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/* quant 0.0.1 - some tools for finance | ||
* | ||
* Copyright (c) 2012 Andrew Wild (akohdr@gmail.com) | ||
* Licensed under the MIT (MIT-LICENSE.txt) licence. | ||
*/ | ||
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var request = require('request'); | ||
var jspath = require('JSONPath'); | ||
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var max_month = {'d':1, 'm':1, 'y':2016}; | ||
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function parseJSON (data) { | ||
//return json = eval(data); // VERY BAD idea on untrusted env | ||
return json = eval('('+data+')'); // a little better () prevent some code injections | ||
//return data = JSON.parse(jsonStr); // slower but safe BUT requires quoted attribute names | ||
} | ||
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function quote_url_front (symbol) { | ||
return 'http://www.google.com/finance/option_chain?output=json&q='+symbol; | ||
} | ||
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function quote_url (symbol, expiry) { | ||
return 'http://www.google.com/finance/option_chain?output=json&q='+ | ||
symbol+'&expd='+expiry.d+'&expm='+expiry.m+'&expy='+expiry.y; | ||
} | ||
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MONTHS = ['Jan', 'Feb', 'Mar', 'Apr', 'May', 'Jun', 'Jul', 'Aug', 'Sep', 'Oct', 'Nov', 'Dec']; | ||
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function historical_url (symbol,range) { | ||
var s=range.start, e=range.end; | ||
return 'http://www.google.com/finance/historical?q='+symbol+ | ||
'&startdate='+MONTHS[s.m]+'+'+s.d+'%2C+'+s.y+ | ||
'&enddate='+MONTHS[e.m]+'+'+e.d+'%2C+'+e.y+ | ||
'&output=csv'; | ||
//'&startdate=Apr+1%2C+2011&enddate=Apr+3%2C+2012&num=30&output=csv' | ||
} | ||
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var reqCount = 0; | ||
var chains = '{ "chains": ['; | ||
exports.chain = function (symbol, expiry, callback) { | ||
reqCount++; | ||
request({uri: quote_url(symbol, expiry)}, function(error, response, body) { | ||
chains += (body + ((--reqCount < 1) ? ']}\n' : ',')); | ||
if(reqCount == 0) { | ||
//console.log(chains); | ||
callback(parseJSON(chains)); | ||
} | ||
//if(reqCount == 0) callback(chains); | ||
}); | ||
} | ||
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exports.chains = function (symbol, callback) { | ||
request({uri: quote_url(symbol, max_month)}, function(error, response, body) { | ||
if(!error && response.statusCode == 200) { | ||
var data = parseJSON(body); | ||
for (i in data.expirations) | ||
options = exports.chain(symbol, data.expirations[i], callback); | ||
} | ||
else | ||
console.log('Error retrieving quote: '+error); | ||
}); | ||
} | ||
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exports.front = function (symbol, callback) { | ||
request({uri: quote_url_front(symbol)}, function(error, response, body) { | ||
if(!error && response.statusCode == 200) | ||
callback(parseJSON(body)); | ||
else | ||
console.log("Error retrieving quote: "+error); | ||
}); | ||
} | ||
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exports.fromUrl = function (url, callback) { | ||
request(url, function(error, response, body) { | ||
if(!error && response.statusCode == 200) | ||
callback(parseJSON(body)); | ||
else | ||
console.log("Error retrieving quote: "+error); | ||
}); | ||
} | ||
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exports.expirations = function(symbol, callback) { | ||
exports.front(symbol, function(front) { | ||
callback(jspath.eval(front, "$..expirations")[0]); | ||
}); | ||
} | ||
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exports.daily = function (symbol, range, callback) { | ||
request({uri:historical_url(symbol, range)}, function(error, response, body) { | ||
if(!error && response.statusCode == 200) | ||
callback(body.split('\n').map(function(o) {return o.split(',')})); | ||
else | ||
console.log("Error retrieving quote: "+error); | ||
}); | ||
} | ||
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exports.make_date = function (jsDate){ | ||
return {d:jsDate.getDate(), m:jsDate.getMonth(), y:jsDate.getFullYear()}; | ||
} | ||
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exports.make_range = function (jsStartDate, jsEndDate) { | ||
return {start: exports.make_date(jsStartDate), end: exports.make_date(jsEndDate)} | ||
} | ||
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exports.year_prior = function (jsDate) { | ||
var yearPrior = new Date(jsDate) | ||
yearPrior.setFullYear(yearPrior.getFullYear()-1); | ||
return yearPrior; | ||
} | ||
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exports.past_year = function () { | ||
var now = new Date() | ||
return exports.make_range(exports.year_prior(now), now) | ||
} | ||
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// This file should be generated by 'cake build' from coffee in src | ||
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