Jumat, 09 Juni 2017

[smf_addin] Digest Number 4054

5 Messages

Digest #4054
1a
Adjusted Close Off by zacharycal
1b
Re: Adjusted Close Off by "Randy Harmelink" rharmelink
1c
1d
Re: Adjusted Close Off by "Randy Harmelink" rharmelink

Messages

Fri Jun 9, 2017 11:39 am (PDT) . Posted by:

zacharycal

Randy,


First, thanks for all the work you have been doing on this. I know you have been working hard and my appreciate for your work is through the roof.


I went out of town when RCHGetYahooHistory no longer working and then it appears you found a back door when I got back. I have updated with the beta version of the Add In (https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/32343).


The function now appears to be working; however, the adjusted close isn't matching Yahoo. Here is the formula I am using:


RCHGetYahooHistory("SPY",2015,6,1,2017,6,9,"m","dc",1,1,0)



I am trying to get the adjusted close at the end of the month. The data returned is as follows:


Date Close 6/9/2017 243.6795044 6/1/2017 243.6600037 5/1/2017 241.4400024 4/1/2017 238.0800018 3/1/2017 233.6858721 2/1/2017 234.4095104 1/1/2017 225.5474094 12/1/2016 218.9608822
However, the Yahoo! adjusted close is:


Date Close Adj Close 6/9/2017 243.67 243.67 6/1/2017 243.660004 243.660004 5/1/2017 241.440002 241.440002 4/1/2017 238.080002 238.080002 3/1/2017 235.740005 234.718872 2/1/2017 236.470001 235.445709 1/1/2017 227.529999 226.544434 12/1/2016 223.529999 221.257721 11/1/2016 220.380005 218.139755 10/1/2016 212.550003 210.389343 9/1/2016 216.300003 213.02507 8/1/2016 217.380005 214.08873 7/1/2016 217.119995 213.832657
Do you know why the data isn't tying and is there a way to make it tie?

I apologize if you've already answered this, as I have been trying to catch up all day since I just returned. I also know this is a beta version and you could be working on a solution.


Just wanted to reach out in the event there was a simple solution.


Thanks again for all your great work on this.


Zach



Fri Jun 9, 2017 12:16 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

Yup. It appears Yahoo is now adjusting for dividends, so the add-in
shouldn't need to any longer. However, they had adjusted data up the other
day for a very short time as well, then reversed it. I'm uploading a new
update, removing the adjustments.

On Fri, Jun 9, 2017 at 11:39 AM, zabrams@
​...
wrote:

> First, thanks for all the work you have been doing on this. I know you
> have been working hard and my appreciate for your work is through the roof.
>
> I went out of town when RCHGetYahooHistory no longer working and then it
> appears you found a back door when I got back. I have updated with the
> beta version of the Add In (https://groups.yahoo.com/neo/groups/smf_addin/
> conversations/topics/32343).
>
> The function now appears to be working; however, the adjusted close isn't
> matching Yahoo. Here is the formula I am using:
>
> ​​
> RCHGetYahooHistory("SPY",2015,6,1,2017,6,9,"m","dc",1,1,0)
>
> I am trying to get the adjusted close at the end of the month. The data
> returned is as follows:
>
>
> Date Close
> 6/9/2017 243.6795044
> 6/1/2017 243.6600037
> 5/1/2017 241.4400024
> 4/1/2017 238.0800018
> 3/1/2017 233.6858721
> 2/1/2017 234.4095104 <(234)%20409-5104>
> 1/1/2017 225.5474094 <(225)%20547-4094>
> 12/1/2016 218.9608822 <(218)%20960-8822>
> However, the Yahoo! adjusted close is:
>
>
> Date Close Adj Close
> 6/9/2017 243.67 243.67
> 6/1/2017 243.660004 243.660004
> 5/1/2017 241.440002 241.440002
> 4/1/2017 238.080002 238.080002
> 3/1/2017 235.740005 234.718872
> 2/1/2017 236.470001 235.445709
> 1/1/2017 227.529999 226.544434
> 12/1/2016 223.529999 221.257721
> 11/1/2016 220.380005 218.139755
> 10/1/2016 212.550003 210.389343
> 9/1/2016 216.300003 213.02507
> 8/1/2016 217.380005 214.08873
> 7/1/2016 217.119995 213.832657
> Do you know why the data isn't tying and is there a way to make it tie?
>
> I apologize if you've already answered this, as I have been trying to
> catch up all day since I just returned. I also know this is a beta version
> and you could be working on a solution.
>
> Just wanted to reach out in the event there was a simple solution.
>
> Thanks again for all your great work on this.
>
>
>

Fri Jun 9, 2017 1:38 pm (PDT) . Posted by:

zacharycal

Thanks for taking a look at it. This seems like it's a major pain.

