yahoofinanceinputsynapse.java

一个纯java写的神经网络源代码

package org.joone.io;

import java.io.*;
import java.text.*;
import java.net.URL;
import java.util.*;

import org.joone.log.*;
import org.joone.net.NetCheck;
import org.joone.exception.JooneRuntimeException;
import org.joone.engine.NetErrorManager;

/**
 * <P>The YahooFinanceInputSynapse provides support for financial data input from financial markets.  The
 * synapse contacts YahooFinance services and downloads historical data for the chosen symbol and date range.
 * Finally the data is presented to the network in reverse date order i.e oldest first.  </P>
 * <P>This synapse provides the following info .. </P>
 * <P>Open as column 1</P>
 * <P>High as column 2</P>
 * <P>Low as column 3</P>
 * <P>Close as column 4.</P>
 * <P>Volume as column 5.</P>
 * <P>Adj.Close as column 6.</P>
 * <P>For the particular stock symbol.</P>
 * <BR>
 * <P> Developer Notes : </P>
 * <P> This YahooFinanceInputSynapse uses the following format to extract stock financial information from the Yahoo Network</P>.
 * <P>http://table.finance.yahoo.com/table.csv?a=8&b=1&c=2002&d=11&e=3&f=2002&s=tsco.l&y=0&g=d&ignore=.csv</P>
 * <BR>
 * <P>a = From Month 0 - 11</P>
 * <P>b = From Day 1-31</P>
 * <P>c = From Year XXXX</P>
 * <P>d = To Month 0-11</P>
 * <P>e = To Day 1-31</P>
 * <P>f = To Year XXXX</P>
 * <P>s = Symbol</P>
 * <P>y = [record] from record to + 200 records</P>
 * <P>g=[d] or[m] or [y]		- daily or monthly or yearly</P>
 * <P>ignore = .csv</P>
 *
 */
public class YahooFinanceInputSynapse extends StreamInputSynapse {
    
    /** The object used when logging debug,errors,warnings and info. */
    private static final ILogger log = LoggerFactory.getLogger(YahooFinanceInputSynapse.class);
    
    String [] months = new String [] {"January","February","March","April","May","June","July","August","September","October","November","December"};
    String [] frequency = new String [] {"Daily","Weekly","Monthly"};
    String [] freq_conv = new String [] {"d","w","m"};
    String Symbol = new String("");
    DateFormat date_formater = DateFormat.getDateInstance(DateFormat.MEDIUM);
    Calendar CalendarStart = Calendar.getInstance();
    Calendar CalendarEnd = Calendar.getInstance();
    String DateStart = new String(date_formater.format(CalendarStart.getTime()));
    String DateEnd = new String(date_formater.format(CalendarEnd.getTime()));
    String Period = new String("Daily");
    private transient Date startDate = CalendarStart.getTime();
    private transient Date endDate = CalendarEnd.getTime();
    private Vector StockData [] = new Vector [6];	// Holds all the data + optional data, oldest first.
    private Vector StockDates = new Vector();           // Holds the Dates associated with each row of data.
    
    String [] ColumnNames	= new String [] {"Date","Open","High","Low","Close","Volume","Adj. Close"};		// Ignore lines with these names in
    
    
    static final long serialVersionUID = 1301769209320717393L;
    /**
     * Constructor for the YahooFinanceInputSynapse object
     */
    public YahooFinanceInputSynapse() {
        super();
    }
    
    /**
     *  Gets the name of the symbol
     *
     * @return    The Symbol name
     */
    public String getSymbol() {
        return Symbol;
    }
    
    
    /**
     *  Gets year to start data retrieval from.
     *
     * @return    The year to start from
     * @deprecated Use getStartDate instead
     */
    public String getDateStart() {
        return DateStart;
    }
    
    
    /**
     *  Gets year to end data retrieval from
     *
     * @return    The year to end on
     * @deprecated Use getEndDate instead
     */
    public String getDateEnd() {
        return DateEnd;
    }
    
    
    /**
     *  Gets the period for data retrieval.
     *
     * @return    The month to end on
     */
    public String getPeriod() {
        return Period;
    }
    
    /**
     * Gets the dates associated with each row of data.
     */
    public Vector getStockDates() {
        return(StockDates);
    }
    
    /**
     * <P>Gets the stock data retrieived by this synapse.  Returns the data in a Vector array of length 5.</P>
     * <P>In column 0 Open data.</P>
     * <P>In column 1 High</P>
     * <P>In column 2 Low</P>
     * <P>In column 3 Close</P>
     * <P>In column 4 Volume</P>
     * <P>In column 5 Adj.Close</P>
     *
     */
    public Vector [] getStockData() {
        return(StockData);
    }
    
    /**
     *  Reads this YahooFinanceInputSynapse object into memory from the specified object stream.
     *
     * @param  in                          The object input stream that this object should be read from
     * @exception  IOException             The Input Output Exception
     * @exception  ClassNotFoundException  The class not found exception
     */
    private void readObject(ObjectInputStream in) throws IOException, ClassNotFoundException {
        super.readObjectBase(in);
        if (in.getClass().getName().indexOf("xstream") == -1) {
            Symbol = (String) in.readObject();
            DateStart = (String) in.readObject();
            DateEnd = (String) in.readObject();
            Period = (String) in.readObject();
        }
        if (!isBuffered() || (getInputVector().size() == 0)) {
            initInputStream();
        }
        try {
            startDate = date_formater.parse(DateStart);
            endDate = date_formater.parse(DateEnd);
        } catch (ParseException ex) {
            log.error("Invalid Date: start:"+DateStart+" end:"+DateEnd);
        }
    }
    
    
    /**
     *  Sets the name of the database jdbc driver.
     *
     * @param  newSymbol The new stock symbol to retrieve the data with.
     * @deprecated Use setEndDate instead
     */
    public void setSymbol(java.lang.String newSymbol) {
        // Only set if it actually has changed
        if ( !Symbol.equals(newSymbol)) {
            Symbol = newSymbol;
            this.resetInput();
            this.setTokens(null);
        }
    }
    
    
    /**
     *  Gets the the data from which data is retrieved.
     *
     * @param  newDataStart The data from which data is retrieved.
     * @deprecated Use setStartDate instead
     */
    public void setDateStart(String newDateStart) {
        // Only set if it actually has changed
        if (!DateStart.equals(newDateStart)) {
            DateStart = newDateStart;
            this.resetInput();
            this.setTokens(null);
        }
    }
    
    
    /**
     *  Gets the the data to which data is retrieved.
     *
     * @param  newDateEnd The date to which data is retrieved.
     */
    public void setDateEnd(String newDateEnd) {
        // Only set if it actually has changed
        if (!DateEnd.equals(newDateEnd)) {
            DateEnd = newDateEnd;
            this.resetInput();
            this.setTokens(null);
        }
    }
    
    /**
     *  Sets the period with which to retrieve data should be one of "Daily" or "Monthly" or "Yearly".
     *
     * @param  newPeriod The period with which data is retieved.
     */
    public void setPeriod(String newPeriod) {
        // Only set if it actually has changed
        if (!Period.equals(newPeriod)) {
            Period = newPeriod;
            this.resetInput();
            this.setTokens(null);
        }
    }
    
    /**
     *  Writes this YahooFInanceSynapseInput object to the ObjectOutputStream out.
     *
     * @param  out              The ObjectOutputSteeam that this object should be written to
     * @exception  IOException  The Input Output Exception if any
     */
    private void writeObject(ObjectOutputStream out) throws IOException {