146 lines
5.5 KiB
Awk
146 lines
5.5 KiB
Awk
BEGIN {
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Init()
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ReadQuotes()
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CleanUp()
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Prediction()
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Report()
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SendMail()
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}
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function Init() {
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if (ARGC != 1) {
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print "STOXPRED - daily stock share prediction"
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print "IN:\n no parameters, nothing on stdin"
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print "PARAM:\n -v Proxy=MyProxy -v ProxyPort=80"
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print "OUT:\n commented predictions as email"
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print "JK 09.10.2000"
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exit
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}
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# Remember ticker symbols from Dow Jones Industrial Index
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StockCount = split("AA GE JNJ MSFT AXP GM JPM PG BA HD KO \
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SBC C HON MCD T CAT HWP MMM UTX DD IBM MO WMT DIS INTC \
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MRK XOM EK IP", name);
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# Remember the current date as the end of the time series
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day = strftime("%d")
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month = strftime("%m")
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year = strftime("%Y")
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if (Proxy == "") Proxy = "chart.yahoo.com"
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if (ProxyPort == 0) ProxyPort = 80
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YahooData = "/inet/tcp/0/" Proxy "/" ProxyPort
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}
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function ReadQuotes() {
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# Retrieve historical data for each ticker symbol
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FS = ","
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for (stock = 1; stock <= StockCount; stock++) {
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URL = "http://chart.yahoo.com/table.csv?s=" name[stock] \
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"&a=" month "&b=" day "&c=" year-1 \
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"&d=" month "&e=" day "&f=" year \
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"g=d&q=q&y=0&z=" name[stock] "&x=.csv"
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printf("GET " URL " HTTP/1.0\r\n\r\n") |& YahooData
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while ((YahooData |& getline) > 0) {
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if (NF == 6 && $1 ~ /Jan|Feb|Mar|Apr|May|Jun|Jul|Aug|Sep|Oct|Nov|Dec/) {
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if (stock == 1)
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days[++daycount] = $1;
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quote[$1, stock] = $5
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}
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}
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close(YahooData)
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}
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FS = " "
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}
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function CleanUp() {
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# clean up time series; eliminate incomplete data sets
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for (d = 1; d <= daycount; d++) {
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for (stock = 1; stock <= StockCount; stock++)
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if (! ((days[d], stock) in quote))
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stock = StockCount + 10
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if (stock > StockCount + 1)
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continue
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datacount++
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for (stock = 1; stock <= StockCount; stock++)
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data[datacount, stock] = int(0.5 + quote[days[d], stock])
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}
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delete quote
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delete days
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}
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function Prediction() {
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# Predict each ticker symbol by prolonging yesterday's trend
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for (stock = 1; stock <= StockCount; stock++) {
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if (data[1, stock] > data[2, stock]) {
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predict[stock] = "up"
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} else if (data[1, stock] < data[2, stock]) {
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predict[stock] = "down"
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} else {
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predict[stock] = "neutral"
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}
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if ((data[1, stock] > data[2, stock]) && (data[2, stock] > data[3, stock]))
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hot[stock] = 1
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if ((data[1, stock] < data[2, stock]) && (data[2, stock] < data[3, stock]))
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avoid[stock] = 1
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}
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# Do a plausibility check: how many predictions proved correct?
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for (s = 1; s <= StockCount; s++) {
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for (d = 1; d <= datacount-2; d++) {
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if (data[d+1, s] > data[d+2, s]) {
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UpCount++
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} else if (data[d+1, s] < data[d+2, s]) {
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DownCount++
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} else {
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NeutralCount++
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}
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if (((data[d, s] > data[d+1, s]) && (data[d+1, s] > data[d+2, s])) ||
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((data[d, s] < data[d+1, s]) && (data[d+1, s] < data[d+2, s])) ||
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((data[d, s] == data[d+1, s]) && (data[d+1, s] == data[d+2, s])))
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CorrectCount++
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}
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}
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}
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function Report() {
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# Generate report
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report = "\nThis is your daily "
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report = report "stock market report for "strftime("%A, %B %d, %Y")".\n"
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report = report "Here are the predictions for today:\n\n"
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for (stock = 1; stock <= StockCount; stock++)
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report = report "\t" name[stock] "\t" predict[stock] "\n"
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for (stock in hot) {
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if (HotCount++ == 0)
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report = report "\nThe most promising shares for today are these:\n\n"
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report = report "\t" name[stock] "\t\thttp://biz.yahoo.com/n/" \
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tolower(substr(name[stock], 1, 1)) "/" tolower(name[stock]) ".html\n"
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}
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for (stock in avoid) {
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if (AvoidCount++ == 0)
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report = report "\nThe stock shares to avoid today are these:\n\n"
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report = report "\t" name[stock] "\t\thttp://biz.yahoo.com/n/" \
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tolower(substr(name[stock], 1, 1)) "/" tolower(name[stock]) ".html\n"
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}
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report = report "\nThis sums up to " HotCount+0 " winners and " AvoidCount+0
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report = report " losers. When using this kind\nof prediction scheme for"
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report = report " the 12 months which lie behind us,\nwe get " UpCount
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report = report " 'ups' and " DownCount " 'downs' and " NeutralCount
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report = report " 'neutrals'. Of all\nthese " UpCount+DownCount+NeutralCount
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report = report " predictions " CorrectCount " proved correct next day.\n"
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report = report "A success rate of "\
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int(100*CorrectCount/(UpCount+DownCount+NeutralCount)) "%.\n"
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report = report "Random choice would have produced a 33% success rate.\n"
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report = report "Disclaimer: Like every other prediction of the stock\n"
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report = report "market, this report is, of course, complete nonsense.\n"
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report = report "If you are stupid enough to believe these predictions\n"
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report = report "you should visit a doctor who can treat your ailment."
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}
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function SendMail() {
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# send report to customers
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customer["uncle.scrooge@ducktown.gov"] = "Uncle Scrooge"
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customer["more@utopia.org" ] = "Sir Thomas More"
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customer["spinoza@denhaag.nl" ] = "Baruch de Spinoza"
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customer["marx@highgate.uk" ] = "Karl Marx"
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customer["keynes@the.long.run" ] = "John Maynard Keynes"
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customer["bierce@devil.hell.org" ] = "Ambrose Bierce"
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customer["laplace@paris.fr" ] = "Pierre Simon de Laplace"
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for (c in customer) {
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MailPipe = "mail -s 'Daily Stock Prediction Newsletter'" c
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print "Good morning " customer[c] "," | MailPipe
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print report "\n.\n" | MailPipe
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close(MailPipe)
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}
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}
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