def parse_yahoo_historical(fh, asobject=False, adjusted=True):
"""
Parse the historical data in file handle fh from yahoo finance and return
results as a list of
d, open, close, high, low, volume
where d is a floating poing representation of date, as returned by date2num
if adjust=True, use adjusted prices
"""
results = []
lines = fh.readlines()
datefmt = None
for line in lines[1:]:
vals = line.split(',')
if len(vals) != 7: continue
datestr = vals[0]
if datefmt is None:
try:
datefmt = '%Y-%m-%d'
dt = datetime.date(*time.strptime(datestr, datefmt)[:3])
except ValueError:
datefmt = '%d-%b-%y' # Old Yahoo--cached file?
dt = datetime.date(*time.strptime(datestr, datefmt)[:3])
d = date2num(dt)
open, high, low, close = [float(val) for val in vals[1:5]]
volume = int(vals[5])
if adjusted:
aclose = float(vals[6])
m = aclose / close
open *= m
high *= m
low *= m
close = aclose
results.append((d, open, close, high, low, volume))
results.reverse()
if asobject:
if len(results) == 0: return None
else:
date, open, close, high, low, volume = map(npy.asarray,
zip(*results))
return Bunch(date=date,
open=open,
close=close,
high=high,
low=low,
volume=volume)
else:
return results
def parse_yahoo_historical(fh, asobject=False, adjusted=True):
"""
Parse the historical data in file handle fh from yahoo finance and return
results as a list of
d, open, close, high, low, volume
where d is a floating poing representation of date, as returned by date2num
if adjust=True, use adjusted prices
"""
results = []
lines = fh.readlines()
datefmt = None
for line in lines[1:]:
vals = line.split(",")
if len(vals) != 7:
continue
datestr = vals[0]
if datefmt is None:
try:
datefmt = "%Y-%m-%d"
dt = datetime.date(*time.strptime(datestr, datefmt)[:3])
except ValueError:
datefmt = "%d-%b-%y" # Old Yahoo--cached file?
dt = datetime.date(*time.strptime(datestr, datefmt)[:3])
d = date2num(dt)
open, high, low, close = [float(val) for val in vals[1:5]]
volume = int(vals[5])
if adjusted:
aclose = float(vals[6])
m = aclose / close
open *= m
high *= m
low *= m
close = aclose
results.append((d, open, close, high, low, volume))
results.reverse()
if asobject:
if len(results) == 0:
return None
else:
date, open, close, high, low, volume = map(np.asarray, zip(*results))
return Bunch(date=date, open=open, close=close, high=high, low=low, volume=volume)
else:
return results
def parse_yahoo_historical(fh, asobject=False, adjusted=True):
"""
Parse the historical data in file handle fh from yahoo finance and return
results as a list of
d, open, close, high, low, volume
where d is a floating poing representation of date, as returned by date2num
if adjust=True, use adjusted prices
"""
results = []
lines = fh.readlines()
for line in lines[1:]:
vals = line.split(',')
if len(vals)!=7: continue
datestr = vals[0]
dt = datetime.date(*time.strptime(datestr, '%d-%b-%y')[:3])
d = date2num(dt)
open, high, low, close = [float(val) for val in vals[1:5]]
volume = int(vals[5])
if adjusted:
aclose = float(vals[6])
m = aclose/close
open *= m
high *= m
low *= m
close = aclose
results.append((d, open, close, high, low, volume))
results.reverse()
if asobject:
date, open, close, high, low, volume = map(nx.asarray, zip(*results))
return Bunch(date=date, open=open, close=close, high=high, low=low, volume=volume)
else:
return results
ticker = ticker.upper()
results = []
try:
lines = urlopen(url).readlines()
except IOError, exc:
verbose.report_error('urlopen() failure\n' + url + '\n' + exc.strerror[1])
return None
for line in lines[1:]:
vals = line.split(',')
if len(vals)!=7: continue
datestr = vals[0]
dt = datetime.date(*time.strptime(datestr, '%d-%b-%y')[:3])
d = date2num(dt)
open, high, low, close = [float(val) for val in vals[1:5]]
volume = int(vals[5])
results.append((d, open, close, high, low, volume))
results.reverse()
return results
def plot_day_summary(ax, quotes, ticksize=3,
colorup='k', colordown='r',
):
"""
quotes is a list of (time, open, close, high, low, ...) tuples
ticker = ticker.upper()
results = []
try:
lines = urlopen(url).readlines()
except IOError, exc:
verbose.report_error('urlopen() failure\n' + url + '\n' + exc.strerror[1])
return None
for line in lines[1:]:
vals = line.split(',')
if len(vals)!=7: continue
datestr = vals[0]
dt = datetime.date(*time.strptime(datestr, '%d-%b-%y')[:3])
d = date2num(dt)
open, high, low, close = [float(val) for val in vals[1:5]]
volume = int(vals[5])
results.append((d, open, close, high, low, volume))
results.reverse()
return results
def plot_day_summary(ax, quotes, ticksize=3,
colorup='k', colordown='r',
):
"""
quotes is a list of (time, open, close, high, low, ...) tuples
