mirror of
https://github.com/andrewkdinh/fund-indicators.git
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Andrew Dinh
GitHub
commit
b9918f5edd
3
.gitignore
vendored
Normal file
3
.gitignore
vendored
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@ -0,0 +1,3 @@
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__pycache__/StockData.cpython-37.pyc
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__pycache__/
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*.pyc
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541
StockData.py
541
StockData.py
@ -1,10 +1,7 @@
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# StockData.py
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# Andrew Dinh
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# Python 3.6.1
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# Description:
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'''
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Returns all available dates and prices for each stock requested.
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'''
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# Description: Returns all available dates and prices for each stock requested.
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# Alpha Vantage API Key: O42ICUV58EIZZQMU
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# Barchart API Key: a17fab99a1c21cd6f847e2f82b592838
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@ -13,119 +10,178 @@ Returns all available dates and prices for each stock requested.
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apiAV = 'O42ICUV58EIZZQMU'
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apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838'
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apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8'
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apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8' # Limited to 400 requests/day
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import requests, json
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'''
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def install(package):
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if hasattr(pip, 'main'):
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pip.main(['install', package])
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else:
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pip._internal.main(['install', package])
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'''
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import importlib.util, sys # To check whether a package is installed
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from datetime import datetime
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class Stock:
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def __init__(self, newStock = '', newfirstLastDates = [], newDates = []):
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self.name = newStock
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self.firstLastDates = newfirstLastDates
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def __init__(self, newName = '', newfirstLastDates = [], newAbsFirstLastDates = [], newfinalDatesAndClose = [], newAllLists = []):
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self.name = newName # Name of stock
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self.firstLastDates = newfirstLastDates # Dates that at least 2 sources have (or should it be all?) - Maybe let user decide
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self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
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self.finalDatesAndClose = newfinalDatesAndClose # All available dates
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'''
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Format:
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# List from each source containing: [firstDate, lastDate, allDates, values, timeFrame]
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# firstDate & lastDate = '2018-12-18' (year-month-date)
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allDates = ['2018-12-17', '2018-12-14'] (year-month-date)
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values (close) = ['164.6307', 164.6307]
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timeFrame = [days, weeks, years]
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'''
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self.allLists = newAllLists
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'''
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def set(self, newName, newfirstLastDates, newAbsFirstLastDates, newDates, newListIEX, newListAV, newListTiingo):
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self.name = newName # Name of stock
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self.firstLastDates = newfirstLastDates # Dates that at least 2 sources have (or should it be all?) - Maybe let user decide
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self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
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self.dates = newDates # All available dates
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# List from each source containing: ['firstDate', 'lastDate', allDates, values]
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self.listIEX = newListIEX # Dates available from IEX
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self.listAV = newListAV # Dates available from AV
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self.listTiingo = newListTiingo # Dates available from Tiingo
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def setFirstLastDates(newFirstLastDates):
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self.firstLastDates = newFirstLastDates
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def setAbsFirstLastDates(newAbsFirstLastDates):
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self.absFirstLastDates = newAbsFirstLastDates
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def setDates(newDates):
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self.dates = newDates
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def setListIEX(newListIEX):
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self.listIEX = newListIEX
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def setListAV(newListAV):
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self.listAV = newListAV
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def setListTiingo(newListTiingo):
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self.listTiingo = newListTiingo
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'''
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def getDates(self): # returns beginning and end dates available
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print("Getting available dates for", self, "...")
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# Gets first and last possible dates from each source
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# Also gets all dates from each source
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# IEX
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print("\nDates from IEX...")
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firstLastDatesIEX = Stock.getDatesIEX(self, 'firstLast')
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print("First and last dates:", firstLastDatesIEX)
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print("Adding dates available to datesIEX")
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datesIEX = Stock.getDatesIEX(self, 'all')
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#print("All dates (recent first):", datesIEX, "\n") # Uncomment line to view output
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# Alpha Vantage
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print("\nDates from Alpha Vantage...")
