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Entire Stock class for tutorial on using PHP with the Yahoo Finance API
<?php namespace SS\Stock;
use DB, File, Cache, Input, Response;
class Stock {
public function __construct()
{
ini_set("memory_limit", "-1");
set_time_limit(0);
}
/**
* Update the stock streaks after the market has closed
*
* @param $overwrite (whether to update all data from beginning)
* @return void
*/
public function updateStreaks($overwrite = false)
{
$date = DB::table('summaries')->max('date');
$stocks = DB::table('stocks')->select('symbol')->orderBy('symbol', 'asc')->get();
foreach ($stocks as $stock)
{
$stored = DB::table('stocks')
->where('symbol', $stock->symbol)
->where('streak_stored', $date)
->first();
if ($stored && !$overwrite) continue;
$days = DB::table('summaries')
->select('close', 'volume')
->where('symbol', $stock->symbol)
->orderBy('date', 'desc')
->groupBy('date')
->limit(20)
->get();
$streak = 0;
for ($i = 0; $i < count($days); $i++)
{
// if we're at the earliest day recorded for a stock, the streak is over
if ( ! isset($days[$i + 1])) break;
// if the next days price is the same as the current, the streak is over
if ($days[$i]->close === $days[$i + 1]->close) break;
// one time check for the first iteration
if ($i === 0)
{
if ($days[$i] > $days[$i + 1])
{
$streak++; continue;
}
if ($days[$i] < $days[$i + 1])
{
$streak--; continue;
}
}
// check if the winning streak is over or not
if ($streak > 0)
{
// if current day's close is less than the day before it, the winning streak is over
if ($days[$i]->close < $days[$i + 1]->close) break;
// the winning streak continues
$streak++;
}
elseif ($streak < 0)
{
// if the current day's close is more than the day before it, the losing streak is over
if ($days[$i]->close > $days[$i + 1]->close) break;
// the losing streak continues
$streak--;
}
}
$amount = $this->calculateMovePercentage($days, $streak);
$volume = $this->calculateStreakVolume($days, $streak);
DB::table('stocks')
->where('symbol', $stock->symbol)
->update([
'streak' => $streak,
'move_percentage' => $amount,
'streak_volume' => $volume,
'streak_stored' => $date,
]);
print "Symbol: " . $stock->symbol . " # Streak: " . $streak . " # ";
print "Amount: " . $amount . " # Volume: " . $volume . "\n";
}
return 1; // lets the artisan command know the method finished without issue
}
/**
* Update the stock streaks after the market has closed
*
* @param array $days (daily summaries)
* @param int $days (streak)
* @return int (shares traded volume)
*/
public function calculateStreakVolume(array $days, $streak)
{
$daysOnStreak = array_slice($days, 0, abs($streak));
$volume = 0;
foreach ($daysOnStreak as $day) {
$volume += $day->volume;
}
return $volume;
}
/**
* Get the percentage the stock moved over the streak's duration
*
* @param array $days (daily summaries)
* @param int $days (streak)
* @return double (move percentage)
*/
public function calculateMovePercentage(array $days, $streak)
{
if ($streak == 0) return 0;
$days = array_slice($days, 0, abs($streak) + 1);
return round((($days[0]->close / end($days)->close) - 1) * 100, 2);
}
/**
* Store basic information about a stock
*
* @return void
*/
public function storeStockInfo()
{
$files = File::files(app_path() . '/resources/stock_lists');
$stocks = [];
foreach ($files as $file)
{
$handle = fopen($file, "r");
while( ! feof($handle))
{
$stock = fgetcsv($handle);
$stock[9] = basename($file, '.csv');
if (count($stock) == 10)
{
$stocks[] = $stock;
}
}
fclose($handle);
}
echo count($stocks) . ' to create' . PHP_EOL;
foreach ($stocks as $stock)
{
$row = Stock::create(
[
'symbol' => remove_whitespace($stock[0]),
'name' => $stock[1],
'exchange' => remove_whitespace($stock[9]),
'ipo_year' => remove_whitespace($stock[5]),
'sector' => $stock[6],
'industry' => remove_whitespace($stock[7]),
'last_sale' => remove_whitespace($stock[2]),
'market_cap' => remove_whitespace($stock[3]),
'summary_link' => remove_whitespace($stock[8]),
'updated_at' => new Datetime,
]
);
echo 'created stock: ' . $row->id . PHP_EOL;
}
}
public function storeStockHistory()
{
$date = date('Y-m-d');
$files = File::files(app_path() . '/resources/historical_lists/' . $date);
$completed_stocks = DB::table('stocks')
->select('symbol')
->where('history_updated', $date)
->groupBy('symbol')
->orderBy('symbol', 'asc')
->get();
$completed_symbols = array_pluck($completed_stocks, 'symbol');
foreach ($files as $file)
{
$symbol = basename($file, '.csv');
if (in_array($symbol, $completed_symbols)) continue;
$handle = fopen($file, "r");
while( ! feof($handle))
{
// the stock's daily summary (closing price, volume, etc.)
