Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / financial-0.4.0 / private / fetch_google.m

diff --git a/octave_packages/financial-0.4.0/private/fetch_google.m b/octave_packages/financial-0.4.0/private/fetch_google.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} @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);