function varargout = RTviewer(varargin)
% RTVIEWER GUI to monitor the prices of stocks using the Datafeed Toolbox
%
% This demo shows how TIMER objects can be used to create a "real-time"
% trading appliction with MATLAB.
%
% Using the Datafeed Toolbox (Bloomberg or Yahoo) to import live market
% data or MATLAB's random number generation, this tool plots the data as it
% is imported or created, and displays whether the last price is higher or
% lower than the previous price. If the price is higher, the point on the
% graph is plotted in green. If it is lower, it is plotted as red.
% Otherwise it is plotted blue.
%
% This program could be used as a starting point to creating more detailed
% real-time trading applications.
%
% Author:
% Brian Kiernan
% Application Engineer
% The MathWorks, Inc.
% August 27, 2004
% Edit the above text to modify the response to help RTviewer
% Last Modified by GUIDE v2.5 19-Aug-2004 16:19:45
% Begin initialization code - DO NOT EDIT
gui_Singleton = 1;
gui_State = struct('gui_Name', mfilename, ...
'gui_Singleton', gui_Singleton, ...
'gui_OpeningFcn', @RTviewer_OpeningFcn, ...
'gui_OutputFcn', @RTviewer_OutputFcn, ...
'gui_LayoutFcn', [] , ...
'gui_Callback', []);
if nargin && ischar(varargin{1})
gui_State.gui_Callback = str2func(varargin{1});
end
if nargout
[varargout{1:nargout}] = gui_mainfcn(gui_State, varargin{:});
else
gui_mainfcn(gui_State, varargin{:});
end
% End initialization code - DO NOT EDIT
% --- Executes just before RTviewer is made visible.
function RTviewer_OpeningFcn(hObject, eventdata, handles, varargin)
% This function has no output args, see OutputFcn.
% hObject handle to figure
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% varargin command line arguments to RTviewer (see VARARGIN)
% Choose default command line output for RTviewer
handles.output = hObject;
% Get Ticker
ticker = upper(get(handles.edtTicker,'string'));
% Find today's date
clk = clock;
todaydate = datenum(clk(1),clk(2),clk(3));
setappdata(gcf,'todaydate',todaydate)
% Create Empty Graph
circs = scatter([],[],'filled');
grid on
title(['Real Time Price Series of ',ticker,', ',datestr(todaydate)])
xlabel('Time')
ylabel('Price ($)')
% Define timer object based on Random Data as default
handles.t = timer('TimerFcn',{@randomRT, ticker},'ExecutionMode', ...
'fixedRate');
handles.ticker = ticker;
% Pre-define price and time vectors for the data
setappdata(gcf,'bloomprice',[]);
setappdata(gcf,'bloomtime',[]);
setappdata(gcf,'yahooprice',[]);
setappdata(gcf,'yahootime',[]);
setappdata(gcf,'randomprice',[]);
setappdata(gcf,'randomtime',[]);
setappdata(gcf,'circs',circs)
guidata(hObject, handles);
% --- Outputs from this function are returned to the command line.
function varargout = RTviewer_OutputFcn(hObject, eventdata, handles)
% varargout cell array for returning output args (see VARARGOUT);
% hObject handle to figure
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Get default command line output from handles structure
varargout{1} = handles.output;
% --- Executes on button press in tglRun.
function tglRun_Callback(hObject, eventdata, handles)
% Start and stop collecting data
% Get booling start of stopping value of toggle button
stopgo = get(hObject,'Value');
% Get period and ticker
period = get(handles.sldPeriod,'value');
ticker = upper(get(handles.edtTicker,'string'));
% Find all timers
alltimers = timerfind;
% Start and stop the timer, but only if it exists
if ~isempty(alltimers) & isfield(handles,'t')
% Start Viewing Data
if stopgo
set(handles.t,'Period',period)
start(handles.t)
set(hObject,'string','Stop')
set(hObject,'BackGroundColor','r')
set(handles.edtTicker,'enable','off')
else
stop(handles.t)
set(hObject,'BackGroundColor','g')
set(hObject,'string','Run')
set(handles.edtTicker,'enable','on')
end
else
% Timer doesn't exist, this will force the user to
% create one using the other controls
set(hObject,'string','Run','BackGroundColor','g', ...
