App-Chart
view release on metacpan or search on metacpan
unused/YahooOld.pm view on Meta::CPAN
my ($str) = @_;
if (DEBUG) { print "quote_parse_div_date() '$str'\n"; }
if (! defined $str || $str eq 'N/A' || $str eq '') {
return undef; # no info
}
my ($ss,$mm,$hh,$day,$month,$year,$zone) = Date::Parse::strptime ($str);
$month++;
if ($year) {
$year += 1900;
if ($year < 2000) { # "04" returned as 1904, bump to 2004
$year += 100;
}
} else {
# year not given, try nearest
$year = App::Chart::Download::month_to_nearest_year ($month);
}
if (! Date::Calc::check_date ($year, $month, $day)) {
warn "Yahoo invalid dividend date '$str'";
}
return App::Chart::ymd_to_iso ($year, $month, $day);
}
#------------------------------------------------------------------------------
# Latest Quotes by CSV
# wget -S -O /dev/stdout 'http://download.finance.yahoo.com/d/quotes.csv?f=snc4b3b2d1t1oml1c1vqdx&e=.csv&s=GM'
#
# sub latest_download {
# my ($symbol_list) = @_;
# App::Chart::Download::status (__('Yahoo quotes'));
#
# # App::Chart::Download::verbose_message ("Yahoo crumb $crumb cookies\n"
# # . $jar->as_string);
#
# my $crumb_errors = 0;
# SYMBOL: foreach my $symbol (@$symbol_list) {
# my $tdate = daily_available_tdate ($symbol);
#
# App::Chart::Download::status(__('Yahoo quote'), $symbol);
#
# my $lo_timet = tdate_to_unix($tdate - 4);
# my $hi_timet = tdate_to_unix($tdate + 2);
#
# my $data = daily_cookie_data($symbol);
# if (! defined $data) {
# print "Yahoo $symbol does not exist\n";
# next SYMBOL;
# }
# my $crumb = URI::Escape::uri_escape($data->{'crumb'});
# my $jar = http_cookies_from_string($data->{'cookies'} // '');
#
# my $events = 'history';
# my $url = "http://query1.finance.yahoo.com/v7/finance/download/"
# . URI::Escape::uri_escape($symbol)
# . "?period1=$lo_timet&period2=$hi_timet&interval=1d&events=$events&crumb=$crumb";
#
# my $resp = App::Chart::Download->get ($url,
# allow_401 => 1,
# allow_404 => 1,
# cookie_jar => $jar,
# );
# if ($resp->code == 401) {
# if (++$crumb_errors >= 2) { die "Yahoo: crumb authorization failed"; }
# App::Chart::Database->write_extra ('', 'yahoo-daily-cookies', undef);
# redo SYMBOL;
# }
# if ($resp->code == 404) {
# print "Yahoo $symbol does not exist\n";
# next SYMBOL;
# }
#
# App::Chart::Download::write_latest_group
# (latest_parse($symbol,$resp,$tdate));
# }
# }
#
# sub latest_parse {
# my ($symbol, $resp, $tdate) = @_;
#
# my $h = { source => __PACKAGE__,
# resp => $resp,
# prefer_decimals => 2,
# date_format => 'ymd' };
# daily_parse($symbol,$resp,$h);
#
# my $data = $h->{'data'};
# @$data = sort {$a->{'date'} cmp $b->{'date'}} @$data;
#
# my $this = (@$data ? $data->[-1] : {});
# $this->{'symbol'} = $symbol;
# $this->{'last_date'} = delete $this->{'date'};
# my $last = $this->{'last'} = delete $this->{'close'};
# if (defined $last && @$data >= 2) {
# my $prev = $data->[-2]->{'close'};
# if (defined $prev) {
# $this->{'change'} = decimal_subtract($last, $prev);
# }
# }
# @$data = ($this);
# return $h;
# }
# Return the difference $x - $y, done as a "decimal" subtract, so retaining
# as many decimal places there are on $x and $y.
# It's done with some sprint %f fakery, not actual decimal arithmetic, but
# that's close enough for 4 decimal place currencies.
sub decimal_subtract {
