clear all
close all
clc

set(0,'defaulttextfontsize',12);
set(0,'defaultaxesfontsize',12);
set(0,'defaultlinelinewidth',2);
set(0,'defaultlinemarkersize',12);


tickers={'SPY', 'DIA', 'QQQ', 'IWM'};
start_val=1;

for i0=1:length(tickers)

    Y0=getMarketDataViaYahoo(char(tickers(i0)),datetime('today')-365/12,datetime('today'),'1d');

    Y(i0).Date          = datenum(Y0{:, 1});
    Y(i0).Open          = table2array(Y0(:, 2));
    Y(i0).High          = table2array(Y0(:, 3));
    Y(i0).Low           = table2array(Y0(:, 4));
    Y(i0).Close         = table2array(Y0(:, 5));
    Y(i0).AdjClose      = table2array(Y0(:, 6));
    Y(i0).Volume        = table2array(Y0(:, 7));
    Y(i0).Ticker        = char(tickers(i0));
end

figure(length(findobj('type','figure'))+1)
%subplot(1,2,1)

plot(datenum(Y(1).Date),1000*[Y(1).Close./Y(1).Close(start_val) Y(2).Close./Y(2).Close(start_val) Y(3).Close./Y(3).Close(start_val) Y(4).Close./Y(4).Close(start_val)])

legend('SPY', 'DIA', 'QQQ', 'IWM','Location','SouthWest')
ylabel('Return of $1,000 [USD]')
grid on
datetick('x',6)

ROI=100*[Y(1).Close(end)./Y(1).Close(1)-1 Y(2).Close(end)./Y(2).Close(1)-1 Y(3).Close(end)./Y(3).Close(1)-1 Y(4).Close(end)./Y(4).Close(1)-1];

text(datenum(Y(1).Date(end))+1,1000*Y(1).Close(end)./Y(1).Close(1)+0.75,[num2str(ROI(1),3) ' [%]'],...
    'BackgroundColor', [1 1 1]);
text(datenum(Y(2).Date(end))+1,1000*Y(2).Close(end)./Y(2).Close(1),[num2str(ROI(2),3) ' [%]'],...
    'BackgroundColor', [1 1 1]);
text(datenum(Y(3).Date(end))+1,1000*Y(3).Close(end)./Y(3).Close(1),[num2str(ROI(3),3) ' [%]'],...
    'BackgroundColor', [1 1 1]);
text(datenum(Y(4).Date(end))+1,1000*Y(4).Close(end)./Y(4).Close(1),[num2str(ROI(4),3) ' [%]'],...
    'BackgroundColor', [1 1 1]);

xlim([Y(1).Date(start_val)-5 Y(1).Date(end)+5])

%%
tickers_mtx={'spy','dia','qqq','iwm','tlt','lqd','mub','mbb','hyg','ezu','ita',...
    'icln','ixj','ibb','iyh','iyr','itb','iyk','ifra','iyf','iye',...
    'idu','iyt','iym','iyc','ihe'};

Y_MTX=[];
RSI_MTX=[];
for i0=1:length(tickers_mtx)
    
    Y0=getMarketDataViaYahoo(char(tickers_mtx(i0)),datetime('today')-365/12,datetime('today'),'1d');  
    Y(i0).Date          = datenum(Y0{:, 1});
    Y(i0).Open          = table2array(Y0(:, 2));
    Y(i0).High          = table2array(Y0(:, 3));
    Y(i0).Low           = table2array(Y0(:, 4));
    Y(i0).Close         = table2array(Y0(:, 5));
    Y(i0).AdjClose      = table2array(Y0(:, 6));
    Y(i0).Volume        = table2array(Y0(:, 7));
    Y(i0).Ticker        = char(tickers_mtx(i0));
    Y(i0).ROI         = Y(i0).Close(end)./Y(i0).Close(1);

