Yahoo IChart

yahoo.py

#!/usr/bin/env python

import csv
import datetime
import decimal
import urllib


def get(symbol, start, end, frequency='D'):
  controller = 'http://ichart.yahoo.com/table.csv?'
  param = {
   's' : symbol,
   'a' : start.month - 1,
   'b' : start.day,
   'c' : start.year,
   'd' : end.month - 1,
   'e' : end.day,
   'f' : end.year,
   'g' : frequency,
  }

  def format(i):
    for k in ('Adj Close','High','Low','Close','Open'):
      i[k] = decimal.Decimal(i[k])
    i['Volume'] = int(i['Volume'])
    i['Date'] = datetime.datetime.strptime(i['Date'],'%Y-%m-%d').date()
    return i

  # GET, not POST required by Yahoo! API
  it = urllib.urlopen(controller + urllib.urlencode(param))
  it = (format(i) for i in csv.DictReader(it))
  return it


def demo():
  end = datetime.date.today()
  start = end - datetime.timedelta(days=10)
  it = get('GOOG',start,end,'D')

  for i in it:
    print i



if __name__ == '__main__':
  demo()