r"""
Stock Market Price Series

This module's main class is :class:`Stock`. It defines the following methods:

.. csv-table::
    :class: contentstable
    :widths: 20,80
    :delim: |

    :meth:`~sage.finance.stock.Stock.market_value` | Return the current market value of this stock.
    :meth:`~sage.finance.stock.Stock.current_price_data` | Get Yahoo current price data for this stock.
    :meth:`~sage.finance.stock.Stock.history` | Return an immutable sequence of historical price data for this stock
    :meth:`~sage.finance.stock.Stock.open` | Return a time series containing historical opening prices for this stock.
    :meth:`~sage.finance.stock.Stock.close` | Return the time series of all historical closing prices for this stock.
    :meth:`~sage.finance.stock.Stock.load_from_file` | Load historical data from a local csv formatted data file.

.. WARNING::

    The `Stock` class is currently broken due to the change in the Yahoo
    interface. See :trac:`25473`.

AUTHORS:

- William Stein, 2008

- Brett Nakayama, 2008

- Chris Swierczewski, 2008

TESTS::

    sage: from sage.finance.stock import OHLC
    sage: ohlc = OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
    sage: loads(dumps(ohlc)) == ohlc
    True

Classes and methods
-------------------
"""

from sage.structure.all import Sequence
from datetime import date

from urllib.request import urlopen


class OHLC:
    def __init__(self, timestamp, open, high, low, close, volume):
        """
        Open, high, low, and close information for a stock. Also stores
        a timestamp for that data along with the volume.

        INPUT:

        - ``timestamp`` -- string

        - ``open``, ``high``, ``low``, ``close`` -- float

        - ``volume`` -- int

        EXAMPLES::

            sage: from sage.finance.stock import OHLC
            sage: OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
             18-Aug-04 100.01 104.06 95.96 100.34   22353092
        """
        self.timestamp = timestamp
        self.open = float(open)
        self.high = float(high)
        self.low = float(low)
        self.close = float(close)
        self.volume = int(volume)

    def __repr__(self):
        """
        Return string representation of stock OHLC data.

        EXAMPLES::

            sage: from sage.finance.stock import OHLC
            sage: OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092).__repr__()
            ' 18-Aug-04 100.01 104.06 95.96 100.34   22353092'
        """
        return '%10s %4.2f %4.2f %4.2f %4.2f %10d' % (self.timestamp, self.open, self.high,
                   self.low, self.close, self.volume)

    def __eq__(self, other):
        """
        Compare ``self`` and ``other``.

        EXAMPLES::

            sage: from sage.finance.stock import OHLC
            sage: ohlc = OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
            sage: ohlc2 = OHLC('18-Aug-04', 101.01, 104.06, 95.96, 100.34, 22353092)
            sage: ohlc == ohlc2
            False
        """
        if not isinstance(other, OHLC):
            return False
        return (self.timestamp == other.timestamp and
                self.open == other.open and
                self.high == other.high and
                self.low == other.low and
                self.close == other.close and
                self.volume == other.volume)

    def __hash__(self):
        """
        Return the hash of ``self``.

        EXAMPLES::

            sage: from sage.finance.stock import OHLC
            sage: ohlc = OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
            sage: H = hash(ohlc)
        """
        return hash((self.timestamp,
                     self.open,
                     self.high,
                     self.low,
                     self.close ,
                     self.volume))

    def __ne__(self, other):
        """
        Compare ``self`` and ``other``.

        EXAMPLES::

            sage: from sage.finance.stock import OHLC
            sage: ohlc = OHLC('18-Aug-04', 100.01, 104.06, 95.96, 100.34, 22353092)
            sage: ohlc2 = OHLC('18-Aug-04', 101.01, 104.06, 95.96, 100.34, 22353092)
            sage: ohlc != ohlc2
            True
        """
        return not (self == other)


class Stock:
    """
    Class for retrieval of stock market information.
    """
    def __init__(self, symbol, cid=''):
        """
        Create a ``Stock`` object. Optional initialization by ``cid``: an
        identifier for each equity used by Google Finance.