$summary = fgetcsv($handle);
// 1. continue to next iteration if it's the header
// 2. continue to next iteration if there isn't seven elements (invalid record)
if ($summary[0] == 'Date' || count($summary) !== 7) continue;
// if the date is less than today, we've already stored it, break out of the loop
if (remove_whitespace($summary[0]) < $date) break;
DB::table('summaries')->insert([
'date' => remove_whitespace($summary[0]),
'symbol' => remove_whitespace($symbol),
'open' => remove_whitespace($summary[1]),
'high' => remove_whitespace($summary[2]),
'low' => remove_whitespace($summary[3]),
'close' => remove_whitespace($summary[4]),
'adjusted_close' => remove_whitespace($summary[6]),
'volume' => remove_whitespace($summary[5]),
'updated_at' => new Datetime,
]);
print "Inserted: " . $symbol . ". Date: " . $summary[0] . PHP_EOL;
}
fclose($handle);
DB::table('stocks')
->where('symbol', $symbol)
->update([
'history_updated' => $date,
]);
print "--------------------------------". PHP_EOL;
print "Finished inserting for: " . $symbol . PHP_EOL;
print "--------------------------------". PHP_EOL;
}
}
public function fetchStockData($symbol = null)
{
// get stock data from artisan command or query string
$symbol ?: Input::get('symbol');
// cache key is a unique string of resource type, date, and resource id
$cache_key = 'stock_data' . date('Y-m-d') . $symbol;
// build query at https://developer.yahoo.com/yql/console/
if ( ! Cache::has($cache_key))
{
$resource = $this->getApiUrl($symbol);
// fetch the json
$data = json_decode(file_get_contents($resource));
// $data has one property with everything in it (query), let's save its contents
if ($data) Cache::put($cache_key, $data->query, 60);
}
return Cache::get($cache_key);
}
public function seeStockData()
{
$resource = $this->getApiUrl(Input::get('symbol'));
$data = json_decode(file_get_contents($resource));
var_dump($data);
}
protected function getApiUrl($symbol)
{
$url = "https://query.yahooapis.com/v1/public/yql?q=";
$url .= urlencode("select * from yahoo.finance.quotes ");
$url .= urlencode("where symbol in ('$symbol')");
$url .= "&format=json&diagnostics=true";
$url .= "&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&callback=";
return $url;
}
public function storeStockData($symbol)
{
$stock = $this->fetchStockData($symbol);
if ( ! isset($stock->results)) return print $symbol . " is not an object." . PHP_EOL;
$quote = $stock->results->quote;
$lastTrade = strip_tags($quote->LastTradeWithTime);
list($lastTradeTime, $lastTradePrice) = explode(' - ', $lastTrade);
$lastTradeTime = date('Y-m-d', strtotime($lastTradeTime));
$dailySummary = DB::table('summaries')
->where('symbol', $symbol)
->where('date', $lastTradeTime)->first();
if (is_null($dailySummary))
{
DB::table('summaries')
->insert([
'symbol' => $symbol,
'date' => $lastTradeTime,
'open' => $quote->Open,
'close' => $lastTradePrice,
'adjusted_close' => $quote->LastTradePriceOnly,
'low' => $quote->DaysLow,
'high' => $quote->DaysHigh,
'volume' => $quote->Volume,
'updated_at' => new \Datetime,
]);
return print "Stored daily stock information for: " . $symbol . PHP_EOL;
}
print "Stock is already stored for: " . $symbol . PHP_EOL;
}
public function getValidStocks($date = null)
{
if (!$date) $date = date('Y-m-d');
return DB::table('stocks')
->select('symbol')
->where('symbol', 'NOT LIKE', '%^%') // some stocks have ^ in them (not doing these now)
->where('symbol', 'NOT LIKE', '%/%') // some stocks have / in them (not doing these now)
->where('symbol', 'NOT LIKE', '%~%') // some bad data from CSV has stocks with ~ in them
->where('history_downloaded', '!=', $date)
->orderBy('symbol', 'asc')
->get();
}
public function fetchStockHistory()
{
$stocks = $this->getValidStocks(date('Y-m-d'));
$target_dir = app_path() . '/resources/' . $date;
if ( ! is_dir($target_dir)) mkdir($target_dir, 0755);
foreach ($stocks as $stock)
{
$symbol = $stock->symbol;
$stock_data = @file_get_contents('http://ichart.finance.yahoo.com/table.csv?s=' . $stock->symbol);
if ($stock_data)
{
$bytes = file_put_contents(
$target_dir . '/' . remove_whitespace($stock->symbol) . '.csv',
$stock_data
);
if ($bytes)
{
print 'Stored csv for: ' . $stock->symbol . ' (' . $bytes . ' bytes)' . PHP_EOL;
// store the date to confirm it was downloaded
// if the script fails midway we can pick up from last time
DB::table('stocks')
->where('symbol', $stock->symbol)
->update([
'history_downloaded' => $date
]);
}
}
}
}
}
@lembke

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@lembke lembke commented Feb 20, 2015

It's Great!

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