1: module Yahoo
  2:     open System
  3:     open System.Net 
  4:     open System.Text 
  5:     open System.Web
  6:     open System.IO
  7:     open System.Security.Authentication 
  8:     open System.Runtime.Serialization // needs system.runtime.serialization; system.xml
  9: 
 10: 
 11: (*          
 12: use datacontract defintiion of the record for serialization.
 13:     [<DataContract>] 
 14:     type YahooPrice = {
 15:         [<field: DataMember(Name="yahooSymbol") >] 
 16:         yahooSymbol : string ;
 17: 
 18:         [<field: DataMember(Name="day") >] 
 19:         day: string ;
 20: 
 21:         [<field: DataMember(Name="openPrice") >] 
 22:         openPrice: float ;
 23: 
 24:         [<field: DataMember(Name="closePrice") >] 
 25:         closePrice: float ;
 26: 
 27:         [<field: DataMember(Name="highPrice") >] 
 28:         highPrice: float ;
 29: 
 30:         [<field: DataMember(Name="lowPrice") >] 
 31:         lowPrice: float ;
 32: 
 33:         [<field: DataMember(Name="adjustedClosePrice") >] 
 34:         adjustedClosePrice: float;
 35: 
 36:         [<field: DataMember(Name="volume") >] 
 37:         volume: float;
 38: 
 39:     }
 40: *) 
 41: 
 42:     type YahooPrice = {
 43:         yahooSymbol : string ;
 44:         day: string ;
 45:         openPrice: float ;
 46:         closePrice: float ;
 47:         highPrice: float ;
 48:         lowPrice: float ;
 49:         adjustedClosePrice: float;
 50:         volume: float;
 51:     }
 52: 
 53:     type YahooRequest = {
 54:         day: string;
 55:         ticker: string ;
 56:     }
 57: 
 58:     exception BadResults of string * string
 59: 
 60:     let historicalQuote (r:YahooRequest) = 
 61:         
 62:         let date: string = r.day
 63:         let symbol: string = r.ticker
 64: 
 65:         let oops() = 
 66:             raise(BadResults(symbol, date))
 67: 
 68:         let pad (i:int) =  
 69:             let s = i.ToString() ; 
 70:             if s.Length < 2 then "0" + s else s
 71: 
 72:         let yr = date.Substring(0,4)
 73:         let mth = Int32.Parse(date.Substring(5,2)) - 1
 74:         let day = Int32.Parse(date.Substring(8,2))
 75:         let u = "http://ichart.finance.yahoo.com/table.csv?s=" + symbol + "&a=" + pad(mth) + "&b=" + pad(day) + "&c=" + yr + "&d=" + pad(mth) + "&e=" + pad(day) + "&f=" + yr
 76:         let request : HttpWebRequest = downcast WebRequest.Create(u) 
 77:         request.Method <- "GET" 
 78:         request.ContentType <- "application/x-www-form-urlencoded" 
 79:                 
 80:         let resultsArr =
 81:             try
 82:                 let response = request.GetResponse()        
 83:                 let result = 
 84:                     try 
 85:                         use reader = new StreamReader(response.GetResponseStream()) 
 86:                         reader.ReadToEnd(); 
 87:                     finally 
 88:                         response.Close() 
 89:                 if result.Split('\n').Length < 2 then oops()
 90:                 if result.Split('\n').[1].Length < 2 then oops()
 91:                 if result.Split('\n').[1].Split(',').Length < 7 then oops()
 92:                 result.Split('\n').[1].Split(',')
 93:             with 
 94:                 | _ -> [|date; "-1"; "-1"; "-1"; "-1"; "-1"; "-1";|]
 95: 
 96:         {
 97:             yahooSymbol  = symbol ;
 98:             day= resultsArr.[0] ;
 99:             openPrice= Double.Parse(resultsArr.[1]);
100:             closePrice= Double.Parse(resultsArr.[4]);
101:             highPrice= Double.Parse(resultsArr.[2]);
102:             lowPrice= Double.Parse(resultsArr.[3]);
103:             volume= Double.Parse(resultsArr.[5]);
104:             adjustedClosePrice= Double.Parse(resultsArr.[6]);
105:         }
106: 
107: 
108:     let valu = historicalQuote {day="2010/04/26"; ticker="MSFT";}