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Use Google finance API instead of Yahoo #111

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Aug 3, 2017
Merged

Use Google finance API instead of Yahoo #111

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2 changes: 1 addition & 1 deletion ch09-risk/data/download-symbol.sh
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Original file line number Diff line number Diff line change
Expand Up @@ -4,4 +4,4 @@
#
# See LICENSE file for further information.

curl -o $2/$1.csv https://ichart.yahoo.com/table.csv?s=$1&a=0&b=1&c=2000&d=0&e=31&f=2013&g=d&ignore=.csv
wget -O ${2}/${1}.csv "http://www.google.com/finance/historical?q=${1}&startdate=Jan+01%2C+2000&enddate=Dec+31%2C+2013&output=csv"
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Nit: https is slightly better. curl -o should also work and be consistent with use of curl elsewhere in the book. But neither really matter.

12 changes: 6 additions & 6 deletions ch09-risk/src/main/scala/com/cloudera/datascience/risk/RunRisk.scala
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Expand Up @@ -57,10 +57,10 @@ class RunRisk(private val spark: SparkSession) {
import spark.implicits._

/**
* Reads a history in the Yahoo format
* Reads a history in the Google format
*/
def readYahooHistory(file: File): Array[(LocalDate, Double)] = {
val formatter = DateTimeFormatter.ofPattern("yyyy-MM-dd")
def readGoogleHistory(file: File): Array[(LocalDate, Double)] = {
val formatter = DateTimeFormatter.ofPattern("d-MMM-yy")
val lines = scala.io.Source.fromFile(file).getLines().toSeq
lines.tail.map { line =>
val cols = line.split(',')
Expand Down Expand Up @@ -125,17 +125,17 @@ class RunRisk(private val spark: SparkSession) {
val files = stocksDir.listFiles()
val allStocks = files.iterator.flatMap { file =>
try {
Some(readYahooHistory(file))
Some(readGoogleHistory(file))
} catch {
case e: Exception => None
}
}
val rawStocks = allStocks.filter(_.size >= 260 * 5 + 10)

val factorsPrefix = "factors/"
val rawFactors = Array("^GSPC.csv", "^IXIC.csv", "^TYX.csv", "^FVX.csv").
val rawFactors = Array("NYSEARCA%3AGLD.csv", "NASDAQ%3ATLT.csv", "NYSEARCA%3ACRED.csv").
map(x => new File(factorsPrefix + x)).
map(readYahooHistory)
map(readGoogleHistory)

val stocks = rawStocks.map(trimToRegion(_, start, end)).map(fillInHistory(_, start, end))

Expand Down