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Download a decade's worth of yahoo data
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| #!/usr/bin/env bash | |
| # download a decade's worth of Yahoo data | |
| # Specify symbol (e.g. VOD.L) in first argument | |
| #echo "$d0" | awk -v T=0 ' | |
| dfield () { | |
| echo "$1" | awk -v T="$2" ' | |
| BEGIN { | |
| if(T == 0) { keys[1] = "a" ; keys[2] = "b" ; keys[3] = "c" } | |
| else { keys[1] = "d" ; keys[2] = "e" ; keys[3] = "f" }; | |
| } | |
| { | |
| split($0, arr, "-"); | |
| # month requires decrement due to Yahoo | |
| y = arr[1]; m = arr[2] -1; d = arr[3]; | |
| printf "%s=%s&%s=%s&%s=%s", keys[1], m, keys[2], d, keys[3], y; | |
| } | |
| ' | |
| } | |
| d0=$(date -d '10 years ago' -I) | |
| f0=$(dfield $d0 0) | |
| d1=$(date -I) | |
| f1=$(dfield $d1 1) | |
| sym="$1" | |
| pre="http://ichart.finance.yahoo.com/table.csv?s=$sym&" | |
| post="&g=d&ignore=.csv" | |
| url="$pre$f0&$f1$post" | |
| echo $url | |
| curl -s $url > raw.dat | |
| h5sort raw.dat | |
| #{if(T=1) { k = print arr[2], T}' | |
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