# StockData.py # Andrew Dinh # Python 3.6.1 # Description: ''' Returns all available dates and prices for each stock requested. ''' # Alpha Vantage API Key: O42ICUV58EIZZQMU # Barchart API Key: a17fab99a1c21cd6f847e2f82b592838 # Tiingo API Key: 2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8 # If you're going to take these API keys and abuse it, you should really reconsider your life priorities apiAV = 'O42ICUV58EIZZQMU' apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838' apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8' # Limited to 400 requests/day import requests, json from datetime import datetime class Stock: def __init__(self, newName = '', newfirstLastDates = [], newAbsFirstLastDates = [], newDates = [], newListIEX = [], newListAV = [], newListTiingo = []): 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.dates = newDates # All available dates ''' 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] ''' self.listIEX = newListIEX # Dates available from IEX self.listAV = newListAV # Dates available from AV self.listTiingo = newListTiingo # Dates available from Tiingo def set(self, newName, newfirstLastDates, newAbsFirstLastDates, newDates, newListIEX, newListAV, newListTiingo): 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.dates = newDates # All available dates # List from each source containing: ['firstDate', 'lastDate', allDates, values] self.listIEX = newListIEX # Dates available from IEX self.listAV = newListAV # Dates available from AV self.listTiingo = newListTiingo # Dates available from Tiingo def setFirstLastDates(newFirstLastDates): self.firstLastDates = newFirstLastDates def setAbsFirstLastDates(newAbsFirstLastDates): self.absFirstLastDates = newAbsFirstLastDates def setDates(newDates): self.dates = newDates def setListIEX(newListIEX): self.listIEX = newListIEX def setListAV(newListAV): self.listAV = newListAV def setListTiingo(newListTiingo): self.listTiingo = newListTiingo def getIEX(self): url = ''.join(('https://api.iextrading.com/1.0/stock/', self, '/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 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) #print("Length:", len(loaded_json)) lastLine = loaded_json[-1] # Returns last value of the list (Equivalent to len(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[1]) print("Uncomment above line in code to see output") 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("Uncomment above line in code to see output") 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, '&apikey=', apiAV)) # https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=MSFT&apikey=demo print("\nSending request to:", url) f = requests.get(url) json_data = f.text loaded_json = json.loads(json_data) #print(loaded_json['Monthly Time Series']) monthlyTimeSeries = loaded_json['Monthly Time Series'] #print(monthlyTimeSeries) listOfDates = list(monthlyTimeSeries) #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("Uncomment above line in code to see output") print("\nFinding close values for each date") values = [] for i in range(0, len(listOfDates), 1): temp = listOfDates[i] loaded_json2 = monthlyTimeSeries[temp] value = loaded_json2['4. close'] values.append(value) listAV.append(values) #print(listOfDates[0]) #i = listOfDates[0] #print(monthlyTimeSeries[i]) #print(listAV[3]) print("Uncomment above line in code to see output") 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)) print("\nSending request to:", url) requestResponse = requests.get(url, headers=headers) #print(requestResponse.json()) loaded_json = requestResponse.json() #print(loaded_json) #print(len(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("Uncomment above line in code to see output") 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") 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 yearMonthDate = firstDate.split('-') firstYear = yearMonthDate[0] firstMonth = yearMonthDate[1] firstDay = yearMonthDate[2] else: yearMonthDate = date.split('-') year = yearMonthDate[0] month = yearMonthDate[1] day = yearMonthDate[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 yearMonthDate = lastDate.split('-') lastYear = yearMonthDate[0] lastMonth = yearMonthDate[1] lastDay = yearMonthDate[2] else: yearMonthDate = date.split('-') year = yearMonthDate[0] month = yearMonthDate[1] day = yearMonthDate[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 main(self): # Makes list with ['firstDate', 'lastDate', [allDates], values] listOfFirstLastDates = [] # IEX print("\nIEX") listIEX = Stock.getIEX(self) #print(listIEX) listOfFirstLastDates.append((listIEX[0], listIEX[1])) # Alpha Vantage print("\nAlpha Vantage (AV)") listAV = Stock.getAV(self) #print(listAV) listOfFirstLastDates.append((listAV[0], listAV[1])) print("\nTiingo") # COMMENTED OUT FOR NOW B/C LIMITED TO 400 REQUESTS/DAY #listTiingo = Stock.getTiingo(self) #print(listTiingo) #listOfFirstLastDates.append((listTiingo[0], listTiingo[1])) #print(listOfFirstLastDates) absFirstLastDates = Stock.getFirstLastDate(self, listOfFirstLastDates) print("\nThe absolute first date was:", absFirstLastDates[0]) print("The absolute last date was:", absFirstLastDates[1]) ''' FIGURE OUT HOW TO MAKE EACH OF THESE LISTS AN ATTRIBUTE OF CLASS STOCK self.listIEX = listIEX self.listAV = listAV self.listTiingo = listTiingo self.absFirstLastDates = absFirstLastDates ''' def main(): stock = 'spy' spy = Stock(stock) Stock.main(stock) #Stock.printDates(spy) if __name__ == "__main__": main()