yquotes 0.1.2

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data/.gitignore ADDED
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+ /.bundle/
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+ /.yardoc
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+ /Gemfile.lock
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+ /_yardoc/
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+ /coverage/
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+ /doc/
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+ /pkg/
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+ /spec/reports/
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+ /tmp/
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+
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+ # rspec failure tracking
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+ .rspec_status
data/.rspec ADDED
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+ --format documentation
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+ --color
data/.travis.yml ADDED
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+ sudo: false
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+ language: ruby
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+ rvm:
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+ - 2.2.0
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+ before_install: gem install bundler -v 1.14.6
data/Gemfile ADDED
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+ source 'https://rubygems.org'
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+
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+ # Specify your gem's dependencies in yquotes.gemspec
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+ gemspec
data/LICENSE.txt ADDED
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+ The MIT License (MIT)
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+
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+ Copyright (c) 2017 Pankaj Choudhary
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+
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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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+
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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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+
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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.
data/README.md ADDED
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+ # YQuotes
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+
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+ Get historical quotes from Yahoo.
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+
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+
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+ ## Installation
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+
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+ Add this line to your application's Gemfile:
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+
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+ ```ruby
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+ gem 'yquotes'
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+ ```
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+
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+ And then execute:
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+
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+ $ bundle
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+
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+ Or install it yourself as:
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+
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+ $ gem install yquotes
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+
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+ ## Usage
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+
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+ client = YQuotes::Client.new
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+
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+ df = client.get_quote(ticker, start_date, end_date)
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+
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+ ## Development
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+
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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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+
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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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+
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+ ## Contributing
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+
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+ Bug reports and pull requests are welcome on GitHub at https://github.com/cpankaj/yquotes.
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+
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+
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+ ## License
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+
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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 ADDED
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+ require "bundler/gem_tasks"
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+ require "rspec/core/rake_task"
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+
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+ RSpec::Core::RakeTask.new(:spec)
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+
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+ task :default => :spec
data/bin/console ADDED
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+ #!/usr/bin/env ruby
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+
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+ require "bundler/setup"
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+ require "yquotes"
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+
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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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+
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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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+
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+ require "irb"
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+ IRB.start(__FILE__)
data/bin/setup ADDED
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+ #!/usr/bin/env bash
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+ set -euo pipefail
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+ IFS=$'\n\t'
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+ set -vx
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+
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+ bundle install
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+
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+ # Do any other automated setup that you need to do here
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+ module YQuotes
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+ VERSION = "0.1.2"
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+ end
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+ require 'open-uri'
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+ require 'csv'
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+ require 'Date'
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+
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+
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+ module YQuotes
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+
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+ QUOTE_ENDPOINT="https://ichart.finance.yahoo.com/table.csv?"
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+
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+ class Yahoo
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+
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+ # fetch_csv: fetch historical quotes in csv format
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+ def fetch_csv(ticker, start_date=nil, end_date=nil, period='d')
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+ url = QUOTE_ENDPOINT + build_params(ticker, start_date, end_date, period)
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+ connection = open(url)
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+ data = CSV.parse(connection.read, :converters => :numeric)
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+ raise "Yahoo.fetch_csv unable to fetch data" unless data.is_a? Array
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+ return data
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+ end
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+
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+ alias_method :get_csv, :fetch_csv
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+ alias_method :get_data, :fetch_csv
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+
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+ private
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+ # build_params: build parameters for get query
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+ def build_params(ticker, start_date=nil, end_date=nil, period='d')
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+
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+ params = {
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+ :s => URI.escape(ticker)
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+ }
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+
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+ # sanitize date
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+ start_date = get_date(start_date)
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+ end_date = get_date(end_date)
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+
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+ if start_date and start_date.is_a? Date
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+ params[:a] = start_date.month - 1
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+ params[:b] = start_date.day
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+ params[:c] = start_date.year
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+ end
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+
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+ if end_date
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+ params[:d] = end_date.month - 1
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+ params[:e] = end_date.day
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+ params[:f] = end_date.year
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+ end
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+
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+ params[:g] = period if period == "d" or period == "m" or period == "y"
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+
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+ "#{params.map { |k,v| "#{k}=#{v}" }.join("&")}"
