Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / financial-0.4.0 / fetch.m

diff --git a/octave_packages/financial-0.4.0/fetch.m b/octave_packages/financial-0.4.0/fetch.m
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+## Copyright (C) 2008 Bill Denney <bill@denney.ws>
+##
+## 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 <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {@var{data} =} fetch (@var{conn}, @var{symbol})
+## @deftypefnx {@var{data} =} fetch (@dots{}, @var{fields})
+## @deftypefnx {@var{data} =} fetch (@dots{}, @var{date})
+## @deftypefnx {@var{data} =} fetch (@dots{}, @var{fromdate}, @var{todate})
+## @deftypefnx {@var{data} =} fetch (@dots{}, @var{period})
+## @deftypefnx {[@var{data}, @var{fields}] =} fetch (@dots{})
+##
+## Download stock data from a connection.
+##
+## @var{fields} are the data fields to download and must come from the
+## set
+## @itemize @bullet
+## @item "Symbol"
+## @item "Last"
+## @item "Date"
+## @item "Time"
+## @item "Change"
+## @item "Open"
+## @item "High",
+## @item "Low"
+## @item "Volume"
+## @end itemize
+##
+## As an output, @var{fields} may be different than your request.  This
+## is because there is mapping of field names from the data source to
+## the output, and what is returned is the source mapping to allow
+## validation.
+##
+## @var{date} is the date string or datenum for the requested data.  If
+## you enter today's date, you will get yesterday's data. @var{fromdate}
+## and @var{todate} allow you to specify a date range for the data.
+##
+## @var{period} (default: "d") allows you to select the period for the
+## data which can be any of the below as long as they are supported by
+## the associated backend.
+## @itemize @bullet
+## @item 'd': daily
+## @item 'w': weekly
+## @item 'm': monthly (Yahoo only)
+## @item 'v': dividends (Yahoo only)
+## @end itemize
+##
+## @seealso{yahoo, google}
+## @end deftypefn
+
+## FIXME: Actually use the proxy info if given in the connection.
+## FIXME: Do not ignore the fields input.
+
+function [data fields] = fetch (conn=[], symbol="", varargin)
+
+  fields   = {"Symbol", "Last", "Date", "Time", "Change", "Open", ...
+              "High", "Low", "Volume"};
+  fromdate = [];
+  todate   = [];
+  period   = "d";
+
+  firstdate = datenum (1900, 1, 1);
+  lastdate  = today ();
+
+  if isempty (conn)
+    ## By default, use yahoo now since it's the only connection
+    ## currently available.
+    conn = yahoo ();
+  endif
+  if isempty (symbol)
+    error ("The ticker symbol must be given")
+  elseif ! ischar (symbol)
+    error ("The symbol must be either a string")
+  endif
+  for i = 1:numel (varargin)
+    if ischar (varargin{i}) && (length (varargin{i}) == 1)
+      period = varargin{i};
+    elseif iscellstr (varargin{i}) || ischar (varargin{i})
+      ## if it's a character and it's a valid date, make it into our
+      ## dates
+      if ischar (varargin{i})
+        thisdate = [];
+        try
+          thisdate = datenum (varargin{i});
+          if isempty (fromdate)
+            fromdate = thisdate;
+          endif
+          todate = thisdate;
+        end_try_catch
+      endif
+      if isempty (thisdate)
+        fields = varargin{i};
+        warning ("Fields are currently ignored and all data is returned")
+      endif
+      thisdate = [];
+    elseif isnumeric (varargin{i})
+      ## it must be our dates
+      if isempty (fromdate)
+        fromdate = varargin{i};
+      endif
+      todate = varargin{i};
+    else
+      error ("Invalid input for argument %d", i + 2)
+    endif
+  endfor
+
+  if isempty (fromdate)
+    fromdate = firstdate;
+    todate   = lastdate;
+  endif
+
+  if strcmpi (conn.url, "http://quote.yahoo.com")
+    [data fields] = fetch_yahoo (conn, symbol, fromdate, todate, period);
+  elseif strcmpi (conn.url, "http://finance.google.com")
+    [data fields] = fetch_google (conn, symbol, fromdate, todate, period);
+  else
+    error ("Unrecgonized connection type")
+  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(), "yhoo", "01-Jul-2005", "10-Jul-2005");
+%! 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);