Stock Ticker App
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Collections;
namespace StockTickerApp
{
class Program
{
static void Main(string[] args)
{
string[] quotes = { "MSFT", "APPL", "C" };
var quotes3 = hey.StockAnalyzer.GetAnalyzers(new List<string> { "MSFT","C","BP" },365);
foreach (var item in quotes3)
{
Console.WriteLine("Standard Deviation is: " + item.StdDev.ToString() + "Return is: " + item.Return.ToString());
}
}
}
}
#light
module hey
open System.Net
open System.IO
let internal loadPrices ticker = async {
let url = @"http://ichart.finance.yahoo.com/table.csv?s=" + ticker + "&d=6&e=22&f=2011&g=d&a=2&b=13&c=1986&ignore=.csv"
let req = WebRequest.Create(url)
let resp = req.GetResponse()
let stream = resp.GetResponseStream()
let reader = new StreamReader(stream)
let csv = reader.ReadToEnd()
let prices =
csv.Split([|'\n'|])
|> Seq.skip 1
|> Seq.map (fun line -> line.Split([|','|]))
|> Seq.filter(fun values -> values |> Seq.length = 7)
|> Seq.map(fun values ->
System.DateTime.Parse(values.[0]),
float values.[6])
return prices}
type StockAnalyzer (lprices, days) =
let prices =
lprices
|> Seq.map snd
|> Seq.take days
static member GetAnalyzers (tickers, days) =
tickers
|> Seq.map loadPrices
|> Async.Parallel
|> Async.RunSynchronously
|> Seq.map (fun prices -> new StockAnalyzer(prices, days))
member s.Return =
let lastPrice = prices |> Seq.nth 0
let startPrice = prices |> Seq.nth(days-1)
lastPrice / startPrice - 1.
member s.StdDev =
let logRets =
prices
|> Seq.pairwise
|> Seq.map (fun (x,y) -> log(x/y))
let mean = logRets |> Seq.average
let sqr x = x * x
let var = logRets |> Seq.averageBy (fun r -> sqr (r-mean))
sqrt var