StaticProviderGoogle.java

package contangoStaticProvider;

import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStreamReader;
import java.net.URL;
import java.text.DateFormat;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.time.LocalDateTime;
import java.time.LocalTime;
import java.util.ArrayList;
import java.util.Date;
import java.util.Locale;
import java.util.StringTokenizer;

import contangoAPI.api.ABaseStaticProvider;
import contangoAPI.api.Bar;

public class StaticProviderGoogle extends ABaseStaticProvider {
  
  /**
   * Convert number of month to name
   * @param month: number of month (1..12)
   * @return month as name
   */
  private static String theMonth(int month) {
    String[] monthNames = { "", "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec" };
    return monthNames[month];
  }
  
  @Override
  public ArrayList<Bar> getData(String symbol, LocalDateTime ldt1, LocalDateTime ldt2, LocalTime lt1, LocalTime lt2,
      int timeframe) {

    ArrayList<Bar> dataItems = new ArrayList<Bar>();
    String strUrl = getURL(symbol, ldt1, ldt2);
    try {
      URL url = new URL(strUrl);
      try (BufferedReader in = new BufferedReader(new InputStreamReader(url.openStream()))) {
        final DateFormat df = new SimpleDateFormat("dd-MMM-yy", Locale.ENGLISH);
        String inputLine;
        in.readLine(); // skip 1-st line
        while ((inputLine = in.readLine()) != null) {
          StringTokenizer st = new StringTokenizer(inputLine, ",");
          Date date = df.parse(st.nextToken());
          double open = Double.parseDouble(st.nextToken());
          double high = Double.parseDouble(st.nextToken());
          double low = Double.parseDouble(st.nextToken());
          double close = Double.parseDouble(st.nextToken());
          double volume = Double.parseDouble(st.nextToken());
          dataItems.add(new Bar(open, close, high, low, volume, date));
        }
      }
    } catch (ParseException e) {
      throw new RuntimeException(e);
    } catch (IOException e) {
      throw new RuntimeException(String.format("URL problem: %s", strUrl), e);
    }
    return dataItems;
  }

  /**
   * Prepare URL string for the data provider
   * @param symbol: security code
   * @param ldt1: start date
   * @param ldt2: end date
   * @return URL string
   */
  private static String getURL(String symbol, LocalDateTime ldt1, LocalDateTime ldt2) {
    StringBuilder buf = new StringBuilder();
    buf.append("http://www.google.com/finance/historical?q=").append(symbol);
    buf.append("&histperiod=daily&startdate=").append(theMonth(ldt1.getMonthValue()));
    buf.append("+").append(String.valueOf(ldt1.getDayOfMonth()));
    buf.append("+").append(String.valueOf(ldt1.getYear()));
    buf.append("&enddate=").append(theMonth(ldt2.getMonthValue()));
    buf.append("+").append(String.valueOf(ldt2.getDayOfMonth()));
    buf.append("+").append(String.valueOf(ldt2.getYear()));
    buf.append("&output=csv");
    return buf.toString();
  }
  
  @Override
  public String getDescription() {
    return "Google data source (DAILY)";
  }

  @Override
  public void load() {
  }

  @Override
  public void unload() {
  }

}