Coverage for local/lib/python2.7/site-packages/sage/finance/stock.py : 21%

r""" 

Stock Market Price Series 

This module's main class is :class:`Stock`. It defines the following methods: 

.. csv-table:: 

:class: contentstable 

:widths: 20,80 

:delim: | 

:meth:`~sage.finance.stock.Stock.market_value` | Return the current market value of this stock. 

:meth:`~sage.finance.stock.Stock.current_price_data` | Get Yahoo current price data for this stock. 

:meth:`~sage.finance.stock.Stock.history` | Return an immutable sequence of historical price data for this stock 

:meth:`~sage.finance.stock.Stock.open` | Return a time series containing historical opening prices for this stock. 

:meth:`~sage.finance.stock.Stock.close` | Return the time series of all historical closing prices for this stock. 

:meth:`~sage.finance.stock.Stock.load_from_file` | Load historical data from a local csv formatted data file. 

AUTHORS: 

- William Stein, 2008 

- Brett Nakayama, 2008 

- Chris Swierczewski, 2008 

TESTS:: 

sage: ohlc = sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092) 

sage: loads(dumps(ohlc)) == ohlc 

True 

Classes and methods 

------------------- 

""" 

from __future__ import absolute_import 

from sage.misc.superseded import deprecated_function_alias 

from sage.structure.all import Sequence 

from datetime import date 

# import compatible with py2 and py3 

from six.moves.urllib.request import urlopen 

class OHLC: 

def __init__(self, timestamp, open, high, low, close, volume): 

""" 

Open, high, low, and close information for a stock. Also stores 

a timestamp for that data along with the volume. 

INPUT: 

- ``timestamp`` -- string 

- ``open``, ``high``, ``low``, ``close`` -- float 

- ``volume`` -- int 

EXAMPLES:: 

sage: sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092) 

18-Aug-04 100.01 104.06 95.96 100.34 22353092 

""" 

self.timestamp = timestamp 

self.open=float(open); self.high=float(high); self.low=float(low); self.close=float(close) 

self.volume=int(volume) 

def __repr__(self): 

""" 

Return string representation of stock OHLC data. 

EXAMPLES:: 

sage: sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092).__repr__() 

' 18-Aug-04 100.01 104.06 95.96 100.34 22353092' 

""" 

return '%10s %4.2f %4.2f %4.2f %4.2f %10d'%(self.timestamp, self.open, self.high, 

self.low, self.close, self.volume) 

def __eq__(self, other): 

""" 

Compare ``self`` and ``other``. 

EXAMPLES:: 

sage: ohlc = sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092) 

sage: ohlc2 = sage.finance.stock.OHLC('18-Aug-04', 101.01, 104.06, 95.96, 100.34, 22353092) 

sage: ohlc == ohlc2 

False 

""" 

if not isinstance(other, OHLC): 

return False 

return (self.timestamp == other.timestamp and 

self.open == other.open and 

self.high == other.high and 

self.low == other.low and 

self.close == other.close and 

self.volume == other.volume) 

def __hash__(self): 

""" 

Return the hash of ``self``. 

EXAMPLES:: 

sage: ohlc = sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092) 

sage: H = hash(ohlc) 

""" 

return hash((self.timestamp, 

self.open, 

self.high, 

self.low, 

self.close , 

self.volume)) 

def __ne__(self, other): 

""" 

Compare ``self`` and ``other``. 

EXAMPLES:: 

sage: ohlc = sage.finance.stock.OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092) 

sage: ohlc2 = sage.finance.stock.OHLC('18-Aug-04', 101.01, 104.06, 95.96, 100.34, 22353092) 

sage: ohlc != ohlc2 

True 

""" 

return not (self == other) 

class Stock: 

""" 

Class for retrieval of stock market information. 

""" 

def __init__(self, symbol, cid=''): 

""" 

Create a ``Stock`` object. Optional initialization by ``cid``: an 

identifier for each equity used by Google Finance. 