        INPUT:

        - ``symbol`` -- string, a ticker symbol (with or without market).
          Format: ``"MARKET:SYMBOL"`` or ``"SYMBOL"``. If you don't
          supply the market, it is assumed to be NYSE or NASDAQ.
          e.g. "goog" or "OTC:NTDOY"

        - ``cid`` -- Integer, a Google contract ID (optional).


        .. NOTE::

            Currently, the symbol and cid do not have to match.  When using
            :meth:`history`, the cid will take precedence.

        EXAMPLES::

            sage: S = finance.Stock('ibm') # optional -- internet
            sage: S        # optional -- internet # known bug
            IBM (...)
        """
        self.symbol = symbol.upper()
        self.cid = cid

    def __repr__(self):
        """
        Return string representation of this stock.

        EXAMPLES::

            sage: finance.Stock('ibm').__repr__()     # optional -- internet # known bug
            'IBM (...)'
        """
        return "%s (%s)" % (self.symbol, self.market_value())

    def market_value(self):
        """
        Return the current market value of this stock.

        OUTPUT:

        A Python float.

        EXAMPLES::

            sage: finance.Stock('goog').market_value()   # random; optional - internet # known bug
            575.83000000000004
        """
        return float(self.current_price_data()['price'])

    def current_price_data(self):
        r"""
        Get Yahoo current price data for this stock.

        This method returns a dictionary with the following keys:


        .. csv-table::
            :class: contentstable
            :widths: 25,25,25,25
            :delim: |

            ``'price'`` | ``'change'`` | ``'volume'`` | ``'avg_daily_volume'``
            ``'stock_exchange'`` | ``'market_cap'`` | ``'book_value'`` | ``'ebitda'``
            ``'dividend_per_share'`` | ``'dividend_yield'`` | ``'earnings_per_share'`` | ``'52_week_high'``
            ``'52_week_low'`` | ``'50day_moving_avg'`` | ``'200day_moving_avg'`` | ``'price_earnings_ratio'``
            ``'price_earnings_growth_ratio'`` | ``'price_sales_ratio'`` | ``'price_book_ratio'`` | ``'short_ratio'``.

        EXAMPLES::

            sage: finance.Stock('GOOG').current_price_data()  #  random; optional - internet # known bug
            {'200day_moving_avg': '536.57',
             '50day_moving_avg': '546.01',
             '52_week_high': '599.65',
             '52_week_low': '487.56',
             'avg_daily_volume': '1826450',
             'book_value': '153.64',
             'change': '+0.56',
             'dividend_per_share': 'N/A',
             'dividend_yield': 'N/A',
             'earnings_per_share': '20.99',
             'ebitda': '21.48B',
             'market_cap': '366.11B',
             'price': '537.90',
             'price_book_ratio': '3.50',
             'price_earnings_growth_ratio': '0.00',
             'price_earnings_ratio': '25.62',
             'price_sales_ratio': '5.54',
             'short_ratio': '1.50',
             'stock_exchange': '"NMS"',
             'volume': '1768181'}

        TESTS::

