andrewkdinh/fund-indicators
1
0
Fork 0
mirror of https://github.com/andrewkdinh/fund-indicators.git synced 2024-11-21 09:14:19 -08:00
Code Issues Releases Wiki Activity

Merge pull request #9 from andrewkdinh/personal-pc

Browse Source 
Major edits finished
This commit is contained in:
Andrew Dinh 2019-03-18 17:27:53 +00:00
commit 3e000fbeaa
13 changed files with 2996 additions and 966 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
.gitignore vendored
View File

@ -1,8 +1,6 @@
__pycache__/StockData.cpython-37.pyc
__pycache__/
*.pyc
quickstart.py
creds.json
test/
.vscode/
listGoogle.py
*.sqlite
README.html
*-stocks.txt

28
ExpenseRatio.py
View File

@ -1,28 +0,0 @@
# ExpenseRatio.py
# Andrew Dinh
# Python 3.6.1
# Description:
'''
Asks user for expense ratio of stock (I don't think there's an API for expense ratios)
Runs corrrelation study (I'm not sure if I want another class for this or not)
'''
import numpy
#import urllib2, re
from urllib.request import urlopen
import re
class ExpenseRatio:
def __init__(self):
def main(): # For testing purposes
'''
a = [1,2,3]
b = [2,4,6]
c = numpy.corrcoef(a, b)[0, 1]
print(c)
'''
if __name__ == "__main__":
main()

213
Functions.py
View File

@ -1,24 +1,207 @@
# Python file for general functions
class Functions:
def getNearest(items, pivot):
return min(items, key=lambda x: abs(x - pivot))
def stringToDate(date):
from datetime import datetime
#datetime_object = datetime.strptime('Jun 1 2005 1:33PM', '%b %d %Y %I:%M%p')
datetime_object = datetime.strptime(date, '%Y-%m-%d').date()
return(datetime_object)
import sys
sys.path.insert(0, './modules')
def getNearest(items, pivot):
return min(items, key=lambda x: abs(x - pivot))
def stringToDate(date):
from datetime import datetime
#datetime_object = datetime.strptime('Jun 1 2005 1:33PM', '%b %d %Y %I:%M%p')
datetime_object = datetime.strptime(date, '%Y-%m-%d').date()
return(datetime_object)
def removeExtraDatesAndCloseValues(list1, list2):
# Returns the two lists but with the extra dates and corresponding close values removed
# list = [[dates], [close values]]
newList1 = [[], []]
newList2 = [[], []]
for i in range(0, len(list1[0]), 1):
for j in range(0, len(list2[0]), 1):
if list1[0][i] == list2[0][j]:
newList1[0].append(list1[0][i])
newList2[0].append(list1[0][i])
newList1[1].append(list1[1][i])
newList2[1].append(list2[1][j])
break
returnList = []
returnList.append(newList1)
returnList.append(newList2)
return returnList
def stringIsInt(s):
try:
int(s)
return True
except ValueError:
return False
def strintIsFloat(s):
try:
float(s)
return True
except ValueError:
return False
def fromCache(r):
import requests_cache
from termcolor import colored, cprint
if r.from_cache == True:
cprint('(Response taken from cache)', 'white', attrs=['dark'])
return
def getJoke():
import requests
import sys
from termcolor import colored, cprint
import requests_cache
from halo import Halo
with requests_cache.disabled():
'''
dateSplit = date.split('-')
year = int(dateSplit[0])
month = int(dateSplit[1])
day = int(dateSplit[2])
datetime_object = datetime.date(year, month, day)
f = requests.get('https://official-joke-api.appspot.com/jokes/random').json()
print('')
print(f['setup'])
print(f['punchline'], end='\n\n')
'''
return datetime_object
headers = {'Accept': 'application/json',
'User-Agent': 'fund-indicators (https://github.com/andrewkdinh/fund-indicators)'}
url = 'https://icanhazdadjoke.com'
cprint('Get: ' + url, 'white', attrs=['dark'])
with Halo(spinner='dots'):
f = requests.get('https://icanhazdadjoke.com/',
headers=headers).json()
print('')
print(colored(f['joke'], 'green'))
def hasNumbers(inputString):
return any(char.isdigit() for char in inputString)
def checkPackage(package):
import importlib.util
import sys
spec = importlib.util.find_spec(package)
if spec is None:
return False
else:
return True
def checkPackages(listOfPackages):
import importlib.util
import sys
packagesInstalled = True
packages = listOfPackages
for i in range(0, len(packages), 1):
package_name = packages[i]
spec = importlib.util.find_spec(package_name)
if spec is None:
print(package_name, "is not installed\nPlease enter 'pip install -r requirements.txt' to install all required packages")
packagesInstalled = False
return packagesInstalled
def checkPythonVersion():
import platform
#print('Checking Python version')
i = platform.python_version()
r = i.split('.')
k = float(''.join((r[0], '.', r[1])))
if k < 3.3:
print('Your Python version is', i,
'\nIt needs to be greater than version 3.3')
return False
else:
print('Your Python version of', i, 'is good')
return True
def isConnected():
import socket # To check internet connection
try:
# connect to the host -- tells us if the host is actually reachable
socket.create_connection(("www.andrewkdinh.com", 80))
print('Internet connection is good')
return True
except OSError:
# pass
print("No internet connection!")
return False
def fileExists(file):
import os.path
return os.path.exists(file)
def listIndexExists(i):
try:
i
return True
except IndexError:
return False
def removeOutliers(i):
import statistics
m = statistics.median(i)
firstQ = []
thirdQ = []
for x in i:
if x < m:
firstQ.append(x)
elif x > m:
thirdQ.append(x)
firstQm = statistics.median(firstQ)
thirdQm = statistics.median(thirdQ)
iqr = (thirdQm - firstQm) * 1.5
goodList = []
badList = []
for x in i:
if x < (thirdQm + iqr) and x > (firstQm - iqr):
goodList.append(x)
else:
# In case I want to know. If not, then I just make it equal to returnlist[0]
badList.append(x)
returnList = [goodList, badList, firstQm, m, thirdQm, iqr]
return returnList
def validateJson(text):
import json
try:
json.loads(text)
return True
except ValueError:
return False
def keyInDict(dict, key):
if key in dict:
return True
else:
return False
def main():
exit()
if __name__ == "__main__":
main()
main()

46
README.md
View File

@ -1,21 +1,45 @@
# Mutual Fund Indicators
# fund-indicators
A project to determine indicators of overperforming mutual funds.
This project is written in Python 3 and will examine market capitalization, persistence, turnover, and expense ratios.
[![License](https://img.shields.io/github/license/andrewkdinh/fund-indicators.svg)](https://raw.githubusercontent.com/andrewkdinh/fund-indicators/master/LICENSE)
[![](https://img.shields.io/github/last-commit/andrewkdinh/fund-indicators.svg)](https://github.com/andrewkdinh/fund-indicators/commits/master)
![](https://img.shields.io/github/languages/top/andrewkdinh/fund-indicators.svg)
![](https://img.shields.io/github/languages/code-size/andrewkdinh/fund-indicators.svg)
### Prerequisites
A project to determine relationships between mutual funds and different factors.
`$ pip install -r requirements.txt`
Calculates relationships between: Previous performance, Alpha, Sharpe Ratio, Sortino Ratio
### Quickstart
and Expense ratios, Turnover, Market Capitalization (Asset Size), Persistence
To begin, run
Give it a try at [repl.run](https://fund-indicators.andrewkdinh.repl.run) or [repl.it](https://repl.it/@andrewkdinh/fund-indicators)
`$ python main.py`
## Key Features
Some ticker values to try:
SPY, VFINX, AAPL, GOOGL
- 100% automated
- Uses multiple API's in case another fails
- Caches http requests for future runs
- Scrapes data from Yahoo Finance
- Color-coded for easy viewing
- Optional graphs to easily visualize linear regression results
- A new joke every time it runs
`$ pip install numpy`
## Quickstart
```shell
pip install -r requirements.txt
python main.py
```
Pre-chosen stocks listed in `stocks.txt`
## Credits
This project uses a wide variety of open-source projects
- [NumPy](https://github.com/numpy/numpy), [Termcolor](https://github.com/hfeeki/termcolor), [Beautiful Soup](https://launchpad.net/beautifulsoup), [yahoofinancials](https://github.com/JECSand/yahoofinancials), [requests-cache](https://github.com/reclosedev/requests-cache), [halo](https://github.com/manrajgrover/halo)
And thank you to those that have helped me with the idea and product:
- Amber Bruce, [Alex Stoykov](http://stoykov.us/), Doug Achterman, [Stack Overflow](https://stackoverflow.com)
Created by Andrew Dinh from Dr. TJ Owens Gilroy Early College Academy

