''' __ _ _ _ _ _ / _| | | (_) | (_) | | | |_ _ _ _ __ __| | ______ _ _ __ __| |_ ___ __ _| |_ ___ _ __ ___ | _| | | | '_ \ / _` | |______| | | '_ \ / _` | |/ __/ _` | __/ _ \| '__/ __| | | | |_| | | | | (_| | | | | | | (_| | | (_| (_| | || (_) | | \__ \ |_| \__,_|_| |_|\__,_| |_|_| |_|\__,_|_|\___\__,_|\__\___/|_| |___/ Project homepage: https://github.com/andrewkdinh/fund-indicators Author: Andrew Dinh Copyright (C) 2019 Andrew Dinh This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see . ''' # PYTHON FILES import Functions from yahoofinancials import YahooFinancials from termcolor import cprint # REQUIRED import requests_cache import os.path import re import datetime import json import requests from bs4 import BeautifulSoup import numpy as np # OPTIONAL try: import matplotlib.pyplot as plt except: pass from halo import Halo # FOR ASYNC from concurrent.futures import ThreadPoolExecutor as PoolExecutor import time import random import sys sys.path.insert(0, './modules') requests_cache.install_cache( 'cache', backend='sqlite', expire_after=43200) # 12 hours # API Keys apiAV = 'O42ICUV58EIZZQMU' # apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838' apiBarchart = 'f40b136c6dc4451f9136bb53b9e70ffa' apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8' apiTradier = 'n26IFFpkOFRVsB5SNTVNXicE5MPD' apiQuandl = 'KUh3U3hxke9tCimjhWEF' # apiIntrinio = 'OmNmN2E5YWI1YzYxN2Q4NzEzZDhhOTgwN2E2NWRhOWNl' # If you're going to take these API keys and abuse it, you should really # reconsider your life priorities ''' API Keys: Alpha Vantage API Key: O42ICUV58EIZZQMU Barchart API Key: a17fab99a1c21cd6f847e2f82b592838 Possible other one? f40b136c6dc4451f9136bb53b9e70ffa 150 getHistory queries per day Tiingo API Key: 2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8 Tradier API Key: n26IFFpkOFRVsB5SNTVNXicE5MPD Monthly Bandwidth = 5 GB Hourly Requests = 500 Daily Requests = 20,000 Symbol Requests = 500 Quandl API Key: KUh3U3hxke9tCimjhWEF Intrinio API Key: OmNmN2E5YWI1YzYxN2Q4NzEzZDhhOTgwN2E2NWRhOWNl Mutual funds? Yes: Alpha Vantage, Tiingo No: IEX, Barchart Adjusted? Yes: Alpha Vantage, IEX No: Tiingo ''' class Stock: # GLOBAL VARIABLES timeFrame = 0 # Months riskFreeRate = 0 indicator = '' # CONFIG removeOutliers = True sourceList = ['Yahoo', 'Alpha Vantage', 'IEX', 'Tiingo'] plotIndicatorRegression = False timePlotIndicatorRegression = 5 # seconds config = 'N/A' # BENCHMARK VALUES benchmarkDates = [] benchmarkCloseValues = [] benchmarkAverageMonthlyReturn = 0 benchmarkStandardDeviation = 0 # INDICATOR VALUES indicatorCorrelation = [] indicatorRegression = [] persTimeFrame = 0 def __init__(self): # BASIC DATA self.name = '' # Ticker symbol self.allDates = [] self.allCloseValues = [] self.dates = [] self.closeValues = [] self.datesMatchBenchmark = [] self.closeValuesMatchBenchmark = [] # CALCULATED RETURN self.averageMonthlyReturn = 0 self.monthlyReturn = [] self.sharpe = 0 self.sortino = 0 self.treynor = 0 self.alpha = 0 self.beta = 0 self.standardDeviation = 0 self.downsideDeviation = 0 self.kurtosis = 0 self.skewness = 0 # Not sure if I need this self.correlation = 0 self.linearRegression = [] # for y=mx+b, this list has [m,b] self.indicatorValue = '' def setName(self, newName): self.name = newName def getName(self): return self.name def getAllDates(self): return self.allDates def getAllCloseValues(self): return self.allCloseValues def IEX(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" cprint("GET:" + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url) Functions.fromCache(f) json_data = f.text if json_data == 'Unknown symbol' or f.status_code != 200: print("IEX not available") return 'N/A' loaded_json = json.loads(json_data) listIEX = [] print("\nFinding all dates given") allDates = [] for i in range(0, len(loaded_json), 1): # For 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(len(listIEX[0]), "dates") # print("\nFinding close values for each date") values = [] for i in range(0, len(loaded_json), 1): # For 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(len(listIEX[0]), 'dates and', len(listIEX[1]), "close values") return listIEX def AV(self): listAV = [] 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 cprint("GET:" + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url) Functions.fromCache(f) json_data = f.text loaded_json = json.loads(json_data) if len(loaded_json) == 1 or f.status_code != 200 or len(loaded_json) == 0: print("Alpha Vantage not available") return 'N/A' dailyTimeSeries = loaded_json['Time Series (Daily)'] listOfDates = list(dailyTimeSeries) # listAV.append(listOfDates) listAV.append(list(reversed(listOfDates))) # 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(float(value)) # listAV.append(values) listAV.append(list(reversed(values))) # print(len(listAV[0]), 'dates and', len(listAV[1]), "close values") return listAV def Tiingo(self): token = ''.join(('Token ', apiTiingo)) headers = { 'Content-Type': 'application/json', 'Authorization': token } url = ''.join(('https://api.tiingo.com/tiingo/daily/', self.name)) cprint("GET:" + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url, headers=headers) Functions.fromCache(f) loaded_json = f.json() if len(loaded_json) == 1 or f.status_code != 200 or loaded_json['startDate'] is None: print("Tiingo not available") return 'N/A' listTiingo = [] print("\nFinding first and last date") firstDate = loaded_json['startDate'] lastDate = loaded_json['endDate'] print(firstDate, '...', lastDate) print("\nFinding all dates given", end='') dates = [] values = [] url2 = ''.join((url, '/prices?startDate=', firstDate, '&endDate=', lastDate)) # https://api.tiingo.com/tiingo/daily//prices?startDate=2012-1-1&endDate=2016-1-1 cprint("\nGET:" + url2 + '\n', 'white', attrs=['dark']) with Halo(spinner='dots'): requestResponse2 = requests.get(url2, headers=headers) Functions.fromCache(requestResponse2) loaded_json2 = requestResponse2.json() for i in range(0, len(loaded_json2)-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(len(listTiingo[0]), "dates") # print("Finding close values for each date") # Used loop from finding dates listTiingo.append(values) # print(len(listTiingo[0]), 'dates and', len(listTiingo[1]), "close values") return listTiingo def Yahoo(self): url = ''.join(('https://finance.yahoo.com/quote/', self.name, '?p=', self.name)) cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): t = requests.get(url) Functions.fromCache(t) if t.history: print('Yahoo Finance does not have data for', self.name) print('Yahoo not available') return 'N/A' else: print('Yahoo Finance has data for', self.name) ticker = self.name firstDate = datetime.datetime.now().date( ) - datetime.timedelta(days=self.timeFrame*31) # 31 days as a buffer just in case with Halo(spinner='dots'): yahoo_financials = YahooFinancials(ticker) r = yahoo_financials.get_historical_price_data( str(firstDate), str(datetime.date.today()), 'daily') s = r[self.name]['prices'] listOfDates = [] listOfCloseValues = [] for i in range(0, len(s), 1): listOfDates.append(s[i]['formatted_date']) listOfCloseValues.append(s[i]['close']) listYahoo = [listOfDates, listOfCloseValues] # Sometimes close value is a None value i = 0 while i < len(listYahoo[1]): if Functions.listIndexExists(listYahoo[1][i]): if listYahoo[1][i] is None: del listYahoo[1][i] del listYahoo[0][i] i -= 1 i += 1 else: break # print(len(listYahoo[0]), 'dates and', len(listYahoo[1]), "close values") return listYahoo def datesAndClose(self): cprint('\n' + str(self.name), 'cyan') sourceList = Stock.sourceList # Use each source until you get a value for j in range(0, len(sourceList), 1): source = sourceList[j] print('Source being used:', source) if source == 'Alpha Vantage': datesAndCloseList = Stock.AV(self) elif source == 'Yahoo': datesAndCloseList = Stock.Yahoo(self) elif source == 'IEX': datesAndCloseList = Stock.IEX(self) elif source == 'Tiingo': datesAndCloseList = Stock.Tiingo(self) if datesAndCloseList != 'N/A': break else: if j == len(sourceList)-1: print('\nNo sources have data for', self.name) cprint('Removing ' + self.name + ' because no data was found', 'yellow') return 'N/A' print('') # Convert dates to datetime allDates = datesAndCloseList[0] for j in range(0, len(allDates), 1): allDates[j] = Functions.stringToDate(allDates[j]) datesAndCloseList[0] = allDates # Determine if close value list has value of zero # AKA https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=RGN&outputsize=full&apikey=O42ICUV58EIZZQMU for i in datesAndCloseList[1]: if i == 0: print('Found close value of 0. This is likely something like ticker RGN (Daily Time Series with Splits and Dividend Events)') cprint('Removing ' + self.name + 'from list of stocks to ensure compability later', 'yellow') return 'N/A' return datesAndCloseList def datesAndCloseFitTimeFrame(self): # print('\nShortening list to fit time frame') # Have to do this because if I just make dates = self.allDates & closeValues = self.allCloseValues, then deleting from dates & closeValues also deletes it from self.allDates & self.allCloseValues (I'm not sure why) dates = list(self.allDates) closeValues = list(self.allCloseValues) firstDate = datetime.datetime.now().date() - datetime.timedelta( days=self.timeFrame*30) # print(self.timeFrame, ' months ago: ', firstDate, sep='') closestDate = Functions.getNearest(dates, firstDate) if closestDate != firstDate: # print('Closest date available to ' + str(self.timeFrame) + ' months ago: ' + str(closestDate)) firstDate = closestDate else: print(self.name, 'has a close value for', firstDate) # Remove dates in list up to firstDate while dates[0] != firstDate: dates.remove(dates[0]) # Remove close values until list is same length as dates while len(closeValues) != len(dates): closeValues.remove(closeValues[0]) datesAndCloseList2 = [dates, closeValues] print(len(dates), 'dates and', len(closeValues), 'close values') return datesAndCloseList2 def calcAverageMonthlyReturn(self): # averageMonthlyReturn = (float(self.closeValues[len(self.closeValues)-1]/self.closeValues[0])**(1/(self.timeFrame)))-1 # averageMonthlyReturn = averageMonthlyReturn * 100 averageMonthlyReturn = sum(self.monthlyReturn)/self.timeFrame print('Average monthly return:', averageMonthlyReturn) return averageMonthlyReturn def calcMonthlyReturn(self): monthlyReturn = [] # Calculate monthly return in order from oldest to newest monthlyReturn = [] for i in range(0, self.timeFrame, 1): firstDate = datetime.datetime.now().date() - datetime.timedelta( days=(self.timeFrame-i)*30) secondDate = datetime.datetime.now().date() - datetime.timedelta( days=(self.timeFrame-i-1)*30) # Find closest dates to firstDate and lastDate firstDate = Functions.getNearest(self.dates, firstDate) secondDate = Functions.getNearest(self.dates, secondDate) if firstDate == secondDate: print('Closest date is ' + str(firstDate) + ', which is after the given time frame') return 'N/A' # Get corresponding close values and calculate monthly return for i in range(0, len(self.dates), 1): if self.dates[i] == firstDate: firstClose = self.closeValues[i] elif self.dates[i] == secondDate: secondClose = self.closeValues[i] break monthlyReturnTemp = (secondClose/firstClose)-1 monthlyReturnTemp = monthlyReturnTemp * 100 monthlyReturn.append(monthlyReturnTemp) # print('Monthly return over the past', self.timeFrame, 'months:', monthlyReturn) return monthlyReturn def calcCorrelation(self, closeList): correlation = np.corrcoef( self.closeValuesMatchBenchmark, closeList)[0, 1] print('Correlation with benchmark:', correlation) return correlation def calcStandardDeviation(self): numberOfValues = self.timeFrame mean = self.averageMonthlyReturn standardDeviation = ( (sum((self.monthlyReturn[x]-mean)**2 for x in range(0, numberOfValues, 1)))/(numberOfValues-1))**(1/2) print('Standard Deviation:', standardDeviation) return standardDeviation def calcDownsideDeviation(self): numberOfValues = self.timeFrame targetReturn = self.averageMonthlyReturn downsideDeviation = ( (sum(min(0, (self.monthlyReturn[x]-targetReturn))**2 for x in range(0, numberOfValues, 1)))/(numberOfValues-1))**(1/2) print('Downside Deviation:', downsideDeviation) return downsideDeviation def calcKurtosis(self): numberOfValues = self.timeFrame mean = self.averageMonthlyReturn kurtosis = (sum((self.monthlyReturn[x]-mean)**4 for x in range( 0, numberOfValues, 1)))/((numberOfValues-1)*(self.standardDeviation ** 4)) print('Kurtosis:', kurtosis) return kurtosis def calcSkewness(self): numberOfValues = self.timeFrame mean = self.averageMonthlyReturn skewness = (sum((self.monthlyReturn[x]-mean)**3 for x in range( 0, numberOfValues, 1)))/((numberOfValues-1)*(self.standardDeviation ** 3)) print('Skewness:', skewness) return skewness def calcBeta(self): beta = self.correlation * \ (self.standardDeviation/Stock.benchmarkStandardDeviation) print('Beta:', beta) return beta def calcAlpha(self): alpha = self.averageMonthlyReturn - \ (Stock.riskFreeRate+((Stock.benchmarkAverageMonthlyReturn - Stock.riskFreeRate) * self.beta)) print('Alpha:', alpha) return alpha def calcSharpe(self): sharpe = (self.averageMonthlyReturn - Stock.riskFreeRate) / \ self.standardDeviation print('Sharpe Ratio:', sharpe) return sharpe def calcSortino(self): sortino = (self.averageMonthlyReturn - self.riskFreeRate) / \ self.downsideDeviation print('Sortino Ratio:', sortino) return sortino def calcTreynor(self): treynor = (self.averageMonthlyReturn - Stock.riskFreeRate)/self.beta print('Treynor Ratio:', treynor) return treynor def calcLinearRegression(self): dates = self.dates y = self.closeValues # First change dates to integers (days from first date) x = datesToDays(dates) x = np.array(x) y = np.array(y) # Estimate coefficients # number of observations/points n = np.size(x) # mean of x and y vector m_x, m_y = np.mean(x), np.mean(y) # calculating cross-deviation and deviation about x SS_xy = np.sum(y*x) - n*m_y*m_x SS_xx = np.sum(x*x) - n*m_x*m_x # calculating regression coefficients b_1 = SS_xy / SS_xx b_0 = m_y - b_1*m_x b = [b_0, b_1] formula = ''.join( ('y = ', str(round(float(b[0]), 2)), 'x + ', str(round(float(b[1]), 2)))) print('Linear regression formula:', formula) # Stock.plot_regression_line(self, x, y, b) regression = [] regression.append(b[0]) regression.append(b[1]) return regression def plot_regression_line(self, x, y, b): # plotting the actual points as scatter plot plt.scatter(self.dates, y, color="m", marker="o", s=30) # predicted response vector y_pred = b[0] + b[1]*x # plotting the regression line plt.plot(self.dates, y_pred, color="g") # putting labels plt.title(self.name) plt.xlabel('Dates') plt.ylabel('Close Values') # function to show plot try: t = Stock.timePlotIndicatorRegression plt.show(block=False) for i in range(t, 0, -1): if i == 1: sys.stdout.write('Keeping plot open for ' + str(i) + ' second \r') else: sys.stdout.write('Keeping plot open for ' + str(i) + ' seconds \r') plt.pause(1) sys.stdout.flush() sys.stdout.write( ' \r') sys.stdout.flush() plt.close() except: