package Finance::QuoteHist::BusinessWeek; use strict; use vars qw(@ISA $VERSION); use Carp; $VERSION = '1.02'; use constant DEBUG => 0; use Finance::QuoteHist::Generic; @ISA = qw(Finance::QuoteHist::Generic); use MIME::Base64; use Date::Manip; Date::Manip::Date_Init("TZ=GMT"); # Example URL: # # /businessweek/research/common/charts/update_historical_chart.asp?duration=3653&frequency=1day&freq=undefined&scaling=linear&display=mountain&exportData=1&dMin=37431&dMax=39257&uppers=[]&lowers=[]&lastColorUsed=2&action=&action_value= H my %Label_Map = ( d => 'date', h => 'high', c => 'close', v => 'volume', l => 'low', o => 'open', ); my @Sorted = qw(date open high low close volume); sub new { my $that = shift; my $class = ref($that) || $that; my %parms = @_; my $self = __PACKAGE__->SUPER::new(%parms); bless $self, $class; $self->parse_mode('businessweek_javascript'); $self->labels( target_mode => 'quote', labels => [ qw(d h c v l o) ], ); $self; } sub businessweek_javascript_parser { my $self = shift; sub { my $data = shift; return [] unless defined $data; my %columns; my @pats = sort keys %Label_Map; foreach my $line (grep(/arrayDecodeUnpack/i, split(/\s*;\s*/, $data))) { next unless $line =~ /(\w+)=arrayDecodeUnpack\s*\(\"([^\"]+)\"\s*\)/i; my($varname, $value) = ($1, $2); my $label; foreach my $pi (0 .. $#pats) { my $pat = $pats[$pi]; if ($varname =~ /^($pat)/i) { $label = $Label_Map{$pat}; splice(@pats, $pi, 1); last; } } if (! $label) { print STDERR "skipping unknown label $varname\n" if DEBUG; next; } if ($columns{$label}) { warn "oops, seen $label, skipping\n" if DEBUG; next; } $columns{$label} = $value; } my $count = 0; foreach my $label (keys %columns) { my $decoded = _decode_unpack($columns{$label}); print STDERR "$label : ", scalar @$decoded, " items\n" if DEBUG; $count = @$decoded if @$decoded > $count; $columns{$label} = $decoded; } my @rows; foreach my $i (0 .. $count-1) { my @row; foreach my $label (@Sorted) { my $value = $columns{$label}[$i]; $value = $self->excel_daynum_to_date($value) if $label eq 'date'; push(@row, $value); } push(@rows, \@row); } \@rows; }; } sub url_maker { my($self, %parms) = @_; my $target_mode = $parms{target_mode} || $self->target_mode; my $parse_mode = $parms{parse_mode} || $self->parse_mode; # *always* block uknown target mode and parse mode combinations in # order for cascade to work! return undef unless ($target_mode eq 'quote') && $parse_mode eq 'businessweek_javascript'; my $granularity = lc($parms{granularity} || $self->granularity); my $grain; my ($g) = $granularity =~ /^\s*(\w)/; if ($g eq 'd') { $grain = '1day' } # daily elsif ($g eq 'w') { $grain = '1week' } # weekly elsif ($g eq 'm') { $grain = '1month' } # monthly else { croak "Unknown granularity '$granularity'\n" } my($ticker, $start_date, $end_date) = @parms{qw(symbol start_date end_date)}; $start_date ||= $self->start_date; $end_date ||= $self->end_date; my $host = 'investing.businessweek.com'; my $path = 'businessweek/research/common/charts/update_historical_chart.asp'; # this also worked # my $path = '/research/stocks/snapshot/historical.asp'; my %parms = ( symbol => $ticker, freq => $grain, dMin => $self->date_to_excel_daynum($start_date), dMax => $self->date_to_excel_daynum($end_date), # dunno what the rest of these do duration => 1096, frequency => '1day', # relic? scaling => 'linear', display => 'mountain', exportData => '1', uppers => '[]', lowers => '[]', lastColorUsed => 2, action => '', action_value => '', ); my $url = "http://$host/$path?" . join('&', map { "$_=$parms{$_}" } sort keys %parms); print STDERR "URL: $url\n" if DEBUG; my @urls = ($url); sub { pop @urls }; } ### subroutines to deal with businessweek's wonky data encoding sub _decode_unpack { _array_unpack(MIME::Base64::decode_base64(shift)) } sub _array_unpack { # inspired by this (who comes up with this stuff?): # http://investing.businessweek.com/includes/asplib/ArrayUnpack.js my $str = shift; my @e; my @code = map { ord($_) } split(//, $str); my $m = $code[1] | ($code[2] << 8); if ($m > 0) { my $b = $code[3]; my $f = 10 ** $code[4]; my $k = $code[5] | ($code[6] << 8) | ($code[7] << 16) | ($code[8] << 24); my $l = (2 ** $b) - 1; push(@e, $k/$f); my($g, $h) = (0, 