stock_history 0.1.0
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- checksums.yaml +7 -0
- data/.gitignore +9 -0
- data/.rspec +2 -0
- data/.travis.yml +5 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +4 -0
- data/LICENSE.txt +21 -0
- data/README.md +53 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/stock_history.rb +138 -0
- data/lib/stock_history/exceptions.rb +4 -0
- data/lib/stock_history/utility.rb +50 -0
- data/lib/stock_history/version.rb +3 -0
- data/stock_history.gemspec +36 -0
- metadata +101 -0
checksums.yaml
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metadata.gz: 33f1883ebe03f8b4244524165005fc7ed9ed6dd3
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SHA512:
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data/.gitignore
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data/.rspec
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data/.travis.yml
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data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at unieagle@gmail.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [http://contributor-covenant.org/version/1/4][version]
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[homepage]: http://contributor-covenant.org
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[version]: http://contributor-covenant.org/version/1/4/
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data/Gemfile
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2017 uniEagle
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# StockHistory
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Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/stock_history`. To experiment with that code, run `bin/console` for an interactive prompt.
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TODO: Delete this and the text above, and describe your gem
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'stock_history'
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```
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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 stock_history
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## Usage
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Daily history with splits:
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```ruby
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StockHistory.history('DRYS', :start_date => '2017-01-20', :stop_date => '2017-01-25')
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# => [{:date=>"20170125", :date_parsed=>#<Date: 2017-01-25 ((2457779j,0s,0n),+0s,2299161j)>, :open=>4.48, :high=>4.74, :low=>3.98, :close=>4.0, :volume=>12492400.0, :adjusted_close=>4.0, :split=>nil, :merge=>nil, :dividend=>nil}, {:date=>"20170124", :date_parsed=>#<Date: 2017-01-24 ((2457778j,0s,0n),+0s,2299161j)>, :open=>5.56, :high=>5.6, :low=>4.42, :close=>4.48, :volume=>20733100.0, :adjusted_close=>4.48, :split=>nil, :merge=>nil, :dividend=>nil}, {:date=>"20170123", :date_parsed=>#<Date: 2017-01-23 ((2457777j,0s,0n),+0s,2299161j)>, :open=>7.5, :high=>7.65, :low=>5.25, :close=>5.4, :volume=>13820800.0, :adjusted_close=>5.4, :split=>1.0, :merge=>8.0, :dividend=>nil}, {:date=>"20170120", :date_parsed=>#<Date: 2017-01-20 ((2457774j,0s,0n),+0s,2299161j)>, :open=>1.04, :high=>1.13, :low=>0.99, :close=>1.01, :volume=>6841800.0, :adjusted_close=>8.08, :split=>nil, :merge=>nil, :dividend=>nil}]
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```
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Daily history with dividend:
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```ruby
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StockHistory.history('GDXJ', :start_date => '2016-12-18', :stop_date => '2016-12-21')
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# => [{:date=>"20161221", :date_parsed=>#<Date: 2016-12-21 ((2457744j,0s,0n),+0s,2299161j)>, :open=>28.62, :high=>28.75, :low=>28.13, :close=>28.18, :volume=>11546800.0, :adjusted_close=>28.18, :split=>nil, :merge=>nil, :dividend=>nil}, {:date=>"20161220", :date_parsed=>#<Date: 2016-12-20 ((2457743j,0s,0n),+0s,2299161j)>, :open=>27.71, :high=>28.63, :low=>27.37, :close=>28.51, :volume=>23996800.0, :adjusted_close=>28.51, :split=>nil, :merge=>nil, :dividend=>nil}, {:date=>"20161219", :date_parsed=>#<Date: 2016-12-19 ((2457742j,0s,0n),+0s,2299161j)>, :open=>28.89, :high=>28.92, :low=>28.12, :close=>28.43, :volume=>27938700.0, :adjusted_close=>28.43, :split=>nil, :merge=>nil, :dividend=>1.51}, {:date=>"20161216", :date_parsed=>#<Date: 2016-12-16 ((2457739j,0s,0n),+0s,2299161j)>, :open=>30.81, :high=>31.18, :low=>29.53, :close=>29.86, :volume=>23705400.0, :adjusted_close=>28.35, :split=>nil, :merge=>nil, :dividend=>nil}]
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```
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## Development
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After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/stock_history. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
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## License
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The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "stock_history"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start
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data/bin/setup
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require "stock_history/version"
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require 'net/http'
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require 'json'
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require 'date'
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require 'stock_history/utility.rb'
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require 'stock_history/exceptions.rb'
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include StockHistory::Utility
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module StockHistory