my ($x, $y) = @_;
my $decimals = max (App::Chart::count_decimals($x),
App::Chart::count_decimals($y));
return sprintf ('%.*f', $decimals, $x - $y);
}
# use constant DEFAULT_DOWNLOAD_HOST => 'download.finance.yahoo.com';
#
# App::Chart::LatestHandler->new
# (pred => $latest_pred,
# proc => \&latest_download,
# max_symbols => MAX_QUOTES);
#
# sub latest_download {
# my ($symbol_list) = @_;
#
# App::Chart::Download::status
# (__x('Yahoo quotes {symbol_range}',
# symbol_range =>
unused/YahooOld.pm view on Meta::CPAN
# $ex_date = quote_parse_div_date ($ex_date);
# $pay_date = quote_parse_div_date ($pay_date);
#
# push @info, { symbol => $symbol,
# name => $name,
# currency => $currency,
# exchange => $exchange };
# # circa 2015 the "d" dividend amount field is "N/A" when after the
# # dividend payment (with "r1" pay date "N/A" too)
# if ($ex_date && $amount ne 'N/A' && $amount != 0) {
# push @dividends, { symbol => $symbol,
# ex_date => $ex_date,
# pay_date => $pay_date,
# amount => $amount };
# }
# }
# return $h;
# }
#--------------------------------------------------------------------
# Past Weblink info page
#
# For reference, past was like http://finance.yahoo.com/q?s=BHP.AX
# but that's been taken away so as to break everybody's bookmarks.
#-----------------------------------------------------------------------------
# v7 cookies and crumb
# Download Data
#
# This uses the historical prices page like
#
# https://finance.yahoo.com/quote/AMP.AX/history?p=AMP.AX
#
# which puts a cookie like
#
# Set-Cookie: B=fab5sl9cqn2rd&b=3&s=i3; expires=Sun, 03-Sep-2018 04:56:13 GMT; path=/; domain=.yahoo.com
#
# and contains buried within 1.5 mbytes of hideous script
#
# <script type="application/json" data-sveltekit-fetched data-url="https://query1.finance.yahoo.com/v1/test/getcrumb?lang=en-US&region=US" data-ttl="59">{"status":200,"statusText":"OK","headers":{},"body":"DKVWQE/ggh4"}</script>
#
# Any \u002F or similar is escaped "/" character or similar.
# The crumb is included in a CSV download query like the following
# (alas can't use http, it redirects to https)
#
# https://query1.finance.yahoo.com/v7/finance/download/AMP.AX?period1=1503810440&period2=1504415240&interval=1d&events=history&crumb=hdDX/HGsZ0Q
#
# period1 is the start time, period2 the end time, both as Unix seconds
# since 1 Jan 1970. Not sure of the timezone needed. Some experiments
# suggest it depends on the timezone of the symbol. http works as well as
# https. The result is like
#
# Date,Open,High,Low,Close,Adj Close,Volume
# 2017-09-07,30.299999,30.379999,30.000000,30.170000,30.170000,3451099
#
# The "9999s" are some bad rounding off to what would be usually at most
# 3 (maybe 4?) decimal places.
#
# Response is 404 if no such symbol, 401 unauthorized if no cookie or crumb.
#
# "events=div" gives dividends like
#
# Date,Dividends
# 2017-08-11,0.161556
#
# "events=div" gives splits like, for a consolidation (GXY.AX)
#
# Date,Stock Splits
# 2017-05-22,1/5
#
#----------------
# For reference, there's a "v8" which is json format (%7C = "|")
#
# https://query2.finance.yahoo.com/v8/finance/chart/IBM?formatted=true&lang=en-US®ion=US&period1=1504028419&period2=1504428419&interval=1d&events=div%7Csplit&corsDomain=finance.yahoo.com
