historyfeed.java

EclipseTrader is a stock exchange analysis system, featuring shares pricing watch, intraday and hi

/*
 * Copyright (c) 2004-2007 Marco Maccaferri and others.
 * All rights reserved. This program and the accompanying materials
 * are made available under the terms of the Eclipse Public License v1.0
 * which accompanies this distribution, and is available at
 * http://www.eclipse.org/legal/epl-v10.html
 *
 * Contributors:
 *     Marco Maccaferri - initial API and implementation
 */

package net.sourceforge.eclipsetrader.yahoo;

import java.io.BufferedReader;
import java.io.InputStreamReader;
import java.text.NumberFormat;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.Locale;

import net.sourceforge.eclipsetrader.core.CorePlugin;
import net.sourceforge.eclipsetrader.core.IHistoryFeed;
import net.sourceforge.eclipsetrader.core.db.Bar;
import net.sourceforge.eclipsetrader.core.db.History;
import net.sourceforge.eclipsetrader.core.db.Security;

import org.apache.commons.httpclient.HttpClient;
import org.apache.commons.httpclient.HttpMethod;
import org.apache.commons.httpclient.UsernamePasswordCredentials;
import org.apache.commons.httpclient.auth.AuthScope;
import org.apache.commons.httpclient.methods.GetMethod;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import org.eclipse.jface.preference.IPreferenceStore;

public class HistoryFeed implements IHistoryFeed
{
    SimpleDateFormat df = new SimpleDateFormat("dd-MMM-yy", Locale.US); //$NON-NLS-1$
    SimpleDateFormat dfAlt = new SimpleDateFormat("yy-MM-dd"); //$NON-NLS-1$
    NumberFormat nf = NumberFormat.getInstance(Locale.US);
    NumberFormat pf = NumberFormat.getInstance(Locale.US);
    private Log log = LogFactory.getLog(getClass());

    public HistoryFeed()
    {
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IHistoryFeed#updateHistory(net.sourceforge.eclipsetrader.core.db.Security, int)
     */
    public void updateHistory(Security security, int interval)
    {
        if (interval == IHistoryFeed.INTERVAL_DAILY)
        {
            Calendar from = Calendar.getInstance();
            Calendar to = Calendar.getInstance();

            History history = security.getHistory();
            if (history.size() == 0)
                from.add(Calendar.YEAR, - CorePlugin.getDefault().getPreferenceStore().getInt(CorePlugin.PREFS_HISTORICAL_PRICE_RANGE));
            else
            {
                Bar cd = history.getLast();
                if (cd != null)
                {
                    from.setTime(cd.getDate());
                    from.add(Calendar.DATE, 1);
                }
            }

            log.info("Updating historical data for " + security.getCode() + " - " + security.getDescription()); //$NON-NLS-1$ //$NON-NLS-2$

            StringBuffer url = new StringBuffer("http://ichart.finance.yahoo.com/table.csv" + "?s="); //$NON-NLS-1$ //$NON-NLS-2$
            String symbol = null;
            if (security.getHistoryFeed() != null)
                symbol = security.getHistoryFeed().getSymbol();
            if (symbol == null || symbol.length() == 0)
                symbol = security.getCode();
            url.append(symbol);
            url.append("&d=" + to.get(Calendar.MONTH) + "&e=" + to.get(Calendar.DAY_OF_MONTH) + "&f=" + to.get(Calendar.YEAR)); //$NON-NLS-1$ //$NON-NLS-2$ //$NON-NLS-3$
            url.append("&g=d"); //$NON-NLS-1$
            url.append("&a=" + from.get(Calendar.MONTH) + "&b=" + from.get(Calendar.DAY_OF_MONTH) + "&c=" + from.get(Calendar.YEAR)); //$NON-NLS-1$ //$NON-NLS-2$ //$NON-NLS-3$
            url.append("&ignore=.csv"); //$NON-NLS-1$
            log.debug(url);

            try {
                HttpClient client = new HttpClient();
                client.getHttpConnectionManager().getParams().setConnectionTimeout(5000);
                
                IPreferenceStore store = CorePlugin.getDefault().getPreferenceStore();
                if (store.getBoolean(CorePlugin.PREFS_ENABLE_HTTP_PROXY))
                {
                    client.getHostConfiguration().setProxy(store.getString(CorePlugin.PREFS_PROXY_HOST_ADDRESS), store.getInt(CorePlugin.PREFS_PROXY_PORT_ADDRESS));
                    if (store.getBoolean(CorePlugin.PREFS_ENABLE_PROXY_AUTHENTICATION))
                        client.getState().setProxyCredentials(AuthScope.ANY, new UsernamePasswordCredentials(store.getString(CorePlugin.PREFS_PROXY_USER), store.getString(CorePlugin.PREFS_PROXY_PASSWORD)));
                }

                HttpMethod method = new GetMethod(url.toString());
                method.setFollowRedirects(true);
                client.executeMethod(method);
                
                BufferedReader in = new BufferedReader(new InputStreamReader(method.getResponseBodyAsStream()));

                // The first line is the header, ignoring
                String inputLine = in.readLine();
                log.trace(inputLine);
                
                while ((inputLine = in.readLine()) != null)
                {
                    log.trace(inputLine);
                    if (inputLine.startsWith("<")) //$NON-NLS-1$
                        continue;
                    String[] item = inputLine.split(","); //$NON-NLS-1$
                    if (item.length < 6)
                        continue;

                    Calendar day = Calendar.getInstance();
                    try {
                        day.setTime(df.parse(item[0]));
                    } catch(Exception e) {
                        try {
                            day.setTime(dfAlt.parse(item[0]));
                        } catch(Exception e1) {
                            log.error(e1, e1);
                        }
                    }
                    day.set(Calendar.HOUR, 0);
                    day.set(Calendar.MINUTE, 0);
                    day.set(Calendar.SECOND, 0);
                    day.set(Calendar.MILLISECOND, 0);
                    
                    Bar bar = new Bar();
                    bar.setDate(day.getTime());
                    bar.setOpen(Double.parseDouble(item[1].replace(',', '.')));
                    bar.setHigh(Double.parseDouble(item[2].replace(',', '.')));
                    bar.setLow(Double.parseDouble(item[3].replace(',', '.')));
                    bar.setClose(Double.parseDouble(item[4].replace(',', '.')));
                    bar.setVolume(Long.parseLong(item[5]));

                    // Remove the old bar, if exists
                    int index = history.indexOf(bar.getDate());
                    if (index != -1)
                        history.remove(index);
                    
                    history.add(bar);
                }
                in.close();

            } catch (Exception e) {
                log.error(e, e);
            }
            
            CorePlugin.getRepository().save(history);
        }
        else
            log.warn("Intraday data not supported for " + security.getCode() + " - " + security.getDescription()); //$NON-NLS-1$ //$NON-NLS-2$
    }
}