561
StockData.py
View File

@ -1,561 +0,0 @@
# StockData.py
# Andrew Dinh
# Python 3.6.1
# Description: Returns all available dates and prices for each stock requested.
'''
Available API's: Can it do mutual funds?
IEX: No
Alpha Vantage (AV): Yes
Tiingo: Yes
Barchart: No
'''
# Alpha Vantage API Key: O42ICUV58EIZZQMU
# Barchart API Key: a17fab99a1c21cd6f847e2f82b592838 # Possible other one? f40b136c6dc4451f9136bb53b9e70ffa
# Tiingo API Key: 2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8
# Tradier API Key: n26IFFpkOFRVsB5SNTVNXicE5MPD
# If you're going to take these API keys and abuse it, you should really reconsider your life priorities
apiAV = 'O42ICUV58EIZZQMU'
#apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838' # 150 getHistory queries per day
apiBarchart = 'f40b136c6dc4451f9136bb53b9e70ffa'
apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8'
apiTradier = 'n26IFFpkOFRVsB5SNTVNXicE5MPD'
'''
Monthly Bandwidth = 5 GB
Hourly Requests = 500
Daily Requests = 20,000
Symbol Requests = 500
'''
import requests, json
from datetime import datetime
class StockData:
def __init__(self, newName = '', newAbsFirstLastDates = [], newFinalDatesAndClose = [], newFinalDatesAndClose2 = [],newAllLists = []):
self.name = newName # Name of stock
self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
self.finalDatesAndClose = newFinalDatesAndClose # All available dates with corresponding close values
self.finalDatesAndClose2 = newFinalDatesAndClose2 # After some consideration, I decided to keep what I had already done here and make a new list that's the same except dates are in datetime format
self.allLists = newAllLists
'''
Format:
# List from each source containing: [firstDate, lastDate, allDates, values, timeFrame]
# firstDate & lastDate = '2018-12-18' (year-month-date)
allDates = ['2018-12-17', '2018-12-14'] (year-month-date)
values (close) = ['164.6307', 164.6307]
timeFrame = [days, weeks, years]
'''
def set(self, newName, newFirstLastDates, newAbsFirstLastDates, newFinalDatesAndClose, newAllLists):
self.name = newName # Name of stock
self.firstLastDates = newFirstLastDates # Dates that at least 2 sources have (or should it be all?) - Maybe let user decide
self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
self.finalDatesAndClose = newFinalDatesAndClose
self.allLists = newAllLists
def setName(self, newName):
self.name = newName
def returnName(self):
return self.name
def returnAllLists(self):
return self.allLists
def returnAbsFirstLastDates(self):
return self.absFirstLastDates
def returnAllLists(self):
return self.allLists
def returnFinalDatesAndClose(self):
return self.finalDatesAndClose
def returnFinalDatesAndClose2(self):
return self.finalDatesAndClose2
def getIEX(self):
url = ''.join(('https://api.iextrading.com/1.0/stock/', self.name, '/chart/5y'))
#link = "https://api.iextrading.com/1.0/stock/spy/chart/5y"
print("\nSending request to:", url)
f = requests.get(url)
json_data = f.text
#print(json_data)
if (json_data == 'Unknown symbol'):
print("IEX not available")
return 'Not available'
loaded_json = json.loads(json_data)
listIEX = []
print("\nFinding first and last date")
# Adding (firstDate, lastDate) to listIEX
# Find firstDate (comes first)
firstLine = loaded_json[0]
#print("firstLine:", firstLine)
firstDate = firstLine['date']
#print("firstDate:",firstDate)
# Find lastDate (comes last)
lastLine = loaded_json[-1] # Returns last value of the list (Equivalent to len(loaded_json)-1)
#print("lastLine:", lastLine)
lastDate = lastLine['date']
#print("last date:", lastDate)
listIEX.append(firstDate)
listIEX.append(lastDate)
print(listIEX[0], ',', listIEX[1])
print("\nFinding all dates given")
allDates = []
# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
for i in range(len(loaded_json)-1, -1, -1):
line = loaded_json[i]
date = line['date']
allDates.append(date)
listIEX.append(allDates)
#print(listIEX[2])
print(len(listIEX[2]), "dates")
print("\nFinding close values for each date")
values = []
# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
for i in range(len(loaded_json)-1, -1, -1):
line = loaded_json[i]
value = line['close']
values.append(value)
listIEX.append(values)
#print(listIEX[3])
print(len(listIEX[3]), "close values")
print("\nFinding time frame given [days, weeks, years]")
timeFrame = []
d1 = datetime.strptime(firstDate, "%Y-%m-%d")
d2 = datetime.strptime(lastDate, "%Y-%m-%d")
timeFrameDays = abs((d2 - d1).days)
#print(timeFrameDays)
timeFrameYears = float(timeFrameDays / 365)
timeFrameWeeks = float(timeFrameDays / 7)
timeFrame.append(timeFrameDays)
timeFrame.append(timeFrameWeeks)
timeFrame.append(timeFrameYears)
listIEX.append(timeFrame)
print(listIEX[4])
return listIEX
def getAV(self):
listAV = []
#url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self.name, '&apikey=', apiAV))
# https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=MSFT&apikey=demo
#url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol=', self.name, '&outputsize=full&apikey=', apiAV))
# https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol=MSFT&outputsize=full&apikey=demo
url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=', self.name, '&outputsize=full&apikey=', apiAV))
# https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&outputsize=full&apikey=demo
print("\nSending request to:", url)
print("(This will take a while)")
f = requests.get(url)
json_data = f.text
loaded_json = json.loads(json_data)
#print(loaded_json)
#print(type(loaded_json)) # Dictionary
#print(len(loaded_json))
if len(loaded_json) == 1:
print("Alpha Vantage not available")
return 'Not available'
#print(loaded_json['Monthly Time Series'])
dailyTimeSeries = loaded_json['Time Series (Daily)']
#print(monthlyTimeSeries)
listOfDates = list(dailyTimeSeries)
#print(listOfDates)
firstDate = listOfDates[-1]
lastDate = listOfDates[0]
#print("firstDate:", firstDate)
#print("lastDate:", lastDate)
listAV.append(firstDate)
listAV.append(lastDate)
listAV.append(listOfDates)
print("\nFinding first and last date")
print(listAV[0], ',', listAV[1])
print("\nFinding all dates given")
#print(listAV[2])
print(len(listAV[2]), "dates")
print("\nFinding close values for each date")
values = []
for i in range(0, len(listOfDates), 1):
temp = listOfDates[i]
loaded_json2 = dailyTimeSeries[temp]
#value = loaded_json2['4. close']
value = loaded_json2['5. adjusted close']
values.append(value)
listAV.append(values)
#print(listOfDates[0])
#i = listOfDates[0]
#print(monthlyTimeSeries[i])
#print(listAV[3])
print(len(listAV[3]), "close values")
print("\nFinding time frame given [days, weeks, years]")
timeFrame = []
d1 = datetime.strptime(firstDate, "%Y-%m-%d")
d2 = datetime.strptime(lastDate, "%Y-%m-%d")
timeFrameDays = abs((d2 - d1).days)
#print(timeFrameDays)
timeFrameYears = float(timeFrameDays / 365)
timeFrameWeeks = float(timeFrameDays / 7)
timeFrame.append(timeFrameDays)
timeFrame.append(timeFrameWeeks)
timeFrame.append(timeFrameYears)
listAV.append(timeFrame)
print(listAV[4])
return listAV
def getTiingo(self):
'''
#OR we can use the token directly in the url
headers = {
'Content-Type': 'application/json'
}
requestResponse = requests.get("https://api.tiingo.com/api/test?token=<TOKEN>",
headers=headers)
print(requestResponse.json())
'''
token = ''.join(('Token ', apiTiingo))
headers = {
'Content-Type': 'application/json',
'Authorization' : token
}
url = ''.join(('https://api.tiingo.com/tiingo/daily/', self.name))
print("\nSending request to:", url)
requestResponse = requests.get(url, headers=headers)
#print(requestResponse.json())
loaded_json = requestResponse.json()
#print(len(loaded_json))
if len(loaded_json) == 1:
print("Tiingo not available")
return 'Not available'
#print(loaded_json)
'''
list1 = list(loaded_json)
for i in range (0, len(list1), 1):
if list1[i] == 'startDate':
startNum = i
elif list1[i] == 'endDate':
endNum = i
print(list1[startNum])
print(list1[endNum])
'''
listTiingo = []
print("\nFinding first and last date")
firstDate = loaded_json['startDate']
lastDate = loaded_json['endDate']
#print(firstDate)
#print(lastDate)
listTiingo.append(firstDate)
listTiingo.append(lastDate)
print(listTiingo[0], ',', listTiingo[1])
print("\nFinding all dates given")
dates = []
values = [] # Used loop for finding values
url2 = ''.join((url, '/prices?startDate=', firstDate, '&endDate=', lastDate))
# https://api.tiingo.com/tiingo/daily/<ticker>/prices?startDate=2012-1-1&endDate=2016-1-1
print("\nSending request to:", url2)
