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September 28, 2017 04:46
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Untitled_146.py
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from __future__ import absolute_import | |
from __future__ import print_function | |
import requests, urllib.parse | |
import time,datetime | |
from six.moves import range | |
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 range(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 GoogleQuote(Quote): | |
''' Daily quotes from Google. Date format='yyyymmdd' ''' | |
def __init__(self,symbol,start_date,end_date=datetime.date.today().isoformat()): | |
super(GoogleQuote,self).__init__() | |
self.symbol = symbol.upper() | |
#start = datetime.date(int(start_date[0:4]),int(start_date[5:7]),int(start_date[8:10])) | |
#end = datetime.date(int(end_date[0:4]),int(end_date[5:7]),int(end_date[8:10])) | |
url_string = "http://finance.google.com/finance/historical?" | |
urldict={'q':self.symbol,'startdate':start_date,'enddate':end_date,'output':'csv'} | |
url_string+=urllib.parse.urlencode(urldict) | |
print(url_string) | |
csv = requests.get(url_string).content.splitlines() | |
csv.reverse() | |
for bar in range(0,len(csv)-1): | |
ds,open_,high,low,close,volume = csv[bar].decode('ascii').rstrip().split(',') | |
open_,high,low,close = [float(x) for x in [open_,high,low,close]] | |
dt = datetime.datetime.strptime(ds,'%d-%b-%y') | |
self.append(dt,open_,high,low,close,volume) | |
if __name__ == '__main__': | |
q = GoogleQuote('aapl','2011-01-01','2011-01-05') # download year to date Apple data | |
print(q) # print it out | |
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