Merge pull request #7 from andrewkdinh/personal-pc

Personal pc

.gitignore

@@ -3,3 +3,6 @@ __pycache__/
 *.pyc
 quickstart.py
 creds.json
+test/
+.vscode/
+listGoogle.py

ExpenseRatio.py

@@ -12,6 +12,10 @@ import numpy
 from urllib.request import urlopen
 import re
 
+class ExpenseRatio:
+    def __init__(self):
+
+
 def main(): # For testing purposes
     '''
 	a = [1,2,3]
@@ -19,21 +23,6 @@ def main(): # For testing purposes
 	c = numpy.corrcoef(a, b)[0, 1]
 	print(c)
     '''
-  #http://finance.yahoo.com/q/pr?s=spy+profile
-  stockSymbols = [ "VDIGX", "VFIAX" ]
-  expenses = [ [ "Fund", "Most Recent Expense Ratio" ] ]
-  for stockSymbol in stockSymbols:
-      page = urlopen("http://finance.yahoo.com/q/pr?s=" + stockSymbol + "+profile" )
-      data = str(page.read())
-      row = re.findall("Annual Report Expense Ratio.*?</tr>", data)
-      if len(row) > 0:
-          ER = re.findall("<td.*?>(\d+\.\d+).*?</td>", row[0] )[0]
-          expenses.append( [ stockSymbol, ER ] )
-      else:
-          print(stockSymbol, "does not appear to be a fund with an expense ratio")
-  print("\n".join( i[0] + "," + i[1] for i in expenses))
-
-
 
 if __name__ == "__main__":
   	main()

Functions.py

@@ -0,0 +1,24 @@
+# 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)
+        '''
+        dateSplit = date.split('-')
+        year = int(dateSplit[0])
+        month = int(dateSplit[1])
+        day = int(dateSplit[2])
+        datetime_object = datetime.date(year, month, day)
+        '''
+        return datetime_object
+
+def main():
+    exit()
+
+if __name__ == "__main__":
+  	main()

README.md

@@ -4,9 +4,11 @@ A project to determine indicators of overperforming mutual funds.
 This project is written in Python and will examine market capitalization, persistence, turnover, and expense ratios.
 
 ### Prerequisites
-```sh
-$ pip install requests
-$ pip install numpy
-```
+
+`$ pip install -r requirements.txt`
+
+or
+
+`$ pip install requests`
 
 Created by Andrew Dinh from Dr. TJ Owens Gilroy Early College Academy

StockData.py

@@ -29,17 +29,16 @@ Daily Requests = 20,000
 Symbol Requests = 500
 '''
 
-import requests, json, socket
-import importlib.util, sys # To check whether a package is installed
+import requests, json
 from datetime import datetime
 
-class Stock:
+class StockData:
 
-  def __init__(self, newName = '', newFirstLastDates = [], newAbsFirstLastDates = [], newFinalDatesAndClose = [], newAllLists = []):
+  def __init__(self, newName = '', newAbsFirstLastDates = [], newFinalDatesAndClose = [], newFinalDatesAndClose2 = [],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 # All available dates
+    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:
@@ -59,9 +58,18 @@ class Stock:
 
   def setName(self, newName):
     self.name = newName
-
-  def getAllLists(self):
+  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'))
@@ -133,9 +141,17 @@ class Stock:
 
   def getAV(self):
     listAV = []
-    url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self.name, '&apikey=', apiAV))
+    #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)
@@ -148,9 +164,9 @@ class Stock:
       return 'Not available'
 
     #print(loaded_json['Monthly Time Series'])
-    monthlyTimeSeries = loaded_json['Monthly Time Series']
+    dailyTimeSeries = loaded_json['Time Series (Daily)']
     #print(monthlyTimeSeries)
-    listOfDates = list(monthlyTimeSeries)
+    listOfDates = list(dailyTimeSeries)
     #print(listOfDates)
 
     firstDate = listOfDates[-1]
@@ -171,8 +187,9 @@ class Stock:
     values = []
     for i in range(0, len(listOfDates), 1):
       temp = listOfDates[i]
-      loaded_json2 = monthlyTimeSeries[temp]
-      value = loaded_json2['4. close']
+      loaded_json2 = dailyTimeSeries[temp]
+      #value = loaded_json2['4. close']
+      value = loaded_json2['5. adjusted close']
       values.append(value)
     listAV.append(values)
     #print(listOfDates[0])
@@ -430,7 +447,25 @@ class Stock:
     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
@@ -442,6 +477,7 @@ class Stock:
     return False
 
   def main(self):
+    import importlib.util, sys # To check whether a package is installed
 
     packages = ['requests']
     for i in range(0, len(packages), 1):
@@ -451,16 +487,18 @@ class Stock:
         print(package_name +" is not installed\nPlease type in 'pip install -r requirements.txt' to install all required packages")
 
     # Test internet connection
-    internetConnection = Stock.is_connected()
+    internetConnection = StockData.is_connected()
     if internetConnection == False:
       return
 
     listOfFirstLastDates = []
     self.allLists = []
 