requestResponse2 = requests.get(url2, headers=headers)
loaded_json2 = requestResponse2.json()
#print(loaded_json2)
#print(len(loaded_json2))
for i in range(len(loaded_json2)-1, -1, -1):
line = loaded_json2[i]
dateWithTime = line['date']
temp = dateWithTime.split('T00:00:00.000Z')
date = temp[0]
dates.append(date)
value = line['close']
values.append(value)
listTiingo.append(dates)
#print(listTiingo[2])
print(len(listTiingo[2]), "dates")
print("Finding close values for each date")
# Used loop from finding dates
listTiingo.append(values)
#print(listTiingo[3])
print(len(listTiingo[3]), "close values")
print("Finding time frame given [days, weeks, years]")
timeFrame = []
d1 = datetime.strptime(firstDate, "%Y-%m-%d")
d2 = datetime.strptime(lastDate, "%Y-%m-%d")
timeFrameDays = abs((d2 - d1).days)
#print(timeFrameDays)
timeFrameYears = float(timeFrameDays / 365)
timeFrameWeeks = float(timeFrameDays / 7)
timeFrame.append(timeFrameDays)
timeFrame.append(timeFrameWeeks)
timeFrame.append(timeFrameYears)
listTiingo.append(timeFrame)
print(listTiingo[4])
return listTiingo
def getFirstLastDate(self, listOfFirstLastDates):
listOfFirstDates = []
listOfLastDates = []
#print(len(listOfFirstLastDates))
for i in range (0, len(listOfFirstLastDates), 1):
firstLastDates = listOfFirstLastDates[i]
firstDate = firstLastDates[0]
lastDate = firstLastDates[1]
listOfFirstDates.append(firstDate)
listOfLastDates.append(lastDate)
#print(listOfFirstDates)
#print(listOfLastDates)
for i in range (0, len(listOfFirstDates), 1):
date = listOfFirstDates[i]
if i == 0:
firstDate = date
yearMonthDay = firstDate.split('-')
firstYear = yearMonthDay[0]
firstMonth = yearMonthDay[1]
firstDay = yearMonthDay[2]
else:
yearMonthDay = date.split('-')
year = yearMonthDay[0]
month = yearMonthDay[1]
day = yearMonthDay[2]
if year < firstYear or (year == firstYear and month < firstMonth) or (year == firstYear and month == firstMonth and day < firstDay):
firstDate = date
firstYear = year
firstMonth = month
firstDay = day
#print(firstDate)
if len(listOfFirstDates) > 1:
for i in range(0, len(listOfLastDates),1):
date = listOfLastDates[i]
if i == 0:
lastDate = date
yearMonthDay = lastDate.split('-')
lastYear = yearMonthDay[0]
lastMonth = yearMonthDay[1]
lastDay = yearMonthDay[2]
else:
yearMonthDay = date.split('-')
year = yearMonthDay[0]
month = yearMonthDay[1]
day = yearMonthDay[2]
if year > lastYear or (year == lastYear and month > lastMonth) or (year == lastYear and month == lastMonth and day > lastDay):
lastDate = date
lastYear = year
lastMonth = month
lastDay = day
#print(lastDate)
absFirstLastDates = []
absFirstLastDates.append(firstDate)
absFirstLastDates.append(lastDate)
return absFirstLastDates
def getFinalDatesAndClose(self):
# finalDates and finalClose will coincide (aka i = 1 will correspond to one another)
finalDatesAndClose = [] # Will combine finalDates then finalClose
finalDates = []
finalClose = []
#print(self.absFirstLastDates)
absFirstDate = self.absFirstLastDates[0]
absLastDate = self.absFirstLastDates[1]
date = absFirstDate
allLists = self.allLists
while date != absLastDate: # DOESN'T DO LAST DATE
tempListOfClose = []
found = False
for j in range(0, len(allLists), 1): # Look for date in all lists
list1 = allLists[j]
listOfDates = list1[2]
listOfClose = list1[3]
for k in range(0, len(listOfDates), 1):
if listOfDates[k] == date:
if found == False:
finalDates.append(date)
found = True
#print(listOfDates[k])
#print(listOfClose[k])
#print(listOfClose)
tempListOfClose.append(float(listOfClose[k]))
k = len(listOfDates) # Dates don't repeat
if found == True:
sum = 0
for r in range(0, len(tempListOfClose), 1):
sum = sum + tempListOfClose[r]
close = sum/len(tempListOfClose)
finalClose.append(close)
#print(close)
# Go to the next day
yearMonthDay = date.split('-')
year = int(yearMonthDay[0])
month = int(yearMonthDay[1])
day = int(yearMonthDay[2])
day = day + 1
if day == 32 and month == 12: # Next year
day = 1
month = 1
year = year + 1
elif day == 32: # Next month
month = month + 1
day = 1
if day < 10:
day = ''.join(('0', str(day)))
if month < 10:
month = ''.join(('0', str(month)))
date = ''.join((str(year), '-', str(month), '-', str(day)))
#print(date)
# For last date
finalDates.append(date)
tempListOfClose = []
for j in range(0, len(allLists), 1): # Look for date in all lists
list1 = allLists[j]
listOfDates = list1[2]
listOfClose = list1[3]
for k in range(0, len(listOfDates), 1):
if listOfDates[k] == date:
tempListOfClose.append(float(listOfClose[k]))
k = len(listOfDates) # Dates don't repeat
sum = 0
for r in range(0, len(tempListOfClose), 1):
sum = sum + tempListOfClose[r]
close = sum/len(tempListOfClose)
finalClose.append(close)
#print(finalDates)
#print(finalClose)
# Want lists from most recent to oldest, comment this out if you don't want that
finalDates = list(reversed(finalDates))
finalClose = list(reversed(finalClose))
finalDatesAndClose.append(finalDates)
finalDatesAndClose.append(finalClose)
return finalDatesAndClose
def datetimeDates(self):
finalDatesAndClose2 = []
finalDatesAndClose = self.finalDatesAndClose
finalDatesStrings = finalDatesAndClose[0]
finalClose = finalDatesAndClose[1]
finalDates = []
from Functions import Functions
for i in range(0, len(finalDatesStrings), 1):
temp = Functions.stringToDate(finalDatesStrings[i])
finalDates.append(temp)
#print(finalDates)
finalDatesAndClose2.append(finalDates)
finalDatesAndClose2.append(finalClose)
return(finalDatesAndClose2)
def is_connected():
import socket # To check internet connection
try:
# connect to the host -- tells us if the host is actually
# reachable
socket.create_connection(("www.andrewkdinh.com", 80))
return True
except OSError:
#pass
print("\nNo internet connection!")
return False
def main(self):
print('Beginning StockData.py')
import importlib.util, sys # To check whether a package is installed
packages = ['requests']
for i in range(0, len(packages), 1):
package_name = packages[i]
spec = importlib.util.find_spec(package_name)
if spec is None:
print(package_name +" is not installed\nPlease type in 'pip install -r requirements.txt' to install all required packages")
# Test internet connection
internetConnection = StockData.is_connected()
if internetConnection == False:
return
listOfFirstLastDates = []
self.allLists = []
print('\nNOTE: Only IEX and Alpha Vantage support adjusted returns')
print('NOTE: Only Alpha Vantage and Tiingo support mutual fund data')
# IEX
print("\nIEX")
listIEX = StockData.getIEX(self)
#print(listIEX)
if listIEX != 'Not available':
listOfFirstLastDates.append((listIEX[0], listIEX[1]))
self.allLists.append(listIEX)
# Alpha Vantage
print("\nAlpha Vantage (AV)")
listAV = StockData.getAV(self)
#print(listAV)
if listAV != 'Not available':
listOfFirstLastDates.append((listAV[0], listAV[1]))
self.allLists.append(listAV)
# COMMENTED OUT FOR NOW B/C LIMITED
'''
print("\nTiingo")
print("NOTE: Tiingo does not return adjusted returns!!")
listTiingo = StockData.getTiingo(self)
#print(listTiingo)
if listTiingo != 'Not available':
listOfFirstLastDates.append((listTiingo[0], listTiingo[1]))
self.allLists.append(listTiingo)
'''
#print(self.allLists)
#print(listOfFirstLastDates)
if (len(self.allLists) > 0):
print("\n", end='')
print(len(self.allLists), "available source(s) for", self.name)
self.absFirstLastDates = StockData.getFirstLastDate(self, listOfFirstLastDates)
print("\nThe absolute first date with close values is:", self.absFirstLastDates[0])
print("The absolute last date with close values is:", self.absFirstLastDates[1])
print("\nCombining dates and averaging close values")
self.finalDatesAndClose = StockData.getFinalDatesAndClose(self) # Returns [List of Dates, List of Corresponding Close Values]
#print("All dates available:", self.finalDatesAndClose[0])
#print("All close values:\n", self.finalDatesAndClose[1])
finalDates = self.finalDatesAndClose[0]
finalClose = self.finalDatesAndClose[1]
print(len(finalDates), "unique dates:", finalDates[len(finalDates)-1], "...", finalDates[0])
print(len(finalClose), "close values:", finalClose[len(finalClose)-1], "...", finalClose[0])
print("\nConverting list of final dates to datetime\n")
self.finalDatesAndClose2 = StockData.datetimeDates(self)
#print(self.finalDatesAndClose2[0][0])
else:
print("No sources have data for", self.name)
def main(): # For testing purposes
stockName = 'spy'
stock1 = StockData(stockName)
print("Finding available dates and close values for", stock1.name)
StockData.main(stock1)
if __name__ == "__main__":
main()

