"""
Stock Market Price Series
AUTHORS:
- William Stein, 2008
- Brett Nakayama, 2008
- Chris Swierczewski, 2008
TESTS::
sage: ohlc = sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
sage: loads(dumps(ohlc)) == ohlc
True
"""
import urllib
from sage.structure.all import Sequence
from datetime import date
class OHLC:
def __init__(self, timestamp, open, high, low, close, volume):
"""
Open, high, low, and close information for a stock. Also stores
a timestamp for that data along with the volume.
INPUT:
- ``timestamp`` -- string
- ``open``, ``high``, ``low``, ``close`` -- float
- ``volume`` -- int
EXAMPLES::
sage: sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
18-Aug-04 100.01 104.06 95.96 100.34 22353092
"""
self.timestamp = timestamp
self.open=float(open); self.high=float(high); self.low=float(low); self.close=float(close)
self.volume=int(volume)
def __repr__(self):
"""
Return string representation of stock OHLC data.
EXAMPLES::
sage: sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092).__repr__()
' 18-Aug-04 100.01 104.06 95.96 100.34 22353092'
"""
return '%10s %4.2f %4.2f %4.2f %4.2f %10d'%(self.timestamp, self.open, self.high,
self.low, self.close, self.volume)
def __cmp__(self, other):
"""
Compare ``self`` and ``other``.
EXAMPLES::
sage: ohlc = sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
sage: ohlc2 = sage.finance.stock.OHLC('18-Aug-04', 101.01, 104.06, 95.96, 100.34, 22353092)
sage: cmp(ohlc, ohlc2)
-1
"""
if not isinstance(other, OHLC):
return cmp(type(self), type(other))
return cmp((self.timestamp, self.open, self.high, self.low, self.close, self.volume),
(other.timestamp, other.open, other.high, other.low, other.close, other.volume))
class Stock:
"""
Class for retrieval of stock market information.
"""
def __init__(self, symbol, cid=''):
"""
Create a ``Stock`` object. Optional initialization by ``cid``: an
identifier for each equity used by Google Finance.
INPUT:
- ``symbol`` -- string, a ticker symbol (with or without market).
Format: ``"MARKET:SYMBOL"`` or ``"SYMBOL"``. If you don't
supply the market, it is assumed to be NYSE or NASDAQ.
e.g. "goog" or "OTC:NTDOY"
- ``cid`` -- Integer, a Google contract ID (optional).
.. NOTE::
Currently, the symbol and cid do not have to match. When using
``google()``, the cid will take precedence.
EXAMPLES::
sage: S = finance.Stock('ibm')
sage: S # random; optional -- internet
IBM (127.48)
"""
self.symbol = symbol.upper()
self.cid = cid
def __repr__(self):
"""
Return string representation of this stock.
EXAMPLES::
sage: finance.Stock('ibm').__repr__() # random; optional -- internet
'IBM (127.47)'
"""
return "%s (%s)"%(self.symbol, self.market_value())
def market_value(self):
"""
Return the current market value of this stock.
OUTPUT:
A Python float.
EXAMPLES::
sage: finance.Stock('goog').market_value() # random; optional - internet
575.83000000000004
"""
return float(self.yahoo()['price'])
def yahoo(self):
"""
Get Yahoo current price data for this stock.
OUTPUT:
A dictionary.
EXAMPLES::
sage: finance.Stock('GOOG').yahoo() # random; optional -- internet
{'stock_exchange': '"NasdaqNM"', 'market_cap': '181.1B', '200day_moving_avg': '564.569', '52_week_high': '747.24', 'price_earnings_growth_ratio': '1.04', 'price_sales_ratio': '10.16', 'price': '576.48', 'earnings_per_share': '14.463', '50day_moving_avg': '549.293', 'avg_daily_volume': '6292480', 'volume': '1613507', '52_week_low': '412.11', 'short_ratio': '1.00', 'price_earnings_ratio': '40.50', 'dividend_yield': 'N/A', 'dividend_per_share': '0.00', 'price_book_ratio': '7.55', 'ebitda': '6.513B', 'change': '-9.32', 'book_value': '77.576'}
"""
url = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (self.symbol, 'l1c1va2xj1b4j4dyekjm3m4rr5p5p6s7')
values = urllib.urlopen(url).read().strip().strip('"').split(',')
data = {}
data['price'] = values[0]
data['change'] = values[1]
data['volume'] = values[2]
data['avg_daily_volume'] = values[3]
data['stock_exchange'] = values[4]
data['market_cap'] = values[5]
data['book_value'] = values[6]
data['ebitda'] = values[7]
data['dividend_per_share'] = values[8]
data['dividend_yield'] = values[9]
data['earnings_per_share'] = values[10]
data['52_week_high'] = values[11]
data['52_week_low'] = values[12]
data['50day_moving_avg'] = values[13]
data['200day_moving_avg'] = values[14]
data['price_earnings_ratio'] = values[15]
data['price_earnings_growth_ratio'] = values[16]
data['price_sales_ratio'] = values[17]
data['price_book_ratio'] = values[18]
data['short_ratio'] = values[19]
return data
def google(self,startdate='Jan+1,+1900',enddate=date.today().strftime("%b+%d,+%Y"), histperiod='daily'):
"""
Return an immutable sequence of historical price data
for this stock, obtained from Google. OHLC data is stored
internally as well. By default, returns the past year's daily
OHLC data.
