yahoofinance-typhoeus 1.0.0

data/.document

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+README.rdoc
+lib/**/*.rb
+bin/*
+features/**/*.feature
+LICENSE

data/.gitignore

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+## MAC OS
+.DS_Store
+
+## TEXTMATE
+*.tmproj
+tmtags
+
+## EMACS
+*~
+\#*
+.\#*
+
+## VIM
+*.swp
+
+## PROJECT::GENERAL
+coverage
+rdoc
+pkg
+
+## PROJECT::SPECIFIC

data/LICENSE

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+Copyright (c) 2009 Paul Legato. All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+    * Redistributions of source code must retain the above copyright
+      notice, this list of conditions and the following disclaimer.
+    * Redistributions in binary form must reproduce the above copyright
+      notice, this list of conditions and the following disclaimer in the
+      documentation and/or other materials provided with the distribution.
+    * Neither the name of Paul Legato nor the
+      names of its contributors may be used to endorse or promote products
+      derived from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY
+DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+

data/README.rdoc

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+= yahoofinance-typhoeus
+
+Yahoo! Finance in Ruby. Downloads historic data with the Typhoeus library.
+This project is not endorsed by or connected with Yahoo! in any way.
+
+Copyright (C) 2010 Paul Legato. All rights reserved.
+Licensed under the BSD-new license: See LICENSE for details.
+
+== Usage
+
+YahooFinance-Typhoeus is designed to be both highly efficient and easy to use.
+
+=== Parallel queries (efficient)
+
+When you instantiate a new YahooFinance object, you can tell it how
+many parallel HTTP requests to make at once. The default is 20. This
+seems low, but it's designed to keep you out of trouble by avoiding
+DoSing Yahoo's servers. You change it at your own risk!
+
+ require 'rubygems'
+ require 'yahoofinance-typhoeus'
+
+ yf = YahooFinance.new # or YahooFinance.new(max_number_of_concurrent_connections)
+
+ yf.add_query("AAPL", "2008-12-01", "2008-12-15") {|response| puts response}
+ yf.add_query("IBM", "2008-10-15", "2008-10-30") {|response| puts response}
+
+ yf.run
+
+That's all there is to it.
+
+
+=== Quick, one-off query (inefficient)
+
+ require 'rubygems'
+ require 'yahoofinance-typhoeus'
+
+ YahooFinance.quick_query("AAPL", "2009-01-01", "2009-02-01")
+
+Note that as quick_query is intended for one-off requests, it does NOT
+take advantage of libcurl/typhoeus' concurrent HTTP connections
+features.
+
+
+== Note on Patches/Pull Requests
+
+* Fork the project.
+* Make your feature addition or bug fix.
+* Add tests for it. This is important so I don't break it in a
+  future version unintentionally.
+* Commit, do not mess with rakefile, version, or history.
+  (if you want to have your own version, that is fine but bump version in a commit by itself I can ignore when I pull)
+* Send me a pull request. Bonus points for topic branches.
+

data/Rakefile

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+require 'rubygems'
+require 'rake'
+
+begin
+  require 'jeweler'
+  Jeweler::Tasks.new do |gem|
+    gem.name = "yahoofinance-typhoeus"
+    gem.summary = %Q{Yahoo! Finance historic quotes from Ruby.}
+    gem.description = %Q{Provides high-performance access to historic stock data from Yahoo! Finance}
+    gem.email = "pjlegato@gmail.com"
+    gem.homepage = "http://github.com/pjlegato/yahoofinance-typhoeus"
+    gem.authors = ["Paul Legato"]
+    gem.add_development_dependency "minitest", ">= 0"
+    gem.add_dependency "typhoeus", ">= 0"
+    # gem is a Gem::Specification... see http://www.rubygems.org/read/chapter/20 for additional settings
+  end
+  Jeweler::GemcutterTasks.new
+rescue LoadError
+  puts "Jeweler (or a dependency) not available. Install it with: gem install jeweler"
+end
+
+require 'rake/testtask'
+Rake::TestTask.new(:test) do |test|
+  test.libs << 'lib' << 'test'
+  test.pattern = 'test/**/test_*.rb'
+  test.verbose = true
+end
+
+begin
+  require 'rcov/rcovtask'
+  Rcov::RcovTask.new do |test|
+    test.libs << 'test'
+    test.pattern = 'test/**/test_*.rb'
+    test.verbose = true
+  end
+rescue LoadError
+  task :rcov do
+    abort "RCov is not available. In order to run rcov, you must: sudo gem install spicycode-rcov"
+  end
+end
+
+task :test => :check_dependencies
+
+task :default => :test
+
+require 'rake/rdoctask'
+Rake::RDocTask.new do |rdoc|
+  version = File.exist?('VERSION') ? File.read('VERSION') : ""
+
+  rdoc.rdoc_dir = 'rdoc'
+  rdoc.title = "yahoofinance-typhoeus #{version}"
+  rdoc.rdoc_files.include('README*')
+  rdoc.rdoc_files.include('lib/**/*.rb')
+end

