The \'YahooStocks.txt\' and \'AmazonStocks.txt\' le contains stock price data fr
ID: 3682276 • Letter: T
Question
The 'YahooStocks.txt' and 'AmazonStocks.txt' le contains stock price data from Yahoo, Inc.
and Amazon, Inc. shares from January, 2000 till March, 2016. For each day, the eld 'Open' shows the opening
price, the eld 'Close' shows the closing price, the eld 'High' shows the highest price during the day and the
eld 'Low' shows the lowest price during the day. Further, 'Volume' is the total number of stocks exchanged
(sold and bought) during a day. For this data le, please implement a MATLAB le that answers the following
questions:
a. Read the data from the Yahoo input le and create following vector variables: date, open, close, high, low,
volume. Please be careful with the type (String, double etc.) of each column in the input le. Hint: The
date is not a single numerical value, and therefore cannot be read into a vector using 'fscanf'. To address
this, read the date as 3 separate numbers for day, month and year using the 'fscanf' function or read the le
second time using the 'textscan' function to extract the date.
b. Assuming on day 1 (January, 3rd 2000), a customer bought $10000 worth of shares and holds this stock,
without conducting any additional transactions. What is the value of this stock on March 14th 2016? Your
program should work with both data les by only modifying the lename in one line in the program. Use
the following format to print out the result for both les and complete the missing parts:
Initial money Final money Profit (Percentage)
10000 ..... ...
c. Given the same assumptions as in subquestion b, what is the best and worst day in year 2000 that the
investor could have chosen in order to maximize pro t (instead of Jan 3rd, 2000) for both stocks?
d. What is the expected pro t if the investor chooses a random day in 2000 (each day being equally likely) for
both stocks? Hint: calculate the pro t for every day in 2000 and then take the mean.
Becasue the numbers that are inside of the two documents are too much, it's hard to post all the numbers. Could you give me some specific hints about how to do the problems? Thank you very much!!
Explanation / Answer
function [date, close, open, low, high, volume, closeadj] = StockQuoteQuery(symbol, start_date, end_date, frequency, varargin)
% STOCKQUOTEQUERY -- Fetch historical stock prices for a given ticker symbol
% from the YAHOO web serve using the MATLAB Java URL interface.
% See SQQ for a function that calls STOCKQUOTEQUERY and allows for
% flexibility in input and output and for more explanation of inputs and outputs.
% when YAHOO changed date format to 'yyyy-mm-dd';
% see date_format= 'yyyy-mm-dd' & try daten=;
%
% Note: STOCKQUOTEQUERY is based on GETSTOCKDATA by Peter Webb of Mathworks,
% as explained in the October 2002 MATLAB News and Notes article
% "Internet Enabled Data Analysis and Visualization with MATLAB"
% See notes below for corrections of problems and additional
% features.
%
% Required Inputs: (SYMBOL, START_DATE, END_DATE, FREQUENCY).
% optional: VERBOSE=1 or 'V' as fifth input to display run time notes and status
%
% Outputs: Parallel vectors (column arrays).
% DATE: Date for the quotes
% CLOSE: Closing market price
% OPEN: Opening price
% HIGH: High price (during trading day or frequency period)
% LOW: Low price (during trading day or frequency period)
% VOLUME: Volume (during trading day or frequency period)
% CLOSEADJ: Close Adjusted for Splits
%
%
% Corrections and additions to GETSTOCKDATA
% --verifies YAHOO server tables have 7 elements on a line before parsing the line.
% The server tables sometimes show extra lines for dividend payments and splits.
% --close(breader); close(ireader); close(stream); commented out-- caused problems.
% --adjusts query parameters to refer to January as month '0', not '1', and February
% as '1', and so on. (This is a feature of the YAHOO system. STOCKQUOTEQUERY uses
% 1 to 12 numbering for months in the input-output parameter translation.)
% --flips data vectors to normal date order (increasing, oldest to most recent).
% --does not require month(), day() or year() functions, uses datevec.
% --keeps VOLUME and CLOSEADJ data.
% --SQQ has flexible input options, especially for dates.
% --R12 compatible.
%
% Initialize input variables to empty matrices
dates = cell(1); date = [];
open = []; high = []; low = []; close = []; closeadj = [];
volume= [];
stockdata = {}; %Cell array for holding data lines from query
matlabv= str2num(version('-release'));
connect_query_data=0; %this variable holds the status of the query steps;
date_format= 'yyyy-mm-dd'; %used to convert to datenum on try-catch;
verbose=0;
if ( nargin < 4 ),
error('Not enough inputs');
elseif ( nargin >= 5 );
v5=varargin{1};
if isnumeric(v5), verbose=v5; end;
if ischar(v5) & strncmp(upper(v5),'VERBOSE',1), verbose=1; end;
end;
symbol=upper(symbol);
% Set up the dates and query string
date1=datenum(start_date); date2=datenum(end_date);
if date1 > date2; %switch dates;
date1= date2;
date2= datenum(start_date);
end;
urlString = YahooUrlString(symbol, date1, date2, frequency);
% Prepare to query the server by opening the URL and using the
% Java URL class to establish the connection.
