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function ReadQuotes() {
# Retrieve historical data for each ticker symbol
FS = ","
for (stock = 1; stock <= StockCount; stock++) {
URL = "http://chart.yahoo.com/table.csv?s=" name[stock] \
"&a=" month "&b=" day "&c=" year-1 \
"&d=" month "&e=" day "&f=" year \
"g=d&q=q&y=0&z=" name[stock] "&x=.csv"
printf("GET " URL " HTTP/1.0\r\n\r\n") |& YahooData
while ((YahooData |& getline) > 0) {
if (NF == 6 && $1 ~ /Jan|Feb|Mar|Apr|May|Jun|Jul|Aug|Sep|Oct|Nov|Dec/) {
if (stock == 1)
days[++daycount] = $1;
quote[$1, stock] = $5
}
}
close(YahooData)
}
FS = " "
}
function CleanUp() {
# clean up time series; eliminate incomplete data sets
for (d = 1; d <= daycount; d++) {
for (stock = 1; stock <= StockCount; stock++)
if (! ((days[d], stock) in quote))
stock = StockCount + 10
if (stock > StockCount + 1)
continue
datacount++
for (stock = 1; stock <= StockCount; stock++)
data[datacount, stock] = int(0.5 + quote[days[d], stock])
}
delete quote
delete days
}
function Prediction() {
# Predict each ticker symbol by prolonging yesterday's trend
for (stock = 1; stock <= StockCount; stock++) {
if (data[1, stock] > data[2, stock]) {
predict[stock] = "up"
} else if (data[1, stock] < data[2, stock]) {
predict[stock] = "down"
} else {
predict[stock] = "neutral"
}
if ((data[1, stock] > data[2, stock]) && (data[2, stock] > data[3, stock]))
hot[stock] = 1
if ((data[1, stock] < data[2, stock]) && (data[2, stock] < data[3, stock]))
avoid[stock] = 1
}
# Do a plausibility check: how many predictions proved correct?
for (s = 1; s <= StockCount; s++) {
for (d = 1; d <= datacount-2; d++) {
if (data[d+1, s] > data[d+2, s]) {
UpCount++
} else if (data[d+1, s] < data[d+2, s]) {
DownCount++
} else {
NeutralCount++
}
if (((data[d, s] > data[d+1, s]) && (data[d+1, s] > data[d+2, s])) ||
((data[d, s] < data[d+1, s]) && (data[d+1, s] < data[d+2, s])) ||
((data[d, s] == data[d+1, s]) && (data[d+1, s] == data[d+2, s])))
CorrectCount++
}
}
}
function Report() {
# Generate report
report = "\nThis is your daily "
report = report "stock market report for "strftime("%A, %B %d, %Y")".\n"
report = report "Here are the predictions for today:\n\n"
for (stock = 1; stock <= StockCount; stock++)
report = report "\t" name[stock] "\t" predict[stock] "\n"
for (stock in hot) {
if (HotCount++ == 0)
report = report "\nThe most promising shares for today are these:\n\n"
report = report "\t" name[stock] "\t\thttp://biz.yahoo.com/n/" \
tolower(substr(name[stock], 1, 1)) "/" tolower(name[stock]) ".html\n"
}
for (stock in avoid) {
if (AvoidCount++ == 0)
report = report "\nThe stock shares to avoid today are these:\n\n"
report = report "\t" name[stock] "\t\thttp://biz.yahoo.com/n/" \
tolower(substr(name[stock], 1, 1)) "/" tolower(name[stock]) ".html\n"
}
report = report "\nThis sums up to " HotCount+0 " winners and " AvoidCount+0
report = report " losers. When using this kind\nof prediction scheme for"
report = report " the 12 months which lie behind us,\nwe get " UpCount
report = report " 'ups' and " DownCount " 'downs' and " NeutralCount
report = report " 'neutrals'. Of all\nthese " UpCount+DownCount+NeutralCount
report = report " predictions " CorrectCount " proved correct next day.\n"
report = report "A success rate of "\
int(100*CorrectCount/(UpCount+DownCount+NeutralCount)) "%.\n"
report = report "Random choice would have produced a 33% success rate.\n"
report = report "Disclaimer: Like every other prediction of the stock\n"
report = report "market, this report is, of course, complete nonsense.\n"
report = report "If you are stupid enough to believe these predictions\n"
report = report "you should visit a doctor who can treat your ailment."
}
function SendMail() {
# send report to customers
customer["uncle.scrooge@ducktown.gov"] = "Uncle Scrooge"
customer["more@utopia.org" ] = "Sir Thomas More"
customer["spinoza@denhaag.nl" ] = "Baruch de Spinoza"
customer["marx@highgate.uk" ] = "Karl Marx"
customer["keynes@the.long.run" ] = "John Maynard Keynes"
customer["bierce@devil.hell.org" ] = "Ambrose Bierce"
customer["laplace@paris.fr" ] = "Pierre Simon de Laplace"
for (c in customer) {
MailPipe = "mail -s 'Daily Stock Prediction Newsletter'" c
print "Good morning " customer[c] "," | MailPipe
print report "\n.\n" | MailPipe
close(MailPipe)
}
}
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