data/VERSION

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+1.0.0

data/lib/yahoofinance-typhoeus.rb

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+#
+# High-performance historic stock data download from Yahoo! Finance.
+# Uses the Typhoeus library and libcurl.
+#
+# This project is not endorsed by or connected with Yahoo! in any way.
+#
+# Author:: Paul Legato (pjlegato at gmail dot com)
+# Copyright:: Copyright (C) 2010 Paul Legato. All rights reserved.
+# License:: BSD-new license: see the file LICENSE for licensing details.
+#
+
+require 'rubygems'
+require 'typhoeus'
+require 'date'
+
+
+class YahooFinanceException < Exception
+end
+
+class SymbolNotFoundException < YahooFinanceException
+end
+
+class YahooFinance
+
+  # Create a new YahooFinance object with the specified maximum number
+  # of concurrent connections. The default is 20.
+  #
+  # If you will be repeating the same query more than once, you can
+  # cache the responses from Yahoo by setting memoize_requests to
+  # true.
+  def initialize(concurrent_connections=20, memoize_requests=false)
+    @hydra = Typhoeus::Hydra.new(:max_concurrency => concurrent_connections)
+    @hydra.disable_memoization unless memoize_requests
+  end
+
+  # Run any pending historic data queries in the queue and potentially
+  # execute any defined callbacks.
+  # Blocking: will not return until the entire queue has run.
+  def run
+    @hydra.run
+  end
+
+
+  # Adds a query for the given symbol over the given date range to the
+  # queue. The given block is used as a callback that will be called
+  # with 1 argument, the response, upon successful completion. Note that no
+  # queries will actually execute until #run is called.
+  #
+  # The dates can be either Date objects or strings. If they're
+  # strings, they will be fed to Date.parse.
+  #
+  # Raises a SymbolNotFoundException if querying that symbol produces a 404 error on Yahoo.
+  # Raises a YahooFinanceException for any other problems.
+  #
+  # Otherwise, your block will be called with the body of the
+  # response, the raw data from Yahoo!, as its argument.
+  #
+  #
+  def add_query(symbol, start_date, end_date, &callback)
+    start_date = Date.parse(start_date) unless start_date.is_a?(Date)
+    end_date = Date.parse(end_date) unless end_date.is_a?(Date)
+
+    @hydra.queue(make_request(symbol, start_date, end_date, callback))
+
+    true
+  end
+
+
+  # Convenience method for one-off quick queries of a given symbol and
+  # date range.
+  #
+  # Note that as this is intended for one-off runs, it is not as
+  # efficient as queueing them up yourself and running them in
+  # parallel.
+  #
+  # Returns the raw CSV response data from Yahoo.
+  #
+  def self.quick_query(symbol, start_date, end_date)
+    yf = self.new
+    result = nil
+    yf.add_query(symbol, start_date, end_date) {|response| result = response }
+    yf.run
+    result
+  end
+
+  private
+
+  # Returns a Typhoeus HTTP request object that will query Yahoo!
+  # Finance for the given symbol and date range and call the given
+  # callback if all is well.
+  def make_request(symbol, start_date, end_date, callback)
+    url = "http://itable.finance.yahoo.com" +
+      "/table.csv?s=#{ symbol }&g=d" +
+      "&a=#{ start_date.month - 1 }&b=#{ start_date.mday }&c=#{ start_date.year }" +
+      "&d=#{ end_date.month - 1 }&e=#{ end_date.mday }&f=#{ end_date.year.to_s }"
+
+    request = Typhoeus::Request.new(url, :method => :get)
+
+    request.on_complete {|response|
+      if response.code == 200
+        if response.body[0..40] != "Date,Open,High,Low,Close,Volume,Adj Close"
+          raise YahooFinanceException.new(" * Error: Unknown response body from Yahoo - #{ response.body[0..40] } ...")
+        else
+          # good response. go.
+          callback.call(response.body)
+        end
+      elsif response.code == 404
+        raise SymbolNotFoundException.new(symbol + " not found at Yahoo")
+      else
+        raise YahooFinanceException.new("Error communicating with Yahoo. Response code #{ response.code }. URL: " +
+                                        "#{ url }. Response: #{ response.inspect }")
+      end
+    }
+
+    request
+  end # make_request
+
+end # class

