Class: MyTradeWizard::Yahoo

Inherits:
Object
  • Object
show all
Defined in:
lib/mytradewizard/yahoo.rb

Class Method Summary collapse

Class Method Details

.OHLC(symbol, days, end_date = Date.today) ⇒ Object 



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# File 'lib/mytradewizard/yahoo.rb', line 9

def OHLC(symbol, days, end_date = Date.today)
  sd = start_date(end_date, days)
  u = url(symbol, sd.month - 1, sd.day, sd.year, end_date.month, end_date.day, end_date.year, 'd')
  csv = CSV.parse(open(u))
  header = csv.first
  if (Date.parse(csv[1][0]) == end_date)
    day = 0
  else
    day = -1
  end
  row = 1
  daily_bars = MyTradeWizard::DailyBars.new
  while (daily_bars.length < days)
    bar = Hash.new
    csv[row].each_with_index do |col, i|
      name = header[i]
      value = csv[row][i]
      if name == "Date"
        value = Date.parse(value)
      elsif ["Open", "High", "Low", "Close", "Adj Close"].include?(name)
        value = value.to_f
      elsif name == "Volume"
        value = value.to_i
      end
      bar[name] = value
    end
    daily_bars.add(day, MyTradeWizard::OHLC.new(bar))
    row += 1
    day -= 1
  end
  daily_bars
end