Add ability to fetch component symbols of a given index.

bin/constituents

@@ -0,0 +1,11 @@
+#!/usr/bin/env ruby
+
+abort "usage: #{File.basename($0)} [index]" unless ARGV[0]
+
+LIB_DIR = File.expand_path(File.join(File.dirname(__FILE__), '..', 'lib'))
+$LOAD_PATH << LIB_DIR
+
+require 'lib/penfold'
+
+puts "# Generated at #{Time.now}"
+puts Market.constituents(ARGV[0]).join("\n")

lib/market.rb

@@ -2,6 +2,7 @@
 require 'nokogiri'
 require 'open-uri'
 require 'date'
+require 'cgi'
 
 class Market
   class Quote
@@ -155,6 +156,26 @@ def historical_prices(ticker, from = Date.today - 365)
       csv.scan(/\d+\.\d+$/).map { |p| p.to_f }
     end
 
+    def constituents(ticker, offset = 0, traverse = true)
+      ticker = "^#{ticker}" unless ticker =~ /^\^/
+
+      url = "http://finance.yahoo.com/q/cp?s=%s&c=%s" % [CGI.escape(ticker), offset]
+      print "Fetching #{url}..." if $VERBOSE
+
+      doc = with_retry do
+        Nokogiri::HTML.parse(open(url).read)
+      end
+
+      symbols = doc.at("#yfncsumtab").search("tr td:first-child.yfnc_tabledata1").map{ |td| td.text }
+      next_link = doc.at("#yfncsumtab").at("//a[text()='Next']")
+
+      if next_link && traverse
+        return symbols + constituents(ticker, offset + 1)
+      end
+
+      return symbols
+    end
+
     def with_retry(&block)
       retries = 5