190
StockReturn.py
View File

@ -1,190 +0,0 @@
# ExpenseRatio.py
# Andrew Dinh
# Python 3.6.7
# Description:
'''
Calculates return for each stock from the lists from ExpenseRatio.py
listOfReturn = [Unadjusted Return, Sharpe Ratio, Sortino Ratio, Treynor Ratio, Jensen's Alpha]
'''
from StockData import StockData
import datetime
from Functions import Functions
class Return:
def __init__(self, newListOfReturn = [], newTimeFrame = [], newBeta = 0, newStandardDeviation = 0, newNegativeStandardDeviation = 0, newMarketReturn = 0, newSize = 0, newSizeOfNeg = 0, newFirstLastDates = [], newAllLists = [], newAbsFirstLastDates = ''):
self.listOfReturn = newListOfReturn
self.timeFrame = newTimeFrame # [years, months (30 days)]
self.beta = newBeta
self.standardDeviation = newStandardDeviation
self.negativeStandardDeviation = newNegativeStandardDeviation
self.marketReturn = newMarketReturn
self.size = newSize
self.sizeOfNeg = newSizeOfNeg
self.firstLastDates = newFirstLastDates
def returnTimeFrame(self):
return self.timeFrame
def setTimeFrame(self, newTimeFrame):
self.timeFrame = newTimeFrame
def getFirstLastDates(self, stock):
firstLastDates = []
timeFrame = self.timeFrame
firstDate = datetime.datetime.now() - datetime.timedelta(days=timeFrame[0]*365)
firstDate = firstDate - datetime.timedelta(days=timeFrame[1]*30)
firstDate = ''.join((str(firstDate.year),'-', str(firstDate.month), '-', str(firstDate.day)))
lastDate = StockData.returnAbsFirstLastDates(stock)[1]
#print(lastDate)
firstLastDates.append(firstDate)
firstLastDates.append(lastDate)
return firstLastDates
def getFirstLastDates2(self, stock):
finalDatesAndClose = StockData.returnFinalDatesAndClose(stock)
finalDatesAndClose2 = StockData.returnFinalDatesAndClose2(stock)
firstDate = self.firstLastDates[0]
lastDate = self.firstLastDates[1]
finalDates = finalDatesAndClose[0]
firstDateExists = False
lastDateExists = False
for i in range(0, len(finalDates), 1):
if finalDates[i] == str(firstDate):
firstDateExists = True
elif finalDates[i] == lastDate:
lastDateExists = True
i = len(finalDates)
if firstDateExists == False:
print("Could not find first date. Changing first date to closest date")
tempDate = Functions.stringToDate(firstDate) # Change to datetime
print('Original first date:', tempDate)
#tempDate = datetime.date(2014,1,17)
newFirstDate = Functions.getNearest(finalDatesAndClose2[0], tempDate)
print('New first date:', newFirstDate)
firstDate = str(newFirstDate)
if lastDateExists == False:
print("Could not find final date. Changing final date to closest date")
tempDate2 = Functions.stringToDate(lastDate) # Change to datetime
print('Original final date:', tempDate2)
#tempDate2 = datetime.date(2014,1,17)
newLastDate = Functions.getNearest(finalDatesAndClose2[0], tempDate2)
print('New final date:', newLastDate)
lastDate = str(newLastDate)
firstLastDates = []
firstLastDates.append(firstDate)
firstLastDates.append(lastDate)
return firstLastDates
def getUnadjustedReturn(self, stock):
finalDatesAndClose = StockData.returnFinalDatesAndClose(stock)
firstDate = self.firstLastDates[0]
lastDate = self.firstLastDates[1]
finalDates = finalDatesAndClose[0]
finalClose = finalDatesAndClose[1]
for i in range(0, len(finalDates), 1):
if finalDates[i] == str(firstDate):
firstClose = finalClose[i]
elif finalDates[i] == lastDate:
lastClose = finalClose[i]
i = len(finalDates)
print('Close values:', firstClose, '...', lastClose)
fullUnadjustedReturn = float(lastClose/firstClose)
unadjustedReturn = fullUnadjustedReturn**(1/(self.timeFrame[0]+(self.timeFrame[1])*.1))
return unadjustedReturn
def getBeta(self):
# Can be calculated with correlation
import numpy as np
finalDatesAndClose = StockData.returnFinalDatesAndClose(stock)
firstDate = self.firstLastDates[0]
lastDate = self.firstLastDates[1]
finalDates = finalDatesAndClose[0]
finalClose = finalDatesAndClose[1]
for i in range(0, len(finalDates), 1):
if finalDates[i] == str(firstDate):
firstClose = finalClose[i]
55ggbh
#list1 =
list2 = [1,2,4,1]
print(numpy.corrcoef(list1, list2)[0, 1])
# def getStandardDeviation(self, timeFrame):
def mainBenchmark(self, stock):
print('Beginning StockReturn.py')
# Find date to start from and last date
self.timeFrame = []
self.listOfReturn = []
print("\nPlease enter a time frame in years: ", end='')
#timeFrameYear = int(input())
timeFrameYear = 5
print(timeFrameYear)
self.timeFrame.append(timeFrameYear)
print("Please enter a time frame in months (30 days): ", end='')
#timeFrameMonth = int(input())
timeFrameMonth = 0
print(timeFrameMonth)
self.timeFrame.append(timeFrameMonth)
#print(self.timeFrame)
self.firstLastDates = Return.getFirstLastDates(self, stock)
print('Dates: ', self.firstLastDates)
print('\nMaking sure dates are within list...')
self.firstLastDates = Return.getFirstLastDates2(self, stock)
print('New dates: ', self.firstLastDates)
print('\nGetting unadjusted return')
unadjustedReturn = Return.getUnadjustedReturn(self, stock)
self.listOfReturn.append(unadjustedReturn)
print('Average annual return for the past', self.timeFrame[0], 'years and', self.timeFrame[1], 'months: ', end='')
print((self.listOfReturn[0]-1)*100, '%', sep='')
def main(self, stock):
print('Beginning StockReturn.py')
# Find date to start from and last date
self.listOfReturn = []
self.firstLastDates = Return.getFirstLastDates(self, stock)
print('Dates: ', self.firstLastDates)
print('\nMaking sure dates are within list...')
self.firstLastDates = Return.getFirstLastDates2(self, stock)
print('New dates: ', self.firstLastDates)
print('\nGetting unadjusted return')
unadjustedReturn = Return.getUnadjustedReturn(self, stock)
self.listOfReturn.append(unadjustedReturn)
print('Average annual return for the past', self.timeFrame[0], 'years and', self.timeFrame[1], 'months: ', end='')
print((self.listOfReturn[0]-1)*100, '%', sep='')
#print('\nGetting beta')
#beta = Return.getBeta(self, stock)
def main():
stockName = 'spy'
stock1 = StockData(stockName)
print("Finding available dates and close values for", stock1.name)
StockData.main(stock1)
stock1Return = Return()
Return.setTimeFrame(stock1Return, [5, 0])
Return.main(stock1Return, stock1)
if __name__ == "__main__":
main()

63
config.example.json Normal file
View File

@ -0,0 +1,63 @@
{
"_comment": "Only use this if everything you know is correct",
"Config": {
"Check Packages": true,
"Check Python Version": true,
"Check Internet Connection": false,
"Get Joke": true,
"Benchmark": "SPY",
"Method": "Kiplinger",
"Time Frame": 60,
"Indicator": "Expense Ratio",
"Remove Outliers": true,
"Sources": [
"Alpha Vantage",
"Yahoo",
"IEX",
"Tiingo"
]
},
"Possible Values": {
"Check Packages": [
true,
false
],
"Check Python Version": [
true,
false
],
"Check Internet Connection": [
true,
false
],
"Get Joke": [
true,
false
],
"Benchmark": [
"SPY",
"DJIA",
"VTHR",
"EFG"
],
"Method": [
"Read",
"Manual",
"U.S. News",
"Kiplinger",
"TheStreet"
],
"Time Frame": "Any integer",
"Indicator": [
"Expense Ratio",
"Market Capitalization",
"Turnover",
"Persistence"
],
"Remove Outliers": [
true,
false
],
"Sources": "Choose an order out of ['Alpha Vantage', 'Yahoo', 'IEX', 'Tiingo']"
}
}

