/usr/share/octave/packages/financial-0.4.0/private/fetch_yahoo.m is in octave-financial 0.4.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 | ## Copyright (C) 2008 Bill Denney <bill@denney.ws>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {[@var{data} @var{fields}] =}
## fetch_yahoo (@var{conn}, @var{symbol}, @var{fromdate}, @var{todate}, @var{period})
##
## Download stock data from yahoo. (Helper for fetch.)
##
## @var{fields} are the data fields returned by Yahoo.
##
## @var{fromdate} and @var{todate} is the date datenum for the requested
## date range. If you enter today's date, you will get yesterday's
## data.
##
## @var{period} (default: "d") allows you to select the period for the
## data which can be any of
## @itemize @bullet
## @item 'd': daily
## @item 'w': weekly
## @item 'm': monthly
## @item 'v': dividends
## @end itemize
##
## @seealso{yahoo, fetch}
## @end deftypefn
## FIXME: Actually use the proxy info if given in the connection.
## FIXME: Do not ignore the fields input.
function [data fields] = fetch_yahoo (conn=[], symbol="",
fromdate, todate, period="d")
if strcmpi (conn.url, "http://quote.yahoo.com")
fromdate = datevec (fromdate);
todate = datevec (todate);
geturl = sprintf (["http://ichart.finance.yahoo.com/table.csv" ...
"?s=%s&d=%d&e=%d&f=%d&g=%s&a=%d&b=%d&c=%d&" ...
"ignore=.csv"],
symbol, todate(2)-1, todate(3), todate(1),
period,
fromdate(2)-1, fromdate(3), fromdate(1));
## FIXME: This would be more efficient if csv2cell could work on
## strings instead of files.
[f, success, msg] = urlwrite (geturl, tmpnam ());
if ! success
error ("Could not write Yahoo data to tmp file:\n%s", msg)
endif
d = csv2cell (f);
unlink(f);
## Pull off the header
fields = d(1,:);
d(1,:) = [];
dates = strvcat (d(:,1));
dates = datenum(str2num(dates(:,1:4)),
str2num(dates(:,6:7)),
str2num(dates(:,9:10)));
data = [dates, cell2mat(d(:,2:end))];
else
error ("Non-yahoo connection passed to yahoo fetch")
endif
endfunction
%!shared fgood, dgood
%! fgood = {"Date", "Open", "High", "Low", "Close", "Volume", "Adj Close"};
%! dgood = [732501,34.77,34.87,34.25,34.62,15515400,34.62;
%! 732500,33.87,34.77,33.72,34.63,16354300,34.63;
%! 732499,34.64,34.97,34.03,34.12,13585700,34.12;
%! 732498,34.25,35.08,34.20,34.60,16086700,34.60;
%! 732494,34.76,34.85,34.22,34.44,9861600,34.44];
%!test
%! [d f] = fetch_yahoo (yahoo(), "yhoo", 732494, 732501, "d");
%! assert(d, dgood, eps);
%! assert(f, fgood, eps);
## test that the automatic period works
%!test
%! [d f] = fetch_yahoo (yahoo(), "yhoo", 732494, 732501);
%! assert(d, dgood, eps);
%! assert(f, fgood, eps);
## The test below fails because yahoo gives a different volume on 732498
##%!xtest
##%! [d f] = fetch(yahoo(), "yhoo", "01-Jul-2005", "10-Jul-2005", "w");
##%! assert(d, dgood(4:5,:), eps);
##%! assert(f, fgood, eps);
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