Mercurial > forge
view main/financial/inst/__fetch_google__.m @ 5682:2c94879b0a84 octave-forge
Fix the expected data for the Google stock fetch
author | rlaboiss |
---|---|
date | Sun, 24 May 2009 11:17:26 +0000 |
parents | aab400398ef1 |
children | 2b06fc666a36 |
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## 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_google__ (@var{conn}, @var{symbol}, @var{fromdate}, @var{todate}, @var{period}) ## ## Download stock data from google. (Helper for fetch.) ## ## @var{fields} are the data fields returned by Google. ## ## @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 ## @end itemize ## ## @seealso{google, fetch} ## @end deftypefn ## FIXME: Actually use the proxy info if given in the connection. ## FIXME: Do not ignore the fields input. ## Author: Bill Denney <bill@denney.ws> ## Created: 31 Aug 2008 function [data fields] = __fetch_google__ (conn=[], symbol="", fromdate, todate, period="d") periods = struct("d", "daily", "w", "weekly"); if strcmpi (conn.url, "http://finance.google.com") fromdatestr = datestr (fromdate); todatestr = datestr (todate); ## http://finance.google.com/finance/historical?q=T&startdate=Sep+1%2C+2007&enddate=Aug+31%2C+2008&histperiod=weekly&output=csv geturl = sprintf (["http://finance.google.com/finance/" ... "historical?" ... "q=%s&startdate=%s&enddate=%s&" ... "histperiod=%s&output=csv"], symbol, fromdatestr, todatestr, periods.(period)); ## 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 Google data to tmp file:" ... "\n%s\nURL was:\n%s"], msg, geturl) endif d = csv2cell (f); unlink(f); ## Pull off the header fields = d(1,:); d(1,:) = []; ## Put the dates into datenum format data = [datenum(datevec(d(:,1), "dd-mmm-yy")), \ cell2mat(d(:,2:end))]; if (period == "d") ## Note that google appears to have an off-by-one error in ## returning historical data, so make sure that we only return the ## requested data and not what Google sent. This is only done if ## the period is daily because data((data(:,1) < fromdate) | (data(:,1) > todate), :) = []; endif else error ("Non-google connection passed to google fetch") endif endfunction %!shared fgood, dgood, wgood %! fgood = {"Date", "Open", "High", "Low", "Close", "Volume"}; %! dgood = [732501,34.77,34.87,34.25,34.62,15296900; %! 732500,33.87,34.77,33.72,34.63,16265900; %! 732499,34.64,34.97,34.03,34.12,13451500; %! 732498,34.25,35.08,34.20,34.60,15845100; %! 732494,34.76,34.85,34.22,34.44,9740300]; %! wgood = [732501,34.25,35.08,33.72,34.62,61542100; %! 732494,35.88,36.24,34.22,34.44,68433900]; %!test %! [d f] = __fetch_google__ (google(), "yhoo", 732494, 732501, "d"); %! assert(d, dgood, eps); %! assert(f, fgood, eps); ## test that the automatic period works %!test %! [d f] = __fetch_google__ (google(), "yhoo", 732494, 732501); %! assert(d, dgood, eps); %! assert(f, fgood, eps); ## Test that weekly works %!test %! [d f] = __fetch_google__ (google(), "yhoo", 732494, 732501, "w"); %! assert(d, wgood, eps); %! assert(f, fgood, eps);