0); for (my $i = 9; $i < @code; $i++) { $g |= $code[$i] << $h; $h += 8; while ($h >= $b && @e <= $m) { my $j = ($g & $l) >> 1; $k += ($g & 1) ? -1 * $j : $j; push(@e, $k/$f); $g >>= $b; $h -= $b; } $g |= $code[$i] >> (8 - $h); } } wantarray ? @e : \@e; } ### excel daynum conversions # using locale TZ #sub excel_daynum_to_date { # my $self = shift; # my $excel_daynum = shift; # my $skew = _excel_daynum_sub_skew($excel_daynum); # my $date = _dm_from_epoch(_days_to_secs($skew)); # my $tzod = _tz_offset_in_days($date); # _dm_from_epoch(_days_to_secs($skew - $tzod)); #} # using GMT sub excel_daynum_to_date { my $self = shift; my $excel_daynum = shift; my $skew = _excel_daynum_sub_skew($excel_daynum); my $date = _dm_from_epoch(_days_to_secs($skew)); _dm_from_epoch(_days_to_secs($skew)); } # using locale TZ #sub date_to_excel_daynum { # my $self = shift; # my $date = shift; # _secs_to_days(Date::Manip::UnixDate($date, "%s")) + # (_excel_daynum_add_skew(_tz_offset_in_days($date))); #} # using GMT sub date_to_excel_daynum { my $self = shift; my $date = shift; _excel_daynum_add_skew(_secs_to_days(Date::Manip::UnixDate($date, "%s"))); } # subroutines sub _dm_from_epoch { my $epoch = shift; Date::Manip::ParseDateString("epoch $epoch"); } # using locale TZ #sub _tz_offset_in_minutes { # my $date = shift; # my $tz_offset = Date::Manip::UnixDate($date, "%z"); # my($sign, $hours, $minutes) = $tz_offset =~ /^(\D?)(\d\d)(\d\d)/; # $tz_offset = ($hours*60 + $minutes); # $tz_offset *= -1 if $sign eq '-'; # $tz_offset; #} # using locale TZ #sub _tz_offset_in_days { _tz_offset_in_minutes(@_) / (60 * 24) } sub _excel_daynum_sub_skew { shift() - 25569 } sub _excel_daynum_add_skew { shift() + 25569 } sub _days_to_secs { shift() * 86400 } sub _secs_to_days { shift() / 86400 } 1; __END__ =head1 NAME Finance::QuoteHist::BusinessWeek - Site-specific class for retrieving historical stock quotes. =head1 SYNOPSIS use Finance::QuoteHist::BusinessWeek; $q = Finance::QuoteHist::BusinessWeek->new ( symbols => [qw(IBM UPS AMZN)], start_date => '01/01/2005', end_date => 'today', ); foreach $row ($q->quotes()) { ($symbol, $date, $open, $high, $low, $close, $volume) = @$row; ... } =head1 DESCRIPTION Finance::QuoteHist::BusinessWeek is a subclass of Finance::QuoteHist::Generic, specifically tailored to read historical quotes from the Business Week Online web site (I). BusinessWeek offers granularities of daily, weekly, or monthly. BusinessWeek does not currently provide information on dividends or splits. Please see L for more details on usage and available methods. If you just want to get historical quotes and are not interested in the details of how it is done, check out L. =head1 METHODS The basic user interface consists of a single method, as shown in the example above. That method is: =over =item quotes() Returns a list of rows (or a reference to an array containing those rows, if in scalar context). Each row contains the B, B, B, B, B, B, and B for that date. Quote values are pre-adjusted for this site. =back =head1 REQUIRES Finance::QuoteHist::Generic(3), MIME::Base64(3), Date::Manip(3) =head1 DISCLAIMER The data returned from these modules is in no way guaranteed, nor are the developers responsible in any way for how this data (or lack thereof) is used. The interface is based on URLs and page layouts that might change at any time. Even though these modules are designed to be adaptive under these circumstances, they will at some point probably be unable to retrieve data unless fixed or provided with new parameters. Furthermore, the data from these web sites is usually not even guaranteed by the web sites themselves, and oftentimes is acquired elsewhere. Details for BusinessWeek's terms of use can be found here: I If you still have concerns, then use another site-specific historical quote instance, or none at all. Above all, play nice. =head1 AUTHOR Matthew P. Sisk, EFE =head1 COPYRIGHT Copyright (c) 2006-2009 Matthew P. Sisk. All rights reserved. All wrongs revenged. This program is free software; you can redistribute it and/or modify it under the same terms as Perl itself. =head1 SEE ALSO Finance::QuoteHist::Generic(3), Finance::QuoteHist(3), perl(1). =cut