Making list with datetime

.gitignore

@@ -3,3 +3,4 @@ __pycache__/
 *.pyc
 quickstart.py
 creds.json
+test/

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 +1,15 @@
+# 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)
+
+def main():
+    exit()
+
+if __name__ == "__main__":
+  	main()

StockData.py

@@ -33,13 +33,13 @@ import requests, json, socket
 import importlib.util, sys # To check whether a package is installed
 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 +59,18 @@ class Stock:
 
   def setName(self, newName):
     self.name = newName
-
+  def returnName(self):
-  def getAllLists(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'))
@@ -430,6 +439,23 @@ class Stock:
     finalDatesAndClose.append(finalClose)
     return finalDatesAndClose
 
+  def datetimeDates(self):
+      finalDatesAndClose2 = []
+      finalDatesAndClose = self.finalDatesAndClose
+      finalDatesStrings = finalDatesAndClose[0]
+      finalClose = finalDatesAndClose[1]
+      finalDates = []
+
+      for i in range(0, len(finalDatesStrings), 1):
+          from Functions import Functions
+          temp = Functions.stringToDate(finalDatesStrings[i])
+          finalDates.append(temp)
+      #print(finalDates)
+
+      finalDatesAndClose2.append(finalDates)
+      finalDatesAndClose2.append(finalClose)
+      return(finalDatesAndClose2)
+
   def is_connected():
     try:
         # connect to the host -- tells us if the host is actually
@@ -451,7 +477,7 @@ 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
 
@@ -460,7 +486,7 @@ class Stock:
 
     # 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 +494,7 @@ 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 +503,7 @@ class Stock:
     # COMMENTED OUT FOR NOW B/C LIMITED
     '''
     print("\nTiingo")
-    listTiingo = Stock.getTiingo(self)
+    listTiingo = StockData.getTiingo(self)
     #print(listTiingo)
     if listTiingo != 'Not available':
       listOfFirstLastDates.append((listTiingo[0], listTiingo[1]))
@@ -489,26 +515,31 @@ class Stock:
     if (len(self.allLists) > 0):
       print("\n")
       print(len(self.allLists), "available sources for", self.name)
-      self.absFirstLastDates = Stock.getFirstLastDate(self, listOfFirstLastDates)
+      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 +1,102 @@
+# 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 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]
+
+        firstClose = 0
+        for i in range(0, len(finalDates), 1):
+            if finalDates[i] == firstDate:
+                firstClose = finalClose[i]
+            elif finalDates[i] == lastDate:
+                lastClose = finalClose[i]
+                i = len(finalDates)
+
+        if firstClose == 0:
+            print("Could not find first date. Changing first date to closest date")
+            temp = Functions.stringToDate(firstDate) # Change to datetime
+            print('Original first date: ', temp)
+            newFirstDate = Functions.getNearest(finalDatesAndClose2[0], temp)
+            print('New first date: ', newFirstDate)
+
+            for i in range(0, len(finalDates), 1):
+                if finalDates[i] == str(newFirstDate):
+                    firstClose = finalClose[i]
+
+        print(firstClose)
+        print(lastClose)
+
+#    def getBeta(self, timeFrame):
+
+#    def getStandardDeviation(self, timeFrame):
+
+    def main(self, stock):
+        # Find date to start from and last date
+        self.timeFrame = []
+        print("\nPlease enter a time frame in years: ", end='')
+        #timeFrameYear = int(input())
+        timeFrameYear = 5
+        self.timeFrame.append(timeFrameYear)
+        print("Please enter a time frame in months (30 days): ", end='')
+        #timeFrameMonth = int(input())
+        timeFrameMonth = 0
+        print('')
+        self.timeFrame.append(timeFrameMonth)
+        #print(self.timeFrame)
+        self.firstLastDates = Return.getFirstLastDates(self, stock)
+        print('Dates: ', self.firstLastDates)
+
+        print('\nGetting unadjusted return')
+        Return.getUnadjustedReturn(self, stock)
+
+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)
 '''