            sage: finance.Stock('GOOG').current_price_data()  # optional -- internet # known bug
            {'200day_moving_avg': ...,
             '50day_moving_avg': ...,
             '52_week_high': ...,
             '52_week_low': ...,
             'avg_daily_volume': ...,
             'book_value': ...,
             'change': ...,
             'dividend_per_share': ...,
             'dividend_yield': ...,
             'earnings_per_share': ...,
             'ebitda': ...,
             'market_cap': ...,
             'price': ...,
             'price_book_ratio': ...,
             'price_earnings_growth_ratio': ...,
             'price_earnings_ratio': ...,
             'price_sales_ratio': ...,
             'short_ratio': ...,
             'stock_exchange': ...,
             'volume': ...}
        """
        url = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (self.symbol, 'l1c1va2xj1b4j4dyekjm3m4rr5p5p6s7')
        values = urlopen(url).read().strip().strip('"').split(',')
        data = {}
        data['price'] = values[0]
        data['change'] = values[1]
        data['volume'] = values[2]
        data['avg_daily_volume'] = values[3]
        data['stock_exchange'] = values[4]
        data['market_cap'] = values[5]
        data['book_value'] = values[6]
        data['ebitda'] = values[7]
        data['dividend_per_share'] = values[8]
        data['dividend_yield'] = values[9]
        data['earnings_per_share'] = values[10]
        data['52_week_high'] = values[11]
        data['52_week_low'] = values[12]
        data['50day_moving_avg'] = values[13]
        data['200day_moving_avg'] = values[14]
        data['price_earnings_ratio'] = values[15]
        data['price_earnings_growth_ratio'] = values[16]
        data['price_sales_ratio'] = values[17]
        data['price_book_ratio'] = values[18]
        data['short_ratio'] = values[19]
        return data

    def history(self, startdate='Jan+1,+1900', enddate=None, histperiod='daily'):
        """
        Return an immutable sequence of historical price data
        for this stock, obtained from Google. OHLC data is stored
        internally as well. By default, returns the past year's daily
        OHLC data.

        Dates ``startdate`` and ``enddate`` should be formatted
        ``'Mon+d,+yyyy'``, where ``'Mon'`` is a three character abbreviation
        of the month's name.

        .. NOTE::

            Google Finance returns the past year's financial data by default
            when ``startdate`` is set too low from the equity's date of going
            public.  By default, this function only looks at the NASDAQ and
            NYSE markets.  However, if you specified the market during
            initialization of the stock (i.e. ``finance.Stock("OTC:NTDOY")``),
            this method will give correct results.

        INPUT:

        - ``startdate`` -- string, (default: ``'Jan+1,+1900'``)

        - ``enddate`` -- string, (default: current date)

        - ``histperiod`` -- string, (``'daily'`` or ``'weekly'``)

        OUTPUT:

        A sequence.

        EXAMPLES:

        We get the first five days of VMware's stock history::

            sage: finance.Stock('vmw').history('Aug+13,+2007')[:5] # optional -- internet # known bug
            [
             14-Aug-07 50.00 55.50 48.00 51.00   38262850,
             15-Aug-07 52.11 59.87 51.50 57.71   10689100,
             16-Aug-07 60.99 61.49 52.71 56.99    6919500,
             17-Aug-07 59.00 59.00 54.45 55.55    3087000,
             20-Aug-07 56.05 57.50 55.61 57.33    2141900
            ]
            sage: finance.Stock('F').history('Aug+20,+1992', 'Jul+7,+2008')[:5] # optional -- internet # known bug
            [
             20-Aug-92 0.00 7.90 7.73 7.83    5492698,
             21-Aug-92 0.00 7.92 7.66 7.68    5345999,
             24-Aug-92 0.00 7.59 7.33 7.35   11056299,
             25-Aug-92 0.00 7.66 7.38 7.61    8875299,
             26-Aug-92 0.00 7.73 7.64 7.68    6447201
            ]

        Note that when ``startdate`` is too far prior to a stock's actual start
        date, Google Finance defaults to a year's worth of stock history
        leading up to the specified end date.  For example, Apple's (AAPL)
        stock history only dates back to September 7, 1984::

            sage: finance.Stock('AAPL').history('Sep+1,+1900', 'Jan+1,+2000')[0:5] # optional -- internet # known bug
            [
              4-Jan-99 0.00 1.51 1.43 1.47  238221200,
              5-Jan-99 0.00 1.57 1.48 1.55  352522800,
              6-Jan-99 0.00 1.58 1.46 1.49  337125600,
              7-Jan-99 0.00 1.61 1.50 1.61  357254800,
              8-Jan-99 0.00 1.67 1.57 1.61  169680000
            ]

