Created
October 12, 2010 03:10
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from decimal import Decimal | |
from csv import DictReader, DictWriter | |
from datetime import datetime, timedelta | |
from urllib import urlopen, urlencode | |
import sys | |
from pprint import pprint | |
from itertools import chain | |
URL = 'http://ichart.yahoo.com/table.csv' | |
def map_price(symbol, price): | |
return { 'symbol' : symbol, | |
'date' : datetime.strptime(price['Date'], '%Y-%m-%d'), | |
'open' : Decimal(price['Open']), | |
'close' : Decimal(price['Close']), | |
'adjusted_close' : Decimal(price['Adj Close']), | |
'high' : Decimal(price['High']), | |
'low' : Decimal(price['Low']), | |
'volume' : int(price['Volume']) } | |
def historical(symbol, start_date, end_date): | |
params = { 's' : symbol, | |
'd' : '%02d' % end_date.day, | |
'e' : '%02d' % end_date.month, | |
'f' : str(end_date.year), | |
'g' : 'd', | |
'a' : '%02d' % start_date.day, | |
'b' : '%02d' % start_date.month, | |
'c' : str(start_date.year), | |
'ignore' : '.csv' } | |
url = URL + '?' + urlencode(params) | |
return ( map_price(symbol, i) for i in DictReader(urlopen(url)) ) | |
if __name__ == '__main__': | |
end = datetime.now() | |
start = end + timedelta(days=-365) | |
symbols = (i.upper() for i in sys.argv[1:]) | |
prices = chain( *(historical(symbol, start, end) for symbol in symbols )) | |
fields = ('symbol', 'date', 'open', 'close', 'adjusted_close', 'high', 'low', 'volume') | |
writer = DictWriter(sys.stdout, fields) | |
writer.writerow(dict( (i,i) for i in fields)) | |
writer.writerows(prices) |
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