Update StockData.py

This commit is contained in:
Andrew Dinh 2018-12-18 14:35:51 -08:00
parent 1a01d44379
commit 78a20fe11d

View File

@ -13,9 +13,10 @@ Returns all available dates and prices for each stock requested.
apiAV = 'O42ICUV58EIZZQMU'
apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838'
apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8'
apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8' # Limited to 400 requests/day
import requests, json
from datetime import datetime
class Stock:
def __init__(self, newName = '', newfirstLastDates = [], newAbsFirstLastDates = [], newDates = [], newListIEX = [], newListAV = [], newListTiingo = []):
@ -23,19 +24,18 @@ class 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.dates = newDates # All available dates
# List from each source containing: ['firstDate', 'lastDate', allDates, values]
'''
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]
'''
self.listIEX = newListIEX # Dates available from IEX
self.listAV = newListAV # Dates available from AV
self.listTiingo = newListTiingo # Dates available from Tiingo
def main(self):
# Makes list with [firstDate, lastDate, allDates, values]
# IEX
print("\nIEX")
listIEX = Stock.getIEX(self)
def set(self, newName, newfirstLastDates, newAbsFirstLastDates, newDates, newListIEX, newListAV, newListTiingo):
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
@ -63,13 +63,14 @@ class Stock:
def getIEX(self):
url = ''.join(('https://api.iextrading.com/1.0/stock/', self, '/chart/5y'))
#link = "https://api.iextrading.com/1.0/stock/spy/chart/5y"
#print("URL:", url)
print("\nSending request to:", url)
f = requests.get(url)
json_data = f.text
loaded_json = json.loads(json_data)
listIEX = []
# Adding (firstDate, lastDate) to list
print("\nFinding first and last date")
# Adding (firstDate, lastDate) to listIEX
# Find firstDate (comes first)
firstLine = loaded_json[0]
#print("firstLine:", firstLine)
@ -83,56 +84,107 @@ class Stock:
#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, 0, -1):
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)
#print(listIEX[1])
print("Uncomment above line in code to see output")
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("Uncomment above line in code to see output")
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 getDatesAV(self, which):
def getAV(self):
listAV = []
url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self, '&apikey=', apiAV))
# https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=MSFT&apikey=demo
#print("URL:", url)
print("\nSending request to:", url)
f = requests.get(url)
json_data = f.text
loaded_json = json.loads(json_data)
#print(loaded_json['Monthly Time Series'])
monthlyTimeSeries = loaded_json['Monthly Time Series']
#print(monthlyTimeSeries)
#print(len(monthlyTimeSeries))
#length = len(monthlyTimeSeries)
#print(monthlyTimeSeries['2018-12-17'])
#print(type(monthlyTimeSeries))
listOfDates = list(monthlyTimeSeries)
#print(listOfDates)
dates = []
if which == 'firstLast':
firstDate = listOfDates[-1]
lastDate = listOfDates[0]
#print("firstDate:", firstDate)
#print("lastDate:", lastDate)
dates.append((firstDate, lastDate))
elif which == 'all':
dates = listOfDates
return dates
def getDatesTiingo(self, which):
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("Uncomment above line in code to see output")
print("\nFinding close values for each date")
values = []
for i in range(0, len(listOfDates), 1):
temp = listOfDates[i]
loaded_json2 = monthlyTimeSeries[temp]
value = loaded_json2['4. close']
values.append(value)
listAV.append(values)
#print(listOfDates[0])
#i = listOfDates[0]
#print(monthlyTimeSeries[i])
#print(listAV[3])
print("Uncomment above line in code to see output")
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):
'''
headers = {
'Content-Type': 'application/json',
'Authorization' : 'Token <TOKEN>'
}
requestResponse = requests.get("https://api.tiingo.com/api/test/",
headers=headers)
print(requestResponse.json())
#OR we can use the token directly in the url
headers = {
'Content-Type': 'application/json'
}
@ -146,6 +198,7 @@ class Stock:
'Authorization' : token
}
url = ''.join(('https://api.tiingo.com/tiingo/daily/', self))
print("\nSending request to:", url)
requestResponse = requests.get(url, headers=headers)
#print(requestResponse.json())
loaded_json = requestResponse.json()
@ -161,52 +214,70 @@ class Stock:
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 = []
if which == 'firstLast':
#print("URL:", url)
dates.append((firstDate, lastDate))
elif which == 'all':
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("Second URL:", url2)
requestResponse2 = requests.get(url2, headers=headers)
loaded_json2 = requestResponse2.json()
#print(loaded_json2)
#print(len(loaded_json2))
'''
print(loaded_json2[0])
temp = loaded_json2[0]
temp2 = temp['date']
temp3 = temp2.split('T00:00:00.000Z')
print(temp2)
print(temp3)
print(temp3[0])
print(temp3[1])
'''
for i in range(len(loaded_json2)-1, 0, -1):
line = loaded_json2[i]
dateWithTime = line['date']
temp = dateWithTime.split('T00:00:00.000Z')
date = temp[0]
dates.append(date)
return 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("Uncomment above line in code to see output")
print("Finding close values for each date")
# Used loop from finding dates
listTiingo.append(values)
#print(listTiingo[3])
print("Uncomment above line in code to see output")
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):
temp = listOfFirstLastDates[i]
datesTemp = temp[0]
#print(datesTemp)
firstDate = datesTemp[0]
#print(firstDate)
lastDate = datesTemp[1]
#print(lastDate)
firstLastDates = listOfFirstLastDates[i]
firstDate = firstLastDates[0]
lastDate = firstLastDates[1]
listOfFirstDates.append(firstDate)
listOfLastDates.append(lastDate)
#print(listOfFirstDates)
@ -249,16 +320,50 @@ class Stock:
lastMonth = month
lastDay = day
#print(lastDate)
firstLastDates = []
firstLastDates.append((firstDate, lastDate))
return firstLastDates
absFirstLastDates = []
absFirstLastDates.append(firstDate)
absFirstLastDates.append(lastDate)
return absFirstLastDates
def main(self):
# Makes list with ['firstDate', 'lastDate', [allDates], values]
listOfFirstLastDates = []
# IEX
print("\nIEX")
listIEX = Stock.getIEX(self)
#print(listIEX)
listOfFirstLastDates.append((listIEX[0], listIEX[1]))
# Alpha Vantage
print("\nAlpha Vantage (AV)")
listAV = Stock.getAV(self)
#print(listAV)
listOfFirstLastDates.append((listAV[0], listAV[1]))
print("\nTiingo") # COMMENTED OUT FOR NOW B/C LIMITED TO 400 REQUESTS/DAY
#listTiingo = Stock.getTiingo(self)
#print(listTiingo)
#listOfFirstLastDates.append((listTiingo[0], listTiingo[1]))
#print(listOfFirstLastDates)
absFirstLastDates = Stock.getFirstLastDate(self, listOfFirstLastDates)
print("\nThe absolute first date was:", absFirstLastDates[0])
print("The absolute last date was:", absFirstLastDates[1])
'''
FIGURE OUT HOW TO MAKE EACH OF THESE LISTS AN ATTRIBUTE OF CLASS STOCK
self.listIEX = listIEX
self.listAV = listAV
self.listTiingo = listTiingo
self.absFirstLastDates = absFirstLastDates
'''
def main():
stock = 'spy'
spy = Stock(stock)
Stock.set('spy', 2,2,2,2,2,2,2)
Stock.main(stock)
#Stock.printDates(spy)