Just for fun, lets use a little web voodoo to combine Yahoo Finance data with Google Charts. Why?… because we can. All we need is a little PHP, a web server, and a URL. The goal is to download Yahoo Finance daily price data for two stocks, convert it to an array of daily returns, and plot the results using Google Charts simply by calling a URL. For instance, to produce this:
We just need to type this into our browser: http://stotastic.com/php/scatterPlot.php?tick1=BP&tick2=SPY&mm=01&dd=01&yyyy=2008
Where tick1 and tick2 are the stock tickers; and mm, dd, yyyy represent the starting date from which data is grabbed. So lets dig in and find out how PHP is used to make all this web magic work.
PHP Code
First, we need a function that downloads the data from Yahoo Finance.
// read in Yahoo finance, parse, and return array function yahoo_get_adjclose($ticker, $mm, $dd, $yyyy) { // subtract 1 from mm since January is 0 $mm = $mm-1; $url = "http://ichart.finance.yahoo.com/table.csv?s=$ticker&a=$mm&b=$dd&c=$yyyy"; $ticker_data = CSV_to_array(file_get_contents($url)); // extract adjusted close and reverse data // last row excluded since blank after parse $rowcount = count($ticker_data); for($i=($rowcount-2); $i>1; $i--){ $ticker_adjclose[] = (float)$ticker_data[$i][6]; } return($ticker_adjclose); }
Notice that we called a utility function to convert the data from a CSV to an array. We need this function because the data is returned from Yahoo Finance in a CSV and needs to be parsed into an array to be useful to us.
// function to parse CSV and return array function CSV_to_array($strData) { $arrRows = explode("\n", $strData); foreach($arrRows as $strRow){ $arrReturn[] = explode(",", $strRow); } return $arrReturn; }
Also, in order to convert an array of daily close prices to returns, we’ll use the following utility function.
// convert value to log return function log_return($x){ for($i=0; $i<(count($x)-1); $i++){ $r[] = log($x[$i+1]/$x[$i]); } return $r; }
Finally, we put the above code to work by taking in a GET request, using the above functions to download Yahoo Finance data and convert it to an array of returns, send the data to Google in a POST request, and pass on the resulting image back to the user. The reason we are sending a POST request to send the data to Google rather than a GET is because we will be exceeding the data size of a GET request. More info on how to send a POST request to Google can be found here.
header('content-type: image/png'); $url = 'http://chart.apis.google.com/chart'; // get variables $ticker1 = $_GET["tick1"]; $ticker2 = $_GET["tick2"]; $mm = $_GET["mm"]; $dd = $_GET["dd"]; $yyyy = $_GET["yyyy"]; $title = "Daily Return (%)"; // limit date to keep data size transfer down $year_limit = (int)date("Y")-2; if($yyyy<$year_limit) { $mm = 01; $dd = 01; $yyyy = 2008; } // read in Yahoo Finance data $ticker1_data = yahoo_get_adjclose($ticker1, $mm, $dd, $yyyy); $ticker2_data = yahoo_get_adjclose($ticker2, $mm, $dd, $yyyy); // calculate log returns $x = log_return($ticker1_data); $y = log_return($ticker2_data); // scale data to 1 to 100 range $xmax = ceil(max($x)*10)/10; $xmin = floor(min($x)*10)/10; $ymax = ceil(max($y)*10)/10; $ymin = floor(min($y)*10)/10; foreach($x as $val){ $xscaled[] = round(($val-$xmin)/($xmax-$xmin)*1000)/10; } foreach($y as $val){ $yscaled[] = round(($val-$ymin)/($ymax-$ymin)*1000)/10; } // calculate chart range params $xrange_max = $xmax*100; $xrange_min = $xmin*100; $yrange_max = $xmax*100; $yrange_min = $xmin*100; $xdash = 100/(($xrange_max - $xrange_min)/5); $ydash = 100/(($yrange_max - $yrange_min)/5); // Add chart array with data and params $chart = array( 'cht' => 's', 'chs' => '400x400', 'chd' => "t:".implode(",",$xscaled)."|".implode(",",$yscaled), 'chxt' => "x,x,y,y", 'chxr' => "0,$xrange_min,$xrange_max,5|2,$yrange_min,$yrange_max,5", 'chm' => "o,3399FF,0,-1,5", 'chg' => "$xdash,$ydash", 'chtt' => "$title", 'chxl' => "1:|$ticker1|3:|$ticker2|", 'chxp' => "1,50|3,50"); // Send the request, and print out the returned bytes. $context = stream_context_create( array('http' => array( 'method' => 'POST', 'content' => http_build_query($chart)))); fpassthru(fopen($url, 'r', false, $context));
And there you have it! Google performs very little data processing, probably in order to keep server capacity down; therefore, a big chunk of the code above is needed to scale and format the data before sending it to Google. Take my server for a spin by typing something like this into your browser: http://stotastic.com/php/scatterPlot.php?tick1=JPM&tick2=GS&mm=01&dd=01&yyyy=2009, but please be kind to my server! (there is a GET sanitizing step I’m not showing in the code above).
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