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thewinterwind/Stock.php

Created June 23, 2014 11:02
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  1. thewinterwind created this gist Jun 23, 2014.
    396 changes: 396 additions & 0 deletions Stock.php
    View file
    Original file line number Diff line number Diff line change
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    <?php namespace SS\Stock;

    use DB, File, Cache, Input, Response;

    class Stock {

    public function __construct()
    {
    ini_set("memory_limit", "-1");
    set_time_limit(0);
    }

    /**
    * Update the stock streaks after the market has closed
    *
    * @param $overwrite (whether to update all data from beginning)
    * @return void
    */

    public function updateStreaks($overwrite = false)
    {
    $date = DB::table('summaries')->max('date');

    $stocks = DB::table('stocks')->select('symbol')->orderBy('symbol', 'asc')->get();

    foreach ($stocks as $stock)
    {
    $stored = DB::table('stocks')
    ->where('symbol', $stock->symbol)
    ->where('streak_stored', $date)
    ->first();

    if ($stored && !$overwrite) continue;

    $days = DB::table('summaries')
    ->select('close', 'volume')
    ->where('symbol', $stock->symbol)
    ->orderBy('date', 'desc')
    ->groupBy('date')
    ->limit(20)
    ->get();

    $streak = 0;

    for ($i = 0; $i < count($days); $i++)
    {
    // if we're at the earliest day recorded for a stock, the streak is over
    if ( ! isset($days[$i + 1])) break;

    // if the next days price is the same as the current, the streak is over
    if ($days[$i]->close === $days[$i + 1]->close) break;

    // one time check for the first iteration
    if ($i === 0)
    {
    if ($days[$i] > $days[$i + 1])
    {
    $streak++; continue;
    }

    if ($days[$i] < $days[$i + 1])
    {
    $streak--; continue;
    }
    }

    // check if the winning streak is over or not
    if ($streak > 0)
    {
    // if current day's close is less than the day before it, the winning streak is over
    if ($days[$i]->close < $days[$i + 1]->close) break;

    // the winning streak continues
    $streak++;
    }
    elseif ($streak < 0)
    {
    // if the current day's close is more than the day before it, the losing streak is over
    if ($days[$i]->close > $days[$i + 1]->close) break;

    // the losing streak continues
    $streak--;
    }
    }

    $amount = $this->calculateMovePercentage($days, $streak);

    $volume = $this->calculateStreakVolume($days, $streak);

    DB::table('stocks')
    ->where('symbol', $stock->symbol)
    ->update([
    'streak' => $streak,
    'move_percentage' => $amount,
    'streak_volume' => $volume,
    'streak_stored' => $date,
    ]);

    print "Symbol: " . $stock->symbol . " # Streak: " . $streak . " # ";
    print "Amount: " . $amount . " # Volume: " . $volume . "\n";

    }

    return 1; // lets the artisan command know the method finished without issue
    }

    /**
    * Update the stock streaks after the market has closed
    *
    * @param array $days (daily summaries)
    * @param int $days (streak)
    * @return int (shares traded volume)
    */

    public function calculateStreakVolume(array $days, $streak)
    {
    $daysOnStreak = array_slice($days, 0, abs($streak));

    $volume = 0;

    foreach ($daysOnStreak as $day) {
    $volume += $day->volume;
    }

    return $volume;
    }

    /**
    * Get the percentage the stock moved over the streak's duration
    *
    * @param array $days (daily summaries)
    * @param int $days (streak)
    * @return double (move percentage)
    */

    public function calculateMovePercentage(array $days, $streak)
    {
    if ($streak == 0) return 0;

    $days = array_slice($days, 0, abs($streak) + 1);

    return round((($days[0]->close / end($days)->close) - 1) * 100, 2);
    }

    /**
    * Store basic information about a stock
    *
    * @return void
    */

    public function storeStockInfo()
    {
    $files = File::files(app_path() . '/resources/stock_lists');

    $stocks = [];

    foreach ($files as $file)
    {
    $handle = fopen($file, "r");

    while( ! feof($handle))
    {
    $stock = fgetcsv($handle);

    $stock[9] = basename($file, '.csv');

    if (count($stock) == 10)
    {
    $stocks[] = $stock;
    }
    }

    fclose($handle);
    }

    echo count($stocks) . ' to create' . PHP_EOL;

    foreach ($stocks as $stock)
    {
    $row = Stock::create(
    [
    'symbol' => remove_whitespace($stock[0]),
    'name' => $stock[1],
    'exchange' => remove_whitespace($stock[9]),
    'ipo_year' => remove_whitespace($stock[5]),
    'sector' => $stock[6],
    'industry' => remove_whitespace($stock[7]),
    'last_sale' => remove_whitespace($stock[2]),
    'market_cap' => remove_whitespace($stock[3]),
    'summary_link' => remove_whitespace($stock[8]),
    'updated_at' => new Datetime,
    ]
    );

    echo 'created stock: ' . $row->id . PHP_EOL;
    }
    }

    public function storeStockHistory()
    {
    $date = date('Y-m-d');

    $files = File::files(app_path() . '/resources/historical_lists/' . $date);

    $completed_stocks = DB::table('stocks')
    ->select('symbol')
    ->where('history_updated', $date)
    ->groupBy('symbol')
    ->orderBy('symbol', 'asc')
    ->get();

    $completed_symbols = array_pluck($completed_stocks, 'symbol');

    foreach ($files as $file)
    {
    $symbol = basename($file, '.csv');

    if (in_array($symbol, $completed_symbols)) continue;