Dates ``startdate`` and ``enddate`` should be formatted
``'Mon+d,+yyyy'``, where ``'Mon'`` is a three character abbreviation
of the month's name.
.. NOTE::
Google Finance returns the past year's financial data by default
when ``startdate`` is set too low from the equity's date of going
public. By default, this function only looks at the NASDAQ and
NYSE markets. However, if you specified the market during
initialization of the stock (i.e. ``finance.Stock("OTC:NTDOY")``),
``Stock.google()`` will give correct results.
INPUT:
- ``startdate`` -- string, (default: ``'Jan+1,+1900'``)
- ``enddate`` -- string, (default: current date)
- ``histperiod`` -- string, (``'daily'`` or ``'weekly'``)
OUTPUT:
A sequence.
EXAMPLES:
We get the first five days of VMware's stock history::
sage: finance.Stock('vmw').google()[:5] # optional -- internet
[
28-Nov-07 80.57 88.49 80.57 87.69 7496000,
29-Nov-07 90.91 93.20 89.50 90.85 5497600,
30-Nov-07 95.39 95.60 89.85 91.37 4750200,
3-Dec-07 89.87 96.00 88.70 94.97 4401100,
4-Dec-07 92.26 97.10 92.05 95.08 2896600
]
sage: finance.Stock('F').google('Jan+3,+1978', 'Jul+7,+2008')[:5] # optional -- internet
[
3-Jan-78 0.00 1.93 1.89 1.89 1618200,
4-Jan-78 0.00 1.89 1.87 1.88 2482700,
5-Jan-78 0.00 1.89 1.84 1.84 2994900,
6-Jan-78 0.00 1.84 1.82 1.83 3042500,
9-Jan-78 0.00 1.81 1.79 1.81 3916400
]
Note that when ``startdate`` is too far prior to a stock's actual start
date, Google Finance defaults to a year's worth of stock history
leading up to the specified end date. For example, Apple's (AAPL)
stock history only dates back to September 7, 1984::
sage: finance.Stock('AAPL').google('Sep+1,+1900', 'Jan+1,+2000')[0:5] # optional -- internet
[
4-Jan-99 0.00 10.56 10.00 10.31 34031600,
5-Jan-99 0.00 10.98 10.38 10.83 50360400,
6-Jan-99 0.00 11.03 10.25 10.44 48160800,
7-Jan-99 0.00 11.27 10.53 11.25 51036400,
8-Jan-99 0.00 11.72 11.00 11.25 24240000
]
Here is an example where we create and get the history of a stock
that is not in NASDAQ or NYSE::
sage: finance.Stock("OTC:NTDOY").google(startdate="Jan+1,+2007", enddate="Jan+1,+2008")[:5] # optional -- internet
[
3-Jan-07 32.44 32.75 32.30 32.44 156283,
4-Jan-07 31.70 32.40 31.20 31.70 222643,
5-Jan-07 30.15 30.50 30.15 30.15 65670,
8-Jan-07 30.10 30.50 30.00 30.10 130765,
9-Jan-07 29.90 30.05 29.60 29.90 103338
]
Here, we create a stock by cid, and get historical data.
Note that when using historical, if a cid is specified,
it will take precedence over the stock's symbol. So, if
the symbol and cid do not match, the history based on the
contract id will be returned. ::
sage: sage.finance.stock.Stock("AAPL", 22144).google(startdate='Jan+1,+1990')[:5] #optional -- internet
[
2-Jan-90 0.00 9.38 8.75 9.31 6542800,
3-Jan-90 0.00 9.50 9.38 9.38 7428400,
4-Jan-90 0.00 9.69 9.31 9.41 7911200,
5-Jan-90 0.00 9.56 9.25 9.44 4404000,
8-Jan-90 0.00 9.50 9.25 9.50 3627600
]
"""
cid = self.cid
symbol = self.symbol
if self.cid=='':
if ':' in symbol:
R = self._get_data('', startdate, enddate, histperiod)
else:
R = self._get_data('NASDAQ:', startdate, enddate, histperiod)
if "Bad Request" in R:
R = self._get_data("NYSE:", startdate, enddate, histperiod)
else:
R = self._get_data('', startdate, enddate, histperiod)
if "Bad Request" in R:
raise RuntimeError
self.__historical = []
self.__historical = self._load_from_csv(R)
return self.__historical
def open(self, *args, **kwds):
r"""
Return a time series containing historical opening prices for this
stock. If no arguments are given, will return last acquired historical
data. Otherwise, data will be gotten from Google Finance.