INPUT: 

- ``symbol`` -- string, a ticker symbol (with or without market). 

Format: ``"MARKET:SYMBOL"`` or ``"SYMBOL"``. If you don't 

supply the market, it is assumed to be NYSE or NASDAQ. 

e.g. "goog" or "OTC:NTDOY" 

- ``cid`` -- Integer, a Google contract ID (optional). 

.. NOTE:: 

Currently, the symbol and cid do not have to match. When using 

:meth:`history`, the cid will take precedence. 

EXAMPLES:: 

sage: S = finance.Stock('ibm') # optional -- internet 

sage: S # optional -- internet 

IBM (...) 

""" 

self.symbol = symbol.upper() 

self.cid = cid 

def __repr__(self): 

""" 

Return string representation of this stock. 

EXAMPLES:: 

sage: finance.Stock('ibm').__repr__() # optional -- internet 

'IBM (...)' 

""" 

return "%s (%s)"%(self.symbol, self.market_value()) 

def market_value(self): 

""" 

Return the current market value of this stock. 

OUTPUT: 

A Python float. 

EXAMPLES:: 

sage: finance.Stock('goog').market_value() # random; optional - internet 

575.83000000000004 

""" 

return float(self.current_price_data()['price']) 

def current_price_data(self): 

r""" 

Get Yahoo current price data for this stock. 

This method returns a dictionary with the following keys: 

.. csv-table:: 

:class: contentstable 

:widths: 25,25,25,25 

:delim: | 

``'price'`` | ``'change'`` | ``'volume'`` | ``'avg_daily_volume'`` 

``'stock_exchange'`` | ``'market_cap'`` | ``'book_value'`` | ``'ebitda'`` 

``'dividend_per_share'`` | ``'dividend_yield'`` | ``'earnings_per_share'`` | ``'52_week_high'`` 

``'52_week_low'`` | ``'50day_moving_avg'`` | ``'200day_moving_avg'`` | ``'price_earnings_ratio'`` 

``'price_earnings_growth_ratio'`` | ``'price_sales_ratio'`` | ``'price_book_ratio'`` | ``'short_ratio'``. 

EXAMPLES:: 

sage: finance.Stock('GOOG').current_price_data() # random; optional - internet 

{'200day_moving_avg': '536.57', 

'50day_moving_avg': '546.01', 

'52_week_high': '599.65', 

'52_week_low': '487.56', 

'avg_daily_volume': '1826450', 

'book_value': '153.64', 

'change': '+0.56', 

'dividend_per_share': 'N/A', 

'dividend_yield': 'N/A', 

'earnings_per_share': '20.99', 

'ebitda': '21.48B', 

'market_cap': '366.11B', 

'price': '537.90', 

'price_book_ratio': '3.50', 

'price_earnings_growth_ratio': '0.00', 

'price_earnings_ratio': '25.62', 

'price_sales_ratio': '5.54', 

'short_ratio': '1.50', 

'stock_exchange': '"NMS"', 

'volume': '1768181'} 

TESTS:: 

sage: finance.Stock('GOOG').current_price_data() # optional -- internet 

{'200day_moving_avg': ..., 

'50day_moving_avg': ..., 

'52_week_high': ..., 

'52_week_low': ..., 

'avg_daily_volume': ..., 

'book_value': ..., 

'change': ..., 

'dividend_per_share': ..., 

'dividend_yield': ..., 

'earnings_per_share': ..., 

'ebitda': ..., 

'market_cap': ..., 

'price': ..., 

'price_book_ratio': ..., 

'price_earnings_growth_ratio': ..., 

'price_earnings_ratio': ..., 

'price_sales_ratio': ..., 

'short_ratio': ..., 

'stock_exchange': ..., 

'volume': ...} 

""" 

url = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (self.symbol, 'l1c1va2xj1b4j4dyekjm3m4rr5p5p6s7') 

values = urlopen(url).read().strip().strip('"').split(',') 

data = {} 

data['price'] = values[0] 

data['change'] = values[1] 

