yfinance 1.0.0

checksums.yaml

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+---
+SHA1:
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+  data.tar.gz: cc3e37e7035c61670cb54506ffbb812e35b385b4
+SHA512:
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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+*.bundle
+*.so
+*.o
+*.a
+mkmf.log
+timer.rb
+NASDAQ.csv

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in yfinance.gemspec
+gemspec

data/Guardfile

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+guard 'rspec', cmd: "bundle exec rspec" do
+    # watch /lib/ files
+  watch(%r{^lib/(.+).rb$}) do |m|
+    "spec/#{m[1]}_spec.rb"
+  end
+
+# watch /spec/ files
+  watch(%r{^spec/(.+).rb$}) do |m|
+    "spec/#{m[1]}.rb"
+  end
+end

data/LICENSE.txt

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+Copyright (c) 2014 Alexander Potrykus
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# Yfinance - Fast Yahoo Finance Wrapper Using Parallel Requests
+
+A wrapper of the Yahoo! Finance API in Ruby using parallel HTTP requests. Requesting daily historical stock market prices of 100 companies takes only
+4.8 seconds on my system - using the usual sequential approach takes 56.4 seconds!
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'yfinance'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install yfinance
+
+## Usage
+All methods make use of parallel requests, and therefore should
+be a multitude faster than using normal sequential requests.
+
+### Latest quotes for symbols
+Use the `quotes` method and pass it an array of symbols and
+the list of fields
+```ruby
+yf = Yfinance.new
+res = yf.quotes(["MSFT", "GOOG"])
+p res[0].symbol # prints "MSFT"
+```
+Supported fields are:
+```ruby
+     :after_hours_change_real_time
+     :annualized_gain 
+     :ask
+     :ask_real_time
+     :ask_size
+     :average_daily_volume
+     :bid
+     :bid_real_time
+     :bid_size
+     :book_value
+     :change
+     :change_and_percent_change
+     :change_from_200_day_moving_average 
+     :change_from_50_day_moving_average 
+     :change_from_52_week_high 
+     :change_From_52_week_low 
+     :change_in_percent 
+     :change_percent_realtime 
+     :change_real_time
+     :close 
+     :comission
+     :day_value_change 
+     :day_value_change_realtime 
+     :days_range
+     :days_range_realtime 
+     :dividend_pay_date 
+     :dividend_per_share
+     :dividend_yield
+     :earnings_per_share
+     :ebitda 
+     :eps_estimate_current_year 
+     :eps_estimate_next_quarter 
+     :eps_estimate_next_year 
+     :error_indicator 
+     :ex_dividend_date
+     :float_shares 
+     :high 
+     :high_52_weeks 
+     :high_limit 
+     :holdings_gain 
+     :holdings_gain_percent 
+     :holdings_gain_percent_realtime 
+     :holdings_gain_realtime 
+     :holdings_value 
+     :holdings_value_realtime 
+     :last_trade_date
+     :last_trade_price
+     :last_trade_realtime_withtime 
+     :last_trade_size 
+     :last_trade_time 
+     :last_trade_with_time 
+     :low 
+     :low_52_weeks 
+     :low_limit 
+     :market_cap_realtime 
+     :market_capitalization 
+     :more_info 
+     :moving_average_200_day 
+     :moving_average_50_day 
+     :name 
+     :notes 
+     :one_year_target_price 
+     :open 
+     :order_book 
+     :pe_ratio 
+     :pe_ratio_realtime 
+     :peg_ratio 
+     :percent_change_from_200_day_moving_average 
+     :percent_change_from_50_day_moving_average 
+     :percent_change_from_52_week_high 
+     :percent_change_from_52_week_low 
+     :previous_close 
+     :price_eps_estimate_current_year 
+     :price_eps_Estimate_next_year 
+     :price_paid 
+     :price_per_book 
+     :price_per_sales 
+     :shares_owned 
+     :short_ratio 
+     :stock_exchange 
+     :symbol 
+     :ticker_trend 
+     :trade_date
+     :trade_links 
+     :volume
+     :weeks_range_52 
+```
+
+### Getting historical data for a set of symbols
+Pass an array of symbols and the date range to the Yfinance method `add_historical_data_query`
+```ruby
+    symbols = ['AAPL', 'MSFT', 'GOOG']
+    result = Proc.new { |response| p response}
+    yf = Yfinance.new
+    yf.add_historical_data_query(symbols, '1971-12-30', '2014-09-17', {period: :daily}, &result)
+    yf.run
+```
+The period can be specified as `:daily, :monthly, :weekly, :dividends`.
+
+### Changing the number of concurrent requests
+This is done in the initializer:
+```ruby
+Yfinance.new(max_concurrency: 50) # default 20
+```
+Don't set this too high, otherwise Yahoo might block any further requests.
+
+### Autocomplete symbols
+Use the `read_symbols` method
+```ruby
+query = "yahoo"
+yf = Yfinance.new
+yf.read_symbols(query) do |res|
+  p res
+end
+```
+
+### Memoization
+Requests can be memoized during a single run call. Enable memoization in the initializer:
+```ruby
+yf = Yfinance.new(memoize: true) # default is 'false'
+```
+
+

data/Rakefile

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+require "bundler/gem_tasks"
+require 'rspec/core/rake_task'
+
+# Default directory to look in is `/specs`
+# Run with `rake spec`
+RSpec::Core::RakeTask.new(:spec) do |task|
+  task.rspec_opts = ['--color', '--format', 'nested']
+  end
+
+task :default => :spec
+

