add interface to YQL for ticker info from yahoo

Author: Brian

pytradelib/yahoo/__init__.py

@@ -0,0 +1,57 @@
+from urllib import urlencode
+
+from pytradelib.utils import batch, bulk_download
+
+def get_yql_url(yql):
+    base_url = 'http://query.yahooapis.com/v1/public/yql?'
+    url = base_url + urlencode({'q': yql,
+                                 'env': 'store://datatables.org/alltableswithkeys',
+                                 'format': 'json'})
+    if len(url) > (2 * 1024):
+        raise Exception('URL must be shorter than 2048 characters')
+    return url
+
+
+_EXCHANGES = {
+    'ASE': 'AMEX',
+    'NYQ': 'NYSE',
+    'NMS': 'NASDAQ', #'NasdaqGS',
+    'NGM': 'NASDAQ', #'NasdaqGM',
+    'NCM': 'NASDAQ', #'NasdaqCM',
+}
+
+
+def _convert_result(result):
+    """
+    Converts a YQL result dictionary into PyTradeLib format
+    :param result: dict
+    :return: dict with keys lowercased
+    """
+    r = {}
+    for k, v in result.items():
+        if k == 'StockExchange':
+            k = 'Exchange'
+            v = _EXCHANGES.get(v, None)
+        r[k.lower()] = v
+    return r
+
+
+def get_symbol_info(symbols, keys=None):
+    if not isinstance(symbols, (list, tuple)):
+        symbols = list(symbols)
+    keys = keys or ['Symbol', 'Name', 'StockExchange']
+    yql = 'select %(keys)s from yahoo.finance.quotes where symbol in (%(symbols)s)'
+
+    urls = []
+    for batched_symbols in batch(symbols, 100):
+        csv_symbols = ','.join(['"%s"' % s.upper() for s in batched_symbols])
+        urls.append(get_yql_url(yql % {'keys': ','.join(keys),
+                                       'symbols': csv_symbols}))
+
+    results = {}
+    for r in bulk_download(urls):
+        for result in r.json()['query']['results']['quote']:
+            result = _convert_result(result)
+            results[result['symbol']] = result
+
+    return results