+    print('\nNOTE: Only IEX and Alpha Vantage support adjusted returns')
+
     # IEX
     print("\nIEX")
-    listIEX = Stock.getIEX(self)
+    listIEX = StockData.getIEX(self)
     #print(listIEX)
     if listIEX != 'Not available':
       listOfFirstLastDates.append((listIEX[0], listIEX[1]))
@@ -468,7 +506,7 @@ class Stock:
 
     # Alpha Vantage
     print("\nAlpha Vantage (AV)")
-    listAV = Stock.getAV(self)
+    listAV = StockData.getAV(self)
     #print(listAV)
     if listAV != 'Not available':
       listOfFirstLastDates.append((listAV[0], listAV[1]))
@@ -477,7 +515,8 @@ class Stock:
     # COMMENTED OUT FOR NOW B/C LIMITED
     '''
     print("\nTiingo")
-    listTiingo = Stock.getTiingo(self)
+    print("NOTE: Tiingo does not return adjusted returns!!")
+    listTiingo = StockData.getTiingo(self)
     #print(listTiingo)
     if listTiingo != 'Not available':
       listOfFirstLastDates.append((listTiingo[0], listTiingo[1]))
@@ -488,27 +527,32 @@ class Stock:
     #print(listOfFirstLastDates)
     if (len(self.allLists) > 0):
       print("\n")
-      print(len(self.allLists), "available sources for", self.name)
-      self.absFirstLastDates = Stock.getFirstLastDate(self, listOfFirstLastDates)
+      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 = Stock.getFinalDatesAndClose(self) # Returns [List of Dates, List of Corresponding 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")
+      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 = Stock(stockName)
+  stock1 = StockData(stockName)
   print("Finding available dates and close values for", stock1.name)
-  Stock.main(stock1)
+  StockData.main(stock1)
 
 if __name__ == "__main__":
   main()

StockReturn.py

@@ -0,0 +1,141 @@
+# ExpenseRatio.py
+# Andrew Dinh
+# Python 3.6.7
+# Description:
+'''
+Calculates return for each stock from the lists from ExpenseRatio.py
+listOfReturn = [Unadjsted 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 # [year, 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 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)
+        finalDatesAndClose2 = StockData.returnFinalDatesAndClose2(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)
+        unadjustedReturn = float(lastClose/firstClose)
+        unadjustedReturn = unadjustedReturn * 100
+        return unadjustedReturn
+
+#    def getBeta(self, timeFrame):
+
+#    def getStandardDeviation(self, timeFrame):
+
+    def main(self, stock):
+        # 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(self.listOfReturn[0])
+        print(self.listOfReturn[0]/timeFrameYear, '%')
+
+def main():
+    stockName = 'spy'
+    stock1 = StockData(stockName)
+    print("Finding available dates and close values for", stock1.name)
+    StockData.main(stock1)
+
+    stock1Return = Return()
+    Return.main(stock1Return, stock1)
+
+if __name__ == "__main__":
+  	main()

main.py

@@ -15,7 +15,7 @@ Gives correlation value using equation at the end (from 0 to 1)
 FIRST TESTING WITH EXPENSE RATIO
 '''
 
-from StockData import Stock
+from StockData import StockData
 
 listOfStocks = []
 numberOfStocks = int(input("How many stocks or mutual funds would you like to analyze? "))
@@ -23,22 +23,27 @@ for i in range(0, numberOfStocks, 1):
   	print("Stock", i+1, ": ", end='')
   	stockName = str(input())
   	listOfStocks.append(i)
-  	listOfStocks[i] = Stock()
+  	listOfStocks[i] = StockData()
   	listOfStocks[i].setName(stockName)
   	#print(listOfStocks[i].name)
 
 sumOfListLengths = 0
 for i in range(0, numberOfStocks, 1):
   	print(listOfStocks[i].name)
-  	Stock.main(listOfStocks[i])
+  	StockData.main(listOfStocks[i])
   	# Count how many stocks are available
-  	temp = Stock.getAllLists(listOfStocks[i])
+  	temp = StockData.returnAllLists(listOfStocks[i])
   	sumOfListLengths = sumOfListLengths + len(temp)
 
 if sumOfListLengths == 0:
-	print("No sources have stock data for given stocks")
+    print("No sources have data for given stocks")
+    exit()
 
-else:
+# Find return over time using either Jensen's Alpha, Sharpe Ratio, Sortino Ratio, or Treynor Ratio
+#from StockReturn import Return
+
+
+# Runs correlation or regression study
 #print(listOfStocks[0].name, listOfStocks[0].absFirstLastDates, listOfStocks[0].finalDatesAndClose)
 indicatorFound = False
 while indicatorFound == False:
@@ -47,6 +52,7 @@ else:
 	indicatorFound = True
 
 	if indicator == 'Expense Ratio' or indicator == '1' or indicator == 'expense ratio':
+        #from ExpenseRatio import ExpenseRatio
 		print('\nExpense Ratio')
 
 	elif indicator == 'Asset Size' or indicator == '2' or indicator == 'asset size':
@@ -66,5 +72,5 @@ else:
 stockName = 'IWV'
 stock1 = Stock(stockName)
 print("Finding available dates and close values for", stock1.name)
-Stock.main(stock1)
+StockData.main(stock1)
 '''