# StockData.py # Andrew Dinh # Python 3.6.1 # Description: Returns all available dates and prices for each stock requested. import json import requests from datetime import datetime ''' Available API's: Can it do mutual funds? IEX: No Alpha Vantage (AV): Yes Tiingo: Yes Barchart: No ''' # Alpha Vantage API Key: O42ICUV58EIZZQMU # Barchart API Key: a17fab99a1c21cd6f847e2f82b592838 # Possible other one? f40b136c6dc4451f9136bb53b9e70ffa # Tiingo API Key: 2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8 # Tradier API Key: n26IFFpkOFRVsB5SNTVNXicE5MPD # If you're going to take these API keys and abuse it, you should really reconsider your life priorities apiAV = 'O42ICUV58EIZZQMU' # apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838' # 150 getHistory queries per day apiBarchart = 'f40b136c6dc4451f9136bb53b9e70ffa' apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8' apiTradier = 'n26IFFpkOFRVsB5SNTVNXicE5MPD' ''' Monthly Bandwidth = 5 GB Hourly Requests = 500 Daily Requests = 20,000 Symbol Requests = 500 ''' class StockData: def __init__(self, newName='', newAbsFirstLastDates=[], newFinalDatesAndClose=[], newFinalDatesAndClose2=[], newAllLists=[]): self.name = newName # Name of stock # Absolute first and last dates from all sources self.absFirstLastDates = newAbsFirstLastDates # All available dates with corresponding close values self.finalDatesAndClose = newFinalDatesAndClose # 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.finalDatesAndClose2 = newFinalDatesAndClose2 self.allLists = newAllLists ''' Format: # List from each source containing: [firstDate, lastDate, allDates, values, timeFrame] # firstDate & lastDate = '2018-12-18' (year-month-date) allDates = ['2018-12-17', '2018-12-14'] (year-month-date) values (close) = ['164.6307', 164.6307] timeFrame = [days, weeks, years] ''' def set(self, newName, newFirstLastDates, newAbsFirstLastDates, newFinalDatesAndClose, newAllLists): self.name = newName # Name of stock # Dates that at least 2 sources have (or should it be all?) - Maybe let user decide self.firstLastDates = newFirstLastDates # Absolute first and last dates from all sources self.absFirstLastDates = newAbsFirstLastDates self.finalDatesAndClose = newFinalDatesAndClose self.allLists = newAllLists def setName(self, newName): self.name = newName 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')) #link = "https://api.iextrading.com/1.0/stock/spy/chart/5y" print("\nSending request to:", url) f = requests.get(url) json_data = f.text # print(json_data) if (json_data == 'Unknown symbol'): print("IEX not available") return 'Not available' loaded_json = json.loads(json_data) listIEX = [] print("\nFinding first and last date") # Adding (firstDate, lastDate) to listIEX # Find firstDate (comes first) firstLine = loaded_json[0] #print("firstLine:", firstLine) firstDate = firstLine['date'] # print("firstDate:",firstDate) # Find lastDate (comes last) # Returns last value of the list (Equivalent to len(loaded_json)-1) lastLine = loaded_json[-1] #print("lastLine:", lastLine) lastDate = lastLine['date'] #print("last date:", lastDate) listIEX.append(firstDate) listIEX.append(lastDate) print(listIEX[0], ',', listIEX[1]) print("\nFinding all dates given") allDates = [] # for i in range(0, len(loaded_json), 1): # If you want to do oldest first for i in range(len(loaded_json)-1, -1, -1): line = loaded_json[i] date = line['date'] allDates.append(date) listIEX.append(allDates) # print(listIEX[2]) print(len(listIEX[2]), "dates") print("\nFinding close values for each date") values = [] # for i in range(0, len(loaded_json), 1): # If you want to do oldest first for i in range(len(loaded_json)-1, -1, -1): line = loaded_json[i] value = line['close'] values.append(value) listIEX.append(values) # print(listIEX[3]) print(len(listIEX[3]), "close values") print("\nFinding 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) listIEX.append(timeFrame) print(listIEX[4]) return listIEX def getAV(self): listAV = [] #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) # print(loaded_json) # print(type(loaded_json)) # Dictionary # print(len(loaded_json)) if len(loaded_json) == 1: print("Alpha Vantage not available") return 'Not available' #print(loaded_json['Monthly Time Series']) dailyTimeSeries = loaded_json['Time Series (Daily)'] # print(monthlyTimeSeries) listOfDates = list(dailyTimeSeries) # print(listOfDates) firstDate = listOfDates[-1] lastDate = listOfDates[0] #print("firstDate:", firstDate) #print("lastDate:", lastDate) listAV.append(firstDate) listAV.append(lastDate) listAV.append(listOfDates) print("\nFinding first and last date") print(listAV[0], ',', listAV[1]) print("\nFinding all dates given") # print(listAV[2]) print(len(listAV[2]), "dates") print("\nFinding close values for each date") values = [] for i in range(0, len(listOfDates), 1): temp = listOfDates[i] loaded_json2 = dailyTimeSeries[temp] #value = loaded_json2['4. close'] value = loaded_json2['5. adjusted close'] values.append(value) listAV.append(values) # print(listOfDates[0]) #i = listOfDates[0] # print(monthlyTimeSeries[i]) # print(listAV[3]) print(len(listAV[3]), "close values") print("\nFinding 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) listAV.append(timeFrame) print(listAV[4]) return listAV def getTiingo(self): ''' #OR we can use the token directly in the url headers = { 'Content-Type': 'application/json' } requestResponse = requests.get("https://api.tiingo.com/api/test?token=", headers=headers) print(requestResponse.json()) ''' token = ''.join(('Token ', apiTiingo)) headers = { 'Content-Type': 'application/json', 'Authorization': token } url = ''.join(('https://api.tiingo.com/tiingo/daily/', self.name)) print("\nSending request to:", url) requestResponse = requests.get(url, headers=headers) # print(requestResponse.json()) loaded_json = requestResponse.json() # print(len(loaded_json)) if len(loaded_json) == 1: print("Tiingo not available") return 'Not available' # print(loaded_json) ''' list1 = list(loaded_json) for i in range (0, len(list1), 1): if list1[i] == 'startDate': startNum = i elif list1[i] == 'endDate': endNum = i print(list1[startNum]) print(list1[endNum]) ''' listTiingo = [] print("\nFinding first and last date") firstDate = loaded_json['startDate'] lastDate = loaded_json['endDate'] # print(firstDate) # print(lastDate) listTiingo.append(firstDate) listTiingo.append(lastDate) print(listTiingo[0], ',', listTiingo[1]) print("\nFinding all dates given") dates = [] values = [] # Used loop for finding values url2 = ''.join((url, '/prices?startDate=', firstDate, '&endDate=', lastDate)) # https://api.tiingo.com/tiingo/daily//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) value = line['close'] values.append(value) listTiingo.append(dates) # print(listTiingo[2]) print(len(listTiingo[2]), "dates") print("Finding close values for each date") # Used loop from finding dates listTiingo.append(values) # print(listTiingo[3]) print(len(listTiingo[3]), "close values") 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) if len(listOfFirstDates) > 1: 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 = 1 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 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 socket.create_connection(("www.andrewkdinh.com", 80)) return True except OSError: # pass print("\nNo internet connection!") return False def main(self): print('Beginning StockData.py') import importlib.util import sys # To check whether a package is installed packages = ['requests'] for i in range(0, len(packages), 1): package_name = packages[i] 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") # Test internet connection internetConnection = StockData.is_connected() if internetConnection == False: return listOfFirstLastDates = [] self.allLists = [] print('\nNOTE: Only IEX and Alpha Vantage support adjusted returns') print('NOTE: Only Alpha Vantage and Tiingo support mutual fund data') # IEX print("\nIEX") listIEX = StockData.getIEX(self) # print(listIEX) if listIEX != 'Not available': listOfFirstLastDates.append((listIEX[0], listIEX[1])) self.allLists.append(listIEX) # Alpha Vantage print("\nAlpha Vantage (AV)") listAV = StockData.getAV(self) # print(listAV) if listAV != 'Not available': listOfFirstLastDates.append((listAV[0], listAV[1])) self.allLists.append(listAV) # 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': listOfFirstLastDates.append((listTiingo[0], listTiingo[1])) self.allLists.append(listTiingo) ''' # print(self.allLists) # print(listOfFirstLastDates) if (len(self.allLists) > 0): print("\n", end='') 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") # Returns [List of Dates, List of Corresponding Close Values] self.finalDatesAndClose = StockData.getFinalDatesAndClose(self) #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\n") 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 = StockData(stockName) print("Finding available dates and close values for", stock1.name) StockData.main(stock1) if __name__ == "__main__": main()