% Clear existing
clear all;
 
% Load packages
pkg load io;
pkg load statistics;
pkg load financial;

% Grab data from Google
% format = {Date,   open,   High,   Low,    close, Volume}
connection = google;
startdate=datenum('Jan 1 2013');
enddate=datenum('Aug 27 2013');
ticker= { 'AAPL', 'F'};
% Grab the number of stocks for the request
n=length(ticker);
frequency='d';

% fetch returns the data in a matrix with in the columns date, open, high, low, close, adjusted close and volume
% Attention: ticker is a cell array so you have to be careful using () vs {}. 
% Using () gives you a subset of a cell array, effectively another cell array. 
% On the other hand, using {} returns you the actual content of the cell array.
for i=1:n
data=fetch(connection, ticker{i}, startdate, enddate, frequency);
temp=data;
closeprice(:,i)=temp(:,5);      % A(m,:) ist die m-te Zeile der Matrix A   A(:,n) ist die n-te Spalte der Matrix A.
end

% Convert the date values in a human readable format - one security is enough
date(:,1)=temp(:,1);

% Google puts the oldest date first so remember to flip the data 
closeprice=flip(closeprice);
date=flip(date);


% Convert datenum in a readable format
startdate=datestr('Aug 1 2013',1);
enddate=datestr('Aug 27 2013',1);

% convert numerical date values in a human readable format
date2=datestr(date);q

% Berechnung der Tagesrenditen
k=length(closeprice);

  % Extrahieren der Kursvektoren je Aktie und abspeichern in einen einzelnen Vektor
for i=1:n
   eval(sprintf('r%d=closeprice(:,i)',i)); 
end

% k = 165 Values
% n = 2 stocks

function r = simpleRateReturn(r1)
r = zeros(size(r1));
%start at 2 otherwise loop will go out of bounds
for i = 2:length(r1)
r(i)=(r1(i)-r1(i-1))/r1(i-1);
end