yahoo-finance 0.2.0 → 1.0.0

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data/HISTORY

@@ -1,3 +1,7 @@
+0.3.0 - Aug 16, 2015
+====================
+* Refactorings & support for US companies data (via NASDAQ's Apis) - by Eric D. Santos Sosa
+
 0.2.0 - Nov 24, 2014
 ====================
 * Allow fetching a single symbol with the `quote` method

data/README.md

@@ -4,10 +4,13 @@ A dead simple wrapper for yahoo finance quotes end-point.
 ## Installation:
 
 `gem install 'yahoo-finance'`
-`require 'yahoo_finance'`
+`require 'yahoo-finance'`
 
 If using bundler: 
-`gem 'yahoo-finance', require: 'yahoo_finance'`
+
+`gem 'yahoo-finance', git: 'https://github.com/herval/yahoo-finance.git'`
+
+`require: 'yahoo-finance'`
 
 ## Usage:
 
@@ -16,7 +19,8 @@ If using bundler:
 Pass an array of valid symbols (stock names, indexes, exchange rates) and a list of fields you want:
 
 ```ruby
-data = YahooFinance.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date])
+yahoo_client = YahooFinance::Client.new
+data = yahoo_client.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date])
 ```
 
 Data is now an array of results. You now have accessor methods to retrieve the data, with the return results being strings:
@@ -28,7 +32,8 @@ puts data[0].symbol + " value is: " + data[0].ask
 Passing `raw: false` will return numerical values
 
 ```ruby
-data = YahooFinance.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date], { raw: false } )
+yahoo_client = YahooFinance::Client.new
+data = yahoo_client.quotes(["BVSP", "NATU3.SA", "USDJPY=X"], [:ask, :bid, :last_trade_date], { raw: false } )
 data[0].ask # This is now a float
 ```
 
@@ -123,6 +128,30 @@ The full list of fields follows:
      :weeks_range_52 
 ```
 
+### Getting symbols by stock market (beta)
+
+Create a YahooFinance::Client instance
+
+```ruby
+yahoo_client = YahooClient::Client.new
+```
+
+Calling symbols_by_market method (symbols_by_market(country, stock_market))
+
+Note: Can only be called with US Stock Markets for now. 
+
+*Important: This data comes directly from NASDAQ's CSV endpoints, NOT Yahoo Finance*. It might be extracted into a different Gem in the future.
+
+```ruby
+yahoo_client.symbols_by('us', 'nyse') # Only US Stock Markets For Now
+```
+
+This method returns an array of symbols that can be used with the quotes method
+
+```ruby
+data = yahoo_client.quotes(yahoo_client.symbols_by_market('us', 'nyse'), [:ask, :bid, :last_trade_date])
+```
+
 ### Getting historical quotes
 
 Here you can specify a date range and a symbol, and retrieve historical data for it. 
@@ -130,19 +159,22 @@ The last parameter (options) can include, besides the "raw" option, a "period" o
 The period can be specified as :daily, :monthly, :weekly or :dividends_only
 
 ```ruby
-data = YahooFinance.historical_quotes("AAPL") # entire historical data
+yahoo_client = YahooFinance::Client.new
+data = yahoo_client.historical_quotes("AAPL") # entire historical data
 ```
 
 or
 
 ```ruby
-data = YahooFinance.historical_quotes("AAPL", { start_date: Time::now-(24*60*60*10), end_date: Time::now }) # 10 days worth of data
+yahoo_client = YahooFinance::Client.new
+data = yahoo_client.historical_quotes("AAPL", { start_date: Time::now-(24*60*60*10), end_date: Time::now }) # 10 days worth of data
 ```
 
 or
 
 ``` ruby
-data = YahooFinance.historical_quotes("AAPL", { raw: false, period: :monthly })
+yahoo_client = YahooFinance::Client.new
+data = yahoo_client.historical_quotes("AAPL", { raw: false, period: :monthly })
 ```
 
 ### Getting splits
@@ -150,7 +182,8 @@ data = YahooFinance.historical_quotes("AAPL", { raw: false, period: :monthly })
 You can also retrieve split data.
 
