//! Converts a date to a tm struct. Throws out_of_range exception if date is a special value
inline
std::tm to_tm(const date& d)
{
if (d.is_special())
{
std::string s = "tm unable to handle ";
switch (d.as_special())
{
case date_time::not_a_date_time:
s += "not-a-date-time value";
break;
case date_time::neg_infin:
s += "-infinity date value";
break;
case date_time::pos_infin:
s += "+infinity date value";
break;
default:
s += "a special date value";
break;
}
boost::throw_exception(std::out_of_range(s));
}
std::tm datetm;
std::memset(&datetm, 0, sizeof(datetm));
boost::gregorian::date::ymd_type ymd = d.year_month_day();
datetm.tm_year = ymd.year - 1900;
datetm.tm_mon = ymd.month - 1;
datetm.tm_mday = ymd.day;
datetm.tm_wday = d.day_of_week();
datetm.tm_yday = d.day_of_year() - 1;
datetm.tm_isdst = -1; // negative because not enough info to set tm_isdst
return datetm;
}
//! Converts a date to a tm struct. Throws out_of_range exception if date is a special value
inline
std::tm to_tm(const date& d)
{
if(d.is_pos_infinity() || d.is_neg_infinity() || d.is_not_a_date()){
std::string s = "tm unable to handle date value of ";
#if defined(USE_DATE_TIME_PRE_1_33_FACET_IO)
s += to_simple_string(d);
#else
std::ostringstream ss;
ss << d;
s += ss.str();
#endif // USE_DATE_TIME_PRE_1_33_FACET_IO
boost::throw_exception(std::out_of_range(s));
}
std::tm datetm;
boost::gregorian::date::ymd_type ymd = d.year_month_day();
datetm.tm_year = ymd.year-1900;
datetm.tm_mon = ymd.month-1;
datetm.tm_mday = ymd.day;
datetm.tm_wday = d.day_of_week();
datetm.tm_yday = d.day_of_year()-1;
datetm.tm_hour = datetm.tm_min = datetm.tm_sec = 0;
datetm.tm_isdst = -1; // negative because not enough info to set tm_isdst
return datetm;
}
std::unique_ptr<quoteVector_t>
YahooFDS::get_historical_prices(const std::string &symbol,
date &start,
date &end)
{
//quoteVector_t *quotes = new quoteVector_t;
auto quotes = new quoteVector_t;
auto start_d = start.year_month_day();
auto end_d = end.year_month_day();
std::vector<std::string> quoteStrings;
std::ostringstream url;
url << "http://ichart.yahoo.com/table.csv?s=" << symbol << "&d=" \
<< end_d.month - 1 << "&e=" \
<< end_d.day << "&f=" \
<< end_d.year << "&a=" \
<< start_d.month - 1 << "&b=" \
<< start_d.day << "&c=" \
<< start_d.year << "&ignore=.csv";
// split the response into lines
boost:split(quoteStrings, (const std::string &)request(url.str()), boost::is_any_of("\n"),boost::token_compress_on);
// Remove header line
quoteStrings.erase(quoteStrings.begin());
for (auto it = quoteStrings.rbegin(); it < quoteStrings.rend(); ++it)
{
// Ensure we have a valid quote here. 38 is presumably the shortest possible quote. 35 is magic as f**k (MAF).
if ((*it).length() > 35)
{
std::vector<std::string> temp;
boost::split(temp, *it, boost::is_any_of(", "));
HistoricalQuote quote(symbol,
temp.at(0),
atof(temp.at(1).c_str()),
atof(temp.at(2).c_str()),
atof(temp.at(3).c_str()),
atof(temp.at(4).c_str()),
atol(temp.at(5).c_str()),
atof(temp.at(6).c_str()));
// Make it rain!
quotes->push_back(quote);
}
}
return std::unique_ptr<quoteVector_t>(std::move(quotes));
}
inline std::basic_string<charT> to_sql_string_type(const date& d)
{
date::ymd_type ymd = d.year_month_day();
std::basic_ostringstream<charT> ss;
ss << ymd.year << "-"
<< std::setw(2) << std::setfill(ss.widen('0'))
<< ymd.month.as_number() //solves problem with gcc 3.1 hanging
<< "-"
<< std::setw(2) << std::setfill(ss.widen('0'))
<< ymd.day;
return ss.str();
}
inline std::string to_sql_string(const date& d)
{
date::ymd_type ymd = d.year_month_day();
std::ostringstream ss;
ss << ymd.year << "-"
<< std::setw(2) << std::setfill('0')
<< ymd.month.as_number() //solves problem with gcc 3.1 hanging
<< "-"
<< std::setw(2) << std::setfill('0')
<< ymd.day;
return ss.str();
}
