yquotes 0.1.2
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- checksums.yaml +7 -0
- data/.gitignore +12 -0
- data/.rspec +2 -0
- data/.travis.yml +5 -0
- data/Gemfile +4 -0
- data/LICENSE.txt +21 -0
- data/README.md +42 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/yquotes/version.rb +3 -0
- data/lib/yquotes/yahoo.rb +70 -0
- data/lib/yquotes.rb +53 -0
- data/yquotes.gemspec +28 -0
- metadata +113 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 6cc7efca069ed87512dbe7ca5716275ff7a1fcb5
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data.tar.gz: cbe1b483834637061e67fde4d4c08c206dc28018
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SHA512:
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metadata.gz: 0941edcdd1d3b1b14ce0baac2c2229d21b058b7884be366dd7b837b2bafcceda0e3bbdde0cbcecc7d68312da0345dc6f674abd1d8420c21abbe57f7144c40513
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data.tar.gz: fadf4125eb87a59f966009a806f4c8949e9f857b5d4a4a44e3a7372fbdb14e523856dc9c565369ffd34a77d7732dbb29c59a568e192f9ae65b6e71ff30fa5d5f
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data/.gitignore
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data/.rspec
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data/.travis.yml
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data/Gemfile
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2017 Pankaj Choudhary
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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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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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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.
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data/README.md
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# YQuotes
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Get historical quotes from Yahoo.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'yquotes'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install yquotes
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## Usage
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client = YQuotes::Client.new
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df = client.get_quote(ticker, start_date, end_date)
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## Development
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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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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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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/cpankaj/yquotes.
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## License
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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
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "yquotes"
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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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# (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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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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require 'open-uri'
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require 'csv'
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require 'Date'
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module YQuotes
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QUOTE_ENDPOINT="https://ichart.finance.yahoo.com/table.csv?"
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class Yahoo
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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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alias_method :get_csv, :fetch_csv
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alias_method :get_data, :fetch_csv
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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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params = {
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:s => URI.escape(ticker)
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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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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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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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params[:g] = period if period == "d" or period == "m" or period == "y"
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"#{params.map { |k,v| "#{k}=#{v}" }.join("&")}"
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end
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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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if d.is_a? String
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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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end
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end
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data/lib/yquotes.rb
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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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module YQuotes
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class Client
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def initialize
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@yahoo_client = Yahoo.new
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end
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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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alias_method :historical_data, :get_quote
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alias_method :historical_quote, :get_quote
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private
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def create_from_csv(data)
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file_path = Dir.tmpdir() + "/#{Time.now.to_i}"
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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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df = nil
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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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# 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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d = df.filter(:row) { |row| row[:volume] > 0}
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return d
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end
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end
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end
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data/yquotes.gemspec
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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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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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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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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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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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spec.add_dependency "daru", "~> 0.1.5"
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end
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metadata
ADDED
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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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+
- - "~>"
|
25
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+
- !ruby/object:Gem::Version
|
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version: '1.14'
|
27
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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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32
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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
|
36
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version_requirements: !ruby/object:Gem::Requirement
|
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requirements:
|
38
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+
- - "~>"
|
39
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+
- !ruby/object:Gem::Version
|
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version: '10.0'
|
41
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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:
|
45
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+
- - "~>"
|
46
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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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+
- - "~>"
|
53
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+
- !ruby/object:Gem::Version
|
54
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version: '3.0'
|
55
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+
- !ruby/object:Gem::Dependency
|
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name: daru
|
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requirement: !ruby/object:Gem::Requirement
|
58
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requirements:
|
59
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+
- - "~>"
|
60
|
+
- !ruby/object:Gem::Version
|
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version: 0.1.5
|
62
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+
type: :runtime
|
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prerelease: false
|
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+
version_requirements: !ruby/object:Gem::Requirement
|
65
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+
requirements:
|
66
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+
- - "~>"
|
67
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+
- !ruby/object:Gem::Version
|
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version: 0.1.5
|
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description:
|
70
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email:
|
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- pankaj17n@outlook.com
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executables: []
|
73
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extensions: []
|
74
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extra_rdoc_files: []
|
75
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files:
|
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+
- ".gitignore"
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+
- ".rspec"
|
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+
- ".travis.yml"
|
79
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+
- Gemfile
|
80
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+
- LICENSE.txt
|
81
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+
- README.md
|
82
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+
- Rakefile
|
83
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+
- bin/console
|
84
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+
- bin/setup
|
85
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+
- lib/yquotes.rb
|
86
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+
- lib/yquotes/version.rb
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87
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+
- lib/yquotes/yahoo.rb
|
88
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- yquotes.gemspec
|
89
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+
homepage: https://github.com/cpankaj/yquotes
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licenses:
|
91
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- MIT
|
92
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metadata: {}
|
93
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post_install_message:
|
94
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+
rdoc_options: []
|
95
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require_paths:
|
96
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+
- lib
|
97
|
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required_ruby_version: !ruby/object:Gem::Requirement
|
98
|
+
requirements:
|
99
|
+
- - ">="
|
100
|
+
- !ruby/object:Gem::Version
|
101
|
+
version: '0'
|
102
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
103
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+
requirements:
|
104
|
+
- - ">="
|
105
|
+
- !ruby/object:Gem::Version
|
106
|
+
version: '0'
|
107
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+
requirements: []
|
108
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+
rubyforge_project:
|
109
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rubygems_version: 2.4.5.1
|
110
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signing_key:
|
111
|
+
specification_version: 4
|
112
|
+
summary: Get historical quotes from Yahoo
|
113
|
+
test_files: []
|