ystockquote.py

#!/usr/bin/env python
#
#  Copyright (c) 2007-2008, Corey Goldberg (corey@goldb.org)
#
#  license: GNU LGPL
#
#  This library is free software; you can redistribute it and/or
#  modify it under the terms of the GNU Lesser General Public
#  License as published by the Free Software Foundation; either
#  version 2.1 of the License, or (at your option) any later version.


import urllib
from time import sleep
from decimal import *

D = Decimal


"""
This is the "ystockquote" module.

This module provides a Python API for retrieving stock data from Yahoo Finance.

sample usage:
>>> import ystockquote
>>> print ystockquote.get_price('GOOG')
529.46
"""


def __request(symbol, stat):
	url = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (symbol, stat)
	for _ in range(10):
		try:
			res = urllib.urlopen(url).read().strip().strip('"')
			if _:
				print("Succeeded on retry")
			return res
		except Exception, e:
			print("Exception while retreiving %s: %s" % (symbol, e.__class__))
	print("retry limit exceeded")
	raise e

def get_all(symbol):
	"""
	Get all available quote data for the given ticker symbol.
	
	Returns a dictionary.
	"""
	def _data():
		values = __request(symbol, 'l1c1va2xj1b4j4dyekjm3m4rr5p5p6s7').split(',')
		data = {}
		data['price'] = values[0]
		data['change'] = values[1]
		data['volume'] = values[2]
		data['avg_daily_volume'] = values[3]
		data['stock_exchange'] = values[4]
		data['market_cap'] = values[5]
		data['book_value'] = values[6]
		data['ebitda'] = values[7]
		data['dividend_per_share'] = values[8]
		data['dividend_yield'] = values[9]
		data['earnings_per_share'] = values[10]
		data['52_week_high'] = values[11]
		data['52_week_low'] = values[12]
		data['50day_moving_avg'] = values[13]
		data['200day_moving_avg'] = values[14]
		data['price_earnings_ratio'] = values[15]
		data['price_earnings_growth_ratio'] = values[16]
		data['price_sales_ratio'] = values[17]
		data['price_book_ratio'] = values[18]
		data['short_ratio'] = values[19]
		return data

	data = _data()
	strikes = 5
	while float(data['price']) > 1000000 and strikes > 0:
		sleep(1)
		# cope with intermittent bogus bullshit from the yahoo api
		strikes -= 1
		data = _data()
	if float(data['price']) > 1000000:
		raise ValueError("bad spot data from yahoo api: %s" % data['price'])
	return data
	
	
def get_price(symbol): 
	value = D(__request(symbol, 'l1'))
	strikes = 5
	while value > 1000000 and strikes > 0:
		sleep(1)
		# cope with intermittent bogus bullshit from the yahoo api
		strikes -= 1
		value = D(__request(symbol, 'l1'))
	if value > 1000000:
		raise ValueError("bad spot data from yahoo api: %s" % value)
	return value


def get_change(symbol):
	return __request(symbol, 'c1')
	
	
def get_volume(symbol): 
	return __request(symbol, 'v')


def get_avg_daily_volume(symbol): 
	return __request(symbol, 'a2')
	
	
def get_stock_exchange(symbol): 
	return __request(symbol, 'x')
	
	
def get_market_cap(symbol):
	return __request(symbol, 'j1')
   
   
def get_book_value(symbol):
	return __request(symbol, 'b4')


def get_ebitda(symbol): 
	return __request(symbol, 'j4')
	
	
def get_dividend_per_share(symbol):
	return __request(symbol, 'd')


def get_dividend_yield(symbol): 
	return __request(symbol, 'y')
	
	
def get_earnings_per_share(symbol): 
	return __request(symbol, 'e')


def get_52_week_high(symbol): 
	return __request(symbol, 'k')
	
	
def get_52_week_low(symbol): 
	return __request(symbol, 'j')


def get_50day_moving_avg(symbol): 
	return __request(symbol, 'm3')
	
	
def get_200day_moving_avg(symbol): 
	return __request(symbol, 'm4')
	
	
def get_price_earnings_ratio(symbol): 
	return __request(symbol, 'r')


def get_price_earnings_growth_ratio(symbol): 
	return __request(symbol, 'r5')


def get_price_sales_ratio(symbol): 
	return __request(symbol, 'p5')
	
	
def get_price_book_ratio(symbol): 
	return __request(symbol, 'p6')
	   
	   
def get_short_ratio(symbol): 
	return __request(symbol, 's7')
	
	
def get_historical_prices(symbol, start_date, end_date):
	"""
	Get historical prices for the given ticker symbol.
	Date format is 'YYYYMMDD'
	
	Returns a nested list.
	"""
	url = 'http://ichart.yahoo.com/table.csv?s=%s&' % symbol + \
		  'd=%s&' % str(int(end_date[4:6]) - 1) + \
		  'e=%s&' % str(int(end_date[6:8])) + \
		  'f=%s&' % str(int(end_date[0:4])) + \
		  'g=d&' + \
		  'a=%s&' % str(int(start_date[4:6]) - 1) + \
		  'b=%s&' % str(int(start_date[6:8])) + \
		  'c=%s&' % str(int(start_date[0:4])) + \
		  'ignore=.csv'
	days = urllib.urlopen(url).readlines()
	data = [day[:-2].split(',') for day in days]
	return data