open System
open System.Net
open System.IO
open Deedle

let fetch (url : Uri) = 
    let req = WebRequest.Create (url) :?> HttpWebRequest
    use stream = req.GetResponse().GetResponseStream()
    use reader = new StreamReader(stream)
    reader.ReadToEnd()

let downloadFromGoogle (ticker: string)  : Frame<DateTime,string>=
    let url = @"https://www.google.com/finance/historical?output=csv&q=" + ticker
    let uri = new Uri(url)
    let data = fetch uri
    let rows = data.Split '\n'
    let headers = rows |> Array.head
    let arr = rows |> Array.tail
    let arrStrings = arr |> Array.map (fun (x: string) -> x.Split ',')
    let dates1 =
        arrStrings
        |> Array.map (fun x -> Array.head x)
    let arr1 =
        arrStrings
        |> Array.map (fun x -> Array.tail x)
        |> Array.map (fun arrstr -> arrstr |> Array.map float)
    let len = arr1.Length
    // Throw away last array element if necessary.
    let arr2, dates2 =
        if Array.length arr1.[len-1] = 0 then arr1.[0..(len-2)], dates1.[0..(len-2)]
        else arr1, dates1
    let dates3 =
        dates2
        |> Array.map (fun dt -> DateTime.Parse(dt))
        |> Series.ofValues
    array2D arr2
    |> Frame.ofArray2D
    |> Frame.indexColsWith ["Open"; "High"; "Low"; "Close"; "Volume"]
    |> Frame.addCol "Date" dates3
    |> Frame.indexRows "Date"