Question

I am working on a program that uses yahoo finance api to collect the historical close data for the number of stocks entered and then go ahead and calculate simple moving average (SMA) for the data for period of 30 days. I have the following so far:

require 'rubygems'
require 'yahoofinance'

array = []
while line = gets
  break if line.chomp =~ /N/ #exit when 'N' is entered
  array << line.chomp
end
puts "Values: #{array.join(',')}" #joining all the elements with a comma

array.each do |s|
  print "\n______\n"
  puts s

  YahooFinance::get_HistoricalQuotes( s,
                                  Date.parse( '2012-10-06' ),
                                  Date.today() ) do |hq|
    puts "#{hq.close}"
  end
end

This code is giving me the close values for stocks for the specified range. I have two questions:

1. Currently, hq.close is holding values for all stocks. How can I put these values in an array so that I can do a computation on it to calculate a SMA for each stock data?

   I tried doing something like this:

   "#{hq.close}" my_val = [hq.close]
   puts my_val
   

   But this only gives the value of first stock in my_val. I know I have to put a loop here. I tried putting

   while(!hq.close.emply?)
     my_val = [hq.close]
     puts my_val
   end
   

   But this gives me an error:

   C:/Users/Muktak/workspace/RubySample/sample_program.rb:23:in block (2 levels) in <main>': undefined methodemplty?' for 19.52:Float (NoMethodError) from
   C:/Ruby193/lib/ruby/gems/1.9.1/gems/yahoofinance-1.2.2/lib/yahoofinance.rb:491:in block in get_HistoricalQuotes' from
   C:/Ruby193/lib/ruby/gems/1.9.1/gems/yahoofinance-1.2.2/lib/yahoofinance.rb:456:inblock in get_historical_quotes' from
   C:/Ruby193/lib/ruby/gems/1.9.1/gems/yahoofinance-1.2.2/lib/yahoofinance.rb:456:in each' from
   C:/Ruby193/lib/ruby/gems/1.9.1/gems/yahoofinance-1.2.2/lib/yahoofinance.rb:456:inget_historical_quotes' from
   C:/Ruby193/lib/ruby/gems/1.9.1/gems/yahoofinance-1.2.2/lib/yahoofinance.rb:489:in get_HistoricalQuotes' from
   C:/Users/Muktak/workspace/RubySample/sample_program.rb:19:inblock in ' from
   C:/Users/Muktak/workspace/RubySample/sample_program.rb:13:in each' from
   C:/Users/Muktak/workspace/RubySample/sample_program.rb:13:in'
   Values: FB,GOOG
   

2. How can I calculate a SMA in Ruby?

Answer 1

You’ve asked two questions here, so let’s address them one at a time.

First, this code:

require 'rubygems'
require 'yahoofinance'

stock_names = %w{MSFT RHT AAPL}
start = Date.parse '2012-10-06'
finish = Date.today
closes = {}

stock_names.each do |stock_name|
  quotes = YahooFinance::get_HistoricalQuotes stock_name, start, finish
  closes[stock_name] = quotes.collect { |quote| quote.close }
end

… will produce the following hash in closes, which I understand is in the format you want:

{
  "AAPL" => [629.71, 628.1, 640.91, 635.85, 638.17],
  "RHT"=> [53.69, 53.77, 53.86, 54.0, 54.41],
  "MSFT"=> [29.2, 28.95, 28.98, 29.28, 29.78]
}

Secondly, you want to calculate a simple moving average – which for financial applications is just the mean of the values. There is a Gem called simple_statistics that can do this.

This code:

require 'rubygems'
require 'yahoofinance'
require 'simple_statistics'

stock_names = %w{MSFT RHT AAPL}
start = Date.parse '2012-10-06'
finish = Date.today
averages = {}

stock_names.each do |stock_name|
  quotes = YahooFinance::get_HistoricalQuotes stock_name, start, finish
  closes = quotes.collect { |quote| quote.close }
  averages[stock_name] = closes.mean
end

… produces the following hash in averages:

{ "AAPL" => 634.548, "MSFT" => 29.238, "RHT" => 53.946 }