Class: SQA::DataFrame::YahooFinance

Inherits:
Object
  • Object
show all
Defined in:
lib/sqa/data_frame/yahoo_finance.rb

Constant Summary collapse

CONNECTION = 
Faraday.new(url: 'https://finance.yahoo.com')
HEADERS = 
[
  :timestamp,       # 0
  :open_price,      # 1
  :high_price,      # 2
  :low_price,       # 3
  :close_price,     # 4
  :adj_close_price, # 5
  :volume,          # 6
]
HEADER_MAPPING =

The Yahoo Finance Headers are being remapped so that the header can be used as a method name to access the vector.

{
  "Date"      => HEADERS[0],
  "Open"      => HEADERS[1],
  "High"      => HEADERS[2],
  "Low"       => HEADERS[3],
  "Close"     => HEADERS[4],
  "Adj Close" => HEADERS[5],
  "Volume"    => HEADERS[6]
}

Class Method Summary collapse

Class Method Details

.recent(ticker) ⇒ Object

Scrape the Yahoo Finance website to get recent historical prices for a specific ticker

ticker String the security to retrieve returns a DataFrame



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# File 'lib/sqa/data_frame/yahoo_finance.rb', line 47

def self.recent(ticker)
  response  = CONNECTION.get("/quote/#{ticker.upcase}/history")
  doc       = Nokogiri::HTML(response.body)
  table     = doc.css('table').first

  raise "NoDataError" if table.nil?

  rows      = table.css('tbody tr')

  aofh = []

  rows.each do |row|
    cols = row.css('td').map{|c| c.children[0].text}

    next unless 7 == cols.size
    next if cols[1]&.include?("Dividend")

    if cols.any?(nil)
      debug_me('== ERROR =='){[
        :cols
      ]}
      next
    end

    cols[0] = Date.parse(cols[0]).to_s
    cols[6] = cols[6].tr(',','').to_i
    (1..5).each {|x| cols[x] = cols[x].to_f}
    aofh << HEADERS.zip(cols).to_h
  end

  aofh
end