# Copyright (c) 2011, Mark Chenoweth
# All rights reserved.
#
# Redistribution and use in source and binary forms, with or without modification, are permitted
# provided that the following conditions are met:
#
# - Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
#
# - Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following
# disclaimer in the documentation and/or other materials provided with the distribution.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
# INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
# DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
# EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
# OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
# STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF
# ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
import urllib,time,datetime
import pandas as pd
class Quote(object):
DATE_FMT = '%Y-%m-%d'
TIME_FMT = '%H:%M:%S'
def __init__(self):
self.symbol = ''
self.date,self.time,self.open_,self.high,self.low,self.close,self.volume = ([] for _ in range(7))
def append(self,dt,open_,high,low,close,volume):
self.date.append(dt.date())
self.time.append(dt.time())
self.open_.append(float(open_))
self.high.append(float(high))
self.low.append(float(low))
self.close.append(float(close))
self.volume.append(int(volume))
def to_csv(self):
return ''.join(["{0},{1},{2},{3:.2f},{4:.2f},{5:.2f},{6:.2f},{7}\n".format(self.symbol,
self.date[bar].strftime('%Y-%m-%d'),self.time[bar].strftime('%H:%M:%S'),
self.open_[bar],self.high[bar],self.low[bar],self.close[bar],self.volume[bar])
for bar in xrange(len(self.close))])
def write_csv(self,filename):
with open(filename,'w') as f:
f.write(self.to_csv())
def read_csv(self,filename):
self.symbol = ''
self.date,self.time,self.open_,self.high,self.low,self.close,self.volume = ([] for _ in range(7))
for line in open(filename,'r'):
symbol,ds,ts,open_,high,low,close,volume = line.rstrip().split(',')
self.symbol = symbol
dt = datetime.datetime.strptime(ds+' '+ts,self.DATE_FMT+' '+self.TIME_FMT)
self.append(dt,open_,high,low,close,volume)
return True
def __repr__(self):
return self.to_csv()
class GoogleIntradayQuote(Quote):
''' Intraday quotes from Google. Specify interval seconds and number of days '''
def __init__(self,symbol,interval_seconds=300,num_days=5):
super(GoogleIntradayQuote,self).__init__()
self.symbol = symbol.upper()
url_string = "http://www.google.com/finance/getprices?q={0}".format(self.symbol)
url_string += "&x=NSE&i={0}&p={1}d&f=d,o,h,l,c,v".format(interval_seconds,num_days)
csv = urllib.urlopen(url_string).readlines()
for bar in xrange(7,len(csv)):
if csv[bar].count(',')!=5: continue
offset,close,high,low,open_,volume = csv[bar].split(',')
if offset[0]=='a':
day = float(offset[1:])
offset = 0
else:
offset = float(offset)
open_,high,low,close = [float(x) for x in [open_,high,low,close]]
dt = datetime.datetime.fromtimestamp(day+(interval_seconds*offset))
self.append(dt,open_,high,low,close,volume)
if __name__ == '__main__':
q = GoogleIntradayQuote('RCOM',300,30)
#print q # print it out
q.write_csv('c://data//rcom.csv')