yahoo-finance 0.0.1 → 0.0.2

data/HISTORY

@@ -0,0 +1,8 @@
+Version 0.0.2 - August 05, 2007
+===============================
+* Type-casting: pass the option :raw => false to the quotes method to get columns converted from string to specific types (mostly float, date, time and datetime)
+* Historical quotes: a convenient method to get historical quotes for a given symbol in an interval, getting either daily, weekly or monthly quotes - or dividend yields only
+
+Version 0.0.1 - August 04, 2007
+===============================
+* Initial implementation - no bells, no whristles :)

data/README

@@ -3,13 +3,21 @@ Ruby's Yahoo Finance Wrapper
 
 A dead simple wrapper for yahoo finance quotes end-point.
 
-
 Usage:
+
+1 - Getting latest quotes for a set of symbols
+----------------------------------------------
 Just pass an array of symbols (stock names, indexes, exchange rates) and a list of fields you want:
 
-data = Yahoo::Finance.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date])
-puts data[0].symbol + " value is: " + data[0].ask
+data = YahooFinance.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date])
+# ask will be a string here:
+puts data[0].symbol + " value is: " + data[0].ask 
+
+Or optionally:
 
+data = YahooFinance.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date], { :raw => false } )
+# ask will be a float here:
+puts data[0].symbol + " value is: " + data[0].ask 
 
 The full list of fields follows:
 
@@ -35,8 +43,8 @@ The full list of fields follows:
      :eps_estimate_next_year 
      :eps_estimate_next_quarter 
      :float_shares 
-     :days_low 
-     :days_high 
+     :low 
+     :high 
      :low_52_weeks 
      :high_52_weeks 
      :holdings_gain_percent 
@@ -57,7 +65,8 @@ The full list of fields follows:
      :change_from_52_week_high 
      :percent_change_from_52_week_high 
      :last_trade_with_time 
-     :last_trade_price_only 
+     :last_trade_price
+     :close 
      :high_limit 
      :low_limit 
      :days_range
@@ -100,6 +109,23 @@ The full list of fields follows:
      :dividend_yield 
 
 
+2 - Getting historical quotes
+-----------------------------
+
+Here you can specify a date range and a symbol, and retrieve historical data for it. 
+The last parameter (options) can include, besides the "raw" option, a "period" option.
+The period can be specified as :daily, :monthly, :weekly or :dividends_only
+
+data = YahooFinance.historical_quotes("BVSP", Time::now-(24*60*60*10), Time::now) # 10 days worth of data
+
+or
+
+data = YahooFinance.historical_quotes("BVSP", Time::now-(24*60*60*10), Time::now, { :raw => false, :period => :monthly })
+
+
+
+
+
 Enjoy! :-)
 
 - Herval (contact@hervalicio.us)