        Here is an example where we create and get the history of a stock
        that is not in NASDAQ or NYSE::

            sage: finance.Stock("OTC:NTDOY").history(startdate="Jan+1,+2007", enddate="Jan+1,+2008")[:5]  # optional -- internet # known bug
            [
              3-Jan-07 32.44 32.75 32.30 32.44     156283,
              4-Jan-07 31.70 32.40 31.20 31.70     222643,
              5-Jan-07 30.15 30.50 30.15 30.15      65670,
              8-Jan-07 30.10 30.50 30.00 30.10     130765,
              9-Jan-07 29.90 30.05 29.60 29.90     103338
            ]

        Here, we create a stock by cid, and get historical data.
        Note that when using historical, if a cid is specified,
        it will take precedence over the stock's symbol.  So, if
        the symbol and cid do not match, the history based on the
        contract id will be returned. ::

            sage: sage.finance.stock.Stock("AAPL", 22144).history(startdate='Jan+1,+1990')[:5] #optional -- internet # known bug
            [
              8-Jun-99 0.00 1.74 1.70 1.70   78414000,
              9-Jun-99 0.00 1.73 1.69 1.73   88446400,
             10-Jun-99 0.00 1.72 1.69 1.72   79262400,
             11-Jun-99 0.00 1.73 1.65 1.66   46261600,
             14-Jun-99 0.00 1.67 1.61 1.62   39270000
            ]
        """
        if enddate is None:
            enddate = date.today().strftime("%b+%d,+%Y")

        symbol = self.symbol

        if self.cid == '':
            if ':' in symbol:
                R = self._get_data('', startdate, enddate, histperiod)
            else:
                try:
                    R = self._get_data('NASDAQ:', startdate, enddate, histperiod)
                except RuntimeError:
                     R = self._get_data("NYSE:", startdate, enddate, histperiod)
        else:
            R = self._get_data('', startdate, enddate, histperiod)
        self.__historical = []
        self.__historical = self._load_from_csv(R)
        return self.__historical

    def open(self, *args, **kwds):
        r"""
        Return a time series containing historical opening prices for this
        stock. If no arguments are given, will return last acquired historical
        data. Otherwise, data will be gotten from Google Finance.

        INPUT:

        - ``startdate`` -- string, (default: ``'Jan+1,+1900'``)

        - ``enddate`` -- string, (default: current date)

        - ``histperiod`` -- string, (``'daily'`` or ``'weekly'``)

        OUTPUT:

        A time series -- close price data.

        EXAMPLES:

        You can directly obtain Open data as so::

            sage: finance.Stock('vmw').open(startdate='Jan+1,+2008', enddate='Feb+1,+2008')                 # optional -- internet # known bug
            [85.4900, 84.9000, 82.0000, 81.2500, ... 82.0000, 58.2700, 54.4900, 55.6000, 56.9800]

        Or, you can initialize stock data first and then extract the Open
        data::

            sage: c = finance.Stock('vmw') # optional -- internet # known bug
            sage: c.history(startdate='Feb+1,+2008', enddate='Mar+1,+2008')[:5]    # optional -- internet # known bug
            [
              1-Feb-08 56.98 58.14 55.06 57.85    2490481,
              4-Feb-08 58.00 60.47 56.91 58.05    1840709,
              5-Feb-08 57.60 59.30 57.17 59.30    1712179,
              6-Feb-08 60.32 62.00 59.50 61.52    2211775,
              7-Feb-08 60.50 62.75 59.56 60.80    1521651
            ]
            sage: c.open()    # optional -- internet # known bug
            [56.9800, 58.0000, 57.6000, 60.3200, ... 56.5500, 59.3000, 60.0000, 59.7900, 59.2600]

        Otherwise, :meth:`history` will be called with the default
        arguments returning a year's worth of data::

            sage: finance.Stock('vmw').open()   # random; optional -- internet # known bug
            [52.1100, 60.9900, 59.0000, 56.0500, 57.2500, ... 83.0500, 85.4900, 84.9000, 82.0000, 81.2500]
        """

        from .time_series import TimeSeries

        if len(args) != 0:
            return TimeSeries([x.open for x in self.history(*args, **kwds)])

        try:
            return TimeSeries([x.open for x in self.__historical])
        except AttributeError:
            pass

        return TimeSeries([x.open for x in self.history(*args, **kwds)])

    def close(self, *args, **kwds):
        r"""
        Return the time series of all historical closing prices for this stock.
        If no arguments are given, will return last acquired historical data.
        Otherwise, data will be gotten from Google Finance.

