Programmer

Discussion in 'Automated Trading' started by masterm1ne, Mar 27, 2011.

  1. I'm looking for an programmer who can help me program and backrest some strategies. The only thing I don't know how to do is get data from websites to use for tests. I've got some great ideas!
     
  2. abarzov

    abarzov

    I'm looking for an programmer who can help me program and backrest some strategies.

    1. What OS (Windows, Linux)?
    2. What platform (C++, C#, Excel, none of the above)?

    The only thing I don't know how to do is get data from websites to use for tests.

    1. Does it mean that you already have your application written and need just to get data from a website for back testing?
    2. How is this data stored on the website (database, text files, proprietary format files etc?) Could you be more specific?


    Do you have in mind any kind of compensation?
     
  3. gsgs

    gsgs

    I can test it for you on my data ?
     
  4. tdev

    tdev

    Feel free contact me for a free estimation.

    Alex.
     
  5. gleann

    gleann

    There are a few easy ways to get the data from yahoo finance directly.
    The following is the example for matlab code as your reference:
    -----------
    3. The matlab code:

    %download stock data

    nyseExcelName = 'NYSE.csv';

    nasdaqExcelName = 'Nasdqa.csv';

    [num, nyseText, raw]=xlsread(nyseExcelName);

    [num, nasdaqText, raw]=xlsread(nyseExcelName);

    nyseCompnameList = nyseText(2:end,1);

    nasdaqCompnameList = nasdaqText(2:end,1);

    url = '';



    for i = 1:length(nyseCompnameList)





    name = char(nyseCompnameList(i));

    url = ['http://ichart.finance.yahoo.com/table.csv?s' name '&a=00&b=01&c=1900&d=03&e=7&f=2011&g=d&ignore=.csv']

    s = regexprep(name,'/','_');

    s = regexprep(s,'\','-');

    fname = ['..\hdata\NYSE-' name '.csv']

    downloadCVSByURL(url,fname);



    end

    for i = 1:length(nasdaqCompnameList)



    name = char(nasdaqCompnameList(i));

    url = ['http://ichart.finance.yahoo.com/table.csv?s' name '&a=00&b=01&c=1900&d=03&e=7&f=2011&g=d&ignore=.csv']

    s = regexprep(name,'/','_');

    s = regexprep(s,'\','-');

    fname = ['..\hdata\NASDAQ-' name '.csv']

    downloadCVSByURL(url,fname);

    end



    -----downloadCVSByURL.m

    function msg = downloadCVSByURL(urlName, fileName)



    try

    historicalPriceFile =urlread(urlName);

    if(isempty(historicalPriceFile)==true)

    return;

    end;

    fid = fopen(fileName,'w');

    fwrite(fid,historicalPriceFile);

    fclose(fid);

    catch err

    msg = sprintf('%s', err.message)

    end
    --------------

    The smiliar to C++ or Java code but with different API invoking.