    $handle = fopen($file, "r");

    while( ! feof($handle))
    {
    // the stock's daily summary (closing price, volume, etc.)
    $summary = fgetcsv($handle);

    // 1. continue to next iteration if it's the header
    // 2. continue to next iteration if there isn't seven elements (invalid record)
    if ($summary[0] == 'Date' || count($summary) !== 7) continue;

    // if the date is less than today, we've already stored it, break out of the loop
    if (remove_whitespace($summary[0]) < $date) break;

    DB::table('summaries')->insert([
    'date' => remove_whitespace($summary[0]),
    'symbol' => remove_whitespace($symbol),
    'open' => remove_whitespace($summary[1]),
    'high' => remove_whitespace($summary[2]),
    'low' => remove_whitespace($summary[3]),
    'close' => remove_whitespace($summary[4]),
    'adjusted_close' => remove_whitespace($summary[6]),
    'volume' => remove_whitespace($summary[5]),
    'updated_at' => new Datetime,
    ]);

    print "Inserted: " . $symbol . ". Date: " . $summary[0] . PHP_EOL;
    }

    fclose($handle);

    DB::table('stocks')
    ->where('symbol', $symbol)
    ->update([
    'history_updated' => $date,
    ]);

    print "--------------------------------". PHP_EOL;
    print "Finished inserting for: " . $symbol . PHP_EOL;
    print "--------------------------------". PHP_EOL;
    }
    }

    public function fetchStockData($symbol = null)
    {
    // get stock data from artisan command or query string
    $symbol ?: Input::get('symbol');

    // cache key is a unique string of resource type, date, and resource id
    $cache_key = 'stock_data' . date('Y-m-d') . $symbol;

    // build query at https://developer.yahoo.com/yql/console/
    if ( ! Cache::has($cache_key))
    {
    $resource = $this->getApiUrl($symbol);

    // fetch the json
    $data = json_decode(file_get_contents($resource));

    // $data has one property with everything in it (query), let's save its contents
    if ($data) Cache::put($cache_key, $data->query, 60);
    }

    return Cache::get($cache_key);
    }

    public function seeStockData()
    {
    $resource = $this->getApiUrl(Input::get('symbol'));

    $data = json_decode(file_get_contents($resource));

    var_dump($data);
    }

    protected function getApiUrl($symbol)
    {
    $url = "https://query.yahooapis.com/v1/public/yql?q=";
    $url .= urlencode("select * from yahoo.finance.quotes ");
    $url .= urlencode("where symbol in ('$symbol')");
    $url .= "&format=json&diagnostics=true";
    $url .= "&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&callback=";

    return $url;
    }

    public function storeStockData($symbol)
    {
    $stock = $this->fetchStockData($symbol);

    if ( ! isset($stock->results)) return print $symbol . " is not an object." . PHP_EOL;

    $quote = $stock->results->quote;

    $lastTrade = strip_tags($quote->LastTradeWithTime);

    list($lastTradeTime, $lastTradePrice) = explode(' - ', $lastTrade);

    $lastTradeTime = date('Y-m-d', strtotime($lastTradeTime));

    $dailySummary = DB::table('summaries')
    ->where('symbol', $symbol)
    ->where('date', $lastTradeTime)->first();

    if (is_null($dailySummary))
    {
    DB::table('summaries')
    ->insert([
    'symbol' => $symbol,
    'date' => $lastTradeTime,
    'open' => $quote->Open,
    'close' => $lastTradePrice,
    'adjusted_close' => $quote->LastTradePriceOnly,
    'low' => $quote->DaysLow,
    'high' => $quote->DaysHigh,
    'volume' => $quote->Volume,
    'updated_at' => new \Datetime,
    ]);

    return print "Stored daily stock information for: " . $symbol . PHP_EOL;
    }

    print "Stock is already stored for: " . $symbol . PHP_EOL;
    }

    public function getValidStocks($date = null)
    {
    if (!$date) $date = date('Y-m-d');

    return DB::table('stocks')
    ->select('symbol')
    ->where('symbol', 'NOT LIKE', '%^%') // some stocks have ^ in them (not doing these now)
    ->where('symbol', 'NOT LIKE', '%/%') // some stocks have / in them (not doing these now)
    ->where('symbol', 'NOT LIKE', '%~%') // some bad data from CSV has stocks with ~ in them
    ->where('history_downloaded', '!=', $date)
    ->orderBy('symbol', 'asc')
    ->get();
    }

    public function fetchStockHistory()
    {
    $stocks = $this->getValidStocks(date('Y-m-d'));

    $target_dir = app_path() . '/resources/' . $date;

    if ( ! is_dir($target_dir)) mkdir($target_dir, 0755);

    foreach ($stocks as $stock)
    {
    $symbol = $stock->symbol;

    $stock_data = @file_get_contents('http://ichart.finance.yahoo.com/table.csv?s=' . $stock->symbol);

    if ($stock_data)
    {
    $bytes = file_put_contents(
    $target_dir . '/' . remove_whitespace($stock->symbol) . '.csv',
    $stock_data
    );

    if ($bytes)
    {
    print 'Stored csv for: ' . $stock->symbol . ' (' . $bytes . ' bytes)' . PHP_EOL;

    // store the date to confirm it was downloaded
    // if the script fails midway we can pick up from last time
    DB::table('stocks')
    ->where('symbol', $stock->symbol)
    ->update([
    'history_downloaded' => $date
    ]);
    }
    }
    }
    }

    }