cpp_alpha_vantage

This project uses the Alpha Vantage API with C++ to fetch data and plot it on a chart. Although the project is in C++, the interface is very simple. The program can be used as is, by just modifying the stocks.config file. If you want, the code can be extended too!

Brief overview

The project consists of 3 classes wrapping the functionalities of Alpha vantage API access (through curl), plotting (with gnuplot) and data storage of stocks. The project supports the following:

• Time data about any symbol can be fetched and percentage change in values can be plotted
• Time data of various symbols can be fetched and percentage change in values can be plotted on the same plot
• Change the time function (daily, monthly, yearly) by modifying the stocks.config file
• Change the range by adjusting the number of weeks in stocks.config file.
• Works on both windows and linux!

Typical usage

1. Modify the config file stocks.config.
2. Execute the program.

For most usage scenarios, recompiling the program is not neccessary. Only changes to the stocks.config file are needed.

Building the program

If dependencies (curl, gnuplot, boost) are installed, building is as simple as:

mkdir build
cd build
cmake ..
make

Details

Usage

Use the config file to input the Alpha Vantage API key ( get it free from here: https://www.alphavantage.co/), time function for plotting and needed stocks.

The format of the config file is a simple key:value syntax. The order of key:value pairs are as follows:

1. Certificate for curl
2. Alphavantage license
3. Time function
4. Column to plot (open, high, low, close, adjusted close etc)
5. Range in weeks
6. and onwards: Stocks (Free Alphavantage only supports 5 calls)

CERTIFICATE:<path to project>/extern/certs/curl-ca-bundle.crt
LICENSE:DEMO12345
FUNCTION:TIME_SERIES_DAILY
COLUMN:adjusted
TIME:4
STOCK:NVDA
STOCK:GOOGL
STOCK:AMZN
STOCK:AMD
STOCK:FB

Building the program copies the stocks.configfile from the root directory to the build directory. Modify the config file which is in the directory from which you execute the program.

A list of all time functions can be found here (https://www.alphavantage.co/documentation/).

Programming

1. Curl is used for internet access. A certificate is needed for this and one is provided in extern/certs.

2. The Api class wraps API access and the Plot class wraps gnuplot plotting tools. This only needs to be done once.

Api api(my_apikey, my_cert_path);   //configure alphavantage and curl
Plot plot;                          //configure gnuplot.

3. For each symbol, a Stock object needs to be declared. Api and Plot handles are needed in the declaration. The same handles may be used for all Stock objects.

Stock stock1(&api, &plot, "IBM");
Stock stock2(&api, &plot, "GOOGL");

4. Now, symbol data can be fetched and plotted.

stock1.fetch("TIME_SERIES_MONTHLY");
stock2.fetch("TIME_SERIES_WEEKLY");

//Show all plots on one chart
plot.display();

//Or show each plot on separate chart
stock1.display();
stock2.display();

Note that all charts wil be shown one after another. You can put all stock objects in a std::vectorand fetch data in a loop. Note however, that the free Alpha Vange API key only allows 5 calls at a time.

Code Documentation

Doxygen documentation for the code can be found here: https://akshayshedbalkar.github.io/cpp_alpha_vantage/

Dependencies

• curl (https://curl.haxx.se/)
• gnuplot (http://www.gnuplot.info/)
• boost (https://www.boost.org/)