INPUT:
- ``startdate`` -- string, (default: ``'Jan+1,+1900'``)
- ``enddate`` -- string, (default: current date)
- ``histperiod`` -- string, (``'daily'`` or ``'weekly'``)
OUTPUT:
A time series -- close price data.
EXAMPLES:
You can directly obtain Open data as so::
sage: finance.Stock('vmw').open(startdate='Jan+1,+2008', enddate='Feb+1,+2008') # optional -- internet
[83.0500, 85.4900, 84.9000, 82.0000, 81.2500 ... 82.0000, 58.2700, 54.4900, 55.6000, 56.9800]
Or, you can initialize stock data first and then extract the Open
data::
sage: c = finance.Stock('vmw')
sage: c.google(startdate='Feb+1,+2008', enddate='Mar+1,+2008')[:5] # optional -- internet
[
31-Jan-08 55.60 57.35 55.52 56.67 2591100,
1-Feb-08 56.98 58.14 55.06 57.85 2473000,
4-Feb-08 58.00 60.47 56.91 58.05 1816500,
5-Feb-08 57.60 59.30 57.17 59.30 1709000,
6-Feb-08 60.32 62.00 59.50 61.52 2191100
]
sage: c.open() # optional -- internet
[55.6000, 56.9800, 58.0000, 57.6000, 60.3200 ... 56.5500, 59.3000, 60.0000, 59.7900, 59.2600]
Otherwise, ``self.google()`` will be called with the default
arguments returning a year's worth of data::
sage: finance.Stock('vmw').open() # random; optional -- internet
[52.1100, 60.9900, 59.0000, 56.0500, 57.2500 ... 83.0500, 85.4900, 84.9000, 82.0000, 81.2500]
"""
from time_series import TimeSeries
if len(args) != 0:
return TimeSeries([x.open for x in self.google(*args, **kwds)])
try:
return TimeSeries([x.open for x in self.__historical])
except AttributeError:
pass
return TimeSeries([x.open for x in self.google(*args, **kwds)])
def close(self, *args, **kwds):
r"""
Return the time series of all historical closing prices for this stock.
If no arguments are given, will return last acquired historical data.
Otherwise, data will be gotten from Google Finance.
INPUT:
- ``startdate`` -- string, (default: ``'Jan+1,+1900'``)
- ``enddate`` -- string, (default: current date)
- ``histperiod`` -- string, (``'daily'`` or ``'weekly'``)
OUTPUT:
A time series -- close price data.
EXAMPLES:
You can directly obtain close data as so::
sage: finance.Stock('vmw').close(startdate='Jan+1,+2008', enddate='Feb+1,+2008') # optional -- internet
[84.9900, 84.6000, 83.9500, 80.4900, 72.9900 ... 83.0000, 54.8700, 56.4200, 56.6700, 57.8500]
Or, you can initialize stock data first and then extract the Close
data::
sage: c = finance.Stock('vmw')
sage: c.google(startdate='Feb+1,+2008', enddate='Mar+1,+2008')[:5] # optional -- internet
[
31-Jan-08 55.60 57.35 55.52 56.67 2591100,
1-Feb-08 56.98 58.14 55.06 57.85 2473000,
4-Feb-08 58.00 60.47 56.91 58.05 1816500,
5-Feb-08 57.60 59.30 57.17 59.30 1709000,
6-Feb-08 60.32 62.00 59.50 61.52 2191100
]
sage: c.close() # optional -- internet
[56.6700, 57.8500, 58.0500, 59.3000, 61.5200 ... 58.2900, 60.1800, 59.8600, 59.9500, 58.6700]
Otherwise, ``self.google()`` will be called with the default
arguments returning a year's worth of data::
sage: finance.Stock('vmw').close() # random; optional -- internet
[57.7100, 56.9900, 55.5500, 57.3300, 65.9900 ... 84.9900, 84.6000, 83.9500, 80.4900, 72.9900]
"""
from time_series import TimeSeries
if len(args) != 0:
return TimeSeries([x.close for x in self.google(*args, **kwds)])
try:
return TimeSeries([x.close for x in self.__historical])
except AttributeError:
pass
return TimeSeries([x.close for x in self.google(*args, **kwds)])
def load_from_file(self, file):
r"""
Load historical data from a local csv formatted data file. Note
that no symbol data is included in Google Finance's csv data.
