From d1888d2779bac04c9228da4055d43893a01d6ba0 Mon Sep 17 00:00:00 2001
From: Andrew Dinh <adinh987@gmail.com>
Date: Tue, 22 Jan 2019 10:49:58 -0800
Subject: [PATCH] Added support for datetime

---
 .gitignore     |  2 ++
 README.md      |  2 ++
 StockData.py   | 24 ++++++++++++++++++------
 StockReturn.py |  6 ++++--
 4 files changed, 26 insertions(+), 8 deletions(-)

diff --git a/.gitignore b/.gitignore
index 46723b9..293b5a3 100644
--- a/.gitignore
+++ b/.gitignore
@@ -4,3 +4,5 @@ __pycache__/
 quickstart.py
 creds.json
 test/
+.vscode/
+listGoogle.py
\ No newline at end of file
diff --git a/README.md b/README.md
index 0670ca7..36ff698 100644
--- a/README.md
+++ b/README.md
@@ -4,6 +4,8 @@ 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
+`$ pip install -r requirements.txt`
+or
 `$ pip install requests`
 
 Created by Andrew Dinh from Dr. TJ Owens Gilroy Early College Academy
diff --git a/StockData.py b/StockData.py
index 1571222..e2a90a9 100644
--- a/StockData.py
+++ b/StockData.py
@@ -141,9 +141,17 @@ class StockData:
 
   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)
@@ -156,9 +164,9 @@ class StockData:
       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]
@@ -179,8 +187,9 @@ class StockData:
     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])
@@ -485,6 +494,8 @@ class StockData:
     listOfFirstLastDates = []
     self.allLists = []
 
+    print('\nNOTE: Only IEX and Alpha Vantage support adjusted returns')
+
     # IEX
     print("\nIEX")
     listIEX = StockData.getIEX(self)
@@ -504,6 +515,7 @@ class StockData:
     # 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':
@@ -515,7 +527,7 @@ class StockData:
     #print(listOfFirstLastDates)
     if (len(self.allLists) > 0):
       print("\n")
-      print(len(self.allLists), "available sources for", self.name)
+      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])
diff --git a/StockReturn.py b/StockReturn.py
index c99579a..44e36bb 100644
--- a/StockReturn.py
+++ b/StockReturn.py
@@ -107,11 +107,12 @@ class Return:
         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('')
+        print(timeFrameMonth)
         self.timeFrame.append(timeFrameMonth)
         #print(self.timeFrame)
         self.firstLastDates = Return.getFirstLastDates(self, stock)
@@ -124,7 +125,8 @@ class Return:
         print('\nGetting unadjusted return')
         unadjustedReturn = Return.getUnadjustedReturn(self, stock)
         self.listOfReturn.append(unadjustedReturn)
-        print(self.listOfReturn[0], '%')
+        print(self.listOfReturn[0])
+        print(self.listOfReturn[0]/timeFrameYear, '%')
 
 def main():
     stockName = 'spy'