[Haskell]Database.HDBC.Sqlite3でSQLite3のデータを読む。

関数型言語のHaskellというものに手を出してみました。

今回は、システムトレードで使っているSQLite3からHaskellで時系列データ（日足）を読んでみます。

備忘録として、コードを上げておきます。

import Database.HDBC
import Database.HDBC.Sqlite3

main = do
        conn <- connectSqlite3 "investment.dbf"
        closes <- getHistoricalPrices conn "2712" "CLOSE"
        print [zenjitsuhi |(x,y) <- (zip (init closes) (tail closes)),let zenjitsuhi = ((x-y)/y)*100]
        hist <- getHistoricals conn "8411"
        print hist
        disconnect conn
        return ()

getHistoricals :: IConnection c => c -> String -> IO [(String, String, String, Double, Double, Double, Double, Double)]
getHistoricals conn code = do
        stmt <- prepare conn "SELECT S.DATE,S.CODE,S.MARKET,S.OPEN,S.HIGH,S.LOW,S.CLOSE,S.VOLUME FROM STOCK_DAILY S,MARKET_LISTINGS L WHERE L.CODE=? AND L.MAIN_MARKET='true' AND L.CODE=S.CODE ORDER BY S.DATE DESC"
        execute stmt [(toSql code)]
        rows <- fetchAllRows stmt
        return([((fromSql d)::String,(fromSql cd)::String,(fromSql m)::String,(fromSql o)::Double,(fromSql h)::Double,(fromSql l)::Double,(fromSql cl)::Double,(fromSql v)::Double) | [d,cd,m,o,h,l,cl,v] <- rows])

getHistoricalPrices :: IConnection c => c -> String -> String -> IO [Double]
getHistoricalPrices conn code dataType = do
        stmt <- prepare conn ("SELECT S."++dataType++" FROM STOCK_DAILY S,MARKET_LISTINGS L WHERE L.CODE=? AND L.MAIN_MARKET='true' AND L.CODE=S.CODE ORDER BY S.DATE DESC")
        execute stmt [(toSql code)]
        rows <- fetchAllRows stmt
        return([(fromSql val)::Double|[val] <- rows])