The csv file must be formatted in the following way, just as
on Google Finance::
Timestamp,Open,High,Low,Close,Volume
INPUT:
- ``file`` -- local file with Google Finance formatted OHLC data.
OUTPUT:
A sequence -- OHLC data.
EXAMPLES:
Suppose you have a file in your home directory containing Apple stock
OHLC data, such as that from Google Finance, called
``AAPL-minutely.csv``. One can load this information into a Stock
object like so. Note that the path must be explicit::
sage: filename = tmp_filename() + '.csv'
sage: open(filename,'w').write("Date,Open,High,Low,Close,Volume\n1212405780,187.80,187.80,187.80,187.80,100\n1212407640,187.75,188.00,187.75,188.00,2000\n1212407700,188.00,188.00,188.00,188.00,1000\n1212408000,188.00,188.11,188.00,188.00,2877\n1212408060,188.00,188.00,188.00,188.00,687")
sage: finance.Stock('aapl').load_from_file(filename)[:5]
[
1212408060 188.00 188.00 188.00 188.00 687,
1212408000 188.00 188.11 188.00 188.00 2877,
1212407700 188.00 188.00 188.00 188.00 1000,
1212407640 187.75 188.00 187.75 188.00 2000,
1212405780 187.80 187.80 187.80 187.80 100
]
Note that since the source file doesn't contain information on which
equity the information comes from, the symbol designated at
initialization of Stock need not match the source of the data. For
example, we can initialize a Stock object with the symbol ``'goog'``,
but load data from ``'aapl'`` stock prices::
sage: finance.Stock('goog').load_from_file(filename)[:5]
[
1212408060 188.00 188.00 188.00 188.00 687,
1212408000 188.00 188.11 188.00 188.00 2877,
1212407700 188.00 188.00 188.00 188.00 1000,
1212407640 187.75 188.00 187.75 188.00 2000,
1212405780 187.80 187.80 187.80 187.80 100
]
This tests a file that doesn't exist::
sage: finance.Stock("AAPL").load_from_file("I am not a file")
Traceback (most recent call last):
...
IOError: [Errno 2] No such file or directory: 'I am not a file'
"""
file_obj = open(file, 'r')
R = file_obj.read();
self.__historical = self._load_from_csv(R)
file_obj.close()
return self.__historical
def _load_from_csv(self, R):
r"""
EXAMPLES:
This indirectly tests ``_load_from_csv()``::
sage: filename = tmp_filename() + '.csv'
sage: open(filename,'w').write("Date,Open,High,Low,Close,Volume\n1212405780,187.80,187.80,187.80,187.80,100\n1212407640,187.75,188.00,187.75,188.00,2000\n1212407700,188.00,188.00,188.00,188.00,1000\n1212408000,188.00,188.11,188.00,188.00,2877\n1212408060,188.00,188.00,188.00,188.00,687")
sage: finance.Stock('aapl').load_from_file(filename)
[
1212408060 188.00 188.00 188.00 188.00 687,
1212408000 188.00 188.11 188.00 188.00 2877,
1212407700 188.00 188.00 188.00 188.00 1000,
1212407640 187.75 188.00 187.75 188.00 2000,
1212405780 187.80 187.80 187.80 187.80 100
]
"""
R = R.splitlines()
headings = R[0].split(',')
hist_data = []
for x in reversed(R[1:]):
try:
timestamp, opn, high, low, close, volume = x.split(',')
ohlc = OHLC(timestamp, opn,high,low,close,volume)
hist_data.append(ohlc)
except ValueError:
pass
hist_data = Sequence(hist_data,cr=True,universe=lambda x:x, immutable=True)
return hist_data
def _get_data(self, exchange='', startdate='Jan+1,+1900', enddate=date.today().strftime("%b+%d,+%Y"), histperiod='daily'):
"""
This function is used internally.
EXAMPLES:
This indirectly tests the use of ``_get_data()``::
sage: finance.Stock('aapl').google(startdate='Jan+1,+1990')[:2] # optional -- internet
[
2-Jan-90 0.00 9.38 8.75 9.31 6542800,
3-Jan-90 0.00 9.50 9.38 9.38 7428400
]
"""
symbol = self.symbol
cid = self.cid
if cid == '':
url = 'http://finance.google.com/finance/historical?q=%s%s&startdate=%s&enddate=%s&histperiod=%s&output=csv'%(exchange, symbol.upper(), startdate, enddate, histperiod)
else:
url = 'http://finance.google.com/finance/historical?cid=%s&startdate=%s&enddate=%s&histperiod=%s&output=csv'%(cid, startdate, enddate, histperiod)
return urllib.urlopen(url).read()
