com.jsquant.servlet.YahooFinanceProxy.java Source code

Introduction

Here is the source code for com.jsquant.servlet.YahooFinanceProxy.java

Source

// Copyright 2010 Alexander Schonfeld
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//   http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
package com.jsquant.servlet;

import java.io.IOException;
import java.net.URLEncoder;
import java.util.Date;

import javax.servlet.ServletConfig;
import javax.servlet.ServletException;
import javax.servlet.ServletOutputStream;
import javax.servlet.http.HttpServlet;
import javax.servlet.http.HttpServletRequest;
import javax.servlet.http.HttpServletResponse;

import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import org.apache.http.client.ResponseHandler;
import org.apache.http.client.methods.HttpGet;
import org.apache.http.impl.client.BasicResponseHandler;

import com.jsquant.listener.JsquantContextListener;
import com.jsquant.util.FileCache;
import com.jsquant.util.ValidationUtils;

/**
 * Servlet implementation class YahooFinanceProxy
 * 
 * Proxy:
 *    http://ichart.finance.yahoo.com/table.csv?a=00&b=01&c=2000&d=00&e=01&f=2013&g=d&s=GOOG&ignore=.csv
 * to:
 *    http://localhost:8080/jsquant/YahooFinanceProxy?a=00&b=01&c=2000&d=00&e=01&f=2013&g=d&s=GOOG&ignore=.csv
 */
public class YahooFinanceProxy extends HttpServlet {
    static Log log = LogFactory.getLog(YahooFinanceProxy.class);

    private static final long serialVersionUID = 1L;

    public YahooFinanceProxy() {
    }

    public void init(ServletConfig config) throws ServletException {
    }

    public void destroy() {
    }

    protected void doGet(HttpServletRequest request, HttpServletResponse response)
            throws ServletException, IOException {
        /* http://ichart.finance.yahoo.com/table.csv?a=00&c=2005&b=01&e=03&d=05&g=d&f=2008&ignore=.csv&s=GOOG
        Date,Open,High,Low,Close,Volume,Adj Close
        2008-06-03,576.50,580.50,560.61,567.30,4305300,567.30
        2008-06-02,582.50,583.89,571.27,575.00,3674200,575.00
        */
        int fromMM = Integer.valueOf(request.getParameter("a")); // 00 == January
        int fromDD = Integer.valueOf(request.getParameter("b"));
        int fromYYYY = Integer.valueOf(request.getParameter("c"));
        int toMM = Integer.valueOf(request.getParameter("d"));
        int toDD = Integer.valueOf(request.getParameter("e"));
        int toYYYY = Integer.valueOf(request.getParameter("f"));
        String resolution = request.getParameter("g").substring(0, 1); // == "d"ay "w"eek "m"onth "y"ear
        ValidationUtils.validateResolution(resolution);
        String symbol = request.getParameter("s");
        ValidationUtils.validateSymbol(symbol);
        String queryString = String.format("a=%02d&b=%02d&c=%d&d=%02d&e=%02d&f=%d&g=%s&s=%s&ignore=.csv", fromMM,
                fromDD, fromYYYY, toMM, toDD, toYYYY,
                URLEncoder.encode(resolution, JsquantContextListener.YAHOO_FINANCE_URL_ENCODING),
                URLEncoder.encode(symbol, JsquantContextListener.YAHOO_FINANCE_URL_ENCODING));
        String cacheKey = String.format("%02d%02d%d-%02d%02d%d-%s-%s-%tF.csv.gz", fromMM, fromDD, fromYYYY, toMM,
                toDD, toYYYY, URLEncoder.encode(resolution, JsquantContextListener.YAHOO_FINANCE_URL_ENCODING),
                URLEncoder.encode(symbol, JsquantContextListener.YAHOO_FINANCE_URL_ENCODING), new Date()); // include server date to limit to 1 day, for case where future dates might return less data, but fill cache

        FileCache fileCache = JsquantContextListener.getFileCache(request);
        String responseBody = fileCache.get(cacheKey);
        if (responseBody == null) {
            HttpGet httpget = new HttpGet("http://ichart.finance.yahoo.com/table.csv?" + queryString);
            ResponseHandler<String> responseHandler = new BasicResponseHandler();
            log.debug("requesting uri=" + httpget.getURI());
            responseBody = JsquantContextListener.getHttpClient(request).execute(httpget, responseHandler);
            //httpget.setReleaseTrigger(releaseTrigger); // no need to close?
            fileCache.put(cacheKey, responseBody);
        }
        ServletOutputStream out = response.getOutputStream();
        out.print(responseBody);
    }

}