/
stock-data.coffee
209 lines (180 loc) · 6.52 KB
/
stock-data.coffee
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req = require "request"
jsdom = require "jsdom"
fs = require "fs"
path = require "path"
_ = require "underscore"
basicCSV = require "basic-csv"
url = "http://www.google.com/finance?q="
CACHE_DIR = "#{__dirname}/cache/"
symbols = {}
jquery = fs.readFileSync(path.resolve(__dirname, "jquery.js")).toString()
# Convert a number like 1.5M to 1 500 000
parseBigNum = (str) ->
return "" if str is undefined
if found = str.match /(\d+(\.\d+))K/i
parseFloat(found[1]) * 1000
else if found = str.match /(\d+(\.\d+))M/i
parseFloat(found[1]) * 1000000
else if found = str.match /(\d+(\.\d+))B/i
parseFloat(found[1]) * 1000000000
else if found = str.match /(\d+(\.\d+))T/i
parseFloat(found[1]) * 1000000000000
# Parse the response from Google Finance
# Fields that it grabs:
# price, range, range52week, open, volume, marketCap, peRatio, dividend,
# eps, shares, beta, netProfitMargin
parseData = (body, onFinish) ->
jsdom.env(
html: body
src: [jquery]
done: (err, window) ->
$ = window.$
mktData = $("#market-data-div")
data =
price: parseFloat(mktData.find("#price-panel .pr span").html())
range: mktData.find(".snap-data td[data-snapfield=\"range\"]")
.siblings("td").html().trim()
range52Week: mktData.find(".snap-data td[data-snapfield=\"range_52week\"]")
.siblings("td").html().trim()
open: parseFloat(mktData.find(".snap-data td[data-snapfield=\"open\"]")
.siblings("td").html().trim())
volume: mktData.find(".snap-data td[data-snapfield=\"vol_and_avg\"]")
.siblings("td").html().trim()
marketCap: parseBigNum(mktData.find(".snap-data td[data-snapfield=\"market_cap\"]")
.siblings("td").html().trim())
peRatio: parseFloat(mktData.find(".snap-data td[data-snapfield=\"pe_ratio\"]")
.siblings("td").html().trim())
dividend: mktData.find(".snap-data td[data-snapfield=\"latest_dividend-dividend_yield\"]")
.siblings("td").html().trim()
eps: parseFloat(mktData.find(".snap-data td[data-snapfield=\"eps\"]")
.siblings("td").html().trim())
shares: parseBigNum(mktData.find(".snap-data td[data-snapfield=\"shares\"]")
.siblings("td").html().trim())
beta: parseFloat(mktData.find(".snap-data td[data-snapfield=\"beta\"]")
.siblings("td").html().trim())
# Convert a few fields
div = data.dividend.split "/"
data.dividend = parseFloat(div[0])
data.dividendYield = parseFloat(div[1])
vol = data.volume.split "/"
data.volume = parseBigNum(vol[0])
data.averageVolume = parseBigNum(vol[1])
range = data.range.split "-"
data.rangeStart = parseFloat(range[0].trim())
data.rangeEnd = parseFloat(range[1].trim())
range52Week = data.range52Week.split "-"
data.range52WeekStart = parseFloat(range52Week[0].trim())
data.range52WeekEnd = parseFloat(range52Week[1].trim())
# Grab some profit related stuff
sfeSection = $(".sfe-section .quotes")
sfeSection.find("tr").each ->
name = $("td.name", this)
if name.html()?.match /net profit margin/i
td = $("td.period", this).get(0)
match = td.innerHTML.match /(\d+\.\d+)%/
data.netProfitMargin = parseFloat(match[1])
onFinish data
)
# Extract some fundamental data from Google Finance.
# Params:
# - mkt : The market to look at (NYSE, NASDAQ, TSE, etc.)
# - sym : The symbol on that market (SPY, MCD, MSFT, etc.)
# - onFinish : a callback to be called when the data returns. Callback takes 2
# arguments: (error, results), the results object containing
# various fundamental data.
exports.fundamentals = (mkt, sym, onFinish) ->
# TODO: support promises
fullSym = "#{mkt}:#{sym}"
if symbols[fullSym]
onFinish null, symbols[fullSym]
else
req "#{url}#{fullSym}", (err, resp, body) ->
if !err and resp.statusCode == 200
# Got the body
parseData body, (data) ->
symbols[fullSym] = data
onFinish null, symbols[fullSym]
else
onFinish err, null
# Fetch price data from Yahoo Finance
exports.fetchPriceData = (options, onFinish) ->
startDate = options.startDate.split "-"
endDate = options.endDate.split "-"
symbol = options.symbol
url = "http://ichart.finance.yahoo.com/table.csv?" +
[
"s=#{symbol}"
"d=#{parseInt(endDate[1], 10) - 1}"
"e=#{parseInt endDate[2], 10}"
"f=#{endDate[0]}"
"g=d" # this is for daily quotes
"a=#{parseInt(startDate[1], 10) - 1}"
"b=#{parseInt startDate[2], 10}"
"c=#{startDate[0]}"
"ignore=.csv"
].join("&")
req url, (err, resp, body) ->
onFinish err, body
# Parse Yahoo Finance CSV data into an object like this:
# {
# date: [...],
# open: [...],
# close: [...],
# ...
# }
parseCSVData = (csvData, onFinish) ->
basicCSV.readCSVFromString csvData, {
dropHeader: true
}, (err, rows) ->
if err
onFinish err, null
return
fields = ["date", "open", "high", "low", "close", "volume", "adj_close"]
frame = {}
_.each fields, (fieldName, i) ->
frame[fieldName] = []
_.each rows, (row, i) ->
_.each fields, (fieldName, j) ->
# Use unshift to reverse the array
frame[fieldName].unshift(row[j])
onFinish null, frame
# Extract historical price data from Yahoo Finance - using Yahoo Finance since
# Google Finance does not support historical data for Canada.
# Possible options:
exports.fetch = (options, onFinish) ->
options = _.defaults options, {
useCache: true
startDate: "2012-01-01"
endDate: "2012-12-31"
}
# Check if it is available in the cache
fileName = [options.symbol, options.startDate, options.endDate].join "-"
fileName = "#{CACHE_DIR}#{fileName}.csv"
if options.useCache
fs.exists fileName, (exists) ->
if exists
fs.readFile fileName, "utf-8", (err, data) ->
if err
onFinish err, null
else
parseCSVData data, onFinish
else
exports.fetchPriceData options, (err, data) ->
if err
onFinish err, null
return
fs.mkdir CACHE_DIR, (err) ->
if err
onFinish err
return
fs.writeFile fileName, data, (err) ->
if err
onFinish err
else
parseCSVData data, onFinish
else
exports.fetchPriceData options, (err, data) ->
if err
onFinish err, null
else
parseCSVData data, onFinish