sys.stdout.write( ' \r') sys.stdout.flush() def scrapeYahooFinance(self): # Determine if ETF, Mutual fund, or stock url = ''.join(('https://finance.yahoo.com/quote/', self.name, '?p=', self.name)) cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): t = requests.get(url) Functions.fromCache(t) if t.history: print('Yahoo Finance does not have data for', self.name) return 'N/A' else: print('Yahoo Finance has data for', self.name) stockType = '' url2 = ''.join(('https://finance.yahoo.com/lookup?s=', self.name)) cprint('GET:' + url2, 'white', attrs=['dark']) with Halo(spinner='dots'): x = requests.get(url2) raw_html = x.text Functions.fromCache(x) soup2 = BeautifulSoup(raw_html, 'html.parser') # Type (Stock, ETF, Mutual Fund) r = soup2.find_all( 'td', attrs={'class': 'data-col4 Ta(start) Pstart(20px) Miw(30px)'}) u = soup2.find_all('a', attrs={'class': 'Fw(b)'}) # Name and class z = soup2.find_all('td', attrs={ 'class': 'data-col1 Ta(start) Pstart(10px) Miw(80px)'}) # Name of stock listNames = [] for i in u: if i.text.strip() == i.text.strip().upper(): listNames.append(i.text.strip()) ''' if len(i.text.strip()) < 6: listNames.append(i.text.strip()) elif '.' in i.text.strip(): listNames.append(i.text.strip()) # Example: TSNAX (TSN.AX) #! If having problems later, separate them by Industries (Mutual funds and ETF's are always N/A) ''' for i in range(0, len(listNames), 1): if listNames[i] == self.name: break r = r[i].text.strip() z = z[i].text.strip() print('Name:', z) if r == 'ETF': stockType = 'ETF' elif r == 'Stocks': stockType = 'Stock' elif r == 'Mutual Fund': stockType = 'Mutual Fund' else: print('Could not determine fund type') return 'N/A' print('Type:', stockType) if Stock.indicator == 'Expense Ratio': if stockType == 'Stock': print( self.name, 'is a stock, and therefore does not have an expense ratio') return 'Stock' raw_html = t.text soup = BeautifulSoup(raw_html, 'html.parser') r = soup.find_all('span', attrs={'class': 'Trsdu(0.3s)'}) if r == []: print('Something went wrong with scraping expense ratio') return('N/A') if stockType == 'ETF': for i in range(len(r)-1, 0, -1): s = r[i].text.strip() if s[-1] == '%': break elif stockType == 'Mutual Fund': count = 0 # Second in set for i in range(0, len(r)-1, 1): s = r[i].text.strip() if s[-1] == '%' and count == 0: count += 1 elif s[-1] == '%' and count == 1: break if s[-1] == '%': expenseRatio = float(s.replace('%', '')) else: print('Something went wrong with scraping expense ratio') return 'N/A' print(Stock.indicator + ': ', end='') print(str(expenseRatio) + '%') return expenseRatio elif Stock.indicator == 'Market Capitalization': somethingWrong = False raw_html = t.text soup = BeautifulSoup(raw_html, 'html.parser') r = soup.find_all( 'span', attrs={'class': 'Trsdu(0.3s)'}) if r == []: somethingWrong = True else: marketCap = 0 for t in r: s = t.text.strip() if s[-1] == 'B': print(Stock.indicator + ': ', end='') print(s, end='') s = s.replace('B', '') marketCap = float(s) * 1000000000 # 1 billion break elif s[-1] == 'M': print(Stock.indicator + ': ', end='') print(s, end='') s = s.replace('M', '') marketCap = float(s) * 1000000 # 1 million break elif s[-1] == 'K': print(Stock.indicator + ': ', end='') print(s, end='') s = s.replace('K', '') marketCap = float(s) * 1000 # 1 thousand break if marketCap == 0: somethingWrong = True if somethingWrong: ticker = self.name yahoo_financials = YahooFinancials(ticker) marketCap = yahoo_financials.get_market_cap() if marketCap is not None: print('(Taken from yahoofinancials)') print(marketCap) return int(marketCap) else: print( 'Was not able to scrape or get market capitalization from yahoo finance') return 'N/A' marketCap = int(marketCap) return marketCap print(' =', marketCap) marketCap = marketCap / 1000000 print( 'Dividing marketCap by 1 million:', marketCap) return marketCap elif Stock.indicator == 'Turnover': if stockType == 'ETF': url = ''.join(('https://finance.yahoo.com/quote/', self.name, '/profile?p=', self.name)) # https://finance.yahoo.com/quote/SPY/profile?p=SPY cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): t = requests.get(url) Functions.fromCache(t) raw_html = t.text soup = BeautifulSoup(raw_html, 'html.parser') r = soup.find_all( 'span', attrs={'class': 'W(20%) D(b) Fl(start) Ta(e)'}) if r == []: print('Something went wrong without scraping turnover') return 'N/A' turnover = 0 for i in range(len(r)-1, 0, -1): s = r[i].text.strip() if s[-1] == '%': turnover = float(s.replace('%', '')) break elif stockType == 'Mutual Fund': raw_html = t.text soup = BeautifulSoup(raw_html, 'html.parser') r = soup.find_all( 'span', attrs={'class': 'Trsdu(0.3s)'}) if r == []: print('Something went wrong without scraping turnover') return 'N/A' turnover = 0 for i in range(len(r)-1, 0, -1): s = r[i].text.strip() if s[-1] == '%': turnover = float(s.replace('%', '')) break elif stockType == 'Stock': print(self.name, 'is a stock, and therefore does not have turnover') return 'Stock' if turnover == 0: print('Something went wrong with