'value',0)
end
%update handles structure
guidata(hObject,handles)
% --- Executes on slider movement.
function sldPeriod_Callback(hObject, eventdata, handles)
% Change updating period via the slider control
% Fetch updating period from the slider
period = get(hObject,'Value');
handles.period = period;
% pass the period defined with the slider to the edit box
set(handles.edtPeriod,'string',num2str(period))
% If the timer is running, it needs to be turned off before
% updating the period
if isfield(handles,'t')
if isequal(get(handles.t,'Running'),'on')
% Stop timer
stop(handles.t)
% change period
set(handles.t,'Period',period)
% Start it back up
start(handles.t)
end
end
% update handles structure
guidata(hObject,handles)
% --- Executes during object creation, after setting all properties.
function sldPeriod_CreateFcn(hObject, eventdata, handles)
usewhitebg = 1;
if usewhitebg
set(hObject,'BackgroundColor',[.9 .9 .9]);
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edtPeriod_Callback(hObject, eventdata, handles)
% change the updating period via the edit control
% Fetch period value from the edit box
period = str2double(get(hObject,'String'));
% Set slider period value to period
set(handles.sldPeriod,'value',period)
% if the timer is running, it needs to be turned off before
% updating the period
if isfield(handles,'t')
if isequal(get(handles.t,'Running'),'on')
% Stop timer
stop(handles.t)
% change period
set(handles.t,'Period',period)
% Start it back up
start(handles.t)
end
end
handles.period = period;
guidata(hObject,handles)
% --- Executes during object creation, after setting all properties.
function edtPeriod_CreateFcn(hObject, eventdata, handles)
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edtTicker_Callback(hObject, eventdata, handles)
% Delete timer objects
handles = timerconncleanup(handles);
% Clear Plot and Reset Values
dataplotreset(handles.ticker)
% Fetch Parameters
period = get(handles.sldPeriod,'value');
ticker = upper(get(hObject,'string'));
% Find which data source has been selected
btngrpchil = get(handles.btngrpData,'children');
btngprchil = findobj(btngrpchil,'style','radio');
vals = get(btngrpchil,'value');
datasource = find(cell2mat(get(btngrpchil,'value')));
if datasource == 3; % Bloomberg
ticker = [ticker,' US Equity'];
% Create and test for valid Bloomberg connection
try
handles.Conn = bloomberg;
catch
err = errordlg('Invalid Bloomberg Connection');
set(err,'windowstyle','modal')
return
end
% Test if the ticker is valid
try
dummy = fetch(handles.Conn,ticker,'GETDATA','Last_Price');
catch
err = errordlg('Data fetch failed. Possible invalid ticker.', ...
'Bloomberg Error','on');
set(err,'WindowStyle','modal')
close(handles.Conn)
return
end
% Update Timer Object to use Bloomberg and use new ticker
handles.t = createtimer(@bloomRT,ticker,period,handles,handles.Conn);
elseif datasource == 2
% Create and check for valid Yahoo connection
try
handles.Conn = yahoo;
catch
err = errordlg('Invalid Yahoo Connection');
set(err,'windowstyle','modal')
return
end
% Test if the ticker is valid
try
dummy = fetch(handles.Conn,ticker,'Last');
catch
err = errordlg('Data fetch failed. Possible invalid ticker.', ...
'Yahoo Error','on');
set(err,'WindowStyle','modal')
close(handles.Conn)
return
end
% update Timer to use Yahoo with new Ticker
handles.t = createtimer(@yahooRT,ticker,period,handles,handles.Conn);
else
% Update Timer Object with new ticker for the plot
handles.t = createtimer(@randomRT,ticker,period,handles);
end
% Update handles structure
guidata(hObject,handles)
% --- Executes during object creation, after setting all properties.
function edtTicker_CreateFcn(hObject, eventdata, handles)
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
% --- Executes on button press in radRandom.
function radRandom_Callback(hObject, eventdata, handles)
% Random Radio Button Callback.
% define timer to use random data
% Turn off existing timer object and delete it
handles = timerconncleanup(handles);
% Clear Plot and Reset Values
dataplotreset(handles.ticker)
% Fetch Parameters
period = get(handles.sldPeriod,'value');
ticker = upper(get(handles.edtTicker,'string'));
handles.t = createtimer(@randomRT,ticker,period,handles);
guidata(hObject,handles)
% --- Executes on button press in radYahoo.
function radYahoo_Callback(hObject, eventdata, handles)
% Yahoo Radio Button Callback.