data/test/helper.rb

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+require 'rubygems'
+require 'minitest/unit'
+
+$LOAD_PATH.unshift(File.dirname(__FILE__))
+$LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
+require 'yahoofinance-typhoeus'
+
+class MiniTest::Unit::TestCase
+end
+
+MiniTest::Unit.autorun

data/test/test_yahoofinance-typhoeus.rb

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+require 'helper'
+
+class TestYahoofinanceTyphoeus < MiniTest::Unit::TestCase
+  def test_quick_query
+    assert_equal("Date,Open,High,Low,Close,Volume,Adj Close\n2009-12-15,129.46,129.86,127.94,128.49,7862600,127.92\n2009-12-14,129.65,129.98,129.60,129.93,5201300,129.35\n2009-12-11,129.01,129.77,128.71,129.68,6597200,129.10\n2009-12-10,128.13,129.47,128.09,129.34,7077800,128.76\n2009-12-09,126.70,128.39,126.11,128.39,6071900,127.82\n2009-12-08,126.97,127.35,126.16,126.80,5351400,126.24\n2009-12-07,126.88,127.53,126.59,127.04,4144400,126.47\n2009-12-04,128.40,128.90,126.00,127.25,7068500,126.68\n2009-12-03,127.60,128.47,127.25,127.55,5760000,126.98\n2009-12-02,127.32,128.39,127.16,127.21,4597900,126.64\n2009-12-01,127.29,128.39,126.85,127.94,6578600,127.37\n",
+                 YahooFinance.quick_query("IBM", "2009-12-01", "2009-12-15"))
+  end
+
+
+  def test_parallel_query
+    yf = YahooFinance.new
+    refute_nil(yf)
+
+    ibm_result = nil
+    aapl_result = nil
+
+    yf.add_query("AAPL", "2008-12-01", "2008-12-15") {|response| aapl_result = response}
+    yf.add_query("IBM", "2008-10-15", "2008-10-30") {|response| ibm_result = response}
+
+    yf.run
+
+    assert_equal("Date,Open,High,Low,Close,Volume,Adj Close\n2008-10-30,91.01,92.40,88.90,90.69,12033800,88.03\n2008-10-29,87.74,91.00,86.25,88.20,12692000,85.61\n2008-10-28,81.40,87.61,79.52,87.28,14205900,84.72\n2008-10-27,80.27,84.50,79.01,79.66,11099100,77.32\n2008-10-24,79.27,84.31,78.82,82.07,12287300,79.66\n2008-10-23,84.09,85.89,81.00,84.35,12358000,81.87\n2008-10-22,87.00,87.59,80.80,83.60,14198100,81.15\n2008-10-21,92.22,92.46,88.57,88.86,9716400,86.25\n2008-10-20,92.21,93.31,89.33,92.51,9747100,89.79\n2008-10-17,91.75,95.91,87.71,90.78,15230700,88.11\n2008-10-16,89.38,92.00,84.35,91.52,16271300,88.83\n2008-10-15,92.77,95.29,87.71,88.29,11330800,85.70\n",
+                 ibm_result)
+
+    assert_equal("Date,Open,High,Low,Close,Volume,Adj Close\n2008-12-15,95.99,96.21,93.00,94.75,31848500,94.75\n2008-12-12,92.80,99.00,92.53,98.27,37184800,98.27\n2008-12-11,97.35,101.24,94.83,95.00,37164900,95.00\n2008-12-10,97.87,99.49,96.50,98.21,33501700,98.21\n2008-12-09,98.04,103.60,97.21,100.06,42982000,100.06\n2008-12-08,97.28,100.80,95.80,99.72,42326500,99.72\n2008-12-05,90.35,94.49,88.86,94.00,37278400,94.00\n2008-12-04,94.43,95.21,89.06,91.41,38977500,91.41\n2008-12-03,89.40,96.23,88.80,95.90,47810000,95.90\n2008-12-02,90.03,92.65,86.50,92.47,41025800,92.47\n2008-12-01,91.30,92.27,88.92,88.93,32991700,88.93\n",
+                 aapl_result)
+
+  end
+
+
+  def test_invalid_symbol_quick_query
+    assert_raises(SymbolNotFoundException) { YahooFinance.quick_query("NonexistentSymbol", "2009-01-01", "2009-10-10") }
+  end
+
+  def test_invalid_symbol_parallel_query
+    yf = YahooFinance.new
+    refute_nil(yf)
+
+    ibm_result = nil
+    nonexistent_result = nil
+
+    yf.add_query("AAPL", "2009-12-01", "2009-12-15") {|response| aapl_result = response}
+    yf.add_query("NonexistentSymbol", "2009-10-15", "2009-10-30") {|response| nonexistent_result = response}
+
+    assert_raises(SymbolNotFoundException) { yf.run }
+
+  end
+
+end

