andrewkdinh/fund-indicators
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Code Issues Releases Wiki Activity

Added support for datetime

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This commit is contained in:
Andrew Dinh 2019-01-22 10:49:58 -08:00
parent 7f675e25ae
commit d1888d2779
4 changed files with 26 additions and 8 deletions
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2
.gitignore vendored
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@ -4,3 +4,5 @@ __pycache__/
quickstart.py quickstart.py
creds.json creds.json
test/ test/
.vscode/
listGoogle.py

2
README.md
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@ -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. This project is written in Python and will examine market capitalization, persistence, turnover, and expense ratios.
### Prerequisites ### Prerequisites
`$ pip install -r requirements.txt`
or
`$ pip install requests` `$ pip install requests`
Created by Andrew Dinh from Dr. TJ Owens Gilroy Early College Academy Created by Andrew Dinh from Dr. TJ Owens Gilroy Early College Academy

24
StockData.py
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@ -141,9 +141,17 @@ class StockData:
def getAV(self): def getAV(self):
listAV = [] 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 # 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("\nSending request to:", url)
print("(This will take a while)")
f = requests.get(url) f = requests.get(url)
json_data = f.text json_data = f.text
loaded_json = json.loads(json_data) loaded_json = json.loads(json_data)
@ -156,9 +164,9 @@ class StockData:
return 'Not available' return 'Not available'
#print(loaded_json['Monthly Time Series']) #print(loaded_json['Monthly Time Series'])
monthlyTimeSeries = loaded_json['Monthly Time Series'] dailyTimeSeries = loaded_json['Time Series (Daily)']
#print(monthlyTimeSeries) #print(monthlyTimeSeries)
listOfDates = list(monthlyTimeSeries) listOfDates = list(dailyTimeSeries)
#print(listOfDates) #print(listOfDates)
firstDate = listOfDates[-1] firstDate = listOfDates[-1]
@ -179,8 +187,9 @@ class StockData:
values = [] values = []
for i in range(0, len(listOfDates), 1): for i in range(0, len(listOfDates), 1):
temp = listOfDates[i] temp = listOfDates[i]
loaded_json2 = monthlyTimeSeries[temp] loaded_json2 = dailyTimeSeries[temp]
value = loaded_json2['4. close'] #value = loaded_json2['4. close']
value = loaded_json2['5. adjusted close']
values.append(value) values.append(value)
listAV.append(values) listAV.append(values)
#print(listOfDates[0]) #print(listOfDates[0])
@ -485,6 +494,8 @@ class StockData:
listOfFirstLastDates = [] listOfFirstLastDates = []
self.allLists = [] self.allLists = []
print('\nNOTE: Only IEX and Alpha Vantage support adjusted returns')
# IEX # IEX
print("\nIEX") print("\nIEX")
listIEX = StockData.getIEX(self) listIEX = StockData.getIEX(self)
@ -504,6 +515,7 @@ class StockData:
# COMMENTED OUT FOR NOW B/C LIMITED # COMMENTED OUT FOR NOW B/C LIMITED
''' '''
print("\nTiingo") print("\nTiingo")
print("NOTE: Tiingo does not return adjusted returns!!")
listTiingo = StockData.getTiingo(self) listTiingo = StockData.getTiingo(self)
#print(listTiingo) #print(listTiingo)
if listTiingo != 'Not available': if listTiingo != 'Not available':
@ -515,7 +527,7 @@ class StockData:
#print(listOfFirstLastDates) #print(listOfFirstLastDates)
if (len(self.allLists) > 0): if (len(self.allLists) > 0):
print("\n") 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) self.absFirstLastDates = StockData.getFirstLastDate(self, listOfFirstLastDates)
print("\nThe absolute first date with close values is:", self.absFirstLastDates[0]) 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("The absolute last date with close values is:", self.absFirstLastDates[1])

6
StockReturn.py
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@ -107,11 +107,12 @@ class Return:
print("\nPlease enter a time frame in years: ", end='') print("\nPlease enter a time frame in years: ", end='')
#timeFrameYear = int(input()) #timeFrameYear = int(input())
timeFrameYear = 5 timeFrameYear = 5
print(timeFrameYear)
self.timeFrame.append(timeFrameYear) self.timeFrame.append(timeFrameYear)
print("Please enter a time frame in months (30 days): ", end='') print("Please enter a time frame in months (30 days): ", end='')
#timeFrameMonth = int(input()) #timeFrameMonth = int(input())
timeFrameMonth = 0 timeFrameMonth = 0
print('') print(timeFrameMonth)
self.timeFrame.append(timeFrameMonth) self.timeFrame.append(timeFrameMonth)
#print(self.timeFrame) #print(self.timeFrame)
self.firstLastDates = Return.getFirstLastDates(self, stock) self.firstLastDates = Return.getFirstLastDates(self, stock)
@ -124,7 +125,8 @@ class Return:
print('\nGetting unadjusted return') print('\nGetting unadjusted return')
unadjustedReturn = Return.getUnadjustedReturn(self, stock) unadjustedReturn = Return.getUnadjustedReturn(self, stock)
self.listOfReturn.append(unadjustedReturn) self.listOfReturn.append(unadjustedReturn)
print(self.listOfReturn[0], '%') print(self.listOfReturn[0])
print(self.listOfReturn[0]/timeFrameYear, '%')
def main(): def main():
stockName = 'spy' stockName = 'spy'