54
listGoogle.py
View File

@ -1,54 +0,0 @@
# https://support.google.com/docs/answer/3093281?hl=en
# Historical data cannot be downloaded or accessed via the Sheets API or Apps Script. If you attempt to do so, you will see a #N/A error in place of the values in the corresponding cells of your spreadsheet.
import gspread, time, webbrowser, msvcrt
from oauth2client.service_account import ServiceAccountCredentials
def main():
scope = ['https://spreadsheets.google.com/feeds',
'https://www.googleapis.com/auth/drive']
credentials = ServiceAccountCredentials.from_json_keyfile_name('creds.json', scope)
gc = gspread.authorize(credentials)
'''
# Just by ID:
#sheet = gc.open_by_key('1YS8qBQCXKNfSgQgXeUdSGOd6lM2wm-inV0_1YE36vQM')
sheet = gc.open_by_url('https://docs.google.com/spreadsheets/d/1YS8qBQCXKNfSgQgXeUdSGOd6lM2wm-inV0_1YE36vQM')
worksheet = sheet.get_worksheet(0)
worksheet.update_acell('B1', 'bingo!')
#worksheet.update_cell(1, 2, 'Bingo!')
val = worksheet.acell('B1').value
#val = worksheet.cell(1, 2).value
print(val)
'''
url = 'https://docs.google.com/spreadsheets/d/1YS8qBQCXKNfSgQgXeUdSGOd6lM2wm-inV0_1YE36vQM'
surl = 'https://www.andrewkdinh.com/u/listGoogle'
print("Opening", url)
#webbrowser.open(surl)
sheet = gc.open_by_url(url)
worksheet = sheet.get_worksheet(0)
print('Writing Google Finance function to A1')
worksheet.update_cell(1, 1, '=GOOGLEFINANCE("GOOG", "price", DATE(2014,1,1), DATE(2014,12,31), "DAILY")')
print('\nOpening link to the Google Sheet. Please download the file as comma-separated values (.csv) and move it to the directory of this Python file',
'\nFile > Download as > Comma-separated values(.csv,currentsheet)')
print("If the link did not open, please go to", surl)
print("Press any key to continue")
#time.sleep(45)
'''
for i in range(60, 0, -1):
print(i, end='\r')
time.sleep(1)
'''
waiting = True
while waiting == True:
if msvcrt.kbhit():
waiting = False
print("e")
#val = worksheet.acell('A1').value
#print(val)
if __name__ == '__main__':
main()

1723
main.py
View File

File diff suppressed because it is too large Load Diff

168
modules/termcolor.py Normal file
View File

@ -0,0 +1,168 @@
# coding: utf-8
# Copyright (c) 2008-2011 Volvox Development Team
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in
# all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
# THE SOFTWARE.
#
# Author: Konstantin Lepa <konstantin.lepa@gmail.com>
"""ANSII Color formatting for output in terminal."""
from __future__ import print_function
import os
__ALL__ = [ 'colored', 'cprint' ]
VERSION = (1, 1, 0)
ATTRIBUTES = dict(
list(zip([
'bold',
'dark',
'',
'underline',
'blink',
'',
'reverse',
'concealed'
],
list(range(1, 9))
))
)
del ATTRIBUTES['']
HIGHLIGHTS = dict(
list(zip([
'on_grey',
'on_red',
'on_green',
'on_yellow',
'on_blue',
'on_magenta',
'on_cyan',
'on_white'
],
list(range(40, 48))
))
)
COLORS = dict(
list(zip([
'grey',
'red',
'green',
'yellow',
'blue',
'magenta',
'cyan',
'white',
],
list(range(30, 38))
))
)
RESET = '\033[0m'
def colored(text, color=None, on_color=None, attrs=None):
"""Colorize text.
Available text colors:
red, green, yellow, blue, magenta, cyan, white.
Available text highlights:
on_red, on_green, on_yellow, on_blue, on_magenta, on_cyan, on_white.
Available attributes:
bold, dark, underline, blink, reverse, concealed.
Example:
colored('Hello, World!', 'red', 'on_grey', ['blue', 'blink'])
colored('Hello, World!', 'green')
"""
if os.getenv('ANSI_COLORS_DISABLED') is None:
fmt_str = '\033[%dm%s'
if color is not None:
text = fmt_str % (COLORS[color], text)
if on_color is not None:
text = fmt_str % (HIGHLIGHTS[on_color], text)
if attrs is not None:
for attr in attrs:
text = fmt_str % (ATTRIBUTES[attr], text)
text += RESET
return text
def cprint(text, color=None, on_color=None, attrs=None, **kwargs):
"""Print colorize text.
It accepts arguments of print function.
"""
print((colored(text, color, on_color, attrs)), **kwargs)
if __name__ == '__main__':
print('Current terminal type: %s' % os.getenv('TERM'))
print('Test basic colors:')
cprint('Grey color', 'grey')
cprint('Red color', 'red')
cprint('Green color', 'green')
cprint('Yellow color', 'yellow')
cprint('Blue color', 'blue')
cprint('Magenta color', 'magenta')
cprint('Cyan color', 'cyan')
cprint('White color', 'white')
print(('-' * 78))
print('Test highlights:')
cprint('On grey color', on_color='on_grey')
cprint('On red color', on_color='on_red')
cprint('On green color', on_color='on_green')
cprint('On yellow color', on_color='on_yellow')
cprint('On blue color', on_color='on_blue')
cprint('On magenta color', on_color='on_magenta')
cprint('On cyan color', on_color='on_cyan')
cprint('On white color', color='grey', on_color='on_white')
print('-' * 78)
print('Test attributes:')
cprint('Bold grey color', 'grey', attrs=['bold'])
cprint('Dark red color', 'red', attrs=['dark'])
cprint('Underline green color', 'green', attrs=['underline'])
cprint('Blink yellow color', 'yellow', attrs=['blink'])
cprint('Reversed blue color', 'blue', attrs=['reverse'])
cprint('Concealed Magenta color', 'magenta', attrs=['concealed'])
cprint('Bold underline reverse cyan color', 'cyan',
attrs=['bold', 'underline', 'reverse'])
cprint('Dark blink concealed white color', 'white',
attrs=['dark', 'blink', 'concealed'])
print(('-' * 78))
print('Test mixing:')
cprint('Underline red on grey color', 'red', 'on_grey',
['underline'])
cprint('Reversed green on red color', 'green', 'on_red', ['reverse'])