data['volume'] = values[2] 

data['avg_daily_volume'] = values[3] 

data['stock_exchange'] = values[4] 

data['market_cap'] = values[5] 

data['book_value'] = values[6] 

data['ebitda'] = values[7] 

data['dividend_per_share'] = values[8] 

data['dividend_yield'] = values[9] 

data['earnings_per_share'] = values[10] 

data['52_week_high'] = values[11] 

data['52_week_low'] = values[12] 

data['50day_moving_avg'] = values[13] 

data['200day_moving_avg'] = values[14] 

data['price_earnings_ratio'] = values[15] 

data['price_earnings_growth_ratio'] = values[16] 

data['price_sales_ratio'] = values[17] 

data['price_book_ratio'] = values[18] 

data['short_ratio'] = values[19] 

return data 

yahoo = deprecated_function_alias(18355,current_price_data) 

def history(self, startdate='Jan+1,+1900', enddate=None, histperiod='daily'): 

""" 

Return an immutable sequence of historical price data 

for this stock, obtained from Google. OHLC data is stored 

internally as well. By default, returns the past year's daily 

OHLC data. 

Dates ``startdate`` and ``enddate`` should be formatted 

``'Mon+d,+yyyy'``, where ``'Mon'`` is a three character abbreviation 

of the month's name. 

.. NOTE:: 

Google Finance returns the past year's financial data by default 

when ``startdate`` is set too low from the equity's date of going 

public. By default, this function only looks at the NASDAQ and 

NYSE markets. However, if you specified the market during 

initialization of the stock (i.e. ``finance.Stock("OTC:NTDOY")``), 

this method will give correct results. 

INPUT: 

- ``startdate`` -- string, (default: ``'Jan+1,+1900'``) 

- ``enddate`` -- string, (default: current date) 

- ``histperiod`` -- string, (``'daily'`` or ``'weekly'``) 

OUTPUT: 

A sequence. 

EXAMPLES: 

We get the first five days of VMware's stock history:: 

sage: finance.Stock('vmw').history('Aug+13,+2007')[:5] # optional -- internet 

[ 

14-Aug-07 50.00 55.50 48.00 51.00 38262850, 

15-Aug-07 52.11 59.87 51.50 57.71 10689100, 

16-Aug-07 60.99 61.49 52.71 56.99 6919500, 

17-Aug-07 59.00 59.00 54.45 55.55 3087000, 

20-Aug-07 56.05 57.50 55.61 57.33 2141900 

] 

sage: finance.Stock('F').history('Aug+20,+1992', 'Jul+7,+2008')[:5] # optional -- internet 

[ 

20-Aug-92 0.00 7.90 7.73 7.83 5492698, 

21-Aug-92 0.00 7.92 7.66 7.68 5345999, 

24-Aug-92 0.00 7.59 7.33 7.35 11056299, 

25-Aug-92 0.00 7.66 7.38 7.61 8875299, 

26-Aug-92 0.00 7.73 7.64 7.68 6447201 

] 

Note that when ``startdate`` is too far prior to a stock's actual start 

date, Google Finance defaults to a year's worth of stock history 

leading up to the specified end date. For example, Apple's (AAPL) 

stock history only dates back to September 7, 1984:: 

sage: finance.Stock('AAPL').history('Sep+1,+1900', 'Jan+1,+2000')[0:5] # optional -- internet 

[ 

4-Jan-99 0.00 1.51 1.43 1.47 238221200, 

5-Jan-99 0.00 1.57 1.48 1.55 352522800, 

6-Jan-99 0.00 1.58 1.46 1.49 337125600, 

7-Jan-99 0.00 1.61 1.50 1.61 357254800, 

8-Jan-99 0.00 1.67 1.57 1.61 169680000 

] 

Here is an example where we create and get the history of a stock 

that is not in NASDAQ or NYSE:: 

sage: finance.Stock("OTC:NTDOY").history(startdate="Jan+1,+2007", enddate="Jan+1,+2008")[:5] # optional -- internet 

[ 

3-Jan-07 32.44 32.75 32.30 32.44 156283, 

4-Jan-07 31.70 32.40 31.20 31.70 222643, 

5-Jan-07 30.15 30.50 30.15 30.15 65670, 

8-Jan-07 30.10 30.50 30.00 30.10 130765, 

9-Jan-07 29.90 30.05 29.60 29.90 103338 

] 

Here, we create a stock by cid, and get historical data. 