#
# This doesn't require a cookie and crumb, has some info like symbol
# timezone. The numbers look like they're rounded through 32-bit single
# precision floating point, for example "142.55999755859375" which is 142.55
# in a 23-bit mantissa. log(14255000)/log(2) = 23.76 bits
# Are they about the same precision as the CSV ?
#
# FIXME: All prices look like they're split-adjusted, which is ok if that's
# what you want and are downloading a full data set, but bad for incremental
# since you don't know when a change is applied.
#
App::Chart::DownloadHandler->new
(name => __('Yahoo'),
pred => $download_pred,
available_tdate_by_symbol => \&daily_available_tdate,
available_tdate_extra => 2,
proc => \&daily_download,
chunk_size => 150);
sub daily_available_tdate {
my ($symbol) = @_;
# Sep 2017: daily data is present for the current day's trade, during the
# trading session. Try reckoning it complete at 6pm.
return App::Chart::Download::tdate_today_after
(18,0, App::Chart::TZ->for_symbol ($symbol));
# return App::Chart::Download::tdate_today_after
# (10,30, App::Chart::TZ->for_symbol ($symbol))
# - 1;
}
sub daily_download {
my ($symbol_list) = @_;
App::Chart::Download::status (__('Yahoo daily data'));
# App::Chart::Download::verbose_message ("Yahoo crumb $crumb cookies\n"
# . $jar->as_string);
my $crumb_errors = 0;
SYMBOL: foreach my $symbol (@$symbol_list) {
my $lo_tdate = App::Chart::Download::start_tdate_for_update (@$symbol_list);
my $hi_tdate = daily_available_tdate ($symbol);
App::Chart::Download::status
(__('Yahoo data'), $symbol,
App::Chart::Download::tdate_range_string ($lo_tdate, $hi_tdate));
my $lo_timet = tdate_to_unix($lo_tdate - 2);
my $hi_timet = tdate_to_unix($hi_tdate + 2);
my $data = daily_cookie_data($symbol);
if (! defined $data) {
print "Yahoo $symbol no daily cookie data\n";
next SYMBOL;
}
my $crumb = URI::Escape::uri_escape($data->{'crumb'});
my $jar = http_cookies_from_string($data->{'cookies'} // '');
my $h = { source => __PACKAGE__,
prefer_decimals => 2,
date_format => 'ymd',
};
foreach my $elem (['history',\&daily_parse],
['div', \&daily_parse_div],
['split', \&daily_parse_split]) {
my ($events,$parse) = @$elem;
my $url = "https://query1.finance.yahoo.com/v7/finance/download/"
. URI::Escape::uri_escape($symbol)
. "?period1=$lo_timet"
. "&period2=$hi_timet"
. "&interval=1d"
. "&events=$events"
. "&crumb=$crumb"
;
my $resp = App::Chart::Download->get ($url,
allow_401 => 1,
allow_404 => 1,
# cookie_jar => $jar,
);
if ($resp->code == 401) {
if (++$crumb_errors >= 2) {
die "Yahoo: crumb authorization failed";
}
App::Chart::Database->write_extra ('', 'yahoo-daily-cookies', undef);
redo SYMBOL;
}
if ($resp->code == 404) {
print "Yahoo $symbol does not exist\n";
next SYMBOL;
}
$parse->($symbol,$resp,$h, $hi_tdate);
}
### $h
App::Chart::Download::write_daily_group ($h);
}
}
sub daily_parse {
my ($symbol, $resp, $h, $hi_tdate) = @_;
my @data = ();
$h->{'data'} = \@data;
my $hi_tdate_iso;
if (defined $hi_tdate){ $hi_tdate_iso = App::Chart::tdate_to_iso($hi_tdate); }
my $body = $resp->decoded_content (raise_error => 1);
my @line_list = App::Chart::Download::split_lines($body);
unless ($line_list[0] =~ /^Date,Open,High,Low,Close,Adj Close,Volume/) {
die "Yahoo: unrecognised daily data headings: " . $line_list[0];
}
shift @line_list;
foreach my $line (@line_list) {
my ($date, $open, $high, $low, $close, $adj_volume, $volume)
= split (/,/, $line);
$date = daily_date_fixup ($symbol, $date);
if (defined $hi_tdate_iso && $date gt $hi_tdate_iso) {
# Sep 2017: There's a daily data record during the trading day, but
# want to write the database only at the end of trading.
### skip date after hi_tdate ...
next;
}
# Sep 2017 have seen "null,null,null,...", maybe for non-trading days
foreach my $field ($open, $high, $low, $close, $adj_volume, $volume) {
if ($field eq 'null') {
$field = undef;
