REBOL [ Library: [ level: 'beginner platform: 'all type: [function] domain: [other-net financial] tested-under: none support: none license: none see-also: none ] Title: "Download stock data" Date: 8-jan-2006 Version: 0.1.9 File: %get-stock.r Author: ["Matt Licholai" "Steve Shireman(for new view)"] Rights: "(C) Matt Licholai 2001, 2002 " Usage: {Example: set [dt op hi lo cl vo] get-stock/data "IBM" (now/date - 20) now/date set [dt op hi lo cl vo] get-stock/data/store "IBM" (now/date - 20) now/date %IBM.csv set [dt op hi lo cl vo] get-stock/data/retrieve "IBM" now/date now/date %IBM.csv string_data: get-stock/csv "IBM" (now/date - 20) now/date string_data: get-stock/csv/store "IBM" (now/date - 20) now/date %IBM.csv string_data: get-stock/csv/retrieve "IBM" now/date now/date %IBM.csv } Purpose: {Get stock data from Yahoo. Return a block of blocks: date, open, high, low, close, volume, or the csv data as a sting. Optionally store the csv data as a file. } Comment: {Downloads historic data for a stock between two dates from Yahoo. Returns date, open, high, low, close and volume as vectors [blocks], or as as string. Note that when reading from a file, the start and end dates are ignored, the entire file is read in and processed. Newest data is at the bottom of each block or the string.} History: [0.1.0 ["Initial version to get csv as a string"] 0.1.1 ["Modified from %get-csv.r to get data blocks"] 0.1.2 [15-Nov-2001 {Combined data and csv versions into one and added file option}] 0.1.3 ["Modified so that the newest data is always last"] 0.1.4 [{Added reading from a tile (retrieve) and changed name for writing a file (store)}] 0.1.5 [20-Jan-2002 {Removed parallel assignments, to prevent setting global words}] 0.1.8 [5-sep-2004 {change URL. skip last line of download. Fix compose brackets -- Sunanda/ScottJ}] ] Email: %M--S--Licholai--ieee--org Category: [web database 3 ldc net db tcp] ] get-stock: func [ {Download historic data for the specified stock from Yahoo} ticker [string!] "Stock ticker" start [date!] "data start date" end [date!] "data end date" /data "return a block of results" /csv "return a string with the data" /store "save the csv data as file-name" file-out [file!] "file name under which to save the csv data" /retrieve file-in [file!] "file name from which to read the csv data" /local yahoo-url data-path refiner codes id val stock-data prices dates opens highs lows closes volumes header result ][ dates: copy [] opens: copy [] highs: copy [] lows: copy [] closes: copy [] volumes: copy [] yahoo-url: http://ichart.finance.yahoo.com data-path: copy "table.csv?" refiner: func [ str [string!] const var ][ append append append append str "&" :const "=" :var ] codes: compose [ s (ticker) a (start/month) b (start/day) c (start/year) d (end/month) e (end/day) f (end/year) g d q q y 0 z (:ticker) x .csv ] foreach [id val] codes [ refiner data-path id val ] either csv [ stock-data: read/lines either not retrieve [ yahoo-url/:data-path ][ file-in ] if not (header: first stock-data) = "Date,Open,High,Low,Close,Volume,Adj. Close*" [ throw make error! "Something is wrong with the data, try again"] ; skip the column header data stock-data: next stock-data ; flip the data (newest at the bottom) if not retrieve [reverse stock-data] result: stock-data ][ stock-data: read/lines either not retrieve [ yahoo-url/:data-path ][ file-in ] if not (header: first stock-data) = "Date,Open,High,Low,Close,Volume,Adj. Close*" [ throw make error! "Something is wrong with the data, try again"] stock-data: next stock-data ; skip the column header data ; "Date,Open,High,Low,Close,Volume" if find last stock-data "<" [stock-data: copy/part stock-data -1 + length? stock-data] ; flip the data (newest at the bottom) if not retrieve [reverse stock-data] foreach line stock-data [ ; Don't use set to keep the words local. ; set/any [dt op hi lo cl vo] parse line none prices: parse line none ; now make all the assignments append dates to-date first prices ; dt append opens to-decimal second prices ; op append highs to-decimal third prices ; hi append lows to-decimal fourth prices ; lo append closes to-decimal fifth prices ; cl append volumes to-integer last prices ; vo ] result: reduce [dates opens highs lows closes volumes] ] if store [ write/lines file-out head header write/lines file-out head stock-data ] result ]