% Define Timer to use Yahoo data source
% Turn off existing timer object and delete it
handles = timerconncleanup(handles);
% Clear Plot and Reset Values
dataplotreset(handles.ticker)
% Fetch Parameters
period = get(handles.sldPeriod,'value');
ticker = upper(get(handles.edtTicker,'string'));
% Create and check for valid Yahoo connection
try
handles.Conn = yahoo;
catch
err = errordlg('Invalid Yahoo Connection');
set(err,'windowstyle','modal')
return
end
% Test if the ticker is valid
try
dummy = fetch(handles.Conn,ticker,'Last');
catch
err = errordlg('Data fetch failed. Possible invalid ticker.', ...
'Yahoo Error','on');
set(err,'WindowStyle','modal')
close(handles.Conn)
return
end
handles.t = createtimer(@yahooRT,ticker,period,handles,handles.Conn);
guidata(hObject,handles)
% --- Executes on button press in radBloomberg.
function radBloomberg_Callback(hObject, eventdata, handles)
% Bloomberg Radio Button Callback.
% Defind timer to use Bloomberg for a data source
% Turn off existing timer object and delete it
handles = timerconncleanup(handles);
% Clear Plot and Reset Values
dataplotreset(handles.ticker)
% Fetch Parameters
period = get(handles.sldPeriod,'value');
ticker = upper(get(handles.edtTicker,'string'));
ticker = [ticker,' US Equity'];
% Create and test for valid Bloomberg connection
try
handles.Conn = bloomberg;
catch
err = errordlg('Invalid Bloomberg Connection');
set(err,'windowstyle','modal')
return
end
% Test if the ticker is valid
try
dummy = fetch(handles.Conn,ticker,'GETDATA','Last_Price');
catch
err = errordlg('Data fetch failed. Possible invalid ticker.', ...
'Bloomberg Error','on');
set(err,'WindowStyle','modal')
close(handles.Conn)
return
end
% Create New Timer with new TimerFcn, period, and ticker
handles.t = createtimer(@bloomRT,ticker,period,handles,handles.Conn);
guidata(hObject,handles)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function randomRT(obj,event,ticker)
% Random Real-Time processing function
% Create Random Price
LastPrice.Last = 100*rand;
TickTime = datenum(event.Data.time);
% Update Price and Time vectors for plotting
Pricevector = [getappdata(gcf,'randomprice'); LastPrice.Last];
setappdata(gcf,'randomprice',Pricevector)
Timevector = [getappdata(gcf,'randomtime'); TickTime];
setappdata(gcf,'randomtime',Timevector)
% Plot the New Data
plotRT(ticker,Pricevector,Timevector)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function yahooRT(obj,event,Conn,ticker)
% Yahoo Real-Time processing function
% Fetch price data from Yahoo
LastPrice = fetch(Conn,ticker,'Last');
TickTime = datenum(event.Data.time);
% Update Price and Time vectors for plotting
Pricevector = [getappdata(gcf,'yahooprice'); LastPrice.Last];
setappdata(gcf,'yahooprice',Pricevector)
Timevector = [getappdata(gcf,'yahootime'); TickTime];
setappdata(gcf,'yahootime',Timevector)
% Plot the New Data
plotRT(ticker,Pricevector,Timevector)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function bloomRT(obj,event,Conn,ticker)
% Bloomberg Real-Time processing function
% Fetch Price from Bloomberg
LastPrice = fetch(Conn,ticker,'GETDATA','Last_Price');
TickTime = datenum(event.Data.time);
% Update Price and Time vectors for plotting
Pricevector = [getappdata(gcf,'bloomprice'); LastPrice.Last_Price];
setappdata(gcf,'bloomprice',Pricevector)
Timevector = [getappdata(gcf,'bloomtime'); TickTime];
setappdata(gcf,'bloomtime',Timevector)
% Plot the New Data
plotRT(ticker,Pricevector,Timevector)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function plotRT(ticker,Pricevector,Timevector)
% General Plotting function for real-time data
% Get handle to the status text box
statusbox = findobj(gcf,'style','text','tag','txtStatus');
circs = getappdata(gcf,'circs');
if length(Pricevector) == 1
% Plot first Price
set(circs,'xdata',Timevector,'ydata',Pricevector,'cdata',[0 0 1]);
setappdata(gcf,'circs',circs);
axispos = axis;
set(gca,'xtick',Timevector,'xticklabel',datestr(Timevector,13))
else
% Test for up or down movement and lable graph points accordingly
if Pricevector(end) > Pricevector(end-1)
% update status text box
set(statusbox,'string','price is higher')
% Create a green RGB color for the point on the graph
dotcolor = [0 1 0];
elseif Pricevector(end) < Pricevector(end-1)
% update status text box
set(statusbox,'string','price is lower')
% Create a red RGB color for this point on the graph
dotcolor = [1 0 0];
else
% update status text box
set(statusbox,'string','price is unchanged')
% Create a blue RGB color for this point on the graph
dotcolor = [0 0 1];
end
% Fetch current x(time) and y(price) data from the graph
ctime = get(circs,'xdata');
cprice = get(circs,'ydata');
% Fetch current colormapping, and update it with the color
% of the next dot, which was defined above.
