function stocks = hist_stock_data(start_date, end_date, varargin)
% HIST_STOCK_DATA Obtain historical stock data
% hist_stock_data(X,Y,'Ticker1','Ticker2',...) retrieves historical stock
% data for the ticker symbols Ticker1, Ticker2, etc... between the dates
% specified by X and Y. X and Y can either be strings in the format
% ddmmyyyy or Matlab datenums, where X is the beginning date and Y is the
% ending date. The program returns the stock data in a structure giving
% the Date, Open, High, Low, Close, Volume, and Adjusted Close price
% adjusted for dividends and splits.
%
% hist_stock_data(X,Y,'tickers.txt') retrieves historical stock data
% using the ticker symbols found in the user-defined text file. Ticker
% symbols must be separated by line feeds.
%
% hist_stock_data(X,Y,{'Ticker1' 'Ticker2'}) combined the ticker symbols
% into a single cell array when calling hist_stock_data (sometimes easier
% for calling the funtion with a cell array of ticker symbols).
%
% hist_stock_data(X,Y,'Ticker1','frequency',FREQ) retrieves historical
% stock data using the frequency specified by FREQ, which must be either
% 'd' for daily, 'wk' for weekly, or 'mo' for monthly.
%
% hist_stock_data(X,Y,'Ticker1','type','div') retrieves dividend data. If
% anything but 'div' is specified then it will default to retrieving
% historical prices.
%
% EXAMPLES
% stocks = hist_stock_data('23012003','15042008','GOOG','C');
% Returns the structure array 'stocks' that holds historical
% stock data for Google and CitiBank for dates from January
% 23, 2003 to April 15, 2008.
%
% stocks = hist_stock_data('12101997','18092001','tickers.txt');
% Returns the structure arrary 'stocks' which holds historical
% stock data for the ticker symbols listed in the text file
% 'tickers.txt' for dates from October 12, 1997 to September 18,
% 2001. The text file must be a column of ticker symbols
% separated by new lines.
%
% stocks = hist_stock_data(now-10, now, {'GOOG' 'C'});
% Get stock data for approximately the last 10 days for the two
% tickers specified in the cell array.
%
% stocks = hist_stock_data('12101997','18092001','C','frequency','w')
% Returns historical stock data for Citibank using the date range
% specified with a frequency of weeks. Possible values for
% frequency are d (daily), wk (weekly), or mo (monthly). If not
% specified, the default frequency is daily.
%
% stocks = hist_stock_data('12101997','18092001','C','type','div')
% Returned historical dividend data for Citibank between Oct 12,
% 1997 and September 18, 2001.
%
% DATA STRUCTURE
% INPUT DATA STRUCTURE FORMAT
% X (start date) ddmmyyyy String
% Y (end date) ddmmyyyy String
% Ticker NA String
% ticker.txt NA Text file
% FREQ NA String; 'd', 'wk', or 'mo'
% TYPE NA String; 'div'
%
% OUTPUT FORMAT
% All data is output in the structure 'stocks'. Each structure
% element will contain the ticker name, then vectors consisting of
% the organized data sorted by date, followed by the Open, High, Low,
% Close, Volume, then Adjusted Close prices.
%
% DATA FEED
% The historical stock data is obtained using Yahoo! Finance website.
% By using Yahoo! Finance, you agree not to redistribute the
% information found therein. Therefore, this program is for personal
% use only, and any information that you obtain may not be
% redistributed.
%
% NOTE
% This program uses the Matlab command urlread in a very basic form.