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+ end
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+
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+ # get_date: get date from String
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+ def get_date(d)
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+ return nil unless d
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+ return d if d.is_a? Date
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+
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+ if d.is_a? String
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+
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+ begin
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+ dt = Date.parse(d)
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+ rescue Exception => e
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+ raise "invalid param #{d} - date should be in yyyy-mm-dd format"
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+ end
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+ end
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+ end
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+
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+ end
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+
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+ end
data/lib/yquotes.rb ADDED
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+ require 'csv'
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+ require 'daru'
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+ require 'tmpdir'
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+ require "yquotes/version"
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+ require "yquotes/yahoo"
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+
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+ module YQuotes
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+
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+ class Client
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+
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+ def initialize
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+ @yahoo_client = Yahoo.new
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+ end
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+
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+ # get_quote: returns Daru::DataFrame of the quote with volume and close
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+ def get_quote(ticker, start_date=nil, end_date=nil, period='d')
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+ csv = @yahoo_client.get_csv(ticker, start_date, end_date, period)
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+ create_from_csv(csv)
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+ end
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+
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+ alias_method :historical_data, :get_quote
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+ alias_method :historical_quote, :get_quote
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+
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+ private
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+
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+ def create_from_csv(data)
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+
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+ file_path = Dir.tmpdir() + "/#{Time.now.to_i}"
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+
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+ CSV.open(file_path, 'w') do |out|
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+ data.each do |row|
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+ out << row
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+ end
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+ end
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+
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+ df = nil
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+
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+ df = Daru::DataFrame.from_csv(file_path, :converters => :numeric)
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+ File.delete(file_path) if File.exists?(file_path)
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+
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+ # strip columns and create index
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+ df.index = Daru::Index.new(df['Date'].to_a)
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+ df = df['Volume', 'Adj Close']
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+ df.rename_vectors 'Volume' => :volume, 'Adj Close' => :close
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+
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+ d = df.filter(:row) { |row| row[:volume] > 0}
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+
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+ return d
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+ end
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+
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+ end
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+
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+ end
data/yquotes.gemspec ADDED
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+ # coding: utf-8
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+ lib = File.expand_path('../lib', __FILE__)
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+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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+ require 'yquotes/version'
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+
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+ Gem::Specification.new do |spec|
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+ spec.name = "yquotes"
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+ spec.version = YQuotes::VERSION
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+ spec.authors = ["P Choudhary"]
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+ spec.email = ["pankaj17n@outlook.com"]
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+
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+ spec.summary = "Get historical quotes from Yahoo"
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+ spec.homepage = "https://github.com/cpankaj/yquotes"
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+ spec.license = "MIT"
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+
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+ spec.files = `git ls-files -z`.split("\x0").reject do |f|
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+ f.match(%r{^(test|spec|features)/})
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+ end
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+ spec.bindir = "exe"
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+ spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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+ spec.require_paths = ["lib"]
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+
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+ spec.add_development_dependency "bundler", "~> 1.14"
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+ spec.add_development_dependency "rake", "~> 10.0"
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+ spec.add_development_dependency "rspec", "~> 3.0"
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+
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+ spec.add_dependency "daru", "~> 0.1.5"
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+ end
metadata ADDED
@@ -0,0 +1,113 @@
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+ --- !ruby/object:Gem::Specification
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+ name: yquotes
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+ version: !ruby/object:Gem::Version
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+ version: 0.1.2
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+ platform: ruby
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+ authors:
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+ - P Choudhary
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+ autorequire:
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+ bindir: exe
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+ cert_chain: []
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+ date: 2017-05-05 00:00:00.000000000 Z
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+ dependencies:
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+ - !ruby/object:Gem::Dependency
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+ name: bundler
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '1.14'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '1.14'
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+ - !ruby/object:Gem::Dependency
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+ name: rake
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '10.0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '10.0'
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+ - !ruby/object:Gem::Dependency
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+ name: rspec
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '3.0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '3.0'
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+ - !ruby/object:Gem::Dependency
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+ name: daru
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: 0.1.5
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: 0.1.5
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+ description:
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+ email:
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+ - pankaj17n@outlook.com
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+ executables: []
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+ extensions: []
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+ extra_rdoc_files: []
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+ files:
76
+ - ".gitignore"
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+ - ".rspec"
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+ - ".travis.yml"
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+ - Gemfile
80
+ - LICENSE.txt
81
+ - README.md
82
+ - Rakefile
83
+ - bin/console
84
+ - bin/setup
85
+ - lib/yquotes.rb
86
+ - lib/yquotes/version.rb
87
+ - lib/yquotes/yahoo.rb
88
+ - yquotes.gemspec
89
+ homepage: https://github.com/cpankaj/yquotes
90
+ licenses:
91
+ - MIT
92
+ metadata: {}
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+ post_install_message:
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+ rdoc_options: []
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ requirements: []
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+ rubyforge_project:
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+ rubygems_version: 2.4.5.1
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+ signing_key:
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+ specification_version: 4
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+ summary: Get historical quotes from Yahoo
113
+ test_files: []