        INPUT:

        - ``startdate`` -- string, (default: ``'Jan+1,+1900'``)

        - ``enddate`` -- string, (default: current date)

        - ``histperiod`` -- string, (``'daily'`` or ``'weekly'``)

        OUTPUT:

        A time series -- close price data.

        EXAMPLES:

        You can directly obtain close data as so::

            sage: finance.Stock('vmw').close(startdate='Jan+1,+2008', enddate='Feb+1,+2008')                 # optional -- internet # known bug
            [84.6000, 83.9500, 80.4900, 72.9900, ... 83.0000, 54.8700, 56.4200, 56.6700, 57.8500]

        Or, you can initialize stock data first and then extract the Close
        data::

            sage: c = finance.Stock('vmw')  # optional -- internet # known bug
            sage: c.history(startdate='Feb+1,+2008', enddate='Mar+1,+2008')[:5]    # optional -- internet # known bug
            [
              1-Feb-08 56.98 58.14 55.06 57.85    2490481,
              4-Feb-08 58.00 60.47 56.91 58.05    1840709,
              5-Feb-08 57.60 59.30 57.17 59.30    1712179,
              6-Feb-08 60.32 62.00 59.50 61.52    2211775,
              7-Feb-08 60.50 62.75 59.56 60.80    1521651
            ]
            sage: c.close()    # optional -- internet # known bug
            [57.8500, 58.0500, 59.3000, 61.5200, ... 58.2900, 60.1800, 59.8600, 59.9500, 58.6700]

        Otherwise, :meth:`history` will be called with the default
        arguments returning a year's worth of data::

            sage: finance.Stock('vmw').close()   # random; optional -- internet # known bug
            [57.7100, 56.9900, 55.5500, 57.3300, 65.9900 ... 84.9900, 84.6000, 83.9500, 80.4900, 72.9900]
        """

        from .time_series import TimeSeries

        if args:
            return TimeSeries([x.close for x in self.history(*args, **kwds)])

        try:
            return TimeSeries([x.close for x in self.__historical])
        except AttributeError:
            pass

        return TimeSeries([x.close for x in self.history(*args, **kwds)])

    def load_from_file(self, file):
        r"""
        Load historical data from a local csv formatted data file. Note
        that no symbol data is included in Google Finance's csv data.
        The csv file must be formatted in the following way, just as
        on Google Finance::

            Timestamp,Open,High,Low,Close,Volume

        INPUT:

        - ``file`` -- local file with Google Finance formatted OHLC data.

        OUTPUT:

        A sequence -- OHLC data.

        EXAMPLES:

        Suppose you have a file in your home directory containing Apple stock
        OHLC data, such as that from Google Finance, called
        ``AAPL-minutely.csv``. One can load this information into a Stock
        object like so. Note that the path must be explicit::

            sage: filename = tmp_filename(ext='.csv')
            sage: with open(filename, 'w') as fobj:
            ....:     _ = fobj.write("Date,Open,High,Low,Close,Volume\n1212405780,187.80,187.80,187.80,187.80,100\n1212407640,187.75,188.00,187.75,188.00,2000\n1212407700,188.00,188.00,188.00,188.00,1000\n1212408000,188.00,188.11,188.00,188.00,2877\n1212408060,188.00,188.00,188.00,188.00,687")
            sage: finance.Stock('aapl').load_from_file(filename)[:5]
            [
            1212408060 188.00 188.00 188.00 188.00        687,
            1212408000 188.00 188.11 188.00 188.00       2877,
            1212407700 188.00 188.00 188.00 188.00       1000,
            1212407640 187.75 188.00 187.75 188.00       2000,
            1212405780 187.80 187.80 187.80 187.80        100
            ]