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firstLastDatesAV = Stock.getDatesAV(self, 'firstLast')
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print("First and last dates:", firstLastDatesAV)
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print("Adding dates available to datesAV")
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datesAV = Stock.getDatesAV(self, 'all')
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#print("All dates (recent first):", datesAV, "\n") # Uncomment line to view output
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# Tiingo
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print("\nDates from Tiingo...")
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firstLastDatesTiingo = Stock.getDatesTiingo(self, 'firstLast')
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print("First and last dates:", firstLastDatesTiingo)
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print("Adding dates available to datesTiingo")
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datesTiingo = Stock.getDatesTiingo(self, 'all')
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#print("All dates (recent first):", datesTiingo, "\n") # Uncomment line to view output
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def getDatesIEX(self, which):
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url = ''.join(('https://api.iextrading.com/1.0/stock/', self, '/chart/5y'))
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def getIEX(self):
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url = ''.join(('https://api.iextrading.com/1.0/stock/', self.name, '/chart/5y'))
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#link = "https://api.iextrading.com/1.0/stock/spy/chart/5y"
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#print("URL:", url)
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print("\nSending request to:", url)
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f = requests.get(url)
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json_data = f.text
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loaded_json = json.loads(json_data)
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dates = []
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if which == 'firstLast':
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# Find firstDate (comes first)
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firstLine = loaded_json[0]
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#print("firstLine:", firstLine)
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firstDate = firstLine['date']
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#print("firstDate:",firstDate)
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# Find finalDate (comes last)
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#print("Length:", len(loaded_json))
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lastLine = loaded_json[-1] # Returns last value of the list (Equivalent to len(loaded_json)-1)
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#print("lastLine:", lastLine)
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finalDate = lastLine['date']
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#print("Final date:", finalDate)
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dates.append((firstDate, finalDate))
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elif which == 'all':
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# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
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for i in range(len(loaded_json)-1, 0, -1):
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line = loaded_json[i]
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date = line['date']
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dates.append(date)
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return dates
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listIEX = []
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def getDatesAV(self, which):
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url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self, '&apikey=', apiAV))
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print("\nFinding first and last date")
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# Adding (firstDate, lastDate) to listIEX
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# Find firstDate (comes first)
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firstLine = loaded_json[0]
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#print("firstLine:", firstLine)
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firstDate = firstLine['date']
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#print("firstDate:",firstDate)
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# Find lastDate (comes last)
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lastLine = loaded_json[-1] # Returns last value of the list (Equivalent to len(loaded_json)-1)
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#print("lastLine:", lastLine)
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lastDate = lastLine['date']
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#print("last date:", lastDate)
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listIEX.append(firstDate)
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listIEX.append(lastDate)
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print(listIEX[0], ',', listIEX[1])
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print("\nFinding all dates given")
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allDates = []
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# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
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for i in range(len(loaded_json)-1, -1, -1):
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line = loaded_json[i]
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date = line['date']
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allDates.append(date)
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listIEX.append(allDates)
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#print(listIEX[1])
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print("Uncomment above line in code to see output")
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print("\nFinding close values for each date")
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values = []
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# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
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for i in range(len(loaded_json)-1, -1, -1):
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line = loaded_json[i]
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value = line['close']
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values.append(value)
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listIEX.append(values)
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#print(listIEX[3])