if (verbose>=1);
disp('Contacting YAHOO server using ...');
disp(['url = java.net.URL(' urlString ')']);
end;
url = java.net.URL(urlString);
% Based on GETSTOCKDATA,
% Once the connection is established, create a stream object to read the
% data that the server has returned. This method creates a buffered i/o
% stream object and then reads an entire line at a time (rather
% than single characters).
try
stream = openStream(url);
ireader = java.io.InputStreamReader(stream);
breader = java.io.BufferedReader(ireader);
connect_query_data= 1; %connect made;
catch
connect_query_data= -1; %could not connect case;
disp(['URL: ' urlString]);
error(['Could not connect to server. It may be unavailable. Try again later.']);
stockdata={};
return;
end
if (verbose>=1);
disp(['Reading data for symbol ' symbol '...']);
end;
% First line has column header labels
line = readLine(breader);
if (verbose>=1);
disp('Header Line');
disp(breader);
disp ' '
end;
% Read all the available data. We know we've come to the end of the data
% when the readLine call returns a zero length string. Store the data,
% line by line, into a cell array. These strings will eventually be
% concatenated into one long string, and parsed by STRREAD, so make
% sure that each string ends with a comma (this uniformity makes for
% easier parsing).
not_done=1;
ii=0;
while not_done
if (isempty(line) | prod(size(line)) == 0 );
not_done=0;
if (verbose>=1);
disp(['... Finished, ' num2str(ii-1) ' lines of data']);
end;
if ii > 0 & ~isempty(stockdata);
connect_query_data = 2; %query processed;
else;
connect_query_data = -2;
end;
break;
end;
ii=ii+1;
line = readLine(breader);
line = char(line);
if (verbose==2);
disp(['Line ' num2str(ii) ': ' line]);
end;
% Add line to cell matrix if it has the full elements;
% try-if added to make R12 compatible
try;
if ( ~isempty(line) & size(line,2) > 3 & size(findstr(line,','),2) == 6 );
line(end+1) = ',';
stockdata{ii} = line;
end;
catch; %do nothing in case of error above
end;
end
% Close the streams, in the opposite order in which they were opened.
% from GETSTOCKDATA, but this caused problems so commented out
%close(breader);
%close(ireader);
%close(stream);
% Make cell array one long string of comma-separated list of values
% grouped in sets of seven: DATE, OPEN, HIGH, LOW, CLOSE, VOLUME, CLOSE2.
% This pattern must repeat through the string in order to parse data
% correctly.
stockdata = cat(2,stockdata{:});
% Parse the string data into MATLAB numeric arrays.
if (length(stockdata) > 0)
% Note that the order of -- open, high, low, close -- matches the YAHOO server table order,
% not the function's output order of [date, close, open, low, high, volume, closeadj]
if matlabv >= 13;
[dates, open, high, low, close, volume, closeadj] = strread(stockdata,'%s%f%f%f%f%n%f', 'delimiter', ',', 'emptyvalue', NaN);
else; % R12 version of strread does not have 'emptyvalue' option;
[dates, open, high, low, close, volume, closeadj] = strread(stockdata,'%s%f%f%f%f%n%f', 'delimiter', ',');
end;
% Reverse the data vectors to run oldest to most recent
open=flipud(open); high=flipud(high); low=flipud(low);
close=flipud(close); closeadj=flipud(closeadj);
volume=flipud(volume);
% Convert the string dates into date numeric format, '1-Jan-2000' or '2007-1-1';
try;
date=datenum(dates,date_format);
catch;
try;
date=datenum(dates);
catch;
disp('Date format problem (not yyyy-mm-dd)');
disp(' dates:');
mm=min(size(dates,1),5);
disp(dates(1:mm,:));
end;
end;
date=flipud(date);
connect_query_data = 3; %data processed;
if (verbose>=1);
disp(['Converted stock data to dates, open, high, low, close, volume, close2']);
disp(['Dates: ' datestr(date(1)) ' to ' datestr(date(end)) ' ' num2str(size(close,1)) ' observations']);
end;
end
%end of STOCKQUOTEQUERY function
function [urlString] = YahooUrlString(symbol, start_date, end_date, freq);
% Builds the YAHOO Stock Data query string, a specially formatted URL
% For retrieving stock quote data from server = 'http://table.finance.yahoo.com'
% This function is used by STOCKQUOTEQUERY (& SQQ) and is based on
% GETSTOCKDATA by Peter Webb of Mathworks
%
% Inputs:
% SYMBOL: String representing the stock symbol
% START_DATE: Serial date number
% END_DATE: Serial date number
% FREQ: Daily ('d'), Monthly ('m'), or Weekly('w')
% Server URL (name) should not change, query parameters tagged to the end of
% server URL string will vary according to user inputs
server = 'http://table.finance.yahoo.com/table.csv';
% Set day, month and year for the start and end dates
[startYear startMonth startDay] = datevec(start_date);
[endYear endMonth endDay] = datevec(end_date);
query = ['?a=' num2str(startMonth-1) '&b=' num2str(startDay) '&c=' num2str(startYear) ...
'&d=' num2str(endMonth-1) '&e=' num2str(endDay) '&f=' num2str(endYear) ...
'&s=' num2str(symbol) '&y=0&g=' num2str(freq) ];
% note adjustment to month number - 1, January=0, December=11
% Concatenate the server name and query parameters to complete the URL+query string
urlString = [ server query ];
%end of YAHOOURLSTRING function
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