891
modules/yahoofinancials.py Normal file
View File

@ -0,0 +1,891 @@
"""
==============================
The Yahoo Financials Module
Version: 1.5
==============================
Author: Connor Sanders
Email: sandersconnor1@gmail.com
Version Released: 01/27/2019
Tested on Python 2.7, 3.3, 3.4, 3.5, 3.6, and 3.7
Copyright (c) 2019 Connor Sanders
MIT License
List of Included Functions:
1) get_financial_stmts(frequency, statement_type, reformat=True)
- frequency can be either 'annual' or 'quarterly'.
- statement_type can be 'income', 'balance', 'cash'.
- reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
2) get_stock_price_data(reformat=True)
- reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
3) get_stock_earnings_data(reformat=True)
- reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
4) get_summary_data(reformat=True)
- reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
5) get_stock_quote_type_data()
6) get_historical_price_data(start_date, end_date, time_interval)
- Gets historical price data for currencies, stocks, indexes, cryptocurrencies, and commodity futures.
- start_date should be entered in the 'YYYY-MM-DD' format. First day that financial data will be pulled.
- end_date should be entered in the 'YYYY-MM-DD' format. Last day that financial data will be pulled.
- time_interval can be either 'daily', 'weekly', or 'monthly'. Parameter determines the time period interval.
Usage Examples:
from yahoofinancials import YahooFinancials
#tickers = 'AAPL'
#or
tickers = ['AAPL', 'WFC', 'F', 'JPY=X', 'XRP-USD', 'GC=F']
yahoo_financials = YahooFinancials(tickers)
balance_sheet_data = yahoo_financials.get_financial_stmts('quarterly', 'balance')
earnings_data = yahoo_financials.get_stock_earnings_data()
historical_prices = yahoo_financials.get_historical_price_data('2015-01-15', '2017-10-15', 'weekly')
"""
import sys
import calendar
import re
from json import loads
import time
from bs4 import BeautifulSoup
import datetime
import pytz
import random
try:
from urllib import FancyURLopener
except:
from urllib.request import FancyURLopener
# track the last get timestamp to add a minimum delay between gets - be nice!
_lastget = 0
# Custom Exception class to handle custom error
class ManagedException(Exception):
pass
# Class used to open urls for financial data
class UrlOpener(FancyURLopener):
version = 'Mozilla/5.0 (Windows; U; Windows NT 5.1; it; rv:1.8.1.11) Gecko/20071127 Firefox/2.0.0.11'
# Class containing Yahoo Finance ETL Functionality
class YahooFinanceETL(object):
def __init__(self, ticker):
self.ticker = ticker.upper() if isinstance(ticker, str) else [t.upper() for t in ticker]
self._cache = {}
# Minimum interval between Yahoo Finance requests for this instance
_MIN_INTERVAL = 7
# Meta-data dictionaries for the classes to use
YAHOO_FINANCIAL_TYPES = {
'income': ['financials', 'incomeStatementHistory', 'incomeStatementHistoryQuarterly'],
'balance': ['balance-sheet', 'balanceSheetHistory', 'balanceSheetHistoryQuarterly', 'balanceSheetStatements'],
'cash': ['cash-flow', 'cashflowStatementHistory', 'cashflowStatementHistoryQuarterly', 'cashflowStatements'],
'keystats': ['key-statistics'],
'history': ['history']
}
# Interval value translation dictionary
_INTERVAL_DICT = {
'daily': '1d',
'weekly': '1wk',
'monthly': '1mo'
}
# Base Yahoo Finance URL for the class to build on
_BASE_YAHOO_URL = 'https://finance.yahoo.com/quote/'
# private static method to get the appropriate report type identifier
@staticmethod
def get_report_type(frequency):
if frequency == 'annual':
report_num = 1
else:
report_num = 2
return report_num
# Public static method to format date serial string to readable format and vice versa
@staticmethod
def format_date(in_date):
if isinstance(in_date, str):
form_date = int(calendar.timegm(time.strptime(in_date, '%Y-%m-%d')))
else:
form_date = str((datetime.datetime(1970, 1, 1) + datetime.timedelta(seconds=in_date)).date())
return form_date
# Private Static Method to Convert Eastern Time to UTC
@staticmethod
def _convert_to_utc(date, mask='%Y-%m-%d %H:%M:%S'):
utc = pytz.utc
eastern = pytz.timezone('US/Eastern')
date_ = datetime.datetime.strptime(date.replace(" 0:", " 12:"), mask)
date_eastern = eastern.localize(date_, is_dst=None)
date_utc = date_eastern.astimezone(utc)
return date_utc.strftime('%Y-%m-%d %H:%M:%S %Z%z')
# Private method to scrape data from yahoo finance
def _scrape_data(self, url, tech_type, statement_type):
global _lastget
if not self._cache.get(url):
now = int(time.time())
if _lastget and now - _lastget < self._MIN_INTERVAL:
time.sleep(self._MIN_INTERVAL - (now - _lastget) + 1)
now = int(time.time())
_lastget = now
urlopener = UrlOpener()
# Try to open the URL up to 10 times sleeping random time if something goes wrong
max_retry = 10
for i in range(0, max_retry):
response = urlopener.open(url)
if response.getcode() != 200:
time.sleep(random.randrange(10, 20))
else:
response_content = response.read()
soup = BeautifulSoup(response_content, "html.parser")
re_script = soup.find("script", text=re.compile("root.App.main"))
if re_script is not None:
script = re_script.text
self._cache[url] = loads(re.search("root.App.main\s+=\s+(\{.*\})", script).group(1))
response.close()
break
else:
time.sleep(random.randrange(10, 20))
if i == max_retry - 1:
# Raise a custom exception if we can't get the web page within max_retry attempts
raise ManagedException("Server replied with HTTP " + str(response.getcode()) +
" code while opening the url: " + str(url))
data = self._cache[url]
if tech_type == '' and statement_type != 'history':
stores = data["context"]["dispatcher"]["stores"]["QuoteSummaryStore"]
elif tech_type != '' and statement_type != 'history':
stores = data["context"]["dispatcher"]["stores"]["QuoteSummaryStore"][tech_type]
else:
stores = data["context"]["dispatcher"]["stores"]["HistoricalPriceStore"]
return stores
# Private static method to determine if a numerical value is in the data object being cleaned
@staticmethod
def _determine_numeric_value(value_dict):
if 'raw' in value_dict.keys():
numerical_val = value_dict['raw']
else:
numerical_val = None
return numerical_val
# Private method to format date serial string to readable format and vice versa
def _format_time(self, in_time):
form_date_time = datetime.datetime.fromtimestamp(int(in_time)).strftime('%Y-%m-%d %H:%M:%S')
utc_dt = self._convert_to_utc(form_date_time)
return utc_dt
# Private method to return the a sub dictionary entry for the earning report cleaning
def _get_cleaned_sub_dict_ent(self, key, val_list):
sub_list = []
for rec in val_list:
sub_sub_dict = {}
for k, v in rec.items():
if k == 'date':
sub_sub_dict_ent = {k: v}
else:
numerical_val = self._determine_numeric_value(v)
sub_sub_dict_ent = {k: numerical_val}
sub_sub_dict.update(sub_sub_dict_ent)
sub_list.append(sub_sub_dict)
sub_ent = {key: sub_list}
return sub_ent
# Private method to process raw earnings data and clean
def _clean_earnings_data(self, raw_data):
cleaned_data = {}
earnings_key = 'earningsData'
financials_key = 'financialsData'
for k, v in raw_data.items():
if k == 'earningsChart':
sub_dict = {}
for k2, v2 in v.items():
if k2 == 'quarterly':
sub_ent = self._get_cleaned_sub_dict_ent(k2, v2)
elif k2 == 'currentQuarterEstimate':
numerical_val = self._determine_numeric_value(v2)
sub_ent = {k2: numerical_val}
else:
sub_ent = {k2: v2}
sub_dict.update(sub_ent)
dict_ent = {earnings_key: sub_dict}
cleaned_data.update(dict_ent)
elif k == 'financialsChart':
sub_dict = {}
for k2, v2, in v.items():
sub_ent = self._get_cleaned_sub_dict_ent(k2, v2)
sub_dict.update(sub_ent)
dict_ent = {financials_key: sub_dict}
cleaned_data.update(dict_ent)
else:
if k != 'maxAge':
dict_ent = {k: v}
cleaned_data.update(dict_ent)
return cleaned_data
# Private method to clean summary and price reports
def _clean_reports(self, raw_data):
cleaned_dict = {}
if raw_data is None:
return None
for k, v in raw_data.items():
if 'Time' in k:
formatted_utc_time = self._format_time(v)
dict_ent = {k: formatted_utc_time}
elif 'Date' in k:
try:
formatted_date = v['fmt']
except (KeyError, TypeError):
formatted_date = '-'
dict_ent = {k: formatted_date}
elif v is None or isinstance(v, str) or isinstance(v, int) or isinstance(v, float):
dict_ent = {k: v}
# Python 2 and Unicode
elif sys.version_info < (3, 0) and isinstance(v, unicode):
dict_ent = {k: v}
else:
numerical_val = self._determine_numeric_value(v)
dict_ent = {k: numerical_val}
cleaned_dict.update(dict_ent)
return cleaned_dict
# Private Static Method to ensure ticker is URL encoded
@staticmethod
def _encode_ticker(ticker_str):
encoded_ticker = ticker_str.replace('=', '%3D')
return encoded_ticker
# Private method to get time interval code
def _build_historical_url(self, ticker, hist_oj):
url = self._BASE_YAHOO_URL + self._encode_ticker(ticker) + '/history?period1=' + str(hist_oj['start']) + \
'&period2=' + str(hist_oj['end']) + '&interval=' + hist_oj['interval'] + '&filter=history&frequency=' + \
hist_oj['interval']
return url
# Private Method to clean the dates of the newly returns historical stock data into readable format
def _clean_historical_data(self, hist_data, last_attempt=False):
data = {}
for k, v in hist_data.items():
if k == 'eventsData':
event_obj = {}
if isinstance(v, list):
dict_ent = {k: event_obj}
else:
for type_key, type_obj in v.items():
formatted_type_obj = {}
for date_key, date_obj in type_obj.items():
formatted_date_key = self.format_date(int(date_key))
cleaned_date = self.format_date(int(date_obj['date']))
date_obj.update({'formatted_date': cleaned_date})
formatted_type_obj.update({formatted_date_key: date_obj})
event_obj.update({type_key: formatted_type_obj})
dict_ent = {k: event_obj}
elif 'date' in k.lower():
if v is not None:
cleaned_date = self.format_date(v)
dict_ent = {k: {'formatted_date': cleaned_date, 'date': v}}
else:
if last_attempt is False:
