X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Ffinancial-0.4.0%2Fprivate%2Ffetch_google.m;fp=octave_packages%2Ffinancial-0.4.0%2Fprivate%2Ffetch_google.m;h=72db813dda06d21d93f15843d898f783cff8d1c3;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hp=0000000000000000000000000000000000000000;hpb=1705066eceaaea976f010f669ce8e972f3734b05;p=CreaPhase.git diff --git a/octave_packages/financial-0.4.0/private/fetch_google.m b/octave_packages/financial-0.4.0/private/fetch_google.m new file mode 100644 index 0000000..72db813 --- /dev/null +++ b/octave_packages/financial-0.4.0/private/fetch_google.m @@ -0,0 +1,102 @@ +## Copyright (C) 2008 Bill Denney +## +## This program 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 program 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 program; if not, see . + +## -*- 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. + +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); + d{1,1} = d{1,1}(4:end); # Remove byte order mark (BOM) + 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))]; + ## 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. + data((data(:,1) < fromdate) | (data(:,1) > todate), :) = []; + 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 = [732501,34.25,35.08,33.72,34.62,60859400; +%! 732494,35.88,36.24,34.22,34.44,67132100]; +%!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);