data/lib/yfinance.rb

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+require 'csv'
+require 'typhoeus'
+require 'JSON'
+require 'ostruct'
+
+class Yfinance
+
+  class YahooFinanceException < Exception
+  end
+
+  class SymbolNotFoundException < YahooFinanceException
+  end
+
+  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 
+  }
+  
+  HISTORICAL_MODES = {
+    :daily => "d",
+    :weekly => "w",
+    :monthly => "m",
+    :dividends_only => "v"
+  }
+
+  def initialize(max_concurrency: 20, memoize: false)
+    @hydra = Typhoeus::Hydra.new(max_concurrency: max_concurrency)
+    Typhoeus::Config.memoize = memoize
+  end
+
+  def run
+    @hydra.run
+  end
+
+  def add_historical_data_query(symbols_array, start_date, end_date, options={}, &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)
+     options = {}
+     options[:raw] ||= true
+     options[:period] ||= :daily
+     symbols_array.each do |symbol|
+       symbol = symbol.rstrip
+       url = "http://ichart.finance.yahoo.com/table.csv?s=#{URI.escape(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"
+      @hydra.queue(make_request(url, symbol, options, callback))
+    end
+  end
+
+  def read_symbols(query, &callback)
+     url = "http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=#{query}&callback=YAHOO.Finance.SymbolSuggest.ssCallback"
+     request = Typhoeus::Request.new(url, method: :get)
+     request.on_complete do |response|
+       body = response.body
+       body.sub!('YAHOO.Finance.SymbolSuggest.ssCallback(', '').chomp!(')')
+       json_result = JSON.parse(body)
+       callback.call(json_result["ResultSet"]["Result"])
+     end
+     @hydra.queue(request)
+     @hydra.run
+  end
+
+  def quotes(symbols_array, columns_array = [:symbol, :last_trade_price, :last_trade_date, :change, :previous_close], options = {})
+    options[:raw] ||= true
+    ret = []
+    symb_str = symbols_array.join("+")
+    columns = "#{columns_array.map {|col| COLUMNS[col] }.join('')}"
+    url = "http://download.finance.yahoo.com/d/quotes.csv?s=#{URI.escape(symb_str)}&f=#{columns}"
+    request = Typhoeus::Request.new(url, method: :get)
+    request.on_complete do |response|
+      result = CSV.parse(response.body, headers: columns_array)
+      result.each do |row|
+        ret << OpenStruct.new(row.to_hash) 
+      end
+      return ret
+    end
+    @hydra.queue(request)
+    @hydra.run
+  end
+
+  private
+
+  def make_request(url, symbol, options, callback)
+    request = Typhoeus::Request.new(url, method: :get)
+    cols = 
+      if options[:period] == :dividends_only
+        [:dividend_pay_date, :dividend_yield]
+      else
+        [:trade_date, :open, :high, :low, :close, :volume, :adjusted_close]
+      end
+    request.on_complete do |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
+          result = CSV.parse(response.body, headers: cols)
+          result.delete(0)
+          callback.call(result)
+        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
+    end
+    request
+  end
+
+end

data/spec/spec_helper.rb

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+require 'pry'
+require 'Yfinance'

data/spec/yfinance_spec.rb

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+require 'spec_helper'
+
+describe Yfinance do
+
+  it 'downloads historical data' do
+    symbols = CSV.read('NASDAQ.csv').flatten[0,2]
+    result = Proc.new { |response| expect(response).not_to be nil}
+    yf = Yfinance.new
+    yf.add_historical_data_query(symbols, '1971-12-30', '2014-09-17', {period: :weekly}, &result)
+    yf.run
+  end
+
+  it "fetches matching symbols" do
+    query = "yahoo"
+    yf = Yfinance.new
+    yf.read_symbols(query) do |res|
+      expect(res).not_to be nil
+    end
+  end
+
+  it "retrieves quote data" do
+    yf = Yfinance.new
+    res = yf.quotes(["MSFT", "GOOG"])
+    expect(res[0].symbol).to eql('MSFT')
+    expect(res[1].symbol).to eql('GOOG')
+  end
+
+end

data/yfinance.gemspec

@@ -0,0 +1,31 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'yfinance'
+
+Gem::Specification.new do |spec|
+  spec.name          = "yfinance"
+  spec.version       = "1.0.0"
+  spec.authors       = ["Alexander Potrykus"]
+  spec.email         = ["alexander@risklog.io"]
+  spec.summary       = %q{Fetches Yahoo! Finance data using parallel HTTP requests.}
+  spec.description   = %q{Uses Typhoeus to make HTTP requests to the Yahoo! Finance API in parallel. }
+  spec.homepage      = ""
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.7"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec"
+  spec.add_development_dependency "rspec-nc"
+  spec.add_development_dependency "guard"
+  spec.add_development_dependency "guard-rspec"
+  spec.add_development_dependency "pry"
+  spec.add_development_dependency "pry-remote"
+  spec.add_development_dependency "pry-nav" 
+  spec.add_development_dependency "typhoeus"
+end

metadata

@@ -0,0 +1,196 @@
+--- !ruby/object:Gem::Specification
+name: yfinance
+version: !ruby/object:Gem::Version
+  version: 1.0.0
+platform: ruby
+authors:
+- Alexander Potrykus
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-09-20 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.7'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.7'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec-nc
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: guard
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: guard-rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry-remote
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry-nav
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: typhoeus
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: 'Uses Typhoeus to make HTTP requests to the Yahoo! Finance API in parallel. '
+email:
+- alexander@risklog.io
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- Gemfile
+- Guardfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/yfinance.rb
+- spec/spec_helper.rb
+- spec/yfinance_spec.rb
+- yfinance.gemspec
+homepage: ''
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.2.2
+signing_key: 
+specification_version: 4
+summary: Fetches Yahoo! Finance data using parallel HTTP requests.
+test_files:
+- spec/spec_helper.rb
+- spec/yfinance_spec.rb