return None
else:
dict_ent = {k: {'formatted_date': None, 'date': v}}
elif isinstance(v, list):
sub_dict_list = []
for sub_dict in v:
sub_dict['formatted_date'] = self.format_date(sub_dict['date'])
sub_dict_list.append(sub_dict)
dict_ent = {k: sub_dict_list}
else:
dict_ent = {k: v}
data.update(dict_ent)
return data
# Private Static Method to build API url for GET Request
@staticmethod
def _build_api_url(hist_obj, up_ticker):
base_url = "https://query1.finance.yahoo.com/v8/finance/chart/"
api_url = base_url + up_ticker + '?symbol=' + up_ticker + '&period1=' + str(hist_obj['start']) + '&period2=' + \
str(hist_obj['end']) + '&interval=' + hist_obj['interval']
api_url += '&events=div|split|earn&lang=en-US&region=US'
return api_url
# Private Method to get financial data via API Call
def _get_api_data(self, api_url, tries=0):
urlopener = UrlOpener()
response = urlopener.open(api_url)
if response.getcode() == 200:
res_content = response.read()
response.close()
if sys.version_info < (3, 0):
return loads(res_content)
return loads(res_content.decode('utf-8'))
else:
if tries < 5:
time.sleep(random.randrange(10, 20))
tries += 1
return self._get_api_data(api_url, tries)
else:
return None
# Private Method to clean API data
def _clean_api_data(self, api_url):
raw_data = self._get_api_data(api_url)
ret_obj = {}
ret_obj.update({'eventsData': []})
if raw_data is None:
return ret_obj
results = raw_data['chart']['result']
if results is None:
return ret_obj
for result in results:
tz_sub_dict = {}
ret_obj.update({'eventsData': result.get('events', {})})
ret_obj.update({'firstTradeDate': result['meta'].get('firstTradeDate', 'NA')})
ret_obj.update({'currency': result['meta'].get('currency', 'NA')})
ret_obj.update({'instrumentType': result['meta'].get('instrumentType', 'NA')})
tz_sub_dict.update({'gmtOffset': result['meta']['gmtoffset']})
ret_obj.update({'timeZone': tz_sub_dict})
timestamp_list = result['timestamp']
high_price_list = result['indicators']['quote'][0]['high']
low_price_list = result['indicators']['quote'][0]['low']
open_price_list = result['indicators']['quote'][0]['open']
close_price_list = result['indicators']['quote'][0]['close']
volume_list = result['indicators']['quote'][0]['volume']
adj_close_list = result['indicators']['adjclose'][0]['adjclose']
i = 0
prices_list = []
for timestamp in timestamp_list:
price_dict = {}
price_dict.update({'date': timestamp})
price_dict.update({'high': high_price_list[i]})
price_dict.update({'low': low_price_list[i]})
price_dict.update({'open': open_price_list[i]})
price_dict.update({'close': close_price_list[i]})
price_dict.update({'volume': volume_list[i]})
price_dict.update({'adjclose': adj_close_list[i]})
prices_list.append(price_dict)
i += 1
ret_obj.update({'prices': prices_list})
return ret_obj
# Private Method to Handle Recursive API Request
def _recursive_api_request(self, hist_obj, up_ticker, i=0):
api_url = self._build_api_url(hist_obj, up_ticker)
re_data = self._clean_api_data(api_url)
cleaned_re_data = self._clean_historical_data(re_data)
if cleaned_re_data is not None:
return cleaned_re_data
else:
if i < 3:
i += 1
return self._recursive_api_request(hist_obj, up_ticker, i)
else:
return self._clean_historical_data(re_data, True)
# Private Method to take scrapped data and build a data dictionary with
def _create_dict_ent(self, up_ticker, statement_type, tech_type, report_name, hist_obj):
YAHOO_URL = self._BASE_YAHOO_URL + up_ticker + '/' + self.YAHOO_FINANCIAL_TYPES[statement_type][0] + '?p=' +\
up_ticker
if tech_type == '' and statement_type != 'history':
try:
re_data = self._scrape_data(YAHOO_URL, tech_type, statement_type)
dict_ent = {up_ticker: re_data[u'' + report_name], 'dataType': report_name}
except KeyError:
re_data = None
dict_ent = {up_ticker: re_data, 'dataType': report_name}
elif tech_type != '' and statement_type != 'history':
try:
re_data = self._scrape_data(YAHOO_URL, tech_type, statement_type)
except KeyError:
re_data = None
dict_ent = {up_ticker: re_data}
else:
YAHOO_URL = self._build_historical_url(up_ticker, hist_obj)
try:
cleaned_re_data = self._recursive_api_request(hist_obj, up_ticker)
except KeyError:
try:
re_data = self._scrape_data(YAHOO_URL, tech_type, statement_type)
cleaned_re_data = self._clean_historical_data(re_data)
except KeyError:
cleaned_re_data = None
dict_ent = {up_ticker: cleaned_re_data}
return dict_ent
# Private method to return the stmt_id for the reformat_process
def _get_stmt_id(self, statement_type, raw_data):
stmt_id = ''
i = 0
for key in raw_data.keys():
if key in self.YAHOO_FINANCIAL_TYPES[statement_type.lower()]:
stmt_id = key
i += 1
if i != 1:
return None
return stmt_id
# Private Method for the Reformat Process
def _reformat_stmt_data_process(self, raw_data, statement_type):
final_data_list = []
if raw_data is not None:
stmt_id = self._get_stmt_id(statement_type, raw_data)
if stmt_id is None:
return final_data_list
hashed_data_list = raw_data[stmt_id]
for data_item in hashed_data_list:
data_date = ''
sub_data_dict = {}
for k, v in data_item.items():
if k == 'endDate':
data_date = v['fmt']
elif k != 'maxAge':
numerical_val = self._determine_numeric_value(v)
sub_dict_item = {k: numerical_val}
sub_data_dict.update(sub_dict_item)
dict_item = {data_date: sub_data_dict}
final_data_list.append(dict_item)
return final_data_list
else:
return raw_data
# Private Method to return subdict entry for the statement reformat process
def _get_sub_dict_ent(self, ticker, raw_data, statement_type):
form_data_list = self._reformat_stmt_data_process(raw_data[ticker], statement_type)
return {ticker: form_data_list}
# Public method to get time interval code
def get_time_code(self, time_interval):
interval_code = self._INTERVAL_DICT[time_interval.lower()]
return interval_code
# Public Method to get stock data
def get_stock_data(self, statement_type='income', tech_type='', report_name='', hist_obj={}):
data = {}
if isinstance(self.ticker, str):
dict_ent = self._create_dict_ent(self.ticker, statement_type, tech_type, report_name, hist_obj)
data.update(dict_ent)
else:
for tick in self.ticker:
try:
dict_ent = self._create_dict_ent(tick, statement_type, tech_type, report_name, hist_obj)
data.update(dict_ent)
except ManagedException:
print("Warning! Ticker: " + str(tick) + " error - " + str(ManagedException))
print("The process is still running...")
continue
return data
# Public Method to get technical stock datafrom yahoofinancials import YahooFinancials
def get_stock_tech_data(self, tech_type):
if tech_type == 'defaultKeyStatistics':
return self.get_stock_data(statement_type='keystats', tech_type=tech_type)
else:
return self.get_stock_data(tech_type=tech_type)
# Public Method to get reformatted statement data
def get_reformatted_stmt_data(self, raw_data, statement_type):
data_dict = {}
sub_dict = {}
data_type = raw_data['dataType']
if isinstance(self.ticker, str):
sub_dict_ent = self._get_sub_dict_ent(self.ticker, raw_data, statement_type)
sub_dict.update(sub_dict_ent)
dict_ent = {data_type: sub_dict}
data_dict.update(dict_ent)
else:
for tick in self.ticker:
sub_dict_ent = self._get_sub_dict_ent(tick, raw_data, statement_type)
sub_dict.update(sub_dict_ent)
dict_ent = {data_type: sub_dict}
data_dict.update(dict_ent)
return data_dict
# Public method to get cleaned summary and price report data
def get_clean_data(self, raw_report_data, report_type):
cleaned_data_dict = {}
if isinstance(self.ticker, str):
if report_type == 'earnings':
try:
cleaned_data = self._clean_earnings_data(raw_report_data[self.ticker])
except:
cleaned_data = None
else:
try:
cleaned_data = self._clean_reports(raw_report_data[self.ticker])
except:
cleaned_data = None
cleaned_data_dict.update({self.ticker: cleaned_data})
else:
for tick in self.ticker:
if report_type == 'earnings':
try:
cleaned_data = self._clean_earnings_data(raw_report_data[tick])
except:
cleaned_data = None
else:
try:
cleaned_data = self._clean_reports(raw_report_data[tick])
except:
cleaned_data = None
cleaned_data_dict.update({tick: cleaned_data})
return cleaned_data_dict
# Private method to handle dividend data requestsfrom yahoofinancials import YahooFinancials
def _handle_api_dividend_request(self, cur_ticker, start, end, interval):
re_dividends = []
test_url = 'https://query1.finance.yahoo.com/v8/finance/chart/' + cur_ticker + \
'?period1=' + str(start) + '&period2=' + str(end) + '&interval=' + interval + '&events=div'
div_dict = self._get_api_data(test_url)['chart']['result'][0]['events']['dividends']
for div_time_key, div_obj in div_dict.items():
dividend_obj = {
'date': div_obj['date'],
'formatted_date': self.format_date(int(div_obj['date'])),
'amount': div_obj.get('amount', None)
}
re_dividends.append(dividend_obj)
return sorted(re_dividends, key=lambda div: div['date'])
# Public method to get daily dividend data
def get_stock_dividend_data(self, start, end, interval):
interval_code = self.get_time_code(interval)
if isinstance(self.ticker, str):
try:
return {self.ticker: self._handle_api_dividend_request(self.ticker, start, end, interval_code)}
except:
return {self.ticker: None}
else:
re_data = {}
for tick in self.ticker:
try:
div_data = self._handle_api_dividend_request(tick, start, end, interval_code)
re_data.update({tick: div_data})
except:
re_data.update({tick: None})
return re_data
# Class containing methods to create stock data extracts
class YahooFinancials(YahooFinanceETL):
# Private method that handles financial statement extraction
def _run_financial_stmt(self, statement_type, report_num, reformat):
report_name = self.YAHOO_FINANCIAL_TYPES[statement_type][report_num]
if reformat:
raw_data = self.get_stock_data(statement_type, report_name=report_name)
data = self.get_reformatted_stmt_data(raw_data, statement_type)
else:
data = self.get_stock_data(statement_type, report_name=report_name)
return data
