README.md

Hufter: An Easier Stock API

Hufter is a tool for gathering, querying, and backtesting stock quote data. Utilizing the Yahoo Finance API, it has an easy-to-use, declarative style with RESTful routes and flexible options. There are four main utilities in Hufter: real-time quotes, daily historical data, algorithm backtesting, and persistent quote data gathering through MongoDB.

Backtesting Engine (/backtest)

Very much in progress

POST a JavaScript algorithm as text (x-www-form-encoded), a stringified array of quotes, and startDate and endDate params. Outputs JSON containing buy/sell signals for the algorithm along with other pertinent stats.

Quote Data (/quote):

Provides real-time price information from Yahoo Finance along with a variety of metrics.

• symbols - provide a URL-encoded, comma-delimited list of ticker symbols
• volume - set to "true" to recieve current volume in addition to last price
• alldata - set to "true" to receieve all of the quote data associated with the stock (82 metrics)
• metrics - provide a (URI-encoded) comma-delimited list of the metrics you want to recieve. Possible metrics:
  • symbol
  • Ask
  • AverageDailyVolume
  • Bid
  • AskRealtime
  • BidRealtime
  • BookValue
  • Change_PercentChange
  • Change
  • Commission
  • Currency
  • ChangeRealtime
  • AfterHoursChangeRealtime
  • DividendShare
  • LastTradeDate
  • TradeDate
  • EarningsShare
  • ErrorIndicationreturnedforsymbolchangedinvalid
  • EPSEstimateCurrentYear
  • EPSEstimateNextYear
  • EPSEstimateNextQuarter
  • DaysLow
  • DaysHigh
  • YearLow
  • YearHigh
  • HoldingsGainPercent
  • AnnualizedGain
  • HoldingsGain
  • HoldingsGainPercentRealtime
  • HoldingsGainRealtime
  • MoreInfo
  • OrderBookRealtime
  • MarketCapitalization
  • MarketCapRealtime
  • EBITDA
  • ChangeFromYearLow
  • PercentChangeFromYearLow
  • LastTradeRealtimeWithTime
  • ChangePercentRealtime
  • ChangeFromYearHigh
  • PercebtChangeFromYearHigh
  • LastTradeWithTime
  • LastTradePriceOnly
  • HighLimit
  • LowLimit
  • DaysRange
  • DaysRangeRealtime
  • FiftydayMovingAverage
  • TwoHundreddayMovingAverage
  • ChangeFromTwoHundreddayMovingAverage
  • PercentChangeFromTwoHundreddayMovingAverage
  • ChangeFromFiftydayMovingAverage
  • PercentChangeFromFiftydayMovingAverage
  • Name
  • Notes
  • Open
  • PreviousClose
  • PricePaid
  • ChangeinPercent
  • PriceSales
  • PriceBook
  • ExDividendDate
  • PERatio
  • DividendPayDate
  • PERatioRealtime
  • PEGRatio
  • PriceEPSEstimateCurrentYear
  • PriceEPSEstimateNextYear
  • Symbol
  • SharesOwned
  • ShortRatio
  • LastTradeTime
  • TickerTrend
  • OneyrTargetPrice
  • Volume
  • HoldingsValue
  • HoldingsValueRealtime
  • YearRange
  • DaysValueChange
  • DaysValueChangeRealtime
  • StockExchange
  • DividendYield
  • PercentChange

Usage:

GET /quotes?symbols=SPY%2CAAPL%2CMSFT&metrics=LastTradePriceOnly%2CPercentChange%2CVolume

Returns:

[
  {
    "LastTradePriceOnly": "210.04",
    "Symbol": "SPY",
    "Volume": "110471473",
    "PercentChange": "-0.05%"
  },
  {
    "LastTradePriceOnly": "121.06",
    "Symbol": "AAPL",
    "Volume": "33042283",
    "PercentChange": "+0.12%"
  },
  {
    "LastTradePriceOnly": "54.92",
    "Symbol": "MSFT",
    "Volume": "32851204",
    "PercentChange": "+0.99%"
  }
]

Persistent Quote Gathering (/quote/save/)

Required dependencies: Node.js, MongoDB, npm, nodemon

First time: Navigate to root directory of hufter and run npm install

To run:

1. Make sure Mongo server is running (if not, run command mongod)
2. Spin up API by running nodemon from root directory (will run from port 3000). Process also logs useful console output.

Run example script run.js to make requests to API every 30 seconds and save to MongoDB

Other:

• To explicitly call the API to save data, go to http://localhost:3000/quotes/save/ (will save currently tracked stocks). You shoul receive a confirmation response.
• To view list of tracked stocks, view in Mongo shell (collection is named tickers)
• To add a tracked stock to the list, go to http://localhost:3000/quotes/save/[SYM] where [SYM] is the name of the symbol you would like to track (e.g. TWTR). You should receive a confirmation response.
• To disconnect from database, go to http://localhost:3000/quotes/disconnect/

API is best interacted with with Postman.

If you get a response to any request that says "Connected to database at...", hit the route again. Connecting to the database will preclude all other actions.

Historical Data API (/historicaldata)

Provides daily historical data information back to 1996/04/12.

• symbols - provide a URI-encoded, comma-delimited list of ticker symbols
• startDate - provide a start date for historical data in YYYY-MM-DD format. Defaults to one year before present.
• endDate - provide an end date for historical data in YYYY-MM-DD format. Defaults to current day.
• metrics - provide a (URI-encoded) comma-delimited list of the metrics you want to recieve. Possible metrics:
  • Symbol
  • Date
  • Open
  • High
  • Low
  • Close
  • Volume
  • Adj_Close

Usage:

GET /historicaldata?symbols=AAPL%2CMSFT&metrics=Open%2CClose&startDate=2015-01-01

Returns:

{
  "results": [
    {
      "Symbol": "AAPL",
      "Open": "119.199997",
      "Close": "119.300003",
      "Date": "2015-11-20"
    },
    {
      "Symbol": "AAPL",
      "Open": "117.639999",
      "Close": "118.779999",
      "Date": "2015-11-19"
    },
    ...
        {
      "Symbol": "MSFT",
      "Open": "46.369999",
      "Close": "46.330002",
      "Date": "2015-01-05"
    },
    {
      "Symbol": "MSFT",
      "Open": "46.66",
      "Close": "46.759998",
      "Date": "2015-01-02"
    }
  ],
  "ResolutionTime": "928"
}