require 'csv' require 'daru' require 'tmpdir' require 'yquotes/version' require 'yquotes/yahoo' module YQuotes class Client def initialize(filter_zero_volume = true) @yahoo_client = Yahoo.new @filter_zero_volume = filter_zero_volume end # get_quote: returns Daru::DataFrame of the quote with volume and close def get_quote(ticker, args = {}) if args.is_a? Hash start_date = args[:start_date] if args[:start_date] start_date ||= args[:s] if args[:s] end_date = args[:end_date] if args[:end_date] end_date ||= args[:e] if args[:e] period = args[:period] if args[:period] period ||= args[:p] if args[:p] end csv = @yahoo_client.get_csv(ticker, start_date, end_date, period) create_from_csv(csv) end alias historical_data get_quote alias historical_quote get_quote private def create_from_csv(data) file_path = Dir.tmpdir + "/#{Time.now.to_i}" CSV.open(file_path, 'w') do |out| data.each do |row| out << row unless row.include? 'null' end end df = nil df = Daru::DataFrame.from_csv(file_path, converters: [:numeric]) File.delete(file_path) if File.exist?(file_path) # sort from earlier to latest df = df.sort ['Date'] # strip columns and create index df.rename_vectors 'Volume' => :volume, 'Adj Close' => :adj_close, 'Open' => :open df.rename_vectors 'Close' => :close, 'High' => :high, 'Low' => :low, 'Date' => :date df = df.filter(:row) { |row| row[:volume] > 0 } if @filter_zero_volume return df end end end