scraping turnover') return 'N/A' print(Stock.indicator + ': ', end='') print(str(turnover) + '%') return turnover def indicatorManual(self): indicatorValueFound = False while not indicatorValueFound: if Stock.indicator == 'Expense Ratio': indicatorValue = str( input(Stock.indicator + ' for ' + self.name + ' (%): ')) elif Stock.indicator == 'Market Capitalization': indicatorValue = str( input(Stock.indicator + ' of ' + self.name + ': ')) elif Stock.indicator == 'Persistence': indicatorValue = str( input(Stock.indicator + ' for ' + self.name + ' (years): ')) elif Stock.indicator == 'Turnover': indicatorValue = str(input( Stock.indicator + ' for ' + self.name + ' in the last ' + str(Stock.timeFrame) + ' years: ')) if Functions.strintIsFloat(indicatorValue): indicatorValueFound = True return float(indicatorValue) else: print('Please enter a number') def calcPersistence(self): persistenceFirst = (sum(self.monthlyReturn[i] for i in range( 0, Stock.persTimeFrame, 1))) / Stock.persTimeFrame persistenceSecond = self.averageMonthlyReturn persistence = persistenceSecond-persistenceFirst print('Change (difference) in average monthly return:', persistence) return persistence def datesToDays(dates): days = [] firstDate = dates[0] days.append(0) for i in range(1, len(dates), 1): # Calculate days from first date to current date daysDiff = (dates[i]-firstDate).days days.append(daysDiff) return days def benchmarkInit(): # Treat benchmark like stock benchmarkTicker = '' benchmarks = ['S&P500', 'DJIA', 'Russell 3000', 'MSCI EAFE'] benchmarksTicker = ['SPY', 'DJIA', 'VTHR', 'EFT'] print('\nList of benchmarks:') for i in range(0, len(benchmarks), 1): print('[' + str(i+1) + '] ' + benchmarks[i] + ' (' + benchmarksTicker[i] + ')') while benchmarkTicker == '': benchmark = str(input('Please choose a benchmark from the list: ')) # benchmark = 'SPY' # TESTING if Functions.stringIsInt(benchmark): if int(benchmark) <= len(benchmarks) and int(benchmark) > 0: benchmarkInt = int(benchmark) benchmark = benchmarks[benchmarkInt-1] benchmarkTicker = benchmarksTicker[benchmarkInt-1] else: for i in range(0, len(benchmarks), 1): if benchmark == benchmarks[i]: benchmarkTicker = benchmarksTicker[i] break if benchmark == benchmarksTicker[i] or benchmark == benchmarksTicker[i].lower(): benchmark = benchmarks[i] benchmarkTicker = benchmarksTicker[i] break if benchmarkTicker == '': print('Benchmark not found') print(benchmark, ' (', benchmarkTicker, ')', sep='') benchmark = Stock() benchmark.setName(benchmarkTicker) return benchmark def stocksInit(): listOfStocks = [] print('\nThis program can analyze stocks (GOOGL), mutual funds (VFINX), and ETFs (SPY)') print('For simplicity, all of them will be referred to as "stock"') found = False methods = ['Read from a file', 'Enter manually', 'Kiplinger top-performing funds (50)', 'TheStreet top-rated mutual funds (20)', 'Money best mutual funds (50)', 'Investors Business Daily best mutual funds (~45)'] while not found: print('\nMethods:') method = 0 for i in range(0, len(methods), 1): print('[' + str(i+1) + '] ' + methods[i]) while method == 0 or method > len(methods): method = str(input('Which method? ')) if Functions.stringIsInt(method): method = int(method) if method == 0 or method > len(methods): print('Please choose a number from 1 to', len(methods)) else: method = 0 print('Please choose a number') print('') if method == 1: defaultFiles = ['.gitignore', 'LICENSE', 'main.py', 'Functions.py', 'README.md', 'requirements.txt', 'cache.sqlite', 'config.json', 'CONTRIBUTING.md', 'config.example.json', 'CODE-OF-CONDUCT.md', '_test_runner.py', 'poetry.lock', 'pyproject.toml'] # Added by repl.it for whatever reason stocksFound = False print('Files in current directory (without default files): ') listOfFilesTemp = [f for f in os.listdir() if os.path.isfile(f)] listOfFiles = [] for files in listOfFilesTemp: if files[0] != '.' and any(x in files for x in defaultFiles) is not True: listOfFiles.append(files) for i in range(0, len(listOfFiles), 1): if listOfFiles[i][0] != '.': print('[' + str(i+1) + '] ' + listOfFiles[i]) while not stocksFound: fileName = str(input('What is the file number/name? ')) if ( Functions.stringIsInt(fileName) and int(fileName) < len(listOfFiles) + 1 and int(fileName) > 0 ): fileName = listOfFiles[int(fileName)-1] print(fileName) if Functions.fileExists(fileName): listOfStocks = [] file = open(fileName, 'r') n = file.read() file.close() s = re.findall(r'[^,;\s]+', n) for i in s: if str(i) != '' and Functions.hasNumbers(str(i)) is False: listOfStocks.append(str(i).upper()) stocksFound = True else: print('File not found') for i in range(0, len(listOfStocks), 1): stockName = listOfStocks[i].upper() listOfStocks[i] = Stock() listOfStocks[i].setName(stockName) for k in listOfStocks: print(k.name, end=' ') print('\n' + str(len(listOfStocks)) + ' stocks total') elif method == 2: isInteger = False while not isInteger: temp = input('Number of stocks to analyze (2 minimum): ') isInteger = Functions.stringIsInt(temp) if