Note that when using historical, if a cid is specified, 

it will take precedence over the stock's symbol. So, if 

the symbol and cid do not match, the history based on the 

contract id will be returned. :: 

sage: sage.finance.stock.Stock("AAPL", 22144).history(startdate='Jan+1,+1990')[:5] #optional -- internet 

[ 

8-Jun-99 0.00 1.74 1.70 1.70 78414000, 

9-Jun-99 0.00 1.73 1.69 1.73 88446400, 

10-Jun-99 0.00 1.72 1.69 1.72 79262400, 

11-Jun-99 0.00 1.73 1.65 1.66 46261600, 

14-Jun-99 0.00 1.67 1.61 1.62 39270000 

] 

""" 

if enddate is None: 

enddate = date.today().strftime("%b+%d,+%Y") 

cid = self.cid 

symbol = self.symbol 

if self.cid=='': 

if ':' in symbol: 

R = self._get_data('', startdate, enddate, histperiod) 

else: 

try: 

R = self._get_data('NASDAQ:', startdate, enddate, histperiod) 

except RuntimeError: 

R = self._get_data("NYSE:", startdate, enddate, histperiod) 

else: 

R = self._get_data('', startdate, enddate, histperiod) 

self.__historical = [] 

self.__historical = self._load_from_csv(R) 

return self.__historical 

google = deprecated_function_alias(18355,history) 

def open(self, *args, **kwds): 

r""" 

Return a time series containing historical opening prices for this 

stock. If no arguments are given, will return last acquired historical 

data. Otherwise, data will be gotten from Google Finance. 

INPUT: 

- ``startdate`` -- string, (default: ``'Jan+1,+1900'``) 

- ``enddate`` -- string, (default: current date) 

- ``histperiod`` -- string, (``'daily'`` or ``'weekly'``) 

OUTPUT: 

A time series -- close price data. 

EXAMPLES: 

You can directly obtain Open data as so:: 

sage: finance.Stock('vmw').open(startdate='Jan+1,+2008', enddate='Feb+1,+2008') # optional -- internet 

[85.4900, 84.9000, 82.0000, 81.2500, ... 82.0000, 58.2700, 54.4900, 55.6000, 56.9800] 

Or, you can initialize stock data first and then extract the Open 

data:: 

sage: c = finance.Stock('vmw') # optional -- internet 

sage: c.history(startdate='Feb+1,+2008', enddate='Mar+1,+2008')[:5] # optional -- internet 

[ 

1-Feb-08 56.98 58.14 55.06 57.85 2490481, 

4-Feb-08 58.00 60.47 56.91 58.05 1840709, 

5-Feb-08 57.60 59.30 57.17 59.30 1712179, 

6-Feb-08 60.32 62.00 59.50 61.52 2211775, 

7-Feb-08 60.50 62.75 59.56 60.80 1521651 

] 

sage: c.open() # optional -- internet 

[56.9800, 58.0000, 57.6000, 60.3200, ... 56.5500, 59.3000, 60.0000, 59.7900, 59.2600] 

Otherwise, :meth:`history` will be called with the default 

arguments returning a year's worth of data:: 

sage: finance.Stock('vmw').open() # random; optional -- internet 

[52.1100, 60.9900, 59.0000, 56.0500, 57.2500, ... 83.0500, 85.4900, 84.9000, 82.0000, 81.2500] 

""" 

from .time_series import TimeSeries 

if len(args) != 0: 

return TimeSeries([x.open for x in self.history(*args, **kwds)]) 

try: 

return TimeSeries([x.open for x in self.__historical]) 

except AttributeError: 

pass 

return TimeSeries([x.open for x in self.history(*args, **kwds)]) 

def close(self, *args, **kwds): 

r""" 

Return the time series of all historical closing prices for this stock. 