data/yahoofinance-typhoeus.gemspec

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+# Generated by jeweler
+# DO NOT EDIT THIS FILE DIRECTLY
+# Instead, edit Jeweler::Tasks in Rakefile, and run the gemspec command
+# -*- encoding: utf-8 -*-
+
+Gem::Specification.new do |s|
+  s.name = %q{yahoofinance-typhoeus}
+  s.version = "1.0.0"
+
+  s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
+  s.authors = ["Paul Legato"]
+  s.date = %q{2010-02-18}
+  s.description = %q{Provides high-performance access to historic stock data from Yahoo! Finance}
+  s.email = %q{pjlegato@gmail.com}
+  s.extra_rdoc_files = [
+    "LICENSE",
+     "README.rdoc"
+  ]
+  s.files = [
+    ".document",
+     ".gitignore",
+     "LICENSE",
+     "README.rdoc",
+     "Rakefile",
+     "VERSION",
+     "lib/yahoofinance-typhoeus.rb",
+     "test/helper.rb",
+     "test/test_yahoofinance-typhoeus.rb",
+     "yahoofinance-typhoeus.gemspec"
+  ]
+  s.homepage = %q{http://github.com/pjlegato/yahoofinance-typhoeus}
+  s.rdoc_options = ["--charset=UTF-8"]
+  s.require_paths = ["lib"]
+  s.rubygems_version = %q{1.3.5}
+  s.summary = %q{Yahoo! Finance historic quotes from Ruby.}
+  s.test_files = [
+    "test/helper.rb",
+     "test/test_yahoofinance-typhoeus.rb"
+  ]
+
+  if s.respond_to? :specification_version then
+    current_version = Gem::Specification::CURRENT_SPECIFICATION_VERSION
+    s.specification_version = 3
+
+    if Gem::Version.new(Gem::RubyGemsVersion) >= Gem::Version.new('1.2.0') then
+      s.add_development_dependency(%q<minitest>, [">= 0"])
+      s.add_runtime_dependency(%q<typhoeus>, [">= 0"])
+    else
+      s.add_dependency(%q<minitest>, [">= 0"])
+      s.add_dependency(%q<typhoeus>, [">= 0"])
+    end
+  else
+    s.add_dependency(%q<minitest>, [">= 0"])
+    s.add_dependency(%q<typhoeus>, [">= 0"])
+  end
+end
+

metadata

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+--- !ruby/object:Gem::Specification 
+name: yahoofinance-typhoeus
+version: !ruby/object:Gem::Version 
+  version: 1.0.0
+platform: ruby
+authors: 
+- Paul Legato
+autorequire: 
+bindir: bin
+cert_chain: []
+
+date: 2010-02-18 00:00:00 -08:00
+default_executable: 
+dependencies: 
+- !ruby/object:Gem::Dependency 
+  name: minitest
+  type: :development
+  version_requirement: 
+  version_requirements: !ruby/object:Gem::Requirement 
+    requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: "0"
+    version: 
+- !ruby/object:Gem::Dependency 
+  name: typhoeus
+  type: :runtime
+  version_requirement: 
+  version_requirements: !ruby/object:Gem::Requirement 
+    requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: "0"
+    version: 
+description: Provides high-performance access to historic stock data from Yahoo! Finance
+email: pjlegato@gmail.com
+executables: []
+
+extensions: []
+
+extra_rdoc_files: 
+- LICENSE
+- README.rdoc
+files: 
+- .document
+- .gitignore
+- LICENSE
+- README.rdoc
+- Rakefile
+- VERSION
+- lib/yahoofinance-typhoeus.rb
+- test/helper.rb
+- test/test_yahoofinance-typhoeus.rb
+- yahoofinance-typhoeus.gemspec
+has_rdoc: true
+homepage: http://github.com/pjlegato/yahoofinance-typhoeus
+licenses: []
+
+post_install_message: 
+rdoc_options: 
+- --charset=UTF-8
+require_paths: 
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      version: "0"
+  version: 
+required_rubygems_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      version: "0"
+  version: 
+requirements: []
+
+rubyforge_project: 
+rubygems_version: 1.3.5
+signing_key: 
+specification_version: 3
+summary: Yahoo! Finance historic quotes from Ruby.
+test_files: 
+- test/helper.rb
+- test/test_yahoofinance-typhoeus.rb