% If the program gives you an error and does not retrieve the stock
% information, it is most likely because there is a problem with the
% urlread command. You may have to tweak the code to let the program
% connect to the internet and retrieve the data.
stocks = struct([]); % initialize data structure
%% Parse inputs
% Format start and end dates into Posix times. This is the number of
% seconds since Jan 1, 1970. This previously used the posixtime function,
% but since that is relatively new, it now does the calculation using
% Matlab datenum's, which are in units of days, then converting to seconds.
origDate = datenum('01-Jan-1970 00:00:00', 'dd-mmm-yyyy HH:MM:SS');
% Convert input dates to Matlab datenums, if necessary
if ischar(start_date)
startDate = (datenum(start_date, 'ddmmyyyy') - origDate) * 24 * 60 * 60;
else
startDate = (floor(start_date) - origDate) * 24 * 60 * 60;
end
if ischar(end_date)
endDate = (datenum(end_date, 'ddmmyyyy') - origDate) * 24 * 60 * 60;
else
endDate = (floor(end_date) - origDate) * 24 * 60 * 60;
end
% determine if user specified frequency
temp = find(strcmp(varargin,'frequency') == 1); % search for frequency
if isempty(temp) % if not given
freq = 'd'; % default is daily
else % if user supplies frequency
freq = varargin{temp+1}; % assign to user input
varargin(temp:temp+1) = []; % remove from varargin
end
clear temp
% determine if user specified event type
temp = find(strcmp(varargin,'type') == 1); % search for frequency
if isempty(temp) % if not given
event = 'history'; % default is historical prices
else % if user supplies frequency
event = varargin{temp+1}; % assign to user input
varargin(temp:temp+1) = []; % remove from varargin
end
clear temp
% If the first cell of varargin is itself a cell array, assume it is a cell
% array of ticker symbols
if iscell(varargin{1})
tickers = varargin{1};
% Otherwise, check to see if it's a .txt file
elseif ~isempty(strfind(varargin{1},'.txt'))
fid = fopen(varargin{1}, 'r');
tickers = textscan(fid, '%s'); tickers = tickers{:};
fclose(fid);
% Otherwise, assume it's either a single ticker or a list of tickers
else
tickers = varargin;
end
%% Get historical data
h = waitbar(0, 'Please Wait...'); % create waitbar
idx = 1; % idx for current stock data
% Cycle through each ticker symbol and retrieve historical data
for i = 1:length(tickers)
% Update waitbar to display current ticker
waitbar((i-1)/length(tickers), h, ...
sprintf('Retrieving stock data for %s (%0.2f%%)', ...
tickers{i}, (i-1)*100/length(tickers)))
% Create url string for retrieving data
url = sprintf(['https://query1.finance.yahoo.com/v7/finance/download/', ...
'%s?period1=%d&period2=%d&interval=1%s&events=%s&crumb=dqdli/qZEvR'], ...
tickers{i}, startDate, endDate, freq, event);
% Call data from Yahoo Finance
[temp, status] = urlread(url,'post',{'matlabstockdata@yahoo.com', 'historical stocks'});
% If data was downloaded successfully, then proceed to process it.
% Otherwise, ignore this ticker symbol
if status
% Put data into appropriate variables
if strcmp(event, 'history') % If historical prices
% Parse out the historical data
data = textscan(temp, '%s%f%f%f%f%f%f', 'delimiter', ',', ...
'Headerlines', 1);
[stocks(idx).Date, stocks(idx).Open, stocks(idx).High, ...
stocks(idx).Low, stocks(idx).Close, ...
stocks(idx).AdjClose, stocks(idx).Volume] = deal(data{:});
% If dividends
else
% Parse out the dividend data
data = textscan(temp, '%s%f', 'delimiter', ',', ...
'Headerlines', 1);
[stocks(idx).Date, stocks(idx).Dividend] = deal(data{:});
end
stocks(idx).Ticker = tickers{i}; % Store ticker symbol
idx = idx + 1; % Increment stock index
end
% update waitbar
waitbar(i/length(tickers),h)
end
close(h) % close waitbar
公司名称为对应公司的NYSE(New York Stock Exchange纽约证券交易所)的编号，比如McDonald: MCD, Google:GOOG
原作者：Josiah Renfree（２００８）