def getTickPrices(self, symbol, startdate, enddate, intervalMins=60):
"""
Get tick prices for the given ticker symbol.
@symbol: stock symbol
@interval: interval in mins(google finance only support query till 1 min)
@startdate: start date(YYYYMMDD)
@enddate: end date(YYYYMMDD)
@Returns a nested list.
"""
#TODO, parameter checking
try:
interval = int(
intervalMins
) * 60 + 1 # plus one so that the time will show as 'a1316784600' instead of '1'
startdate = string2EpochTime(startdate)
enddate = string2EpochTime(enddate)
period = enddate - startdate
url = 'http://www.google.com/finance/getprices?q=%s&i=%s&p=%sd&f=d,o,h,l,c,v&ts=%s' % (
symbol, interval, period, startdate)
try:
page = self.__request(url)
except UfException as ufExcep:
##if symol is not right, will get 400
if Errors.NETWORK_400_ERROR == ufExcep.getCode:
raise UfException(
Errors.STOCK_SYMBOL_ERROR,
"Can find data for stock %s, symbol error?" % symbol)
raise ufExcep
days = page.readlines()[7:] # first 7 line is document
# sample values:'a1316784600,31.41,31.5,31.4,31.43,150911'
values = [day.split(',') for day in days]
data = []
for value in values:
data.append(
StockDailyType(value[0][1:], value[4], value[2], value[3],
value[1], value[5], None))
return data
except BaseException:
raise UfException(
Errors.UNKNOWN_ERROR,
"Unknown Error in GoogleFinance.getHistoricalPrices %s" %
traceback.format_exc())
def __getTimeAndProfitList(self, latestStates):
''' get time and profit list '''
timeAndProfitList = []
preState = None
if latestStates:
for state in latestStates[::5]:
if preState is not None:
timeAndProfitList.append([string2EpochTime(str(state['time'])) * 1000, float(state['account']) - float(preState['account'])])
preState = state
return timeAndProfitList
def __getBackTestJson(self, resultName):
''' get one backtest result '''
symbolOrNum, strategyName, startDate, endDate = self.__parseResultName(
resultName)
saver = self.__getSaver(resultName)
latestStates = saver.getStates(0, None)
metrics = saver.getMetrics()
return {
"symbolOrNum":
symbolOrNum,
"strategyName":
strategyName,
"startDate":
startDate,
"endDate":
endDate,
"metrics":
metrics,
"latestStates":
latestStates,
"timeAndPostionList": [[
string2EpochTime(str(state['time'])) * 1000,
float(state['account'])
] for state in latestStates] if latestStates else [],
"timeAndHoldingList": [[
string2EpochTime(str(state['time'])) * 1000,
float(state['holdingValue']) /
float(state['account']) if float(state['account']) != 0 else 0
] for state in latestStates] if latestStates else [],
"timeAndProfitList":
self.__getTimeAndProfitList(latestStates),
"timeAndBenchmarkList": [[
string2EpochTime(str(state['time'])) * 1000,
float(state['indexPrice'])
] for state in latestStates] if latestStates else [],
"holdings":
metrics["endHoldings"]
}
def __getBackTestJson(self, resultName):
''' get one backtest result '''
symbolOrNum, strategyName, startDate, endDate = self.__parseResultName(resultName)
saver = self.__getSaver(resultName)
latestStates = saver.getStates(0, None)
metrics = saver.getMetrics()
return {"symbolOrNum": symbolOrNum,
"strategyName": strategyName,
"startDate": startDate,
"endDate": endDate,
"metrics": metrics,
"latestStates": latestStates,
"timeAndPostionList": [[string2EpochTime(str(state['time'])) * 1000, float(state['account'])]
for state in latestStates] if latestStates else [],
"timeAndHoldingList": [[string2EpochTime(str(state['time'])) * 1000, float(state['holdingValue']) / float(state['account']) if float(state['account']) != 0 else 0]
for state in latestStates] if latestStates else [],
"timeAndProfitList": self.__getTimeAndProfitList(latestStates),
"timeAndBenchmarkList": [[string2EpochTime(str(state['time'])) * 1000, float(state['indexPrice'])]
for state in latestStates] if latestStates else [],
"holdings": metrics["endHoldings"]}
def __getTimeAndProfitList(self, latestStates):
''' get time and profit list '''
timeAndProfitList = []
preState = None
if latestStates:
for state in latestStates[::5]:
if preState is not None:
timeAndProfitList.append([
string2EpochTime(str(state['time'])) * 1000,
float(state['account']) - float(preState['account'])
])
preState = state
return timeAndProfitList
def getTickPrices(self, symbol, startdate, enddate, intervalMins=60):
"""
Get tick prices for the given ticker symbol.
@symbol: stock symbol
@interval: interval in mins(google finance only support query till 1 min)
@startdate: start date(YYYYMMDD)
@enddate: end date(YYYYMMDD)
@Returns a nested list.
"""
#TODO, parameter checking
try:
interval = int(intervalMins) * 60 + 1 # plus one so that the time will show as 'a1316784600' instead of '1'
startdate = string2EpochTime(startdate)
enddate = string2EpochTime(enddate)
period = enddate - startdate
url = 'http://www.google.com/finance/getprices?q=%s&i=%s&p=%sd&f=d,o,h,l,c,v&ts=%s' % (symbol, interval, period, startdate)
try:
page = self.__request(url)
except UfException as ufExcep:
##if symol is not right, will get 400
if Errors.NETWORK_400_ERROR == ufExcep.getCode:
raise UfException(Errors.STOCK_SYMBOL_ERROR, "Can find data for stock %s, symbol error?" % symbol)
raise ufExcep
days = page.readlines()[7:] # first 7 line is document
# sample values:'a1316784600,31.41,31.5,31.4,31.43,150911'
values = [day.split(',') for day in days]
data = []
for value in values:
data.append(StockDailyType(value[0][1:], value[4], value[2], value[3], value[1], value[5], None))
return data
except BaseException:
raise UfException(Errors.UNKNOWN_ERROR, "Unknown Error in GoogleFinance.getHistoricalPrices %s" % traceback.format_exc())