}
}
if ($index_pred->match($symbol)) {
# In the past indexes which not calculated intraday had
# open==high==low==close and volume==0, eg. ^WIL5. Use the close
# alone in this case, with the effect of drawing line segments instead
# of OHLC or Candle figures with no range.
if (defined $open && defined $high && defined $low && defined $close
&& $open == $high && $high == $low && $low == $close && $volume == 0){
$open = undef;
$high = undef;
$low = undef;
}
} else {
# In the past shares with no trades had volume==0,
# open==low==close==bid price, and high==offer price, from some time
unused/YahooOld.pm view on Meta::CPAN
}
sub daily_parse_split {
my ($symbol, $resp, $h) = @_;
my @splits = ();
$h->{'splits'} = \@splits;
my $body = $resp->decoded_content (raise_error => 1);
my @line_list = App::Chart::Download::split_lines($body);
# For example GXY.AX split so $10 shares become $2
# Date,Stock Splits
# 2017-05-22,1:5
#
# In the past it was a "/" instad of ":"
# 2017-05-22,1/5
unless ($line_list[0] =~ /^Date,Stock Splits/) {
warn "Yahoo: unrecognised split headings: " . $line_list[0];
return;
}
shift @line_list;
foreach my $line (@line_list) {
my ($date, $ratio) = split (/,/, $line);
my ($old, $new) = split m{[:/]}, $ratio;
push @splits, { symbol => $symbol,
date => daily_date_fixup ($symbol, $date),
new => $new,
old => $old };
}
return $h;
}
# return a hashref
# { cookies => string, # in format HTTP::Cookies ->as_string()
# crumb => string
# }
#
# If no such $symbol then return undef;
#
# Any $symbol which exists is good enough to get a crumb for all later use.
# Could hard-code something likely here, but better to go from the symbol
# which is wanted.
#
# As of April 2024, some User-Agent strings result in 503 Service Unavailable.
# Doesn't seem to affect other download parts, just this cookie/crumb
# getting part. "Mozilla/5.0" works.
#
sub daily_cookie_data {
my ($symbol) = @_;
require App::Chart::Pagebits;
$symbol = URI::Escape::uri_escape($symbol);
return App::Chart::Pagebits::get
(name => __('Yahoo daily cookie'),
url => "https://finance.yahoo.com/quote/$symbol/history?p=$symbol",
key => 'yahoo-daily-cookies',
freq_days => 3,
parse => \&daily_cookie_parse,
user_agent => 'Mozilla/5.0',
allow_404 => 1);
}
sub daily_cookie_parse {
my ($content, $resp) = @_;
# script like, with backslash escaping on "\uXXXX"
# "user":{"age":0,"crumb":"8OyCBPyO4ZS"
# The form prior to about July 2023 was
# "user":{"crumb":"hdDX\u002FHGsZ0Q",
# The form prior to about January 2023 was
# "CrumbStore":{"crumb":"hdDX\u002FHGsZ0Q"}
# The form prior to about May 2024 was
# "RequestPlugin":{"user":{"age":0,"crumb":"8OyCBPyO4ZS"
#
$content =~ /getcrumb.*?"body":"([^"]*)"/
or die "Yahoo daily data: getcrumb not found in parse";
my $crumb = App::Chart::Yahoo::javascript_string_unquote($1);
# header like
# Set-Cookie: B=fab5sl9cqn2rd&b=3&s=i3; expires=Sun, 03-Sep-2018 04:56:13 GMT; path=/; domain=.yahoo.com
#
# Expiry time is +1 year. Who knows whether would really work that long.
#
require HTTP::Cookies;
my $jar = HTTP::Cookies->new;
$jar->extract_cookies($resp);
my $cookies_str = $jar->as_string;
App::Chart::Download::verbose_message ("Yahoo new crumb $crumb\n"
. $cookies_str);
return { crumb => $crumb,
cookies => $cookies_str };
}
# $str is an ISO date string like 2017-11-05
# It is date GMT of 9:30am in the timezone of $symbol.
# Return the date in the symbol timezone.
#
# This was a fix needed for CSV where dates were (unhelpfully)
# in GMT rather than the timezone of the exchange.
#
sub daily_date_fixup {
my ($symbol, $str) = @_;
### daily_date_fixup: "$symbol $str"
my ($year, $month, $day) = App::Chart::iso_to_ymd ($str);
my $timezone = App::Chart::TZ->for_symbol($symbol);
if (timezone_gmtoffset_at_ymd($timezone, $year, $month, $day+1)
<= - (10*60+20)*60) {
my $adate = App::Chart::ymd_to_adate ($year, $month, $day);
$str = App::Chart::adate_to_iso ($adate+1);
my $today = $timezone->iso_date();
if ($str gt $today) {
$str = $today;
}
}
return $str;
}
sub timezone_gmtoffset_at_ymd {
my ($timezone, $year, $month, $day) = @_;
my $timet = $timezone->call(\&POSIX::mktime,
( run in 2.213 seconds using v1.01-cache-2.11-cpan-99c4e6809bf )