
73
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
74
|
+
none: false
|
75
|
+
requirements:
|
76
|
+
- - ! '>='
|
77
|
+
- !ruby/object:Gem::Version
|
78
|
+
version: '0'
|
79
|
+
segments:
|
80
|
+
- 0
|
81
|
+
hash: -407219618759612130
|
82
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
83
|
+
none: false
|
84
|
+
requirements:
|
85
|
+
- - ! '>='
|
86
|
+
- !ruby/object:Gem::Version
|
87
|
+
version: '0'
|
88
|
+
segments:
|
89
|
+
- 0
|
90
|
+
hash: -407219618759612130
|
91
|
+
requirements: []
|
92
|
+
rubyforge_project:
|
93
|
+
rubygems_version: 1.8.23
|
94
|
+
signing_key:
|
95
|
+
specification_version: 3
|
96
|
+
summary: Financial information scraper and a technical analysis tool.
|
97
|
+
test_files:
|
98
|
+
- spec/securities_spec.rb
|
99
|
+
- spec/spec_helper.rb
|