I updated to the new Add-In and was getting blanks for the RCHGetYahooHistory. I am going to close it down for the day, perhaps it will work Monday. If not, I will check the thread you updated after this with the new file.


Again, can't thank you enough for all your support. If you're ever in NE Ohio please email me at abrams.zach@gmail.com if you want a free steak dinner.

Zach

Fri Jun 9, 2017 2:08 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

I just tried this and it looked like reasonable data to me:

=RCHGetYahooHistory("MMM")

...including when the dividend adjustment started.

You do need to restart EXCEL after replacing an XLA. They are typically
loaded when EXCEL starts. You can always check the version with:

=RCHGetElementNumber("Version&quot;)

On Fri, Jun 9, 2017 at 1:38 PM, zabrams@
​...​
wrote:

>
> Thanks for taking a look at it. This seems like it's a major pain.
>
> I updated to the new Add-In and was getting blanks for
> the RCHGetYahooHistory. I am going to close it down for the day, perhaps
> it will work Monday. If not, I will check the thread you updated after
> this with the new file.
>
>

Fri Jun 9, 2017 12:50 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

​I just uploaded the 2017-06​-09 *beta* version of the XLA file:

http://ogres-crypt.com/SMF/Works-In-Progress/RCH_Stock_Market_Functions.xla

Yahoo added dividend adjustments this morning, so I needed to remove the
adjustments applied by the add-in. Just in case, rather than overwriting
the current XLA file you have, I'd suggest renaming it or copying it. Then
if Yahoo adjustments go away temporarily, which they've done twice already,
you have an easy workaround -- just swap out the 2017-05-25 and 2017-06-09
XLA files.

*Cumulative changes since the last official release:*

*Date* *Routine* *Description*
2017.06.09 smfGetYahooHistory Remove calculated dividend adjustments, as
Yahoo appears to be doing them now
2017-06-02 smfGetBarChartHistoryCSV Added this function, to retrieve the
historical quotes CSV file from barchart.com
2017-05-31 RCHGetYahooHistory2
smfGetYahooHistoryCSVData
RCHGetYahooQuotes Add processing to handle Yahoo's crumb and cookie method
to grab their new CSV file
2017-05-30 smfGetYahooHistory Change to use smfGetWebPage() instead of
RCHGetURLData(), to remove redundant retrievals
2017-05-29 smfGetYahooHistory Fix sorting of split or dividend requests
2017-05-26 RCHGetYahooHistory Check to see of pDim1 and pDim2 parameters
are used to override the size of array to be returned
2017-05-25 RCHGetYahooHistory First attempt at backward compatible version
of this function
2017-05-21 smfGetYahooHistory Change null values to zeroes and then forward
fill zeroes as possible
2017-05-21 smfGetYahooHistory Change defaults starting date to "1/1/1970";
2017-05-21 smfPricesByDates Allow input range to contain dates in string
format in addition to EXCEL serial dates
2017-05-20 RCHGetElementNumber BarChart Market Momentum -- new elements
#1115 thru #1138, reinstated #1146 thru #1178, on smf-elements-9.txt
2017-05-20 smfGetYahooHistory Add default array size if used from VBA call
2017-05-19 RCHGetElementNumber Use new smf-elements-22.txt file to define
"constants&quot; to use in element definitions, to get around the 255-byte limit
of EXCEL's Eval() function
2017-05-19 smfRSITargetPrices
smfPricesBetween Change functions to use the new smfGetYahooHistory()
function
2017-05-18 smfGetYahooHistory Add new function to read Yahoo Historical
Quotes JSON data, replaces RCHGetYahooHistory()
2017-05-17 smfDate2Unix
smfUnix2Date Add two new utility functions for UNIX date conversioms
2017-05-16 smfGetYahooJSONField Add "portfolioView" and "headlineNews&quot; as
fake modules for special processing
2017-05-05 Various Use new smf-elements-21.txt as a "configuration" file to
set initial default settings
For the Add-in, Documentation, Templates, Tips and FAQs, visit http://ogres-crypt.com/SMF

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