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# Get daily history for a symbol
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# Available params:
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# :start_date => '2016-01-01'
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# :end_date => Date.today.to_s
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# :freq => 'd', 'w' or 'm'
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def self.history(symbol, params={})
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his_params = {}
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his_params[:start_date] = to_date(params[:start_date])
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his_params[:stop_date] = to_date(params[:stop_date])
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his_params[:freq] = (%w(d w m).include?(params[:freq]) ? params[:freq] : 'd')
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url = build_url(symbol, his_params)
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uri = URI(url)
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response = Net::HTTP.get(uri)
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parse_response(response)
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end
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private
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def self.parse_response(response)
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results = []
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lines = response.split("\n")
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if lines.count <= 5
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raise ParseException.new("Response format not correct")
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end
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# Date,Open,High,Low,Close,Volume,Adj Close
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if lines[0] != "Date,Open,High,Low,Close,Volume,Adj Close"
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raise ParseException.new("Header not correct")
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end
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if lines[-1] != "STATUS, 0"
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raise ParseException.new("Status not correct")
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end
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# TOTALSIZE, 24
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total_size = 0
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unless lines[-2].start_with?("TOTALSIZE")
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raise ParseException.new("Size not parsed out")
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else
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total_size = lines[-2].split(',').last.to_i
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end
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# STARTDATE, 20161230
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# ENDDATE, 20170203
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start_date = nil
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end_date = nil
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unless lines[-3].start_with?("ENDDATE") or lines[-4].start_with?("STARTDATE")
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raise ParseException.new("Dates not parsed out")
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else
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start_date = lines[-4].split(',').last.strip
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end_date = lines[-3].split(',').last.strip
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end
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dividends = {}
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splits = {}
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lines[1..-5].each do |line|
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# puts line
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elements = line.split(",").map(&:strip)
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if elements.first == 'SPLIT'
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# this is reverse split (merge), and will apear above the daily history on that day
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# SPLIT, 20170123,1:8
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rates = elements.last.split(':').map(&:to_f)
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splits[elements[1]] = {
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:date => elements[1],
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:split => rates[0] < rates[1] ? 1.0 : rates[0] / rates[1],
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:merge => rates[0] < rates[1] ? rates[1] / rates[0] : 1.0
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}
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elsif elements.first == 'DIVIDEND'
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# this will apear above the daily history on that day
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# DIVIDEND, 20161219,1.507000
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dividends[elements[1]] = {
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:date => elements[1],
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:dividend => elements[2].to_f.round(2)
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}
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else
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# Date,Open,High,Low,Close,Volume,Adj Close
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# 20161219,28.889999,28.92,28.120001,28.43,27938700,28.43
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trading_date = to_date(elements.first)
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if trading_date.nil?
