/*
* Encog(tm) Core v3.3 - Java Version
* http://www.heatonresearch.com/encog/
* https://github.com/encog/encog-java-core
* Copyright 2008-2014 Heaton Research, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* For more information on Heaton Research copyrights, licenses
* and trademarks visit:
* http://www.heatonresearch.com/copyright
*/
package org.encog.ml.data.market.loader;
import java.io.ByteArrayOutputStream;
import java.io.IOException;
import java.io.InputStream;
import java.io.OutputStream;
import java.net.URL;
import java.util.ArrayList;
import java.util.Calendar;
import java.util.Collection;
import java.util.Date;
import java.util.Set;
import org.encog.ml.data.market.MarketDataType;
import org.encog.ml.data.market.TickerSymbol;
import org.encog.util.csv.CSVFormat;
import org.encog.util.csv.ReadCSV;
import org.encog.util.http.FormUtility;
/**
* This class loads financial data from Yahoo. One caution on Yahoo data.
*
* @author jheaton
*/
public class YahooFinanceLoader implements MarketLoader {
/**
* This method builds a URL to load data from Yahoo Finance for a neural
* network to train with.
*
* @param ticker
* The ticker symbol to access.
* @param from
* The beginning date.
* @param to
* The ending date.
* @return The UEL
* @throws IOException
* An error accessing the data.
*/
private URL buildURL(final TickerSymbol ticker, final Date from,
final Date to) throws IOException {
// process the dates
final Calendar calendarFrom = Calendar.getInstance();
calendarFrom.setTime(from);
final Calendar calendarTo = Calendar.getInstance();
calendarTo.setTime(to);
// construct the URL
final OutputStream os = new ByteArrayOutputStream();
final FormUtility form = new FormUtility(os, null);
form.add("s", ticker.getSymbol().toUpperCase());
form.add("a", "" + calendarFrom.get(Calendar.MONTH));
form.add("b", "" + calendarFrom.get(Calendar.DAY_OF_MONTH));
form.add("c", "" + calendarFrom.get(Calendar.YEAR));
form.add("d", "" + calendarTo.get(Calendar.MONTH));
form.add("e", "" + calendarTo.get(Calendar.DAY_OF_MONTH));
form.add("f", "" + calendarTo.get(Calendar.YEAR));
form.add("g", "d");
form.add("ignore", ".csv");
os.close();
final String str = "http://ichart.finance.yahoo.com/table.csv?"
+ os.toString();
return new URL(str);
}
/**
* Load the specified financial data.
*
* @param ticker
* The ticker symbol to load.
* @param dataNeeded
* The financial data needed.
* @param from
* The beginning date to load data from.
* @param to
* The ending date to load data to.
* @return A collection of LoadedMarketData objects that represent the data
* loaded.
*/
public Collection<LoadedMarketData> load(final TickerSymbol ticker,
final Set<MarketDataType> dataNeeded, final Date from,
final Date to) {
try {
final Collection<LoadedMarketData> result =
new ArrayList<LoadedMarketData>();
final URL url = buildURL(ticker, from, to);
final InputStream is = url.openStream();
final ReadCSV csv = new ReadCSV(is, true, CSVFormat.ENGLISH);
while (csv.next()) {
final Date date = csv.getDate("date");
final double adjClose = csv.getDouble("adj close");
final double open = csv.getDouble("open");
final double close = csv.getDouble("close");
final double high = csv.getDouble("high");
final double low = csv.getDouble("low");
final double volume = csv.getDouble("volume");
final LoadedMarketData data =
new LoadedMarketData(date, ticker);
data.setData(MarketDataType.ADJUSTED_CLOSE, adjClose);
data.setData(MarketDataType.OPEN, open);
data.setData(MarketDataType.CLOSE, close);
data.setData(MarketDataType.HIGH, high);
data.setData(MarketDataType.LOW, low);
data.setData(MarketDataType.OPEN, open);
data.setData(MarketDataType.VOLUME, volume);
result.add(data);
}
csv.close();
is.close();
return result;
} catch (final IOException e) {
throw new LoaderError(e);
}
}
}