 ```ruby
-data = YahooFinance.splits('AAPL', :start_date => Date.today - 10*365)
+yahoo_client = YahooFinance::Client.new
+data = yahoo_client.splits('AAPL', :start_date => Date.today - 10*365)
 data[0].date   # Date<2014-06-09>
 data[0].before # 1
 data[0].after  # 7
@@ -160,3 +193,4 @@ data[0].after  # 7
 Enjoy! :-)
 
 - Herval (hervalfreire@gmail.com)
+- Eric D. Santos Sosa (eric.santos@cometa.works)

data/lib/yahoo-finance.rb

@@ -1 +1,172 @@
-require 'yahoo_finance'
+require "open-uri"
+require "ostruct"
+require "json"
+require "yahoo-finance/version"
+require "yahoo-finance/finance-utils"
+require "csv"
+
+module YahooFinance
+  # Client for Yahoo Finance Queries
+  class Client
+    include YahooFinance::FinanceUtils
+
+    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", change_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", low: "g", 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: "l1", close: "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: "r", 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", adjusted_close: nil
+      # only in historical quotes ^
+    }
+
+    HISTORICAL_MODES = {
+      daily: "d", weekly: "w", monthly: "m", dividends_only: "v"
+    }
+
+    SYMBOLS_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 quotes(symbols_array, columns_array = [
+      :symbol, :last_trade_price, :last_trade_date,
+      :change, :previous_close], options = {})
+
+      options[:raw] ||= true
+      ret = []
+      symbols_array.each_slice(SYMBOLS_PER_REQUEST) do |symbols|
+        read_quotes(symbols.join("+"), columns_array).map do |row|
+          ret << OpenStruct.new(row.to_hash)
+        end
+      end
+      ret
+    end
+
+    def quote(symbol, columns_array = [
+      :symbol, :last_trade_price, :last_trade_date,
+      :change, :previous_close], options = {})
+
+      options[:raw] ||= true
+      quotes([symbol], columns_array, options).first
+    end
+
+    def historical_quotes(symbol, options = {})
+      options[:raw] ||= true
+      options[:period] ||= :daily
+      read_historical(symbol, options).map do |row|
+        OpenStruct.new(row.to_hash.merge(symbol: symbol))
+      end
+    end
+
+    def symbols(query)
+      ret = []
+      read_symbols(query).each do |row|
+        ret << OpenStruct.new(row)
+      end
+      ret
+    end
+
+    def splits(symbol, options = {})
+      rows = read_splits(symbol, options).select { |row| row[0] == "SPLIT" }
+      rows.map do |row|
+        type, date, value = row
+        after, before = value.split(":")
+        OpenStruct.new(
+          symbol: symbol, date: Date.strptime(date.strip, "%Y%m%d"),
+          before: before.to_i, after: after.to_i)
+      end
+    end
+
+    private
+
+    def read_quotes(symb_str, cols)
+      columns = "#{cols.map { |col| COLUMNS[col] }.join("")}"
+      conn = open("http://download.finance.yahoo.com/d/quotes.csv?s=#{URI.escape(symb_str)}&f=#{columns}")
+      CSV.parse(conn.read, headers: cols)
+    end
+
+    def read_historical(symbol, options)
+      params = {
+        s: URI.escape(symbol), g: HISTORICAL_MODES[options[:period]],
+        ignore: ".csv" }
+      if options[:start_date]
+        params[:a] = options[:start_date].month-1
+        params[:b] = options[:start_date].day
+        params[:c] = options[:start_date].year
+      end
+      if options[:end_date]
+        params[:d] = options[:end_date].month-1
+        params[:e] = options[:end_date].day
+        params[:f] = options[:end_date].year
+      end
+
+     url = "http://ichart.finance.yahoo.com/table.csv?#{params.map{|k, v| "#{k}=#{v}"}.join("&")}"
+     conn = open(url)
+     cols = if options[:period] == :dividends_only
+              [:dividend_pay_date, :dividend_yield]
+            else
+              [:trade_date, :open, :high, :low,
+               :close, :volume, :adjusted_close]
+            end
+     result = CSV.parse(conn.read, headers: cols)
+     #:first_row, :header_converters => :symbol)
+     result.delete(0)  # drop returned header
+     result
+    end
+
+    def read_splits(symbol, options)
+      params = {
+        s: URI.escape(symbol), g: "v" }
+      if options[:start_date]
+        params[:a] = options[:start_date].month-1
+        params[:b] = options[:start_date].day
+        params[:c] = options[:start_date].year
+      end
+      if options[:end_date]
+        params[:d] = options[:end_date].month-1
+        params[:e] = options[:end_date].day
+        params[:f] = options[:end_date].year
+      end
+
+     url = "http://ichart.finance.yahoo.com/x?#{params.map{|k, v| "#{k}=#{v}"}.join("&")}"
+     conn = open(url)
+     CSV.parse(conn.read)
+    end
+
+    def read_symbols(query)
+      conn = open("http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=#{query}&callback=YAHOO.Finance.SymbolSuggest.ssCallback")
+      result = conn.read
+      result.sub!("YAHOO.Finance.SymbolSuggest.ssCallback(", "").chomp!(")")
+      json_result = JSON.parse(result)
+      json_result["ResultSet"]["Result"]
+    end
+  end
+end

