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executable file 101 lines (82 sloc) 2.76 KB
#!/usr/bin/env python
import sys
import googlescrape as google
import yahooscrape as yahoo
import fcscrape as financialcontent
import scraperutil
from collections import defaultdict
from itertools import combinations
def approxeq(a, b, tol=0.015):
return abs(a - b) <= tol
def majority(a, b, c):
for k, l in combinations([a, b, c], 2):
if None is not k and None is not l and approxeq(k, l):
return k
return None
def accuracy(name, compare, base):
cdates = set(line['Date'] for line in compare)
bdates = set(line['Date'] for line in base)
bonly = bdates - cdates
conly = cdates - bdates
commondates = bdates & cdates
compdata = {}
for line in compare:
compdata[line['Date']] = line
agree = 0
total = 0.0000000000000001
for line in base:
if line['Date'] not in commondates:
if approxeq(line['Close'], compdata[line['Date']]['Close']):
agree += 1
total += 1
print name.upper(),
print 'missing', len(bonly), 'days,',
print 'inserted', len(conly), 'days,',
print 'agreed on {0}/{1} days. ({2}%)'.format(agree,
symbol = sys.argv[1]
datasources = [
('google', google.gethistory(symbol)),
('yahoo', yahoo.gethistory(symbol)),
('financialcontent', financialcontent.gethistory(symbol))
unified = defaultdict(lambda: defaultdict(dict))
for dsname, ds in datasources:
for line in ds:
unified[line['Date']][dsname]['Close'] = line['Close']
yahoo_days = set()
best_guess = []
for date in sorted(unified, reverse=True):
day = unified[date]
y = day['yahoo'].get('Close', None)
if y:
winner = majority(
day['google'].get('Close', None),
day['financialcontent'].get('Close', None))
if winner:
# Where off by a penny, trust yahoo
if y and approxeq(winner, y):
winner = y
best = {}
best['Date'] = date
best['Close'] = winner
# Google and financial content conspire to inject BS data on some days when
# the markey was closed. Yahoo seems to not have this problem
possible_holidays = []
for i in range(len(best_guess) - 1):
diff = best_guess[i]['Close'] - best_guess[i + 1]['Close']
if diff == 0.0:
verified_holidays = set()
for d in possible_holidays:
if d not in yahoo_days:
best_guess = [d for d in best_guess if d['Date'] not in verified_holidays]
for dsname, ds in datasources:
accuracy(dsname, ds, best_guess)