Re: [amibroker] Addcolumn argument trouble, AmiBroker Email List Archive

From:    Dimension <dimension@xxxx>
Date: Mon Nov 29, 2004 12:23 am
Subject: COM DLL to read fundamental data from web site

The following dll will allow a user to pull financial data from
various websites for use in your AFL studies. Thanks to Anthony
Faragasso, who had asked about this and helped to create and test
(since I don't have VB6 to compile).

<<...>> <<...>>

Quick Start:
1) dowload the dll and save to some local direcotry
2) Register the dll. >From Windows desktop: select Start->Run, then,
in the dialogue that appears type "regsvr32 <path to dll>". Where
<path to dll> is the where you saved the dll to (i.e. "regsvr32
C:\Amibroker\ComAddIns\SecurityFinancials.dll" ) regsvr32

D:\Program Files\AmiBroker\Plugins\SecurityFinancials.dll

3) Download and save the DataDefs.ini file.
4) Add the following snippet to your AFL code to test all is well:

sf = CreateObject("SecurityFundamentals.Fundamentals");
//NOTE: 'C:\\Projects\\SecurityFundamentals\\DataDefs.ini' should be
changed to where ever you saved the DataDefs.ini file

sf.scrapeFundamentals
("Yahoo", "C:\\Projects\\SecurityFundamentals\\DataDefs.ini", Name
( ) );
flot = sf.getData( "Float" );
pctInsdrHlds = sf.getData( "PctInsdrHld" ) ;
AddColumn( IIF( flot == "", null, flot ) , "Float" );
AddColumn( IIF( pctInsdrHlds == "", null, pctInsdrHlds ) , "Insdr
Holdings" );
Filter = 1;

More detailed docs...

Retrieving Fundamental data for a Symbol in AFL:
1)There are a couple of ways to use this dll, you can set indiviudal
properties or you can use a one liner to tell the dll everything it
needs to know to read data from a sie. The easiest is probably just
using the one liner to tell the object everything it needs to know
to retrieve the desired data. To do this, you would call use the
scrapeFundamentals method.

2) scrapeFundamentals (<Site>, <ConfigFile>, <Ticker>)

Site is the same of site entry in the DataDefs file. Remember that
the DataDefs.ini file allows you to configure retrieval from
different site. The sample DataDefs.ini file contains Yahoo as an
example, but you could add configure the dll to read from other site
as well. In the case of the sample DataDefs.ini file, the value for
<Site> would be "Yahoo".
<ConfigFile> is the path + file name of the config file that defines
a site to look for data and how to read the data from that site. The
DataDefs.ini is an example file that could be used here
<Ticker> is the symbol we will be pulling fundamental/financial data
for
3) use getFloat(<data name>) method to retrieve data defined in the
DataDefs.ini file.
4) example of usage in AFL:

sf = CreateObject("SecurityFundamentals.Fundamentals");
sf.scrapeFundamentals
("Yahoo", "C:\\Projects\\SecurityFundamentals\\DataDefs.ini", Name
());

        flot = sf.getData( "Float" );
        pctInsdrHlds = sf.getData( "PctInsdrHld" ) ;
        AddColumn( IIF( flot =="", null, flot ) , "Float");
        AddColumn( IIF( pctInsdrHlds =="", null,
pctInsdrHlds ) , "Insdr Holdings");

Filter = 1;

Modifying DataDefs to add additional dataItems:
Data that will be pulled are defined in the DataDefs.ini file. It
is possible to pull data from any site, as long as there is a way to
identify how to parse that data.   In the sample DataDefs.ini file,
I am using finance.yahoo.com and there are some pre-loaded data
reading instructions in there already, but other data can be added.
The best way to explain how is to go thru an example.

Let's see how we can modify this file to pull Market Cap shown here:
http://finance.yahoo.com/q/ks?s=MSFT

(Changes at each step are highlisted in bold)
1) Open the DataDef file:
2) Observe the what is the last line. In the datadefs.ini file, the
last data item was "Data8, Float".
3) Cut and paste that line below the line starting with Data8, so
you would end up with:
        DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
        DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
4) I now need to increment the data number so it remains sequential.
Change the last DATA8 to DATA9, so I would end up with this:

        DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
        DATA9 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
5) I am trying to scrape Market Cap, so I need to give it a
meaningful "identifier". Change DivDate to something
like "MarketCap" (this can be anything you want, but this value will
be what you use when you call getData("<dataitem>") from AFL). So
we end up with something like:

        DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
        DATA9 = MarketCap||| DT ||| Dividend Date.*?>.*?>(.*?)<
6) Next I need to define what can kind of data I am reading. There
are 4 types allowed: NUM, NUM_ABBR, PCT, DT. NUM = numeric. PCT =
a percentage data item. DT = date. And NUM_ABBR are abbreviated
numbers (where the number is followed by a M (millions ) or B
(billions). In the case of Market Cap on the yahoo page, we see
that it is one of those abbreviated numbers, so we the datatype we
want to use is NUM_ABBR. Cap I would change the pattern string to:

        DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
        DATA9 = MarketCap||| NUM_ABBR ||| Market Cap.*?>.*?>(.*?)<
7) finally I need to tell the Fundamentals object how to find
MktCap. On the page at the URL above, we see that all data are shown
in a two column table. The left being the data name and the right
being the value. So for Market Cap I would change the pattern string
to:

        DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<
        DATA9 = MarketCap||| DT ||| Market Cap.*?>.*?>(.*?)<
8) Note: the app actually uses something called regular rexpressions
to do it's searches (that is what the last paramter of each line is,
a regular expression pattern). This is for advanced users and is
what allows flexibility in searching various sites. However, I
should note…this dll has only been tested on Yahoo's site.

Sample INI FILE

DataDefs.ini

[Yahoo]
URL = "">http://finance.yahoo.com/q/ks?s=
DATA0 = Float ||| NUM_ABBR ||| Float.*?>.*?>(.*?)<
DATA1 = OutShares ||| NUM_ABBR ||| Shares Outstanding.*?>.*?>(.*?)<
DATA2 = Avg3MVolume ||| NUM ||| Average Volume.*?3 month.*?>.*?>(.*?)
<
DATA3 = Avg10DVolume ||| NUM ||| Average Volume.*10 day.*?>.*?>(.*?)<
DATA4 = PctInsdrHld ||| PCT ||| % Held by Insiders.*?>.*?>(.*?)<
DATA5 = PctInstHld ||| PCT ||| % Held by Institutions.*?>.*?>(.*?)<
DATA6 = ShareShort ||| NUM_ABBR ||| Shares Short.*?>.*?>(.*?)<
DATA7 = DivYield||| PCT ||| Dividend Yield.*?>.*?>(.*?)<
DATA8 = DivDate||| DT ||| Dividend Date.*?>.*?>(.*?)<