empty printfn "Symbol download %s succeeded. | _ -> printfn "Symbol %s download failed, retrying." symbol Array. ToString() + "&interval=1d&events=history&crumb=" + crumb. Round( DateTimeToUnixTimestamp( endDate), 0). Round( DateTimeToUnixTimestamp( startDate), 0). Let url2 = "" + symbol + "?period1=" + Math. Let regexCrumb = new Regex( "CrumbStore \" :", CookieContainer HttpWebResponse let cookie = response. Create ( url1) :?> HttpWebRequest request. TotalSeconds let GetHistoricalData symbol ( startDate : DateTime) ( endDate : DateTime) = let url1 = new Uri( "" + symbol + "/history?p=" + symbol) Let DateTimeToUnixTimestamp ( dateTime : DateTime) = RegularExpressions let UnixTimestampToDateTime unixTimeStamp = DateTime( 1970, 1, 1, 0, 0, 0, 0, DateTimeKind. Routine for downloading Yahoo! Finance data as a tuple consisting of a symbol name and data matrix. Like the snippet! Download Yahoo! Finance data js file where they just happen to store the list of companies starting with the given letter as a js array literal. Format = "dd-mm-yyyy" figure, plot ( tscomb ) legend ( symbols, 'interpreter', 'none', 'Location', 'best' ) covMat = corrcoef ( marketData ) covMat ( eye ( 8 ) = 1 ) = 0 figure, heatmap ( covMat, 'Colormap', parula ( 3 ), 'ColorbarVisible', 'on' ) ax = gca ax. yahoo doesnt offer it, but you can get one by looking through the document.write statements on s list and finding the. std ( marketData ) normalizedPrice = normalizedPrice - normalizedPrice ( 1 ,: ) tscomb = timeseries ( normalizedPrice ) tscomb.
Data end marketData ( isnan ( marketData ) ) = 0 % In case resample ( ) introduced NaNs normalizedPrice = ( marketData - mean ( marketData ) ). Date ) ) tsout = resample ( ts ( k ), ts ( 1 ). Clear marketData initDate = datetime ( addtodate ( datenum ( today ) ,- 1, 'year' ), 'ConvertFrom', 'datenum' ) symbols =, initDate ) ts ( k ) = timeseries ( data.
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