data/lib/yahoo-finance/finance-utils.rb

@@ -0,0 +1,28 @@
+# YahooFinance Module for YahooFinance gem
+module YahooFinance
+  # FinanceUtils Module
+  module FinanceUtils
+    def self.included(base)
+      base.extend(self)
+    end
+
+    MARKETS = OpenStruct.new(
+      us: OpenStruct.new(
+        nasdaq: OpenStruct.new(
+          url: "http://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nasdaq&render=download"),
+        nyse: OpenStruct.new(
+          url: "http://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nyse&render=download"),
+        amex: OpenStruct.new(
+          url: "http://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=amex&render=download")))
+
+    def symbols_by_market(country, market)
+      symbols = []
+      return symbols unless MARKETS[country][market]
+      CSV.foreach(open(MARKETS[country][market].url)) do |row|
+        next if row.first == "Symbol"
+        symbols.push(row.first.gsub(" ", ""))
+      end
+      symbols
+    end
+  end
+end

data/lib/yahoo-finance/version.rb

@@ -0,0 +1,4 @@
+# Version Variable for Yahoo Finance Gem
+module YahooFinance
+  VERSION = '1.0.0'
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: yahoo-finance
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 1.0.0
 platform: ruby
 authors:
 - Herval Freire
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-11-24 00:00:00.000000000 Z
+date: 2015-08-16 00:00:00.000000000 Z
 dependencies: []
 description: 
 email: herval@hervalicio.us
@@ -21,7 +21,8 @@ files:
 - HISTORY
 - README.md
 - lib/yahoo-finance.rb
-- lib/yahoo_finance.rb
+- lib/yahoo-finance/finance-utils.rb
+- lib/yahoo-finance/version.rb
 homepage: http://hervalicio.us/blog
 licenses: []
 metadata: {}
@@ -41,7 +42,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.2.2
+rubygems_version: 2.4.8
 signing_key: 
 specification_version: 4
 summary: A wrapper to Yahoo! Finance market data (quotes and exchange rates) feed