data/lib/yahoo_finance.rb

@@ -0,0 +1,199 @@
+require 'open-uri'
+require 'ostruct'
+
+ class YahooFinance
+  
+   VERSION = '0.0.2'
+
+   COLUMNS = {
+     :ask => ["a", :float],
+     :average_daily_volume => ["a2", :float],
+     :ask_size => ["a5", :integer],
+     :bid => ["b", :float],
+     :ask_real_time => ["b2", :time],
+     :bid_real_time => ["b3", :float],
+     :book_value => ["b4", :float],
+     :bid_size => ["b6", :integer],
+     :chance_and_percent_change => ["c", :string],
+     :change => ["c1", :float],
+     :comission => ["c3", :undefined],
+     :change_real_time => ["c6", :float],
+     :after_hours_change_real_time => ["c8", :undefined],
+     :dividend_per_share => ["d", :float],
+     :last_trade_date => ["d1", :date],
+     :trade_date => ["d2", :undefined],
+     :earnings_per_share => ["e", :float],
+     :error_indicator => ["e1", :string],
+     :eps_estimate_current_year => ["e7", :float],
+     :eps_estimate_next_year => ["e8", :float],
+     :eps_estimate_next_quarter => ["e9", :float],
+     :float_shares => ["f6", :float],
+     :low => ["g", :float],
+     :high => ["h", :float],
+     :low_52_weeks => ["j", :float],
+     :high_52_weeks => ["k", :float],
+     :holdings_gain_percent => ["g1", :float],
+     :annualized_gain => ["g3", :float],
+     :holdings_gain => ["g4", :float],
+     :holdings_gain_percent_realtime => ["g5", :float],
+     :holdings_gain_realtime => ["g6", :float],
+     :more_info => ["i", :string],
+     :order_book => ["i5", :float],
+     :market_capitalization => ["j1", :currency_amount],
+     :market_cap_realtime => ["j3", :currency_amount],
+     :ebitda => ["j4", :currency_amount],
+     :change_From_52_week_low => ["j5", :float],
+     :percent_change_from_52_week_low => ["j6", :float],
+     :last_trade_realtime_withtime => ["k1", :string],
+     :change_percent_realtime => ["k2", :string],
+     :last_trade_size => ["k3", :integer],
+     :change_from_52_week_high => ["k4", :float],
+     :percent_change_from_52_week_high => ["k5", :float],
+     :last_trade_with_time => ["l", :string],
+     :last_trade_price => ["l1", :float],
+     :close => ["l1", :float], # same as :last_trade_price
+     :high_limit => ["l2", :float],
+     :low_limit => ["l3", :float],
+     :days_range => ["m", :float],
+     :days_range_realtime => ["m2", :float],
+     :moving_average_50_day => ["m3", :float],
+     :moving_average_200_day => ["m4", :float],
+     :change_from_200_day_moving_average => ["m5", :float],
+     :percent_change_from_200_day_moving_average => ["m6", :float],
+     :change_from_50_day_moving_average => ["m7", :float],
+     :percent_change_from_50_day_moving_average => ["m8", :float],
+     :name => ["n", :string],
+     :notes => ["n4", :string],
+     :open => ["o", :float],
+     :previous_close => ["p", :float],
+     :price_paid => ["p1", :float],
+     :change_in_percent => ["p2", :float],
+     :price_per_sales => ["p5", :float],
+     :price_per_book => ["p6", :float],
+     :ex_dividend_date => ["q", :date],
+     :pe_ratio => ["p5", :float],
+     :dividend_pay_date => ["r1", :undefined],
+     :pe_ratio_realtime => ["r2", :float],
+     :peg_ratio => ["r5", :float],
+     :price_eps_estimate_current_year => ["r6", :float],
+     :price_eps_Estimate_next_year => ["r7", :float],
+     :symbol => ["s", :string],
+     :shares_owned => ["s1", :float],
+     :short_ratio => ["s7", :float],
+     :last_trade_time => ["t1", :time],
+     :trade_links => ["t6", :string],
