-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=58421 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2021, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --|SOL Address : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh | --|Cardano/ADA : addr1v868jza77crzdc87khzpppecmhmrg224qyumud6utqf6f4s99fvqv | --|Dogecoin Address : DBGXP1Nc18ZusSRNsj49oMEYFQgAvgBVA8 | --|SHIB Address : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735 | --|Binance(ERC20 & BSC only) : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c | --+------------------------------------------------------------------------------------------------+ function Init() indicator:name("Custom Time Frame Yahoo Finance View"); indicator:description("Shows the market indexes in day, week or month resolution. The data is loaded from yahoo.finance"); indicator:requiredSource(core.Bar); indicator:type(core.View); indicator.parameters:addString("IDX", "Choose the Index", "", "GOOG"); indicator.parameters:addString("TF", "Time frame", "", "d"); indicator.parameters:addStringAlternative("TF", "Day", "", "d"); indicator.parameters:addStringAlternative("TF", "Week", "", "w"); indicator.parameters:addStringAlternative("TF", "Month", "", "m"); indicator.parameters:addInteger("Step", "Number Of Elements", "", 1); indicator.parameters:addDate("FROM", "Date from", "", -1000); indicator.parameters:addDate("TO", "Date to", "", 0); indicator.parameters:setFlag("TO", core.FLAG_DATE); end local O, H, L, C, V, Step; local loadingRequest; local loading, loadError; local token = {}; -- initializes the instance of the indicator function Prepare(onlyName) local IDX = instance.parameters.IDX; assert(IDX ~= "", "You must enter the instrument in case custom instrument is chosen. Try, for example, GCQ10.CMX"); local TF = instance.parameters.TF; Step = instance.parameters.Step; local name; if Step == 1 then name = profile:id() .. "(" .. IDX .. "@yahoo.finance, " .. TF .. ")"; else name = profile:id() .. "(" .. IDX .. "@yahoo.finance, " .. TF .. "x" .. Step .. ")"; end instance:name(name); if onlyname then return ; end instance:initView(IDX, 2, 0.01, true, false); O = instance:addStream("O", core.Line, name .. ".O", "O", core.rgb(255, 0, 0), 0); H = instance:addStream("H", core.Line, name .. ".H", "H", core.rgb(255, 0, 0), 0); L = instance:addStream("L", core.Line, name .. ".L", "L", core.rgb(255, 0, 0), 0); C = instance:addStream("C", core.Line, name .. ".C", "C", core.rgb(255, 0, 0), 0); V = instance:addStream("V", core.Line, name .. ".V", "V", core.rgb(255, 0, 0), 0); instance:createCandleGroup(IDX, IDX, O, H, L, C, V, TF); core.host:execute("setTimer", 1, 1); local maxRepeat = 5; local res = false; while res == false do res = StartLoading(IDX, TF, instance.parameters.FROM, instance.parameters.TO); maxRepeat = maxRepeat - 1; if maxRepeat < 0 then errorLoad = true; core.host:execute("setStatus", "load failed"); break; end end end function Update(period) end function getToken(index) local token = {}; local req = http_lua.createRequest(); local url = string.format("https://finance.yahoo.com/quote/%s?p=%s", index, index); req:start(url); while req:loading() do end if not(req:success()) then errorLoad = true; core.host:execute("setStatus", "load failed"); return nil; end if req:httpStatus() ~= 200 then errorLoad = true; core.host:execute("setStatus", "load failed"); return nil; end local response = req:response(); local cookie = req:responseHeader("set-cookie"); if cookie == nil then errorLoad = true; core.host:execute("setStatus", "load failed"); return nil; end token.cookie = string.sub(cookie, 0, string.find(cookie, ";") - 1); token.crumb = string.match(response, '"CrumbStore":{"crumb":"(%P+)"}'); if token == nil or token.cookie == nil or token.crumb == nil then errorLoad = true; core.host:execute("setStatus", "load failed"); return nil; end return token; end function StartLoading(index, timeframe, _from, _to) token = getToken(index) if token == nil then return false; end local from = core.dateToTable(_from); local to = core.dateToTable(_to); if timeframe == "d" then timeframe = "1d"; elseif timeframe == "w" then timeframe = "1wk"; else timeframe = "1mo"; end local convertedFrom = os.time({year = from.year, month = from.month, day = from.day, hour = 0, min = 0, sec = 0}); local convertedTo = os.time({year = to.year, month = to.month, day = to.day, hour = 0, min = 0, sec = 0}); local url = string.format("https://query1.finance.yahoo.com/v7/finance/download/%s?period1=%s&period2=%s&interval=%s&events=history&crumb=%s", index, tostring(convertedFrom), tostring(convertedTo), timeframe, token.crumb); loadingRequest = http_lua.createRequest(); loadingRequest:setRequestHeader("Cookie", token.cookie); loadingRequest:start(url); loading = true; core.host:execute("setStatus", "loading..."); end local pattern_line = "([^,]*),([^,]*),([^,]*),([^,]*),([^,]*),([^,]*),([^,]*)\n"; local pattern_date = "(%d+)-(%d+)-(%d+)"; function AsyncOperationFinished(cookie, success, message) if cookie == 1 then if loading then if not(loadingRequest:loading()) then loading = false; if loadingRequest:httpStatus() == 200 then local body = loadingRequest:response(); core.host:trace(body); local pos = 0; local date, open, high, low, close, adjClose, volume, t, period; local year, month, day; local periods = {}; local count = 0; while true do date, open, high, low, close, adjClose, volume = string.match(body, pattern_line, pos); if date == nil then break; end pos = string.find(body, '\n', pos) + 3 year, month, day = string.match(date, pattern_date); if year ~= nil then t = {}; t.month = tonumber(month); t.day = tonumber(day); t.year = tonumber(year); t.year = (t.year < 70) and 2000 + t.year or 1900 + t.year; t.hour = 0; t.min = 0; t.sec = 0; period = {}; period.date = core.tableToDate(t); period.open = tonumber(open); period.high = tonumber(high); period.low = tonumber(low); period.close = tonumber(close); period.volume = tonumber(volume); count = count + 1; periods[count] = period; end end for i = 1, count do AddPeriod(periods[i].date, periods[i].open, periods[i].high, periods[i].low, periods[i].close, periods[i].volume); end errorLoad = false; core.host:execute("setStatus", ""); return core.ASYNC_REDRAW; else errorLoad = true; core.host:execute("setStatus", "load failed"); end end end end return 0; end local last_date; local item_in_bar; local previous_volume; function AddPeriod(date, open, high, low, close, volume) if O:size() == 0 then instance:addViewBar(date); local index = O:size() - 1; O[index] = open; H[index] = high; L[index] = low; C[index] = close; V[index] = volume; previous_volume = volume; last_date = date; item_in_bar = 1; else if last_date ~= date then if item_in_bar >= Step then instance:addViewBar(date); local index = O:size() - 1; O[index] = open; H[index] = high; L[index] = low; C[index] = close; V[index] = volume; previous_volume = volume; item_in_bar = 1; else local index = O:size() - 1; C[index] = close; L[index] = math.min(L[index], low); H[index] = math.max(H[index], high); if last_date ~= date then previous_volume = V[index] + volume; V[index] = previous_volume; else V[index] = previous_volume + volume; end item_in_bar = item_in_bar + 1; end end end end function ReleaseInstance() if loading then while (loadingRequest:loading()) do end end core.host:execute("killTimer", 1); end require("http_lua");