data/lib/yahoo_finance.rb

@@ -1,231 +0,0 @@
-require 'open-uri'
-require 'ostruct'
-require 'json'
-
-if RUBY_VERSION >= "1.9"
-  require 'csv'
-else
-  require 'rubygems'
-  require 'fastercsv'
-  class Object
-    CSV = FCSV
-    alias_method :CSV, :FCSV
-  end
-end
-
- class YahooFinance
-
-   VERSION = '0.2.0'
-
-   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",
-     :change_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",
-     :low => "g",
-     :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 => "l1",
-     :close => "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 => "r",
-     :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",
-     :adjusted_close => nil # this one only comes in historical quotes
-  }
-
-  HISTORICAL_MODES = {
-    :daily => "d",
-    :weekly => "w",
-    :monthly => "m",
-    :dividends_only => "v"
-  }
-
-  SYMBOLS_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 = { })
-    options[:raw] ||= true
-
-    ret = []
-    symbols_array.each_slice(SYMBOLS_PER_REQUEST) do |symbols|
-      read_quotes(symbols.join("+"), columns_array).map do |row|
-        ret << OpenStruct.new(row.to_hash)
-      end
-    end
-    ret
-  end
-
-  def self.quote(symbol, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = { })
-    options[:raw] ||= true
-    quotes([symbol], columns_array, options).first
-  end
-
-  def self.historical_quotes(symbol, options = {})
-    options[:raw] ||= true
-    options[:period] ||= :daily
-    read_historical(symbol, options).map do |row|
-      OpenStruct.new(row.to_hash.merge(:symbol => symbol))
-    end
-  end
-
-  def self.symbols(query)
-    ret = []
-    read_symbols(query).each do |row|
-      ret << OpenStruct.new(row)
-    end
-    ret
-  end
-
-  def self.splits(symbol, options = {})
-    rows = read_splits(symbol, options).select{|row| row[0] == 'SPLIT'}
-    rows.map do |row|
-      type, date, value = row
-      after, before = value.split(':')
-      OpenStruct.new(:symbol => symbol, :date => Date.strptime(date.strip, '%Y%m%d'), :before => before.to_i, :after => after.to_i)
-    end
-  end
-
-  private
-
-  def self.read_quotes(symb_str, cols)
-     columns = "#{cols.map {|col| COLUMNS[col] }.join('')}"
-     conn = open("http://download.finance.yahoo.com/d/quotes.csv?s=#{URI.escape(symb_str)}&f=#{columns}")
-     CSV.parse(conn.read, :headers => cols)
-  end
-
-  def self.read_historical(symbol, options)
-     params = {
-       :s => URI.escape(symbol),
-       :g => HISTORICAL_MODES[options[:period]],
-       :ignore => '.csv',
-     }
-     if options[:start_date]
-       params[:a] = options[:start_date].month-1
-       params[:b] = options[:start_date].day
-       params[:c] = options[:start_date].year
-     end
-     if options[:end_date]
-       params[:d] = options[:end_date].month-1
-       params[:e] = options[:end_date].day
-       params[:f] = options[:end_date].year
-     end
-
-     url = "http://ichart.finance.yahoo.com/table.csv?#{params.map{|k, v| "#{k}=#{v}"}.join('&')}"
-     conn = open(url)
-     cols =
-       if options[:period] == :dividends_only
-         [:dividend_pay_date, :dividend_yield]
-       else
-         [:trade_date, :open, :high, :low, :close, :volume, :adjusted_close]
-       end
-     result = CSV.parse(conn.read, :headers => cols) #:first_row, :header_converters => :symbol)
-     result.delete(0)  # drop returned header
-     result
-  end
-
-  def self.read_splits(symbol, options)
-     params = {
-       :s => URI.escape(symbol),
-       :g => 'v'
-     }
-     if options[:start_date]
-       params[:a] = options[:start_date].month-1
-       params[:b] = options[:start_date].day
-       params[:c] = options[:start_date].year
-     end
-     if options[:end_date]
-       params[:d] = options[:end_date].month-1
-       params[:e] = options[:end_date].day
-       params[:f] = options[:end_date].year
-     end
-
-     url = "http://ichart.finance.yahoo.com/x?#{params.map{|k, v| "#{k}=#{v}"}.join('&')}"
-     conn = open(url)
-     CSV.parse(conn.read)
-  end
-
-  def self.read_symbols(query)
-     conn = open("http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=#{query}&callback=YAHOO.Finance.SymbolSuggest.ssCallback")
-     result = conn.read
-     result.sub!('YAHOO.Finance.SymbolSuggest.ssCallback(', '').chomp!(')')
-     json_result = JSON.parse(result)
-     json_result["ResultSet"]["Result"]
-  end
-
- end