clear all
close all
clc

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

tickers={'^gspc', 'IEF', 'GLD', '^VIX'};
start_val=1;

for i0=1:length(tickers)

    Y0=getMarketDataViaYahoo(char(tickers(i0)),datestr(datenum(char('08/31/2023'))),datetime('today'),'1d');

%     Y(i0).Date          = Y0{:, 1};
%     Y(i0).Open          = Y0{:, 2};
%     Y(i0).High          = Y0{:, 3};
%     Y(i0).Low           = Y0{:, 4};
%     Y(i0).Close         = Y0{:, 5};
%     Y(i0).AdjClose      = Y0{:, 6};
%     Y(i0).Volume        = Y0{:, 7};
%     Y(i0).Ticker        = char(ticker(i0));
    
    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)],...
    datenum(Y(1).Date),1000*ones(size(Y(1).Close./Y(1).Close(start_val))),'k')
legend('S&P500','US 7-10 Years T-Bond','Gold','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];
text(datenum(Y(1).Date(end))+1,1000*Y(1).Close(end)./Y(1).Close(1),[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]);
xlim([Y(1).Date(start_val)-5 Y(1).Date(end)+5])

subplot(1,2,2)
plot(datenum(Y(4).Date),Y(4).Close)
title('Market Volatility')
ylabel('VIX [%]')
datetick('x',6)
ylim([10 40])
grid on

x0=0;
y0=0;
width=1100;
height=450;
set(gcf,'position',[x0,y0,width,height])
xlim([Y(1).Date(start_val)-5 Y(1).Date(end)+5])

% figure(length(findobj('type','figure'))+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)],...
%     datenum(Y(1).Date),1000*ones(size(Y(1).Close./Y(1).Close(start_val))),'k')
% legend('S&P500','US 7-10 Years T-Bond','Gold','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];
% 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]);
% xlim([Y(1).Date(start_val)-5 Y(1).Date(end)+5])

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