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raise ParseException.new("Format error on line: #{line}")
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end
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results << {
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:date => elements[0],
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:date_parsed => to_date(elements[0]),
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:open => elements[1].to_f.round(2),
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:high => elements[2].to_f.round(2),
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:low => elements[3].to_f.round(2),
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:close => elements[4].to_f.round(2),
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:volume => elements[5].to_f.round(2),
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:adjusted_close => elements[6].to_f.round(2),
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:split => splits[elements[0]] == nil ? nil : splits[elements[0]][:split],
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:merge => splits[elements[0]] == nil ? nil : splits[elements[0]][:merge],
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:dividend => dividends[elements[0]] == nil ? nil : dividends[elements[0]][:dividend],
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}
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end
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end
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results
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end
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def self.build_url(symbol, params={})
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params[:start_date] ||= Date.parse('2016-01-01')
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params[:stop_date] ||= Date.today
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params[:freq] ||= 'd'
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url_params = {}
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url_params['s'] = symbol.upcase
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url_params['a'] = params[:start_date].month - 1
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url_params['b'] = params[:start_date].day
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url_params['c'] = params[:start_date].year
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url_params['d'] = params[:stop_date].month - 1
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url_params['e'] = params[:stop_date].day
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url_params['f'] = params[:stop_date].year
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url_params['g'] = params[:freq]
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url_params['y'] = '0'
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url_params['z'] = '30000'
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+
|
131
|
+
url = 'http://real-chart.finance.yahoo.com/x?'
|
132
|
+
url_params.keys.sort.each do |key|
|
133
|
+
url += "&#{key}=#{url_params[key]}"
|
134
|
+
end
|
135
|
+
|
136
|
+
url
|
137
|
+
end
|
138
|
+
end
|
@@ -0,0 +1,50 @@
|
|
1
|
+
|
2
|
+
require 'date'
|
3
|
+
module StockHistory
|
4
|
+
# => StockHistory Utility Methods
|
5
|
+
module Utility
|
6
|
+
|
7
|
+
def min_date(first, second)
|
8
|
+
first < second ? first : second
|
9
|
+
end
|
10
|
+
|
11
|
+
def to_format(string)
|
12
|
+
to_fs(to_date(string))
|
13
|
+
end
|
14
|
+
|
15
|
+
def to_underscore(string)
|
16
|
+
string = string.gsub(/::/, '/')
|
17
|
+
string.gsub!(/([A-Z]+)([A-Z][a-z])/, '\1_\2')
|
18
|
+
string.gsub!(/([a-z\d])([A-Z])/, '\1_\2')
|
19
|
+
string.tr!('-', '_')
|
20
|
+
string.downcase!
|
21
|
+
string
|
22
|
+
end
|
23
|
+
|
24
|
+
def to_fs(string)
|
25
|
+
(!!Float(string) rescue false) ? Float(string) : string
|
26
|
+
end
|
27
|
+
|
28
|
+
def to_p(string)
|
29
|
+
if string.is_a?(String)
|
30
|
+
to_p(string.split(','))
|
31
|
+
elsif string.is_a?(Array)
|
32
|
+
"'#{string.join("','").gsub(" ", "").upcase}'"
|
33
|
+
else
|
34
|
+
string
|
35
|
+
end
|
36
|
+
end
|
37
|
+
|
38
|
+
def to_date(string)
|
39
|
+
if string.is_a?(String) && string.match(/\d{4}-\d{2}-\d{2}/)
|
40
|
+
Date.strptime(string, '%Y-%m-%d')
|
41
|
+
elsif string.is_a?(String) && string.match(/\d{2}\/\d{2}\/\d{4}/)
|
42
|
+
Date.strptime(string, '%m/%d/%Y')
|
43
|
+
elsif string.is_a?(String) && string.match(/\d{8}/)
|
44
|
+
Date.strptime(string, '%Y%m%d')
|
45
|
+
else
|
46
|
+
string
|
47
|
+
end
|
48
|
+
end
|
49
|
+
end
|
50
|
+
end
|
@@ -0,0 +1,36 @@
|
|
1
|
+
# coding: utf-8
|
2
|
+
lib = File.expand_path('../lib', __FILE__)
|
3
|
+
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
4
|
+
require 'stock_history/version'
|
5
|
+
|
6
|
+
Gem::Specification.new do |spec|
|
7
|
+
spec.name = "stock_history"
|
8
|
+
spec.version = StockHistory::VERSION
|
9
|
+
spec.authors = ["uniEagle"]
|
10
|
+
spec.email = ["unieagle@gmail.com"]
|
11
|
+
|
12
|
+
spec.summary = "Get stock history data from Yahoo, with split and dividend info"
|
13
|
+
spec.description = "Get stock history data from Yahoo, with split and dividend info"
|
14
|
+
spec.homepage = "https://github.com/unieagle/stock_history"
|
15
|
+
spec.license = "MIT"