        Note that since the source file doesn't contain information on which
        equity the information comes from, the symbol designated at
        initialization of Stock need not match the source of the data. For
        example, we can initialize a Stock object with the symbol ``'goog'``,
        but load data from ``'aapl'`` stock prices::

            sage: finance.Stock('goog').load_from_file(filename)[:5]
            [
            1212408060 188.00 188.00 188.00 188.00        687,
            1212408000 188.00 188.11 188.00 188.00       2877,
            1212407700 188.00 188.00 188.00 188.00       1000,
            1212407640 187.75 188.00 187.75 188.00       2000,
            1212405780 187.80 187.80 187.80 187.80        100
            ]
        """
        with open(file) as file_obj:
            R = file_obj.read()
            self.__historical = self._load_from_csv(R)
        return self.__historical

    def _load_from_csv(self, R):
        r"""
        EXAMPLES:

        This indirectly tests ``_load_from_csv()``::

            sage: filename = tmp_filename(ext='.csv')
            sage: with open(filename,'w') as fobj:
            ....:     _ = fobj.write("Date,Open,High,Low,Close,Volume\n1212405780,187.80,187.80,187.80,187.80,100\n1212407640,187.75,188.00,187.75,188.00,2000\n1212407700,188.00,188.00,188.00,188.00,1000\n1212408000,188.00,188.11,188.00,188.00,2877\n1212408060,188.00,188.00,188.00,188.00,687")
            sage: finance.Stock('aapl').load_from_file(filename)
            [
            1212408060 188.00 188.00 188.00 188.00        687,
            1212408000 188.00 188.11 188.00 188.00       2877,
            1212407700 188.00 188.00 188.00 188.00       1000,
            1212407640 187.75 188.00 187.75 188.00       2000,
            1212405780 187.80 187.80 187.80 187.80        100
            ]
        """
        R = R.splitlines()
        hist_data = []
        for x in reversed(R[1:]):
            try:
                timestamp, opn, high, low, close, volume = x.split(',')
                ohlc = OHLC(timestamp, opn, high, low, close, volume)
                hist_data.append(ohlc)
            except ValueError:
                pass
        hist_data = Sequence(hist_data,cr=True,universe=lambda x:x, immutable=True)
        return hist_data

    def _get_data(self, exchange, startdate, enddate, histperiod='daily'):
        """
        This function is used internally.

        EXAMPLES:

        This indirectly tests the use of ``_get_data()``::

            sage: finance.Stock('aapl').history(startdate='Jan+1,+1990',enddate='Jan+1,+1991')[:2]    # optional -- internet # known bug
            [
              2-Jan-90 0.00 1.34 1.25 1.33   45799600,
              3-Jan-90 0.00 1.36 1.34 1.34   51998800
            ]

        TESTS::

            sage: finance.Stock('whatever').history() # optional -- internet # known bug
            Traceback (most recent call last):
            ...
            RuntimeError: Google reported a wrong request (did you specify a cid?)
        """
        symbol = self.symbol
        cid = self.cid
        if cid == '':
            url = 'http://finance.google.com/finance/historical?q=%s%s&startdate=%s&enddate=%s&histperiod=%s&output=csv' % (exchange, symbol.upper(), startdate, enddate, histperiod)
        else:
            url = 'http://finance.google.com/finance/historical?cid=%s&startdate=%s&enddate=%s&histperiod=%s&output=csv' % (cid, startdate, enddate, histperiod)
        data = urlopen(url).read()
        if "Bad Request" in data or "The requested URL was not found on this server." in data:
            raise RuntimeError("Google reported a wrong request (did you specify a cid?)")
        return data