If no arguments are given, will return last acquired historical data. 

Otherwise, data will be gotten from Google Finance. 

INPUT: 

- ``startdate`` -- string, (default: ``'Jan+1,+1900'``) 

- ``enddate`` -- string, (default: current date) 

- ``histperiod`` -- string, (``'daily'`` or ``'weekly'``) 

OUTPUT: 

A time series -- close price data. 

EXAMPLES: 

You can directly obtain close data as so:: 

sage: finance.Stock('vmw').close(startdate='Jan+1,+2008', enddate='Feb+1,+2008') # optional -- internet 

[84.6000, 83.9500, 80.4900, 72.9900, ... 83.0000, 54.8700, 56.4200, 56.6700, 57.8500] 

Or, you can initialize stock data first and then extract the Close 

data:: 

sage: c = finance.Stock('vmw') # optional -- internet 

sage: c.history(startdate='Feb+1,+2008', enddate='Mar+1,+2008')[:5] # optional -- internet 

[ 

1-Feb-08 56.98 58.14 55.06 57.85 2490481, 

4-Feb-08 58.00 60.47 56.91 58.05 1840709, 

5-Feb-08 57.60 59.30 57.17 59.30 1712179, 

6-Feb-08 60.32 62.00 59.50 61.52 2211775, 

7-Feb-08 60.50 62.75 59.56 60.80 1521651 

] 

sage: c.close() # optional -- internet 

[57.8500, 58.0500, 59.3000, 61.5200, ... 58.2900, 60.1800, 59.8600, 59.9500, 58.6700] 

Otherwise, :meth:`history` will be called with the default 

arguments returning a year's worth of data:: 

sage: finance.Stock('vmw').close() # random; optional -- internet 

[57.7100, 56.9900, 55.5500, 57.3300, 65.9900 ... 84.9900, 84.6000, 83.9500, 80.4900, 72.9900] 

""" 

from .time_series import TimeSeries 

if len(args) != 0: 

return TimeSeries([x.close for x in self.history(*args, **kwds)]) 

try: 

return TimeSeries([x.close for x in self.__historical]) 

except AttributeError: 

pass 

return TimeSeries([x.close for x in self.history(*args, **kwds)]) 

def load_from_file(self, file): 

r""" 

Load historical data from a local csv formatted data file. Note 

that no symbol data is included in Google Finance's csv data. 

The csv file must be formatted in the following way, just as 

on Google Finance:: 

Timestamp,Open,High,Low,Close,Volume 

INPUT: 

- ``file`` -- local file with Google Finance formatted OHLC data. 

OUTPUT: 

A sequence -- OHLC data. 

EXAMPLES: 

Suppose you have a file in your home directory containing Apple stock 

OHLC data, such as that from Google Finance, called 

``AAPL-minutely.csv``. One can load this information into a Stock 

object like so. Note that the path must be explicit:: 

sage: filename = tmp_filename(ext='.csv') 

sage: with open(filename, 'w') as fobj: 

....: _ = fobj.write("Date,Open,High,Low,Close,Volume\n1212405780,187.80,187.80,187.80,187.80,100\n1212407640,187.75,188.00,187.75,188.00,2000\n1212407700,188.00,188.00,188.00,188.00,1000\n1212408000,188.00,188.11,188.00,188.00,2877\n1212408060,188.00,188.00,188.00,188.00,687") 

sage: finance.Stock('aapl').load_from_file(filename)[:5] 

[ 

1212408060 188.00 188.00 188.00 188.00 687, 

1212408000 188.00 188.11 188.00 188.00 2877, 

1212407700 188.00 188.00 188.00 188.00 1000, 

1212407640 187.75 188.00 187.75 188.00 2000, 

1212405780 187.80 187.80 187.80 187.80 100 

] 

