Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/financial-0.4.0/private/fetch_yahoo.m b/octave_packages/financial-0.4.0/private/fetch_yahoo.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_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.
+
+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);