# Public Method for the user to get financial statement data
def get_financial_stmts(self, frequency, statement_type, reformat=True):
report_num = self.get_report_type(frequency)
if isinstance(statement_type, str):
data = self._run_financial_stmt(statement_type, report_num, reformat)
else:
data = {}
for stmt_type in statement_type:
re_data = self._run_financial_stmt(stmt_type, report_num, reformat)
data.update(re_data)
return data
# Public Method for the user to get stock price data
def get_stock_price_data(self, reformat=True):
if reformat:
return self.get_clean_data(self.get_stock_tech_data('price'), 'price')
else:
return self.get_stock_tech_data('price')
# Public Method for the user to return key-statistics data
def get_key_statistics_data(self, reformat=True):
if reformat:
return self.get_clean_data(self.get_stock_tech_data('defaultKeyStatistics'), 'defaultKeyStatistics')
else:
return self.get_stock_tech_data('defaultKeyStatistics')
# Public Method for the user to get stock earnings data
def get_stock_earnings_data(self, reformat=True):
if reformat:
return self.get_clean_data(self.get_stock_tech_data('earnings'), 'earnings')
else:
return self.get_stock_tech_data('earnings')
# Public Method for the user to get stock summary data
def get_summary_data(self, reformat=True):
if reformat:
return self.get_clean_data(self.get_stock_tech_data('summaryDetail'), 'summaryDetail')
else:
return self.get_stock_tech_data('summaryDetail')
# Public Method for the user to get the yahoo summary url
def get_stock_summary_url(self):
if isinstance(self.ticker, str):
return self._BASE_YAHOO_URL + self.ticker
return {t: self._BASE_YAHOO_URL + t for t in self.ticker}
# Public Method for the user to get stock quote data
def get_stock_quote_type_data(self):
return self.get_stock_tech_data('quoteType')
# Public Method for user to get historical price data with
def get_historical_price_data(self, start_date, end_date, time_interval):
interval_code = self.get_time_code(time_interval)
start = self.format_date(start_date)
end = self.format_date(end_date)
hist_obj = {'start': start, 'end': end, 'interval': interval_code}
return self.get_stock_data('history', hist_obj=hist_obj)
# Private Method for Functions needing stock_price_data
def _stock_price_data(self, data_field):
if isinstance(self.ticker, str):
if self.get_stock_price_data()[self.ticker] is None:
return None
return self.get_stock_price_data()[self.ticker].get(data_field, None)
else:
ret_obj = {}
for tick in self.ticker:
if self.get_stock_price_data()[tick] is None:
ret_obj.update({tick: None})
else:
ret_obj.update({tick: self.get_stock_price_data()[tick].get(data_field, None)})
return ret_obj
# Private Method for Functions needing stock_price_data
def _stock_summary_data(self, data_field):
if isinstance(self.ticker, str):
if self.get_summary_data()[self.ticker] is None:
return None
return self.get_summary_data()[self.ticker].get(data_field, None)
else:
ret_obj = {}
for tick in self.ticker:
if self.get_summary_data()[tick] is None:
ret_obj.update({tick: None})
else:
ret_obj.update({tick: self.get_summary_data()[tick].get(data_field, None)})
return ret_obj
# Private Method for Functions needing financial statement data
def _financial_statement_data(self, stmt_type, stmt_code, field_name, freq):
re_data = self.get_financial_stmts(freq, stmt_type)[stmt_code]
if isinstance(self.ticker, str):
try:
date_key = re_data[self.ticker][0].keys()[0]
except (IndexError, AttributeError, TypeError):
date_key = list(re_data[self.ticker][0])[0]
data = re_data[self.ticker][0][date_key][field_name]
else:
data = {}
for tick in self.ticker:
try:
date_key = re_data[tick][0].keys()[0]
except:
try:
date_key = list(re_data[tick][0].keys())[0]
except:
date_key = None
if date_key is not None:
sub_data = re_data[tick][0][date_key][field_name]
data.update({tick: sub_data})
else:
data.update({tick: None})
return data
# Public method to get daily dividend data
def get_daily_dividend_data(self, start_date, end_date):
start = self.format_date(start_date)
end = self.format_date(end_date)
return self.get_stock_dividend_data(start, end, 'daily')
# Public Price Data Methods
def get_current_price(self):
return self._stock_price_data('regularMarketPrice')
def get_current_change(self):
return self._stock_price_data('regularMarketChange')
def get_current_percent_change(self):
return self._stock_price_data('regularMarketChangePercent')
def get_current_volume(self):
return self._stock_price_data('regularMarketVolume')
def get_prev_close_price(self):
return self._stock_price_data('regularMarketPreviousClose')
def get_open_price(self):
return self._stock_price_data('regularMarketOpen')
def get_ten_day_avg_daily_volume(self):
return self._stock_price_data('averageDailyVolume10Day')
def get_three_month_avg_daily_volume(self):
return self._stock_price_data('averageDailyVolume3Month')
def get_stock_exchange(self):
return self._stock_price_data('exchangeName')
def get_market_cap(self):
return self._stock_price_data('marketCap')
def get_daily_low(self):
return self._stock_price_data('regularMarketDayLow')
def get_daily_high(self):
return self._stock_price_data('regularMarketDayHigh')
def get_currency(self):
return self._stock_price_data('currency')
# Public Summary Data Methods
def get_yearly_high(self):
return self._stock_summary_data('fiftyTwoWeekHigh')
def get_yearly_low(self):
return self._stock_summary_data('fiftyTwoWeekLow')
def get_dividend_yield(self):
return self._stock_summary_data('dividendYield')
def get_annual_avg_div_yield(self):
return self._stock_summary_data('trailingAnnualDividendYield')
def get_five_yr_avg_div_yield(self):
return self._stock_summary_data('fiveYearAvgDividendYield')
def get_dividend_rate(self):
return self._stock_summary_data('dividendRate')
def get_annual_avg_div_rate(self):
return self._stock_summary_data('trailingAnnualDividendRate')
def get_50day_moving_avg(self):
return self._stock_summary_data('fiftyDayAverage')
def get_200day_moving_avg(self):
return self._stock_summary_data('twoHundredDayAverage')
def get_beta(self):
return self._stock_summary_data('beta')
def get_payout_ratio(self):
return self._stock_summary_data('payoutRatio')
def get_pe_ratio(self):
return self._stock_summary_data('trailingPE')
def get_price_to_sales(self):
return self._stock_summary_data('priceToSalesTrailing12Months')
def get_exdividend_date(self):
return self._stock_summary_data('exDividendDate')
# Financial Statement Data Methods
def get_book_value(self):
return self._financial_statement_data('balance', 'balanceSheetHistoryQuarterly',
'totalStockholderEquity', 'quarterly')
def get_ebit(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'ebit', 'annual')
def get_net_income(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'netIncome', 'annual')
def get_interest_expense(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'interestExpense', 'annual')
def get_operating_income(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'operatingIncome', 'annual')
def get_total_operating_expense(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'totalOperatingExpenses', 'annual')
def get_total_revenue(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'totalRevenue', 'annual')
def get_cost_of_revenue(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'costOfRevenue', 'annual')
def get_income_before_tax(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'incomeBeforeTax', 'annual')
def get_income_tax_expense(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'incomeTaxExpense', 'annual')
def get_gross_profit(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'grossProfit', 'annual')
def get_net_income_from_continuing_ops(self):
return self._financial_statement_data('income', 'incomeStatementHistory',
'netIncomeFromContinuingOps', 'annual')
def get_research_and_development(self):
return self._financial_statement_data('income', 'incomeStatementHistory', 'researchDevelopment', 'annual')
# Calculated Financial Methods
def get_earnings_per_share(self):
price_data = self.get_current_price()
pe_ratio = self.get_pe_ratio()
if isinstance(self.ticker, str):
if price_data is not None and pe_ratio is not None:
return price_data / pe_ratio
else:
return None
else:
ret_obj = {}
for tick in self.ticker:
if price_data[tick] is not None and pe_ratio[tick] is not None:
ret_obj.update({tick: price_data[tick] / pe_ratio[tick]})
else:
ret_obj.update({tick: None})
return ret_obj
def get_num_shares_outstanding(self, price_type='current'):
today_low = self._stock_summary_data('dayHigh')
today_high = self._stock_summary_data('dayLow')
cur_market_cap = self._stock_summary_data('marketCap')
if isinstance(self.ticker, str):
if cur_market_cap is not None:
if price_type == 'current':
current = self.get_current_price()
if current is not None:
today_average = current
else:
return None
else:
if today_high is not None and today_low is not None:
today_average = (today_high + today_low) / 2
else:
return None
return cur_market_cap / today_average
else:
return None
else:
ret_obj = {}
for tick in self.ticker:
if cur_market_cap[tick] is not None:
if price_type == 'current':
current = self.get_current_price()
if current[tick] is not None:
ret_obj.update({tick: cur_market_cap[tick] / current[tick]})
else:
ret_obj.update({tick: None})
else:
if today_low[tick] is not None and today_high[tick] is not None:
today_average = (today_high[tick] + today_low[tick]) / 2
ret_obj.update({tick: cur_market_cap[tick] / today_average})
else:
ret_obj.update({tick: None})
else:
ret_obj.update({tick: None})
return ret_obj

7
requirements.txt
View File

@ -1,2 +1,5 @@
requests==2.21.0
numpy==1.15.4
requests~=2.21.0
numpy~=1.15.4
beautifulsoup4~=4.7.1
halo~=0.0.23
requests-cache~=0.4.13 # NOT REQUIRED

10
stocks.txt Normal file
View File

@ -0,0 +1,10 @@
VFINX
SMARX
BRASX
USIBX
DSIAX
TIHYX
SGYAX
TPLGX
PREFX
FBGRX