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print("Uncomment above line in code to see output")
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print("\nFinding time frame given [days, weeks, years]")
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timeFrame = []
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d1 = datetime.strptime(firstDate, "%Y-%m-%d")
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d2 = datetime.strptime(lastDate, "%Y-%m-%d")
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timeFrameDays = abs((d2 - d1).days)
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#print(timeFrameDays)
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timeFrameYears = float(timeFrameDays / 365)
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timeFrameWeeks = float(timeFrameDays / 7)
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timeFrame.append(timeFrameDays)
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timeFrame.append(timeFrameWeeks)
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timeFrame.append(timeFrameYears)
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listIEX.append(timeFrame)
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print(listIEX[4])
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return listIEX
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def getAV(self):
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listAV = []
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url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self.name, '&apikey=', apiAV))
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# https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=MSFT&apikey=demo
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#print("URL:", url)
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print("\nSending request to:", url)
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f = requests.get(url)
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json_data = f.text
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loaded_json = json.loads(json_data)
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#print(loaded_json['Monthly Time Series'])
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monthlyTimeSeries = loaded_json['Monthly Time Series']
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#print(monthlyTimeSeries)
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#print(len(monthlyTimeSeries))
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#length = len(monthlyTimeSeries)
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#print(monthlyTimeSeries['2018-12-17'])
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#print(type(monthlyTimeSeries))
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listOfDates = list(monthlyTimeSeries)
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#print(listOfDates)
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dates = []
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if which == 'firstLast':
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firstDate = listOfDates[-1]
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lastDate = listOfDates[0]
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#print("firstDate:", firstDate)
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#print("lastDate:", lastDate)
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dates.append((firstDate, lastDate))
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elif which == 'all':
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dates = listOfDates
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return dates
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def getDatesTiingo(self, which):
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firstDate = listOfDates[-1]
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lastDate = listOfDates[0]
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#print("firstDate:", firstDate)
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#print("lastDate:", lastDate)
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listAV.append(firstDate)
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listAV.append(lastDate)
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listAV.append(listOfDates)
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print("\nFinding first and last date")
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print(listAV[0], ',', listAV[1])
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print("\nFinding all dates given")
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#print(listAV[2])
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print("Uncomment above line in code to see output")
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print("\nFinding close values for each date")
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values = []
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for i in range(0, len(listOfDates), 1):
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temp = listOfDates[i]
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loaded_json2 = monthlyTimeSeries[temp]
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value = loaded_json2['4. close']
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values.append(value)
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listAV.append(values)
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#print(listOfDates[0])
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#i = listOfDates[0]
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#print(monthlyTimeSeries[i])
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#print(listAV[3])
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print("Uncomment above line in code to see output")
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print("\nFinding time frame given [days, weeks, years]")
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timeFrame = []
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d1 = datetime.strptime(firstDate, "%Y-%m-%d")
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d2 = datetime.strptime(lastDate, "%Y-%m-%d")
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timeFrameDays = abs((d2 - d1).days)
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#print(timeFrameDays)
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timeFrameYears = float(timeFrameDays / 365)
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timeFrameWeeks = float(timeFrameDays / 7)
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timeFrame.append(timeFrameDays)
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timeFrame.append(timeFrameWeeks)
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timeFrame.append(timeFrameYears)
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listAV.append(timeFrame)
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print(listAV[4])
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return listAV
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def getTiingo(self):