|
16
|
+
|
17
|
+
# Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
|
18
|
+
# to allow pushing to a single host or delete this section to allow pushing to any host.
|
19
|
+
# if spec.respond_to?(:metadata)
|
20
|
+
# spec.metadata['allowed_push_host'] = "TODO: Set to 'http://mygemserver.com'"
|
21
|
+
# else
|
22
|
+
# raise "RubyGems 2.0 or newer is required to protect against " \
|
23
|
+
# "public gem pushes."
|
24
|
+
# end
|
25
|
+
|
26
|
+
spec.files = `git ls-files -z`.split("\x0").reject do |f|
|
27
|
+
f.match(%r{^(test|spec|features)/})
|
28
|
+
end
|
29
|
+
spec.bindir = "exe"
|
30
|
+
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
31
|
+
spec.require_paths = ["lib"]
|
32
|
+
|
33
|
+
spec.add_development_dependency "bundler", "~> 1.13"
|
34
|
+
spec.add_development_dependency "rake", "~> 10.0"
|
35
|
+
spec.add_development_dependency "rspec", "~> 3.0"
|
36
|
+
end
|
metadata
ADDED
@@ -0,0 +1,101 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: stock_history
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.1.0
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- uniEagle
|
8
|
+
autorequire:
|
9
|
+
bindir: exe
|
10
|
+
cert_chain: []
|
11
|
+
date: 2017-02-06 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: '1.13'
|
20
|
+
type: :development
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - "~>"
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '1.13'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: rake
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - "~>"
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: '10.0'
|
34
|
+
type: :development
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - "~>"
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '10.0'
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
name: rspec
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
44
|
+
requirements:
|
45
|
+
- - "~>"
|
46
|
+
- !ruby/object:Gem::Version
|
47
|
+
version: '3.0'
|
48
|
+
type: :development
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - "~>"
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: '3.0'
|
55
|
+
description: Get stock history data from Yahoo, with split and dividend info
|
56
|
+
email:
|
57
|
+
- unieagle@gmail.com
|
58
|
+
executables: []
|
59
|
+
extensions: []
|
60
|
+
extra_rdoc_files: []
|
61
|
+
files:
|
62
|
+
- ".gitignore"
|
63
|
+
- ".rspec"
|
64
|
+
- ".travis.yml"
|
65
|
+
- CODE_OF_CONDUCT.md
|
66
|
+
- Gemfile
|
67
|
+
- LICENSE.txt
|
68
|
+
- README.md
|
69
|
+
- Rakefile
|
70
|
+
- bin/console
|
71
|
+
- bin/setup
|
72
|
+
- lib/stock_history.rb
|
73
|
+
- lib/stock_history/exceptions.rb
|
74
|
+
- lib/stock_history/utility.rb
|
75
|
+
- lib/stock_history/version.rb
|
76
|
+
- stock_history.gemspec
|
77
|
+
homepage: https://github.com/unieagle/stock_history
|
78
|
+
licenses:
|
79
|
+
- MIT
|
80
|
+
metadata: {}
|
81
|
+
post_install_message:
|
82
|
+
rdoc_options: []
|
83
|
+
require_paths:
|
84
|
+
- lib
|
85
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - ">="
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: '0'
|
90
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
91
|
+
requirements:
|
92
|
+
- - ">="
|
93
|
+
- !ruby/object:Gem::Version
|
94
|
+
version: '0'
|
95
|
+
requirements: []
|
96
|
+
rubyforge_project:
|
97
|
+
rubygems_version: 2.5.1
|
98
|
+
signing_key:
|
99
|
+
specification_version: 4
|
100
|
+
summary: Get stock history data from Yahoo, with split and dividend info
|
101
|
+
test_files: []
|