Note that since the source file doesn't contain information on which 

equity the information comes from, the symbol designated at 

initialization of Stock need not match the source of the data. For 

example, we can initialize a Stock object with the symbol ``'goog'``, 

but load data from ``'aapl'`` stock prices:: 

sage: finance.Stock('goog').load_from_file(filename)[:5] 

[ 

1212408060 188.00 188.00 188.00 188.00 687, 

1212408000 188.00 188.11 188.00 188.00 2877, 

1212407700 188.00 188.00 188.00 188.00 1000, 

1212407640 187.75 188.00 187.75 188.00 2000, 

1212405780 187.80 187.80 187.80 187.80 100 

] 

This tests a file that doesn't exist:: 

sage: finance.Stock("AAPL").load_from_file("I am not a file") 

Traceback (most recent call last): 

... 

IOError: [Errno 2] No such file or directory: 'I am not a file' 

""" 

file_obj = open(file, 'r') 

R = file_obj.read(); 

self.__historical = self._load_from_csv(R) 

file_obj.close() 

return self.__historical 

def _load_from_csv(self, R): 

r""" 

EXAMPLES: 

This indirectly tests ``_load_from_csv()``:: 

sage: filename = tmp_filename(ext='.csv') 

sage: with open(filename,'w') as fobj: 

....: _ = fobj.write("Date,Open,High,Low,Close,Volume\n1212405780,187.80,187.80,187.80,187.80,100\n1212407640,187.75,188.00,187.75,188.00,2000\n1212407700,188.00,188.00,188.00,188.00,1000\n1212408000,188.00,188.11,188.00,188.00,2877\n1212408060,188.00,188.00,188.00,188.00,687") 

sage: finance.Stock('aapl').load_from_file(filename) 

[ 

1212408060 188.00 188.00 188.00 188.00 687, 

1212408000 188.00 188.11 188.00 188.00 2877, 

1212407700 188.00 188.00 188.00 188.00 1000, 

1212407640 187.75 188.00 187.75 188.00 2000, 

1212405780 187.80 187.80 187.80 187.80 100 

] 

""" 

R = R.splitlines() 

headings = R[0].split(',') 

hist_data = [] 

for x in reversed(R[1:]): 

try: 

timestamp, opn, high, low, close, volume = x.split(',') 

ohlc = OHLC(timestamp, opn,high,low,close,volume) 

hist_data.append(ohlc) 

except ValueError: 

pass 

hist_data = Sequence(hist_data,cr=True,universe=lambda x:x, immutable=True) 

return hist_data 

def _get_data(self, exchange, startdate, enddate, histperiod='daily'): 

""" 

This function is used internally. 

EXAMPLES: 

This indirectly tests the use of ``_get_data()``:: 

sage: finance.Stock('aapl').history(startdate='Jan+1,+1990',enddate='Jan+1,+1991')[:2] # optional -- internet 

[ 

2-Jan-90 0.00 1.34 1.25 1.33 45799600, 

3-Jan-90 0.00 1.36 1.34 1.34 51998800 

] 

TESTS:: 

sage: finance.Stock('whatever').history() # optional -- internet 

Traceback (most recent call last): 

... 

RuntimeError: Google reported a wrong request (did you specify a cid?) 

""" 

symbol = self.symbol 

cid = self.cid 

if cid == '': 

url = 'http://finance.google.com/finance/historical?q=%s%s&startdate=%s&enddate=%s&histperiod=%s&output=csv'%(exchange, symbol.upper(), startdate, enddate, histperiod) 

else: 

url = 'http://finance.google.com/finance/historical?cid=%s&startdate=%s&enddate=%s&histperiod=%s&output=csv'%(cid, startdate, enddate, histperiod) 

data = urlopen(url).read() 

if "Bad Request" in data or "The requested URL was not found on this server." in data: 

raise RuntimeError("Google reported a wrong request (did you specify a cid?)") 

return data