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Re: Manipulating FinancialData[]

  • To: mathgroup at smc.vnet.net
  • Subject: [mg106381] Re: [mg106330] Manipulating FinancialData[]
  • From: Syd Geraghty <sydgeraghty at mac.com>
  • Date: Mon, 11 Jan 2010 05:29:38 -0500 (EST)
  • References: <20100110224302.60VZ1.481898.imail@eastrmwml38>

Thanks Bob,

I really appreciate this solution as well as hundreds more from you which over the years I have collected, analyzed, and learned from.


Cheers .... Syd

Syd Geraghty B.Sc, M.Sc.

sydgeraghty at mac.com

Mathematica 7.0.1.0 for Mac OS X x86 (64 - bit) (12th September 2009)
MacOS X V 10.6.1 Snow Leopard 
MacBook Pro 2.33 GHz Intel Core 2 Duo  2GB RAM





On Jan 10, 2010, at 7:43 PM, Bob Hanlon wrote:

> Nesting Manipulate works.
> 
> Clear[fd];
> 
> fd[entity_String, property_String] :=
>  FinancialData[entity, property];
> 
> Note that not all of the exchanges have data available
> 
> exch = Select[FinancialData["Exchanges"],
>  Length[fd[# <> ":*", "Lookup"]] > 0 &]
> 
> {AMEX,CME,NASDAQ,NYSE}
> 
> prop = FinancialData["Properties"];
> 
> fd[exchange_?(MemberQ[exch, #] &)] :=
>  fd[exchange] =
>   StringDrop[#, StringLength[exchange] + 1] & /@
> 
>    fd[exchange <> ":*", "Lookup"];
> 
> fd /@ exch; (* cache instruments *)
> 
> Updates are slow whenever the instrument changes due to the time required to determine valid properties for property list.
> 
> Off[FinancialData::notent] (* Quiet transient errors when switching *)
> 
> Manipulate[
> Manipulate[
>  instruments = Select[fd[Exchange],
>    StringTake[#, 1] == InstrumentGroup &];
>  Manipulate[
>   ValidPropertiesList =
>    Select[prop,
>     AtomQ[fd[Exchange <> ":" <> Instrument, #]] &];
>   DefaultProperty = If[
>     MemberQ[ValidPropertiesList, "Close"],
>     "Close", "Name"];
>   Manipulate[
>    Column[{
>      fd[Exchange, "Name"], "",
>      fd[Exchange <> ":" <> Instrument, "Name"], "",
>      Property <> " = " <> ToString[
>        fd[Exchange <> ":" <> Instrument, Property]]}],
>    {{Property, DefaultProperty, "Property\n    (" <> 
>       ToString[Length[ValidPropertiesList]] <> ")"},
>     ValidPropertiesList},
>    ContentSize -> {300, 200}],
>   {{Instrument, instruments[[1]], "Instrument\n    (" <> 
>      ToString[Length[instruments]] <> ")"}, instruments},
>   FrameMargins -> -5],
>  {{InstrumentGroup, "A", "Instrument Group"},
>   Union[StringTake[#, 1] & /@ fd[Exchange]]},
>  FrameMargins -> -5],
> {{Exchange, "NASDAQ"}, exch},
> FrameMargins -> -5]
> 
> 
> Bob Hanlon
> 
> ---- Syd Geraghty <sydgeraghty at me.com> wrote: 
> 
> =============
> Hi all,
> 
> I have got stuck trying to play around with manipulating FinancialData[]!
> 
> Manipulate[Column[{
>   Row[{"FinancialData[", ToString[financialInstrumentName], "] = ", 
>     FinancialData[financialInstrumentName]}],
>   Row[{"\nProperty = ", ToString[property]}],
>   Row[{"\nfinancialDataExchange = ", ToString[financialDataExchange]}],
>   Row[{"\nFinancialData[", ToString[financialInstrumentName], 
>     "," ToString[property], "] = ", 
>     FinancialData[financialInstrumentName, property]}]
>                                     }],
> {{financialDataExchange, "NASDAQ", "Exchange List"}, 
>  FinancialData["Exchanges"]}, {{financialInstrumentName, "NASDAQ:AAPL", 
>   "Financial Instrument List"}, 
>  FinancialData["NASDAQ:*", "Lookup"]}, {{property, "Close", "Property List"},
>   FinancialData["Properties"]}]
> 
> 
> is a simple example which enables me to select an Exchange List, Financial Instrument List, and a Property List.
> 
> But I really want the Financial Instrument List to be derived from the selected Exchange List when I subsequently select a member of that List. (e.g. "ExchangeList Selection:Stock Name").
> 
> So I tried variants of the following without success:
> 
> Manipulate[Column[{
>   Row[{"FinancialData[", ToString[financialInstrumentName], "] = ", 
>     FinancialData[financialInstrumentName]}],
>   Row[{"\nProperty = ", ToString[property]}],
>   Row[{"\nfinancialDataExchange = ", ToString[financialDataExchange]}],
>   Row[{"\nFinancialData[", ToString[financialInstrumentName], 
>     "," ToString[property], "] = ", 
>     FinancialData[financialInstrumentName, property]}]
>                                     }],
> {{financialDataExchange, "NASDAQ", "Exchange List"}, 
>  FinancialData["Exchanges"]}, {{financialInstrumentName, "NASDAQ:AAPL", 
>   "Financial Instrument List"}, 
>  FinancialData[ToString[financialDataExchange <> ":" <> "*"], 
>   "Lookup"]}, {{property, "Close", "Property List"}, 
>  FinancialData["Properties"]}]
> 
> 
> What I am trying to do probably becomes clearer after using the Manipulate output from the 1st piece of code:
> 
> After the 1st evaluation, which by default selects NASDAQ:AAPL, then select another member of the Exchange List, say Singapore.
> 
> What I want is for the Financial Instrument List to then allow selections from the revised  list such as Singapore:AAPL, Singapore:AATI, Singapore: .....
> 
> I would appreciate help in solving this seemingly simple requirement.
> 
> 
> Cheers .... Syd
> 
> Syd Geraghty B.Sc, M.Sc.
> 
> sydgeraghty at mac.com
> 
> Mathematica 7.0.1.0 for Mac OS X x86 (64 - bit) (12th September 2009)
> MacOS X V 10.6.1 Snow Leopard 
> MacBook Pro 2.33 GHz Intel Core 2 Duo  2GB RAM
> 



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