finance

Webservice to get stock quotes? [closed]

心不动则不痛 提交于 2019-11-29 21:54:05
I want to create a website similar to Yahoo finance, but much less complex for an independent study. I will be using Java to do this and would like to get stock quotes through a web service as part of the learning experience. It needs to be free or low cost and ideally would be real-time although do to licensing that probably won’t happen. I’d like something that gives intra day quotes similar to Yahoo’s delayed by 15 minute CSV feature. Does anyone know of a web API which would fill my needs? Ben S ProgrammableWeb keeps a fairly extensive list of financial web APIs available . I don't think a

DSLs (Domain Specific Languages) in Finance

南楼画角 提交于 2019-11-29 20:31:10
Has anyone worked with DSLs (Domain Specific Languages) in the finance domain? I am planning to introduce some kind of DSL support in the application that I am working on and would like to share some ideas. I am in a stage of identifying which are the most stable domain elements and selecting the features which would be better implemented with the DSL. I have not yet defined the syntax for this first feature. Jay Fields and Obie Fernandez have written and talked extensively on the subject. Jay Fields intro on Domain Specific Languages Jay Fields' series on Business Natural Language Obie

Applications using Decimal versus double . .

人走茶凉 提交于 2019-11-29 19:43:09
问题 I wanted to see if folks were using decimal for financial applications instead of double. I have seen lots of folks using double all over the place with unintended consequences . . Do you see others making this mistake . . . 回答1: We did unfortunately and we regret it. We had to change all doubles to decimals. Decimals are good for financial applications. You can look at this article A Money type for the CLR: A convenient, high-performance money structure for the CLR which handles arithmetic

Financial technical analysis in python [closed]

萝らか妹 提交于 2019-11-29 19:01:38
Do you know if there is any financial technical analysis module available for python ? I know Numpy has a little but I'm looking for classic technical indicators like RSI , Macd, EMA and so on. Was wondering if they existed as part of a module. arboc7 Here are a few thoughts... I have only used Numpy, Scipy, and Matplotlib for financial calculations. py-fi - very basic financial functions fin2py - financial tools Numpy/Scipy - covers all of the statistics basics Matplotlib - plotting financial functions RPy - a Python interface to R allowing use of R libraries ystockquote - Python API for

storing massive ordered time series data in bigtable derivatives

為{幸葍}努か 提交于 2019-11-29 18:48:52
I am trying to figure out exactly what these new fangled data stores such as bigtable, hbase and cassandra really are. I work with massive amounts of stock market data, billions of rows of price/quote data that can add up to 100s of gigabytes every day (although these text files often compress by at least an order of magnitude). This data is basically a handful of numbers, two or three short strings and a timestamp (usually millisecond level). If I had to pick a unique identifier for each row, I would have to pick the whole row (since an exchange may generate multiple values for the same

Best/Most Comprehensive API for Stocks/Financial Data [closed]

拥有回忆 提交于 2019-11-29 18:35:25
What is the most recommended free/public API for accessing financial market stats and stock quotes (preferrably real-time quotes)? I'm not too picky about how it's exposed (SOAP, REST, some proprietary XML setup, etc.), as long as it's got some decent documentation. I'm planning to build a simple web dashboard in PHP with some basic data (basically a quick-n-dirty homepage), but may want to grow it into a full blown web app eventually. Any thoughts? As I find some, I'll post a list here (feel free to comment if you've used any of them before): Free opentick ( soprano ) // link doesn't work Not

Need an API to find a full company name given a ticker symbol [closed]

為{幸葍}努か 提交于 2019-11-29 14:37:56
问题 I need a way from within client-side Javascript to find a full company name given a ticker symbol. I am aware of Yahoo Finance's interface at: http://finance.yahoo.com/d/quotes.csv?s=TKR&f=n and am able to access that via YQL (since this is cross-domain). However, that doesn't return the full company name, yet Yahoo Finance has such because it appears in their charts for the company and on their pages about the company. I don't need for the solution to be via Yahoo Finance... just mention it

create an OHLC series from ticker data using R

て烟熏妆下的殇ゞ 提交于 2019-11-29 10:42:49
This seems like it should be a common thing, but all my searching comes up with half or unfinished answers. I have a set of data in a csv. But the data is set up so it is time, price, volume. To properly analyze my data I need it in OHLCV format: open, high, low, close, volume. Does anyone have an idea how to reformat into OHLCV? Here is a sample of a data set : time,price,volume, 7/18/10 0:09,0.04951,20, 7/18/10 4:43,0.05941,50.01, 7/18/10 18:48,0.0808,5, 7/18/10 22:44,0.08585,10, 7/18/10 23:00,0.08584,5, 7/18/10 23:00,0.08584,5, 7/19/10 4:53,0.0909,5, 7/19/10 17:24,0.09307,80, 7/19/10 18:03

MySQL: Use CASE/ELSE value as join parameter

情到浓时终转凉″ 提交于 2019-11-29 09:26:59
I'm trying to join the NAME and PHOTO from USERS table to the TRANSACTIONS table based on who is the payer or payee. It keeps telling me can't find the table this -- What am I doing wrong? SELECT `name`,`photo`,`amount`,`comment`, ( CASE `payer_id` WHEN 72823 THEN `payee_id` ELSE `payer_id` END ) AS `this` FROM `transactions` RIGHT JOIN `users` ON (`users`.`id`=`this`) WHERE `payee_id`=72823 OR `payer_id`=72823 From the documentation about aliases: The alias is used as the expression's column name and can be used in GROUP BY, ORDER BY, or HAVING clauses. You can't use an alias in a join. You

machine learning-how to use the past 20 rows as an input for X for each Y value

社会主义新天地 提交于 2019-11-29 04:49:43
I have a very simple machine learning code here: # load dataset dataframe = pandas.read_csv("USDJPY,5.csv", header=None) dataset = dataframe.values X = dataset[:,0:59] Y = dataset[:,59] #fit Dense Keras model model.fit(X, Y, validation_data=(x,y_test), epochs=150, batch_size=10) My X values are 59 features with the 60th column being my Y value, a simple 1 or 0 classification label. Considering that I am using financial data, I would like to lookback the past 20 X values in order to predict the Y value. So how could I make my algorithm use the past 20 rows as an input for X for each Y value? I