+     :ticker_trend => ["t7", :string],
+     :one_year_target_price => ["t8", :float],
+     :volume => ["v", :float],
+     :holdings_value => ["v1", :undefined],
+     :holdings_value_realtime => ["v7", :undefined],
+     :weeks_range_52 => ["w", :float],
+     :day_value_change => ["w1", :float],
+     :day_value_change_realtime => ["w4", :string],
+     :stock_exchange => ["x", :string],
+     :dividend_yield => ["y", :float],
+     :adjusted_close => [nil, :float] # this one only comes in historical quotes
+  }
+  
+  HISTORICAL_MODES = {
+    :daily => "d",
+    :weekly => "w",
+    :monthly => "m",
+    :dividends_only => "v"
+  }
+
+  ROWS_PER_REQUEST = 50
+
+  # retrieve the quote data (an OpenStruct per quote)
+  # the options param can be used to specify the following attributes:
+  # :raw - if true, each column will be converted (to numbers, dates, etc)
+  def self.quotes(symbols_array, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = { :raw => true })
+     ret = []
+     cols = columns_array.collect { |c| COLUMNS[c][0] }.join
+     types = columns_array.collect { |c| COLUMNS[c][1] }.join if options[:raw]
+
+     i = 0
+     k = 0
+     while i < symbols_array.size
+       subset = symbols_array[i..i+ROWS_PER_REQUEST]
+       symb_str = subset.collect { |s| "#{s}" }.join("+")
+
+       lines = read_lines(symb_str, cols)
+       for line in lines
+         ret << extract_data(line, symbols_array[k], columns_array, options)
+         k+=1
+       end
+
+       i += ROWS_PER_REQUEST+1
+     end
+
+     return ret
+  end
+  
+  def self.historical_quotes(symbol, start_date, end_date, options = { :raw => true, :period => :daily })
+     options[:period] ||= :daily
+     lines = read_historical(symbol, start_date, end_date, options)
+     ret = []
+     
+     if options[:period] == :dividends_only
+       cols = [:dividend_pay_date, :dividend_yield]
+     else
+       cols = [:trade_date, :open, :high, :low, :close, :volume, :adjusted_close]
+     end
+     
+     for line in lines
+         ret << extract_data(line, symbol, cols, options)        
+     end
+     
+     return ret
+  end
+  
+  private
+  
+  def self.extract_data(raw_line, symbol, columns_array, options)
+     datamap = {}
+     datamap[:symbol] = symbol
+     data = raw_line.split(',')
+
+     for j in (0..data.size-1)
+       if !options[:raw]
+         datamap[columns_array[j]] = format(data[j], COLUMNS[columns_array[j]][1])
+       else
+         datamap[columns_array[j]] = data[j]
+       end
+     end
+
+     OpenStruct.new(datamap)
+  end
+  
+  def self.format(str, type)
+    case type
+      when :float then str.to_f
+      when :integer then str.to_i
+      #when :date then DateTime::parse(str)
+      #when :time then Time.parse(str)
+    else str
+    end
+  end
+  
+  def self.read_lines(symb_str, cols)
+     conn = open("http://finance.yahoo.com/d/quotes.csv?s=#{symb_str}&f=#{cols}")
+     lines = conn.read
+     
+     lines.split("\r\n")
+  end
+  
+  def self.read_historical(symbol, start_date, end_date, options)
+     url = "http://ichart.finance.yahoo.com/table.csv?s=#{symbol}&d=#{end_date.month-1}&e=#{end_date.day}&f=#{end_date.year}&g=#{HISTORICAL_MODES[options[:period]]}&a=#{start_date.month-1}&b=#{start_date.day}&c=#{start_date.year}&ignore=.csv"
+     begin
+       conn = open(url) 
+     rescue
+       return []
+     end
+     lines = conn.read
+
+     all_lines = lines.split("\n")
+     return all_lines[1..all_lines.size-1]
+  end
+  
+ end