colormat = get(circs,'Cdata');
colormat = [colormat;dotcolor];
% Update scatter plot with new price point
set(circs,'xdata',[ctime,Timevector(end)], ...
'ydata',[cprice, Pricevector(end)],'Cdata',colormat)
% Find and delete line plot so as not to plot too many lines
dummyline = findobj(gca,'type','line');
if ~isempty(dummyline)
delete(dummyline)
end
% Plot Connecting Line
plot(Timevector,Pricevector)
% 5 percent of the data range
x5per = .05*(max(Timevector) - min(Timevector));
% Calculate the lowest and hightest price so far
lowprice = min(Pricevector);
highprice = max(Pricevector);
Range = highprice - lowprice;
%update axes size for better viewing
if Range == 0
axispos = axis;
else
axispos = [Timevector(1)-x5per,Timevector(end)+x5per, ...
max(0,lowprice-Range*.05),highprice+Range*.05];
end
if length(Timevector) > 2
% Create appropriate axis viewing range
axis(axispos)
datetick('x',13)
end
end
% Add Title and grid to graph
title(['Real Time Price Series for ', ticker,', ',datestr(Timevector(1),1)])
ylabel('Price (USD)')
grid on
hold on
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% --- Executes when user attempts to close figure1.
function figure1_CloseRequestFcn(hObject, eventdata, handles)
% hObject handle to figure1 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
handles = timerconncleanup(handles);
delete(hObject);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function handles = timerconncleanup(handles)
alltimers = timerfind;
if ~isempty(alltimers) & isfield(handles,'t')
if isequal(get(handles.t,'Running'),'on')
stop(handles.t)
end
% use TIMERFIND function to find all timers, and delete them
delete(alltimers)
rmfield(handles,'t');
elseif isfield(handles,'t')
rmfield(handles,'t');
end
if isfield(handles,'Conn')
close(handles.Conn)
end
set(handles.tglRun,'value',0,'backgroundcolor','g','string','Run')
% guidata(handles.figure1,handles)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function dataplotreset(ticker)
% Get Today's date
todaydate = getappdata(gcf,'todaydate');
reset(gca)
% Create Empty Graph
circs = scatter([],[],'filled');
grid on
title(['Real Time Price Series of ',ticker,', ',datestr(todaydate)])
xlabel('Time')
ylabel('Price ($)')
setappdata(gcf,'circs',circs)
% Data Reset
setappdata(gcf,'bloomprice',[]);
setappdata(gcf,'bloomtime',[]);
setappdata(gcf,'yahooprice',[]);
setappdata(gcf,'yahootime',[]);
setappdata(gcf,'randomprice',[]);
setappdata(gcf,'randomtime',[]);
function tim = createtimer(realtimefun,ticker,period,handles,Conn)
% Create timer object with the datasource defined by the realtimefun
% function handle, and with ticker symbol and update period defined buy
% ticker and period respectiveley.
if nargin == 4
tim = timer('TimerFcn',{realtimefun, ticker},'ExecutionMode', ...
'fixedRate', 'Period', period);
else
% Create timer object with the Yahoo or Bloomberg data source TimerFcn
tim = timer('TimerFcn',{realtimefun, Conn, ticker},'ExecutionMode', ...
'fixedRate', 'Period', period);
end
