def read(self):
""" Read data from the files (and write them at self.price, dividend, split) """
with open(self.__path(), 'r') as f:
f.readline()
self.price = dict()
for line in f:
d = workingday.strptime(line[:10], '%Y-%m-%d')
c = line[13:-1].split()
row = []
for i in xrange(5):
row.append(float(c[i]))
row.append(int(c[5]))
self.price[d] = row
self.dividend = dict()
self.split = dict()
try:
with open(self.__path_dividends(), 'r') as f:
f.readline()
for line in f:
d = workingday.strptime(line[:10], '%Y-%m-%d')
c = line[10:-1].split()
if c[0] == 'Dividend':
self.dividend[d] = float(c[1])
elif c[0] == 'Split':
self.split[d] = tuple(map(int, c[1].split(':')))
except:
pass
def read(self):
""" Read data from the files (and write them at self.price, dividend, split) """
with open(self.__path(), 'r') as f:
f.readline()
self.price = dict()
for line in f:
d = workingday.strptime(line[:10], '%Y-%m-%d')
c = line[13:-1].split()
row = []
for i in xrange(5):
row.append(float(c[i]))
row.append(int(c[5]))
self.price[d] = row
self.dividend = dict()
self.split = dict()
try:
with open(self.__path_dividends(), 'r') as f:
f.readline()
for line in f:
d = workingday.strptime(line[:10], '%Y-%m-%d')
c = line[10:-1].split()
if c[0] == 'Dividend':
self.dividend[d] = float(c[1])
elif c[0] == 'Split':
self.split[d] = tuple(map(int, c[1].split(':')))
except:
pass
def risk_free_return():
file_name = 'FED/yields_10Y.csv'
with open(file_name, 'r') as f:
for i in xrange(7): f.readline()
h = DateSerie()
rate = 0
for line in f:
c = line[:-1].split(',')
try:
h[workingday.strptime(c[0], '%Y-%m-%d')] = float(c[1])*0.01
except:
pass
return h.TimeSerie()
def __download(self, since=workingday(1900, 1, 1)):
"""
Downloads data from yahoo finance from date begin until today
(other sources than yahoo finance may be considered in future)
"""
until = workingday.today()
input_tuple = (self.symbol, str(since.month - 1), str(since.day),
str(since.year), str(until.month - 1), str(until.day),
str(until.year))
self.price = dict()
self.dividend = dict()
self.split = dict()
try:
url = 'http://ichart.yahoo.com/table.csv?s=%s&g=d&a=%s&b=%s&c=%s&d=%s&e=%s&f=%s&ignore=.csv' % input_tuple
raw_data = urlopen(url)
raw_data.readline()
for line in raw_data:
l = line.split(',')
d = workingday.strptime(l[0], '%Y-%m-%d')
row = [
float(l[1]), # Open
float(l[2]), # High
float(l[3]), # Low
float(l[4]), # Close
float(l[-1][:-1]), # Adj
int(l[5])
] # Volume
self.price[d] = row
# get dividend and split data
url = 'http://ichart.finance.yahoo.com/x?s=%s&g=v&a=%s&b=%s&c=%s&d=%s&e=%s&f=%s&ignore=.csv' % input_tuple
raw_data = urlopen(url)
raw_data.readline()
for line in raw_data:
l = line.split(',')
if l[0] == 'DIVIDEND':
d = workingday(int(l[1][1:5]), int(l[1][5:7]),
int(l[1][7:9]))
self.dividend[d] = float(l[2][:-1])
elif l[0] == 'SPLIT':
d = workingday(int(l[1][1:5]), int(l[1][5:7]),
int(l[1][7:9]))
self.split[d] = tuple(map(int, l[2][:-1].split(':')))
except:
print 'Error downloading ' + self.symbol
def risk_free_return():
file_name = 'FED/yields_10Y.csv'
with open(file_name, 'r') as f:
for i in xrange(7):
f.readline()
h = DateSerie()
rate = 0
for line in f:
c = line[:-1].split(',')
try:
h[workingday.strptime(c[0], '%Y-%m-%d')] = float(c[1]) * 0.01
except:
pass
return h.TimeSerie()
def __download(self, since = workingday(1900,1,1)):
"""
Downloads data from yahoo finance from date begin until today
(other sources than yahoo finance may be considered in future)
"""
until = workingday.today()
input_tuple = (self.symbol,
str(since.month - 1), str(since.day), str(since.year),
str(until.month - 1), str(until.day), str(until.year))
self.price = dict()
self.dividend = dict()
self.split = dict()
try:
url = 'http://ichart.yahoo.com/table.csv?s=%s&g=d&a=%s&b=%s&c=%s&d=%s&e=%s&f=%s&ignore=.csv' % input_tuple
raw_data = urlopen(url)
raw_data.readline()
for line in raw_data:
l = line.split(',')
d = workingday.strptime(l[0],'%Y-%m-%d')
row = [
float(l[1]), # Open
float(l[2]), # High
float(l[3]), # Low
float(l[4]), # Close
float(l[-1][:-1]), # Adj
int(l[5])] # Volume
self.price[d] = row
# get dividend and split data
url = 'http://ichart.finance.yahoo.com/x?s=%s&g=v&a=%s&b=%s&c=%s&d=%s&e=%s&f=%s&ignore=.csv' % input_tuple
raw_data = urlopen(url)
raw_data.readline()
for line in raw_data:
l = line.split(',')
if l[0] == 'DIVIDEND':
d = workingday(int(l[1][1:5]), int(l[1][5:7]), int(l[1][7:9]))
self.dividend[d] = float(l[2][:-1])
elif l[0] == 'SPLIT':
d = workingday(int(l[1][1:5]), int(l[1][5:7]), int(l[1][7:9]))
self.split[d] = tuple(map(int, l[2][:-1].split(':')))
except:
print 'Error downloading ' + self.symbol