    Y_MTX=[Y_MTX Y(i0).Close];
    RSI=rsindex(Y(i0).Close);
    RSI_MTX=[RSI_MTX; RSI(end)];
end

Y_MTX=Y_MTX./Y_MTX(1,:);

%%
ROI_EoM=Y_MTX(end,:)';
[ROI_EoM_Sorted, Index]=sort(ROI_EoM);
TableROI_EoM=table(tickers_mtx(Index)',ROI_EoM_Sorted, RSI_MTX(Index));

TableROI_EoM = renamevars(TableROI_EoM,["Var1","ROI_EoM_Sorted","Var3"], ...
                 ["Ticker","1M Return","RSI"]);

openvar('TableROI_EoM')
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Functions are define below

function percentile_rank=percentile_rank_calculator(X)

            X_steps=linspace(min(X),max(X),1000)';
            percentaile_rank=[];
            for i0=1:length(X_steps)
                counter=0;
                for i1=1:length(X)
                    if X(i1)<=X_steps(i0)
                        counter=counter+1;
                    end
                end
                percentaile_rank=[percentaile_rank; counter/length(X)];
            end
            
            X_rank=interp1(X_steps,percentaile_rank,X);
            percentile_rank=X_rank;            

end

function data = getMarketDataViaYahoo(symbol, startdate, enddate, interval)
    % Downloads market data from Yahoo Finance for a specified symbol and 
    % time range.
    % 
    % INPUT:
    % symbol    - is a ticker symbol i.e. 'AMD', 'BTC-USD'
    % startdate - the date from which the market data will be requested
    % enddate   - the market data will be requested till this date
    % interval  - the market data will be returned in this intervals
    % supported intervals are '1d', '5d', '1wk', '1mo', '3mo'
    %
	% OUTPUT:
    % data - is a retrieved  dataset returned as a table
    %
    % Example: 
    %   data = getMarketDataViaYahoo('AMD', '1-Jan-2018', datetime('today'), '5d');
    % 
    % Author: Artem Lenskiy, PhD
    % Version: 1.13
    %
    % Special thanks to Patryk Dwórznik (https://github.com/dworznik) for
    % a hint on JavaScript processing. 
    %
    % Alternative approach is given here
    % https://stackoverflow.com/questions/50813539/user-agent-cookie-workaround-to-web-scraping-in-matlab
    %
    % Another approach taken form WFAToolbox is to send a post request as
    % follows:
    % urlread(url, 'post',{'matlabstockdata@yahoo.com', 'historical stocks'})
    
    if(nargin() == 1)
        startdate = posixtime(datetime('1-Jan-2018'));
        enddate = posixtime(datetime()); % now
        interval = '1d';
    elseif (nargin() == 2)
        startdate = posixtime(datetime(startdate));
        enddate = posixtime(datetime()); % now
        interval = '1d';
    elseif (nargin() == 3)
        startdate = posixtime(datetime(startdate));
        enddate = posixtime(datetime(enddate));        
        interval = '1d';
    elseif(nargin() == 4)
        startdate = posixtime(datetime(startdate));
        enddate = posixtime(datetime(enddate));
    else
        error('At least one parameter is required. Specify ticker symbol.');
        data = [];
        return;
    end
    
    %% Send a request for data
    % Construct an URL for the specific data
    uri = matlab.net.URI(['https://query1.finance.yahoo.com/v7/finance/download/', upper(symbol)],...
        'period1',  num2str(int64(startdate), '%.10g'),...
        'period2',  num2str(int64(enddate), '%.10g'),...
        'interval', interval,...
        'events',   'history',...
        'frequency', interval,...
        'guccounter', 1,...
        'includeAdjustedClose', 'true');  
    
    options = weboptions('ContentType','table', 'UserAgent', 'Mozilla/5.0');
    try
        data = rmmissing(webread(uri.EncodedURI, options));
    catch ME
        data = [];
        warning(['Identifier: ', ME.identifier, 'Message: ', ME.message])
    end 
end