def __buildExl(self, stock, workbook):
        ''' get one stock historical data and store it '''
        try:
            ws = workbook.add_sheet(stock)

            #get data
            yahooFinance = YahooFinance()
            allData = yahooFinance.getHistoricalPrices(stock, self.__startDate,
                                                       self.__endDate)
            for col, field in enumerate(
                ['date', 'open', 'high', 'low', 'close', 'volume',
                 'adjClose']):
                ws.write(0, col, field)

            for row, data in enumerate(allData):
                for col, field in enumerate([
                        'date', 'open', 'high', 'low', 'close', 'volume',
                        'adjClose'
                ]):
                    ws.write(row + 1, col, getattr(data, field))

        except UfException as excp:
            raise excp
        except Exception:
            raise UfException(
                Errors.UNKNOWN_ERROR,
                "historicalStorage.__buildExl got unknown error  %s" %
                traceback.print_exc())
    def linearRegression(self):
        if self.__regressioned:
            return

        if not self.__benchmarkValues:
            self.__benchmarkValues = YahooFinance().getHistoricalPrices(self.__benchmark, self.__dateValues[0].date, self.__dateValues[-1].date)

        tradeSuspended = False
        if 0 in map(lambda x: float(x.adjClose), self.__dateValues):
            tradeSuspended = True

        #filter out date tha't not in both stock and benchmark
        dateSet = set([dateValue.date for dateValue in self.__dateValues]) & set([dateValue.date for dateValue in self.__benchmarkValues])
        self.__dateValues = filter(lambda dateValue: dateValue.date in dateSet, self.__dateValues)
        self.__benchmarkValues = filter(lambda dateValue: dateValue.date in dateSet, self.__benchmarkValues)

        if len(self.__dateValues) <= 1 or tradeSuspended:
            msg = "Not enought dateValues" if len(self.__dateValues) <= 1 else "trade suspended"
            LOG.debug(msg)

            self.__beta = 0
            self.__alpha = 0
            self.__regressioned = True
            return

        try:
            x = [float(self.__benchmarkValues[index + 1].adjClose)/float(self.__benchmarkValues[index].adjClose) for index in range(len(self.__benchmarkValues) - 1)]
            y = [float(self.__dateValues[index + 1].adjClose)/float(self.__dateValues[index].adjClose) for index in range(len(self.__dateValues) - 1)]
            (self.__beta, self.__alpha) = numpy.polyfit(x, y, 1)
            self.__regressioned = True
        except BaseException as excep:
            raise UfException(Errors.UNKNOWN_ERROR, "stockMeasurement.linearRegression got unknown error %s" % excep)
def buildBenchmarkValues():
    print "Building BenchmarkValues"
    for key in benchmarks.values():
        benchmarkValues[key] = YahooFinance().getHistoricalPrices(
            key, '19010101', '20130101')
        time.sleep(1)

    print "BenchmarkValues %s built" % benchmarkValues.keys()
    def __buildExl(self, stock, workbook):
        ''' get one stock historical data and store it '''
        try:
            ws = workbook.add_sheet(stock)

            #get data
            yahooFinance = YahooFinance()
            allData = yahooFinance.getHistoricalPrices(stock, self.__startDate, self.__endDate)
            for col, field in enumerate(['date', 'open', 'high', 'low', 'close', 'volume', 'adjClose']):
                ws.write(0, col, field)

            for row, data in enumerate(allData):
                for col, field in enumerate(['date', 'open', 'high', 'low', 'close', 'volume', 'adjClose']):
                    ws.write(row+1, col, getattr(data, field) )

        except UfException as excp:
            raise excp
        except Exception:
            raise UfException(Errors.UNKNOWN_ERROR, "historicalStorage.__buildExl got unknown error  %s"
                              % traceback.print_exc())
class HistoricalDataFeeder(BaseModule):
    '''
    feeder that get stock data from Yahoo Finance
    '''
    def __init__(self):
        ''' Constructor '''
        super(HistoricalDataFeeder, self).__init__()
        self.__yahooFinance = YahooFinance()

    def execute(self, input):
        ''' preparing data'''
        super(HistoricalDataFeeder, self).execute(input)
        return {'history stock': self.__yahooFinance.get_historical_prices(input, '1990-01-01', date.today())}
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class HistoricalDataFeeder(BaseModule):
    '''
    feeder that get stock data from Yahoo Finance
    '''
    def __init__(self):
        ''' Constructor '''
        super(HistoricalDataFeeder, self).__init__()
        self.__yahooFinance = YahooFinance()

    def execute(self, input):
        ''' preparing data'''
        super(HistoricalDataFeeder, self).execute(input)
        return {
            'history stock':
            self.__yahooFinance.getHistoricalPrices(input, '1990-01-01',
                                                    date.today())
        }
 def __init__(self):
     ''' Constructor '''
     super(HistoricalDataFeeder, self).__init__()
     self.__yahooFinance = YahooFinance()
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 def __init__(self):
     ''' Constructor '''
     super(HistoricalDataFeeder, self).__init__()
     self.__yahooFinance = YahooFinance()
 def testGetHistoricalPrices(self):
     yahooFinance = YahooFinance()
     data = yahooFinance.get_historical_prices('^STI', '20110101', '20110110')
     assert len(data)