metadata

@@ -3,8 +3,8 @@ rubygems_version: 0.9.4
 specification_version: 1
 name: yahoo-finance
 version: !ruby/object:Gem::Version 
-  version: 0.0.1
-date: 2007-08-04 00:00:00 -03:00
+  version: 0.0.2
+date: 2007-08-05 00:00:00 -03:00
 summary: A wrapper to Yahoo! Finance market data (quotes and exchange rates) feed
 require_paths: 
 - lib
@@ -12,7 +12,7 @@ email: herval@hervalicio.us
 homepage: http://hervalicio.us/blog
 rubyforge_project: 
 description: 
-autorequire: 
+autorequire: yahoo_finance
 default_executable: 
 bindir: bin
 has_rdoc: false
@@ -29,14 +29,16 @@ post_install_message:
 authors: 
 - Herval Freire
 files: 
-- bin/yahoo_finance.rb
+- lib/yahoo_finance.rb
 - README
+- HISTORY
 test_files: []
 
 rdoc_options: []
 
 extra_rdoc_files: 
 - README
+- HISTORY
 executables: []
 
 extensions: []

data/bin/yahoo_finance.rb

@@ -1,133 +0,0 @@
-require 'open-uri'
-require 'ostruct'
-
-module Yahoo
-
- class Finance
-  
-   VERSION = '0.0.1'
-
-  @@columns = {
-     :ask => "a",
-     :average_daily_volume => "a2",
-     :ask_size => "a5",
-     :bid => "b",
-     :ask_real_time => "b2",
-     :bid_real_time => "b3",
-     :book_value => "b4",
-     :bid_size => "b6",
-     :chance_and_percent_change => "c",
-     :change => "c1",
-     :comission => "c3",
-     :change_real_time => "c6",
-     :after_hours_change_real_time => "c8",
-     :dividend_per_share => "d",
-     :last_trade_date => "d1",
-     :trade_date => "d2",
-     :earnings_per_share => "e",
-     :error_indicator => "e1",
-     :eps_estimate_current_year => "e7",
-     :eps_estimate_next_year => "e8",
-     :eps_estimate_next_quarter => "e9",
-     :float_shares => "f6",
-     :days_low => "g",
-     :days_high => "h",
-     :low_52_weeks => "j",
-     :high_52_weeks => "k",
-     :holdings_gain_percent => "g1",
-     :annualized_gain => "g3",
-     :holdings_gain => "g4",
-     :holdings_gain_percent_realtime => "g5",
-     :holdings_gain_realtime => "g6",
-     :more_info => "i",
-     :order_book => "i5",
-     :market_capitalization => "j1",
-     :market_cap_realtime => "j3",
-     :ebitda => "j4",
-     :change_From_52_week_low => "j5",
-     :percent_change_from_52_week_low => "j6",
-     :last_trade_realtime_withtime => "k1",
-     :change_percent_realtime => "k2",
-     :last_trade_size => "k3",
-     :change_from_52_week_high => "k4",
-     :percent_change_from_52_week_high => "k5",
-     :last_trade_with_time => "l",
-     :last_trade_price_only => "l1",
-     :high_limit => "l2",
-     :low_limit => "l3",
-     :days_range => "m",
-     :days_range_realtime => "m2",
-     :moving_average_50_day => "m3",
-     :moving_average_200_day => "m4",
-     :change_from_200_day_moving_average => "m5",
-     :percent_change_from_200_day_moving_average => "m6",
-     :change_from_50_day_moving_average => "m7",
-     :percent_change_from_50_day_moving_average => "m8",
-     :name => "n",
-     :notes => "n4",
-     :open => "o",
-     :previous_close => "p",
-     :price_paid => "p1",
-     :change_in_percent => "p2",
-     :price_per_sales => "p5",
-     :price_per_book => "p6",
-     :ex_dividend_date => "q",
-     :pe_ratio => "p5",
-     :dividend_pay_date => "r1",
-     :pe_ratio_realtime => "r2",
-     :peg_ratio => "r5",
-     :price_eps_estimate_current_year => "r6",
-     :price_eps_Estimate_next_year => "r7",
-     :symbol => "s",
-     :shares_owned => "s1",
-     :short_ratio => "s7",
-     :last_trade_time => "t1",
-     :trade_links => "t6",
-     :ticker_trend => "t7",
-     :one_year_target_price => "t8",
-     :volume => "v",
-     :holdings_value => "v1",
-     :holdings_value_realtime => "v7",
-     :weeks_range_52 => "w",
-     :day_value_change => "w1",
-     :day_value_change_realtime => "w4",
-     :stock_exchange => "x",
-     :dividend_yield => "y"
-  }
-
-  ROWS_PER_REQUEST = 50
-
-  def self.quotes(symbols_array, columns_array = [:symbol, :ask, :bid])
-     ret = []
-     cols = columns_array.collect { |c| @@columns[c] }.join
-
-     i = 0
-     k = 0
-     while i < symbols_array.size
-       subset = symbols_array[i..i+ROWS_PER_REQUEST]
-       symb_str = subset.collect { |s| "#{s}" }.join("+")
-
-       conn = open("http://finance.yahoo.com/d/quotes.csv?s=#{symb_str}&f=#{cols}")
-       lines = conn.read.split
-       for line in lines
-         datamap = {}
-         datamap[:symbol] = symbols_array[k]
-         data = line.split(',')
-
-         for j in (0..data.size-1)
-           datamap[columns_array[j]] = data[j]
-         end
-
-         ret << OpenStruct.new(datamap)
-         k+=1
-       end
-
-       i += ROWS_PER_REQUEST+1
-     end
-
-     return ret
-
-  end
- end
-
-end