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[Octave-cvsupdate] SF.net SVN: octave:[5285] trunk/octave-forge/main/financial/inst
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From: <ws...@us...> - 2008-08-31 15:59:51
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Revision: 5285
http://octave.svn.sourceforge.net/octave/?rev=5285&view=rev
Author: wsloand
Date: 2008-08-31 15:59:55 +0000 (Sun, 31 Aug 2008)
Log Message:
-----------
Updated fetch to modularize based on the source (for better coding and
in preparation for objects)
Modified Paths:
--------------
trunk/octave-forge/main/financial/inst/fetch.m
trunk/octave-forge/main/financial/inst/yahoo.m
Added Paths:
-----------
trunk/octave-forge/main/financial/inst/__fetch_yahoo__.m
trunk/octave-forge/main/financial/inst/google.m
Copied: trunk/octave-forge/main/financial/inst/__fetch_yahoo__.m (from rev 5284, trunk/octave-forge/main/financial/inst/fetch.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/__fetch_yahoo__.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/__fetch_yahoo__.m 2008-08-31 15:59:55 UTC (rev 5285)
@@ -0,0 +1,102 @@
+## Copyright (C) 2008 Bill Denney
+##
+## This software is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## This software is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this software; see the file COPYING. If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {[@var{data} @var{fields}] =}
+## __fetch_yahoo__ (@var{conn}, @var{symbol}, @var{fromdate}, @var{todate}, @var{period})
+##
+## Download stock data from yahoo. (Helper for fetch.)
+##
+## @var{fields} are the data fields returned by Yahoo.
+##
+## @var{fromdate} and @var{todate} is the date datenum for the requested
+## date range. If you enter today's date, you will get yesterday's
+## data.
+##
+## @var{period} (default: "d") allows you to select the period for the
+## data which can be any of
+## @itemize @bullet
+## @item 'd': daily
+## @item 'w': weekly
+## @item 'm': monthly
+## @item 'v': dividends
+## @end itemize
+##
+## @seealso{yahoo, fetch}
+## @end deftypefn
+
+## FIXME: Actually use the proxy info if given in the connection.
+## FIXME: Do not ignore the fields input.
+
+## Author: Bill Denney <bi...@de...>
+## Created: 17 Aug 2008
+
+function [data fields] = __fetch_yahoo__ (conn=[], symbol="",
+ fromdate, todate, period="d")
+
+ if strcmpi (conn.url, "http://quote.yahoo.com")
+ fromdate = datevec (fromdate);
+ todate = datevec (todate);
+ geturl = sprintf (["http://ichart.finance.yahoo.com/table.csv" ...
+ "?s=%s&d=%d&e=%d&f=%d&g=%s&a=%d&b=%d&c=%d&" ...
+ "ignore=.csv"],
+ symbol, todate(2)-1, todate(3), todate(1),
+ period,
+ fromdate(2)-1, fromdate(3), fromdate(1));
+ ## FIXME: This would be more efficient if csv2cell could work on
+ ## strings instead of files.
+ [f, success, msg] = urlwrite (geturl, tmpnam ());
+ if ! success
+ error ("Could not write Yahoo data to tmp file:\n%s", msg)
+ endif
+ d = csv2cell (f);
+ unlink(f);
+ ## Pull off the header
+ fields = d(1,:);
+ d(1,:) = [];
+ dates = strvcat (d(:,1));
+ dates = datenum(str2num(dates(:,1:4)),
+ str2num(dates(:,6:7)),
+ str2num(dates(:,9:10)));
+ data = [dates, cell2mat(d(:,2:end))];
+ else
+ error ("Non-yahoo connection passed to yahoo fetch")
+ endif
+
+endfunction
+
+%!shared fgood, dgood
+%! fgood = {"Date", "Open", "High", "Low", "Close", "Volume", "Adj Close"};
+%! dgood = [732501,34.77,34.87,34.25,34.62,15515400,34.62;
+%! 732500,33.87,34.77,33.72,34.63,16354300,34.63;
+%! 732499,34.64,34.97,34.03,34.12,13585700,34.12;
+%! 732498,34.25,35.08,34.20,34.60,16086700,34.60;
+%! 732494,34.76,34.85,34.22,34.44,9861600,34.44];
+%!test
+%! [d f] = __fetch_yahoo__ (yahoo(), "yhoo", 732494, 732501, "d");
+%! assert(d, dgood, eps);
+%! assert(f, fgood, eps);
+## test that the automatic period works
+%!test
+%! [d f] = __fetch_yahoo__ (yahoo(), "yhoo", 732494, 732501);
+%! assert(d, dgood, eps);
+%! assert(f, fgood, eps);
+
+## The test below fails because yahoo gives a different volume on 732498
+##%!xtest
+##%! [d f] = fetch(yahoo(), "yhoo", "01-Jul-2005", "10-Jul-2005", "w");
+##%! assert(d, dgood(4:5,:), eps);
+##%! assert(f, fgood, eps);
\ No newline at end of file
Property changes on: trunk/octave-forge/main/financial/inst/__fetch_yahoo__.m
___________________________________________________________________
Added: svn:mergeinfo
+
Modified: trunk/octave-forge/main/financial/inst/fetch.m
===================================================================
--- trunk/octave-forge/main/financial/inst/fetch.m 2008-08-31 13:01:26 UTC (rev 5284)
+++ trunk/octave-forge/main/financial/inst/fetch.m 2008-08-31 15:59:55 UTC (rev 5285)
@@ -124,30 +124,7 @@
endif
if strcmpi (conn.url, "http://quote.yahoo.com")
- fromdate = datevec (fromdate);
- todate = datevec (todate);
- geturl = sprintf (["http://ichart.finance.yahoo.com/table.csv" ...
