require 'csv' require 'daru' require 'tmpdir' require "yquotes/version" require "yquotes/yahoo" module YQuotes class Client def initialize @yahoo_client = Yahoo.new 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_method :historical_data, :get_quote alias_method :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 end end df = nil df = Daru::DataFrame.from_csv(file_path, :converters => :numeric) File.delete(file_path) if File.exists?(file_path) #sort from earlier to latest df = df.sort ['Date'] # strip columns and create index df.index = Daru::Index.new(df['Date'].to_a) df.rename_vectors 'Volume' => :volume, 'Adj Close' => :adj_close, 'Open' => :open, 'Close' => :close, 'High' => :high, 'Low' => :low d = df.filter(:row) { |row| row[:volume] > 0} end end end