func hist(src fquery.Source, symbols ...string) {
res, err := src.Hist(symbols)
if err != nil {
fmt.Println("gofinance: could not fetch history, ", err)
return
}
fmt.Println("Printing history for symbols:", symbols)
for symb, hist := range res {
fmt.Println(symb)
fmt.Println("===========")
fmt.Println("Length:", len(hist.Entries))
for _, row := range hist.Entries {
t := time.Time(row.Date)
fmt.Printf("%v: %v (%v)\n", t.Format("02/01/2006"), row.Close, row)
}
fmt.Println("Moving average manual calc:", movingAverage(hist))
}
/* with time limits */
// start := time.Date(2009, time.November, 1, 0, 0, 0, 0, time.UTC)
// end := time.Date(2011, time.November, 1, 0, 0, 0, 0, time.UTC)
// _, err = src.HistLimit([]string{"AAPL", "VEUR.AS", "VJPN.AS"}, start, end)
// if err != nil {
// fmt.Println("gofinance: could not fetch history, ", err)
// }
}
func divhist(src fquery.Source) {
res, err := src.DividendHist([]string{"BELG.BR", "TNET.BR"})
if err != nil {
fmt.Println("gofinance: could not fetch history, ", err)
return
}
fmt.Printf("succesfully fetched %v symbols' dividend history\n", len(res))
for symb, hist := range res {
fmt.Println(symb)
fmt.Println("===========")
fmt.Println("Length:", len(hist.Dividends))
for _, row := range hist.Dividends {
fmt.Println("row:", row.Date.GetTime().Format("02-01-2006"), row.Dividends)
}
}
}
func calc(src fquery.Source, symbols ...string) {
fmt.Println("requesting information on individual stocks...", symbols)
res, err := src.Quote(symbols)
if err != nil {
fmt.Println("gofinance: could not fetch, ", err)
return
}
desiredTxCostPerc := 0.01
txCost := 9.75
maxBidAskSpreadPerc := 0.01
minDivYield := 0.025
fmt.Println()
for _, r := range res {
price := nvl(r.Ask, r.LastTradePrice)
amountOfsharesForLowTxCost := sharesToBuy(price, txCost, desiredTxCostPerc)
upDir := r.LastTradePrice >= r.PreviousClose
upVal := r.LastTradePrice - r.PreviousClose
upPerc := upVal / r.PreviousClose * 100
fmt.Printf("name: %v (%v), %v %v %v (chart: %v)\n",
r.Name, r.Symbol,
binary(fmt.Sprintf("%+.2f", upVal), upDir),
binary(fmt.Sprintf("%+.2f%%", upPerc), upDir),
binary(arrow(upDir), upDir),
yahoofinance.GenChartUrl(r.Symbol, yahoofinance.Year2, nil))
if r.Bid != 0 && r.Ask != 0 {
bidAskSpreadPerc := (r.Ask - r.Bid) / r.Bid
bidAskPrint := binaryfp(bidAskSpreadPerc*100, bidAskSpreadPerc < maxBidAskSpreadPerc)
fmt.Printf("bid/ask: %v/%v, spread: %v (%v)\n",
numberf(r.Bid), numberf(r.Ask), numberf(r.Ask-r.Bid), bidAskPrint)
if bidAskSpreadPerc < maxBidAskSpreadPerc {
fmt.Printf("if you want to buy this stock, place a %v at about %v\n", green("limit order"), greenf((r.Ask+r.Bid)/2))
} else {
fmt.Println(redu("CAUTION:"), "the spread of this stock is rather high")
}
}
fmt.Printf("prevclose/open/lasttrade: %v/%v/%v\n",
numberf(r.PreviousClose), numberf(r.Open), numberf(r.LastTradePrice))
fmt.Printf("day low/high: %v/%v (%v)\n", numberf(r.DayLow), numberf(r.DayHigh), numberf(r.DayHigh-r.DayLow))
fmt.Printf("year low/high: %v/%v (%v)\n", numberf(r.YearLow), numberf(r.YearHigh), numberf(r.YearHigh-r.YearLow))
fmt.Printf("moving avg. 50/200: %v/%v\n", numberf(r.Ma50), numberf(r.Ma200))
divYield := binaryfp(r.DividendYield*100, r.DividendYield > minDivYield)
fmt.Printf("last ex-dividend: %v, div. per share: %v, div. yield: %v,\n earnings per share: %v, dividend payout ratio: %v\n",
r.DividendExDate.Format("02/01"), numberf(r.DividendPerShare),
divYield, numberf(r.EarningsPerShare), numberf(r.DivPayoutRatio()))
fmt.Printf("You would need to buy %v (€ %v) shares of this stock to reach a transaction cost below %v%%\n",
greenf(amountOfsharesForLowTxCost), greenf(amountOfsharesForLowTxCost*price), desiredTxCostPerc*100)
if r.PeRatio != 0 {
// terminal.Stdout.Colorf("The P/E-ratio is @m%.2f@|, ", r.PeRatio)
fmt.Println("The P/E-ratio is %v, ", numberf(r.PeRatio))
switch {
case 0 <= r.PeRatio && r.PeRatio <= 10:
underv := green("undervalued")
decline := red("market thinks its earnings are going to decline")
above := green("above the historic trend for this company")
fmt.Printf("this stock is either %v or the %v, either that or the companies earnings are %v\n", underv, decline, above)
case 11 <= r.PeRatio && r.PeRatio <= 17:
fmt.Println("this usually represents fair value.", green("fair value"))
case 18 <= r.PeRatio && r.PeRatio <= 25:
overv := red("overvalued")
incrlast := green("earnings have increased since the last earnings call")
increxp := green("earnings expected to increase substantially in the future")
fmt.Printf("either the stock is %v or the %v figure was published. The stock may also be a growth stock with %v.\n",
overv, incrlast, increxp)
case 26 <= r.PeRatio:
bubble := red("bubble")
earnings := green("very high expected earnings")
low := red("this years earnings have been exceptionally low (unlikely)")
fmt.Printf("Either we're in a %v, or the company has %v, or %v\n",
bubble, earnings, low)
}
fmt.Println()
}
if r.Ma200 != 0 {
fmt.Print("Richie Rich thinks this is in a ")
if wouldRichieRichBuy(r) {
fmt.Print(green("BUY"))
} else {
fmt.Print(red("SELL"))
}
fmt.Println(" position")
}
fmt.Println("======================")
}
}