- "?s=%s&d=%d&e=%d&f=%d&g=%s&a=%d&b=%d&c=%d&" ...
- "ignore=.csv"],
- symbol, todate(2)-1, todate(3), todate(1),
- period,
- fromdate(2)-1, fromdate(3), fromdate(1));
- ## FIXME: This would be more efficient if csv2cell could work on
- ## strings instead of files.
- [f, success, msg] = urlwrite (geturl, tmpnam ());
- if ! success
- error ("Could not write Yahoo data to tmp file:\n%s", msg)
- endif
- d = csv2cell (f);
- unlink(f);
- ## Pull off the header
- fields = d(1,:);
- d(1,:) = [];
- dates = strvcat (d(:,1));
- dates = datenum(str2num(dates(:,1:4)),
- str2num(dates(:,6:7)),
- str2num(dates(:,9:10)));
- data = [dates, cell2mat(d(:,2:end))];
+ [data fields] = __fetch_yahoo__ (conn, symbol, fromdate, todate, period);
else
error ("Unrecgonized connection type")
endif
Copied: trunk/octave-forge/main/financial/inst/google.m (from rev 5284, trunk/octave-forge/main/financial/inst/yahoo.m)
===================================================================
--- trunk/octave-forge/main/financial/inst/google.m (rev 0)
+++ trunk/octave-forge/main/financial/inst/google.m 2008-08-31 15:59:55 UTC (rev 5285)
@@ -0,0 +1,48 @@
+## Copyright (C) 2008 Bill Denney
+##
+## This software is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## This software is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this software; see the file COPYING. If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{conn} =} google ()
+## @deftypefnx {Function File} {@var{conn} =} google (@var{URL}, @var{ipaddress}, @var{port})
+##
+## Prepare a Google connection for the fetch command to get Google
+## historical quote data.
+##
+## If given, the @var{URL} must be "http://finance.google.com". The
+## @var{ipaddress} and @var{port} is the proxy ipaddress and port. These
+## parameters are currently ignored (with a warning if given).
+##
+## @seealso{fetch, yahoo}
+## @end deftypefn
+
+## FIXME: Actually use the proxy info if given.
+
+## Author: Bill Denney <bi...@de...>
+## Created: 31 Aug 2008
+
+function conn = google (url="http://finance.google.com", ipaddr="", port=[])
+
+ if ! strcmpi (url, "http://finance.google.com")
+ error ("url must be 'http://finance.google.com'")
+ elseif ! (isempty (ipaddr) && isempty (port))
+ warning ("Proxy information is currently ignored")
+ endif
+
+ conn.url = url;
+ conn.ip = ipaddr;
+ conn.port = port;
+
+endfunction
\ No newline at end of file
Property changes on: trunk/octave-forge/main/financial/inst/google.m
___________________________________________________________________
Added: svn:mergeinfo
+
Modified: trunk/octave-forge/main/financial/inst/yahoo.m
===================================================================
--- trunk/octave-forge/main/financial/inst/yahoo.m 2008-08-31 13:01:26 UTC (rev 5284)
+++ trunk/octave-forge/main/financial/inst/yahoo.m 2008-08-31 15:59:55 UTC (rev 5285)
@@ -25,7 +25,7 @@
## @var{ipaddress} and @var{port} is the proxy ipaddress and port. These
## parameters are currently ignored (with a warning if given).
##
-## @seealso{fetch}
+## @seealso{fetch, google}
## @end deftypefn
## FIXME: Actually use the proxy info if given.
@@ -45,4 +45,4 @@
conn.ip = ipaddr;
conn.port = port;
-endfunction
\ No newline at end of file
+endfunction
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