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'''
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headers = {
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'Content-Type': 'application/json',
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'Authorization' : 'Token <TOKEN>'
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}
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requestResponse = requests.get("https://api.tiingo.com/api/test/",
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headers=headers)
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print(requestResponse.json())
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#OR we can use the token directly in the url
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headers = {
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'Content-Type': 'application/json'
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}
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@ -138,12 +194,12 @@ class Stock:
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'Content-Type': 'application/json',
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'Authorization' : token
|
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}
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url = ''.join(('https://api.tiingo.com/tiingo/daily/', self))
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url = ''.join(('https://api.tiingo.com/tiingo/daily/', self.name))
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print("\nSending request to:", url)
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requestResponse = requests.get(url, headers=headers)
|
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#print(requestResponse.json())
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loaded_json = requestResponse.json()
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#print(loaded_json)
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#print(len(loaded_json))
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'''
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list1 = list(loaded_json)
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for i in range (0, len(list1), 1):
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@ -154,48 +210,261 @@ class Stock:
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print(list1[startNum])
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print(list1[endNum])
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'''
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listTiingo = []
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||||
print("\nFinding first and last date")
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firstDate = loaded_json['startDate']
|
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finalDate = loaded_json['endDate']
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lastDate = loaded_json['endDate']
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#print(firstDate)
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#print(finalDate)
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#print(lastDate)
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listTiingo.append(firstDate)
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listTiingo.append(lastDate)
|
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print(listTiingo[0], ',', listTiingo[1])
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print("\nFinding all dates given")
|
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dates = []
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if which == 'firstLast':
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#print("URL:", url)
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dates.append((firstDate, finalDate))
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elif which == 'all':
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url2 = ''.join((url, '/prices?startDate=', firstDate, '&endDate=', finalDate))
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# https://api.tiingo.com/tiingo/daily/<ticker>/prices?startDate=2012-1-1&endDate=2016-1-1
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#print("Second URL:", url2)
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requestResponse2 = requests.get(url2, headers=headers)
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loaded_json2 = requestResponse2.json()
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#print(loaded_json2)
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||||
#print(len(loaded_json2))
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'''
|
||||
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)
|
||||
|
||||
def main():
|
||||
#if __name__ == '__main__':
|
||||
# install('requests')
|
||||
value = line['close']
|
||||
values.append(value)
|
||||
listTiingo.append(dates)
|
||||
#print(listTiingo[2])
|
||||
print("Uncomment above line in code to see output")
|
||||
|
||||
stock = 'spy'
|
||||
spy = Stock(stock)
|
||||
#print(spy.name)
|
||||
Stock.getDates(stock)
|
||||
#Stock.printDates(spy)
|
||||
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")
|
||||
|
||||
main()
|
||||
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)
|
||||
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 = 2
|
||||
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 main(self):
|
||||
|
||||
package_name = 'requests'
|
||||
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")
|
||||
|
||||
# Makes list with ['firstDate', 'lastDate', [allDates], values]
|
||||
|
||||
listOfFirstLastDates = []
|
||||
|
||||
# IEX
|
||||
print("\nIEX")
|
||||
listIEX = Stock.getIEX(self)
|
||||
#print(listIEX)
|
||||
listOfFirstLastDates.append((listIEX[0], listIEX[1]))
|
||||
self.allLists.append(listIEX)
|
||||
|
||||
# Alpha Vantage
|
||||
print("\nAlpha Vantage (AV)")
|
||||
listAV = Stock.getAV(self)
|
||||
#print(listAV)
|
||||
listOfFirstLastDates.append((listAV[0], listAV[1]))
|
||||
self.allLists.append(listAV)
|
||||
|
||||
# COMMENTED OUT FOR NOW B/C LIMITED TO 400 REQUESTS/DAY
|
||||
'''
|
||||
print("\nTiingo")
|
||||
listTiingo = Stock.getTiingo(self)
|
||||
#print(listTiingo)
|
||||
listOfFirstLastDates.append((listTiingo[0], listTiingo[1]))
|
||||
self.allLists.append(listTiingo)
|
||||
'''
|
||||
|
||||
#print(self.allLists)
|
||||
#print(listOfFirstLastDates)
|
||||
self.absFirstLastDates = Stock.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 finding average close values")
|
||||
self.finalDatesAndClose = Stock.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])
|
||||
print("Uncomment above line in code to see output")
|
||||
|
||||
def main(): # For testing purposes
|
||||
stockName = 'aapl'
|
||||
stock1 = Stock(stockName)
|
||||
print("Finding available dates and close values for", stock1.name)
|
||||
Stock.main(stock1)
|
||||
|
||||
def imported(): # When this file has been imported
|
||||
# Add stuff here
|
||||
return
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
|
||||
else:
|
||||
imported()
|
||||
Binary file not shown.
Loading…
Reference in New Issue
Block a user