isInteger: if int(temp) >= 2: numberOfStocks = int(temp) else: print('Please type a number greater than or equal to 2') isInteger = False else: print('Please type an integer') i = 0 while i < numberOfStocks: print('Stock', i + 1, end=' ') stockName = str(input('ticker: ')) if stockName != '' and Functions.hasNumbers(stockName) is False: stockName = stockName.upper() listOfStocks.append(stockName) listOfStocks[i] = Stock() listOfStocks[i].setName(stockName) i += 1 else: print('Invalid ticker') elif method == 3: listOfStocks = [] url = 'https://www.kiplinger.com/tool/investing/T041-S001-top-performing-mutual-funds/index.php' headers = { 'User-Agent': 'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/72.0.3626.109 Safari/537.36'} cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url, headers=headers) Functions.fromCache(f) raw_html = f.text soup = BeautifulSoup(raw_html, 'html.parser') file = open('kiplinger-stocks.txt', 'w') r = soup.find_all('a', attrs={'style': 'font-weight:700;'}) for k in r: print(k.text.strip(), end=' ') listOfStocks.append(k.text.strip()) file.write(str(k.text.strip()) + '\n') file.close() for i in range(0, len(listOfStocks), 1): stockName = listOfStocks[i].upper() listOfStocks[i] = Stock() listOfStocks[i].setName(stockName) print('\n' + str(len(listOfStocks)) + ' mutual funds total') elif method == 4: listOfStocks = [] url = 'https://www.thestreet.com/topic/21421/top-rated-mutual-funds.html' headers = { 'User-Agent': 'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/72.0.3626.109 Safari/537.36'} cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url, headers=headers) Functions.fromCache(f) raw_html = f.text soup = BeautifulSoup(raw_html, 'html.parser') file = open('thestreet-stocks.txt', 'w') r = soup.find_all('a') for k in r: if len(k.text.strip()) == 5: n = re.findall(r'^/quote/.*\.html', k['href']) if len(n) != 0: print(k.text.strip(), end=' ') listOfStocks.append(k.text.strip()) file.write(str(k.text.strip()) + '\n') file.close() for i in range(0, len(listOfStocks), 1): stockName = listOfStocks[i].upper() listOfStocks[i] = Stock() listOfStocks[i].setName(stockName) print('\n' + str(len(listOfStocks)) + ' mutual funds total') elif method == 5: listOfStocks = [] url = 'http://money.com/money/4616747/best-mutual-funds-etfs-money-50/' headers = { 'User-Agent': 'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/72.0.3626.109 Safari/537.36'} cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url, headers=headers) Functions.fromCache(f) raw_html = f.text soup = BeautifulSoup(raw_html, 'html.parser') file = open('money.com-stocks.txt', 'w') r = soup.find_all('td') for k in r: t = k.text.strip() if '(' in t and ')' in t: t = t.split('(')[1] t = t.split(')')[0] print(t, end=' ') listOfStocks.append(t) file.write(str(t + '\n')) file.close() for i in range(0, len(listOfStocks), 1): stockName = listOfStocks[i].upper() listOfStocks[i] = Stock() listOfStocks[i].setName(stockName) print('\n' + str(len(listOfStocks)) + ' mutual funds total') elif method == 6: listOfStocks = [] listOfStocksOriginal = [] url = 'https://www.investors.com/etfs-and-funds/mutual-funds/best-mutual-funds-beating-sp-500-over-last-1-3-5-10-years/' headers = { 'User-Agent': 'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/72.0.3626.109 Safari/537.36'} cprint('GET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url, headers=headers) Functions.fromCache(f) raw_html = f.text soup = BeautifulSoup(raw_html, 'html.parser') file = open('investors-stocks.txt', 'w') r = soup.find_all('td') for k in r: t = k.text.strip() if ( len(t) == 5 and Functions.strintIsFloat(t) is False and (t not in listOfStocksOriginal or listOfStocksOriginal == []) and t[-1] != '%' ): listOfStocksOriginal.append(t) print(t, end=' ') listOfStocks.append(k.text.strip()) file.write(str(k.text.strip()) + '\n') file.close() for i in range(0, len(listOfStocks), 1): stockName = listOfStocks[i].upper() listOfStocks[i] = Stock() listOfStocks[i].setName(stockName) print('\n' + str(len(listOfStocks)) + ' mutual funds total') if len(listOfStocks) < 2: print('Please choose another method') else: found = True return listOfStocks def asyncData(benchmark, listOfStocks): # Make list of urls to send requests to urlList = [] # Benchmark url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=', benchmark.name, '&outputsize=full&apikey=', apiAV)) urlList.append(url) # Stocks for i in range(0, len(listOfStocks), 1): # Alpha Vantage url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=', listOfStocks[i].name, '&outputsize=full&apikey=', apiAV)) urlList.append(url) # Risk-free rate url = ''.join( ('https://www.quandl.com/api/v3/datasets/USTREASURY/LONGTERMRATES.json?api_key=', apiQuandl)) urlList.append(url) # Yahoo Finance for i in range(0, len(listOfStocks), 1): url = ''.join(('https://finance.yahoo.com/quote/', listOfStocks[i].name, '?p=', listOfStocks[i].name)) urlList.append(url) for i in range(0, len(listOfStocks), 1): url = ''.join( ('https://finance.yahoo.com/lookup?s=', listOfStocks[i].name)) urlList.append(url) # Send async requests print('\nSending async requests (Assuming Alpha Vantage is first choice)') with PoolExecutor(max_workers=3) as executor: for _ in executor.map(sendAsync, urlList): pass return def sendAsync(url): time.sleep(random.randrange(0, 2)) cprint('GET:' + url, 'white', attrs=['dark']) requests.get(url) return def timeFrameInit(): isInteger = False print('') while not isInteger: print( 'Please enter the time frame in months (<60 recommended):', end='') temp = input(' ') isInteger = Functions.stringIsInt(temp) if isInteger: if int(temp) > 1 and int(temp) < 1000: months = int(temp) elif int(temp) >= 1000: print('Please enter a number less than 1000') isInteger = False else: print('Please enter a number greater than 1') isInteger = False else: print('Please type an integer') return months def dataMain(listOfStocks): i = 0 while i < len(listOfStocks): try: datesAndCloseList = Stock.datesAndClose(listOfStocks[i]) except: print('Error retrieving data') datesAndCloseList = 'N/A' if datesAndCloseList == 'N/A': del listOfStocks[i] if len(listOfStocks) == 0: # print('No stocks to analyze. Ending program') cprint('No stocks to analyze. Ending program', 'white', 'on_red') exit() else: listOfStocks[i].allDates = datesAndCloseList[0] listOfStocks[i].allCloseValues = datesAndCloseList[1] # Clip list to fit time frame datesAndCloseList2 = Stock.datesAndCloseFitTimeFrame( listOfStocks[i]) listOfStocks[i].dates = datesAndCloseList2[0] listOfStocks[i].closeValues = datesAndCloseList2[1] i += 1 def riskFreeRate(): print('Quandl') url = ''.join( ('https://www.quandl.com/api/v3/datasets/USTREASURY/LONGTERMRATES.json?api_key=', apiQuandl)) # https://www.quandl.com/api/v3/datasets/USTREASURY/LONGTERMRATES.json?api_key=KUh3U3hxke9tCimjhWEF cprint('\nGET:' + url, 'white', attrs=['dark']) with Halo(spinner='dots'): f = requests.get(url) Functions.fromCache(f) json_data = f.text loaded_json = json.loads(json_data) riskFreeRate = round(float(loaded_json['dataset']['data'][0][1]),2) print('Risk-free rate:', riskFreeRate, end='\n\n') if f.status_code != 200: print('Quandl not available') print('Returning 2.50 as risk-free rate', end='\n\n') # return 0.0250 return 2.50 return riskFreeRate def returnMain(benchmark, listOfStocks): cprint('\nCalculating return statistics\n', 'white', attrs=['underline']) print('Getting risk-free rate from current 10-year treasury bill rates', end='\n\n') Stock.riskFreeRate = riskFreeRate() cprint(benchmark.name, 'cyan') benchmark.monthlyReturn = Stock.calcMonthlyReturn(benchmark) if benchmark.monthlyReturn == 'N/A': # print('Please use a lower time frame\nEnding program') cprint('Please use a lower time frame. Ending program', 'white', 'on_red') exit() benchmark.averageMonthlyReturn = Stock.calcAverageMonthlyReturn(benchmark) benchmark.standardDeviation = Stock.calcStandardDeviation(benchmark) # Make benchmark data global Stock.benchmarkDates = benchmark.dates Stock.benchmarkCloseValues = benchmark.closeValues Stock.benchmarkAverageMonthlyReturn = benchmark.averageMonthlyReturn Stock.benchmarkStandardDeviation = benchmark.standardDeviation i = 0 while i < len(listOfStocks): cprint('\n' + listOfStocks[i].name, 'cyan') # Make sure each date has a value for both the benchmark and the stock list1 = [] list2 = [] list1.append(listOfStocks[i].dates) list1.append(listOfStocks[i].closeValues) list2.append(Stock.benchmarkDates) list2.append(Stock.benchmarkCloseValues) temp = Functions.removeExtraDatesAndCloseValues(list1, list2) listOfStocks[i].datesMatchBenchmark = temp[0][0] listOfStocks[i].closeValuesMatchBenchmark = temp[0][1] benchmarkMatchDatesAndCloseValues = temp[1] # Calculate everything for each stock listOfStocks[i].monthlyReturn = Stock.calcMonthlyReturn( listOfStocks[i]) if listOfStocks[i].monthlyReturn == 'N/A': cprint('Removing ' + listOfStocks[i].name + ' from list of stocks', 'yellow') del listOfStocks[i] if len(listOfStocks) == 0: # print('No stocks fit time frame. Ending program') cprint('No stocks fit time frame. Ending program', 'white', 'on_red') exit() else: listOfStocks[i].averageMonthlyReturn = Stock.calcAverageMonthlyReturn( listOfStocks[i]) listOfStocks[i].correlation = Stock.calcCorrelation( listOfStocks[i], benchmarkMatchDatesAndCloseValues[1]) listOfStocks[i].standardDeviation = Stock.calcStandardDeviation( listOfStocks[i]) listOfStocks[i].downsideDeviation = Stock.calcDownsideDeviation( listOfStocks[i]) listOfStocks[i].kurtosis = Stock.calcKurtosis( listOfStocks[i]) listOfStocks[i].skewness = Stock.calcSkewness( listOfStocks[i]) listOfStocks[i].beta = Stock.calcBeta(listOfStocks[i]) listOfStocks[i].alpha = Stock.calcAlpha(listOfStocks[i]) listOfStocks[i].sharpe = Stock.calcSharpe(listOfStocks[i]) listOfStocks[i].sortino = Stock.calcSortino(listOfStocks[i]) listOfStocks[i].treynor = Stock.calcTreynor(listOfStocks[i]) # listOfStocks[i].linearRegression = Stock.calcLinearRegression( # listOfStocks[i]) i += 1 cprint('\nNumber of stocks that fit time frame: ' + str(len(listOfStocks)), 'green') if len(listOfStocks) < 2: # print('Cannot proceed to the next step. Exiting program') cprint('Unable to proceed. Exiting program', 'white', 'on_red') exit() def outlierChoice(): print('\nWould you like to remove indicator outliers?') return Functions.trueOrFalse() def indicatorInit(): # Runs correlation or regression study indicatorFound = False listOfIndicators = ['Expense Ratio', 'Market Capitalization', 'Turnover', 'Persistence'] print('\n', end='') print('List of indicators:') for i in range(0, len(listOfIndicators), 1): print('[' + str(i + 1) + '] ' + listOfIndicators[i]) while indicatorFound is False: indicator = str(input('Choose an indicator from the list: ')) # indicator = 'expense ratio' # TESTING if Functions.stringIsInt(indicator): if int(indicator) <= 4 and int(indicator) > 0: indicator = listOfIndicators[int(indicator)-1] indicatorFound = True else: indicatorFormats = [ indicator.upper(), indicator.lower(), indicator.title()] for i in range(0, len(indicatorFormats), 1): for j in range(0, len(listOfIndicators), 1): if listOfIndicators[j] == indicatorFormats[i]: indicator = listOfIndicators[j] indicatorFound = True break if indicatorFound is False: print('Please choose a number from 1 to', len( listOfIndicators), 'or type an answer') return indicator def calcIndicatorCorrelation(listOfIndicatorValues, listOfReturns): correlationList = [] for i in range(0, len(listOfReturns), 1): correlation = np.corrcoef( listOfIndicatorValues, listOfReturns[i])[0, 1] correlationList.append(correlation) return correlationList def calcIndicatorRegression(listOfIndicatorValues, listOfReturns): regressionList = [] x = np.array(listOfIndicatorValues) for i in range(0, len(listOfReturns), 1): y = np.array(listOfReturns[i]) # Estimate coefficients # number of observations/points n = np.size(x) # mean of x and y vector m_x, m_y = np.mean(x), np.mean(y) # calculating cross-deviation and deviation about x SS_xy = np.sum(y*x) - n*m_y*m_x SS_xx = np.sum(x*x) - n*m_x*m_x # calculating regression coefficients b_1 = SS_xy / SS_xx b_0 = m_y - b_1*m_x b = [b_0, b_1] regression = [b[0], b[1]] regressionList.append(regression) if Stock.plotIndicatorRegression: plot_regression_line(x, y, b, i) return regressionList def plot_regression_line(x, y, b, i): # plotting the actual points as scatter plot plt.scatter(x, y, color="m", marker="o", s=30) # predicted response vector y_pred = b[0] + b[1]*x # plotting the regression line plt.plot(x, y_pred, color="g") # putting labels listOfReturnStrings = ['Average Monthly Return', 'Sharpe Ratio', 'Sortino Ratio', 'Treynor Ratio', 'Alpha'] plt.title(Stock.indicator + ' and ' + listOfReturnStrings[i]) if Stock.indicator in ['Expense Ratio', 'Turnover']: plt.xlabel(Stock.indicator + ' (%)') elif Stock.indicator == 'Persistence': plt.xlabel(Stock.indicator + ' (Difference in average monthly return)') elif Stock.indicator == 'Market Capitalization': plt.xlabel(Stock.indicator + ' (millions)') else: plt.xlabel(Stock.indicator) if i == 0: plt.ylabel(listOfReturnStrings[i] + ' (%)') else: plt.ylabel(listOfReturnStrings[i]) # function to show plot try: t = Stock.timePlotIndicatorRegression plt.show(block=False) for i in range(t, 0, -1): if i == 1: sys.stdout.write('Keeping plot open for ' + str(i) + ' second \r') else: sys.stdout.write('Keeping plot open for ' + str(i) + ' seconds \r') plt.pause(1) sys.stdout.flush() sys.stdout.write(' \r') sys.stdout.flush() plt.close() except: sys.stdout.write(' \r') sys.stdout.flush() def persistenceTimeFrame(): print('\nTime frame you chose was', Stock.timeFrame, 'months') persTimeFrameFound = False while not persTimeFrameFound: persistenceTimeFrame = str( input('Please choose how many months to measure persistence: ')) if Functions.stringIsInt(persistenceTimeFrame): if int(persistenceTimeFrame) > 0 and int(persistenceTimeFrame) < Stock.timeFrame - 1: persistenceTimeFrame = int(persistenceTimeFrame) persTimeFrameFound = True else: print('Please choose a number between 0 and', Stock.timeFrame, end='\n') else: print('Please choose an integer between 0 and', Stock.timeFrame, end='\n') return persistenceTimeFrame def indicatorMain(listOfStocks): cprint('\n' + str(Stock.indicator) + '\n', 'white', attrs=['underline']) listOfStocksIndicatorValues = [] i = 0 while i < len(listOfStocks): cprint(listOfStocks[i].name, 'cyan') if Stock.indicator == 'Persistence': listOfStocks[i].indicatorValue = Stock.calcPersistence( listOfStocks[i]) else: try: listOfStocks[i].indicatorValue = Stock.scrapeYahooFinance( listOfStocks[i]) except: print('Error retrieving indicator data') print('\nWould you like to enter a ' + str(Stock.indicator.lower() ) + ' value for ' + str(listOfStocks[i].name) + '?') r = Functions.trueOrFalse() listOfStocks[i].indicatorValue = 'Remove' if r is False else 'N/A' if listOfStocks[i].indicatorValue == 'N/A': listOfStocks[i].indicatorValue = Stock.indicatorManual( listOfStocks[i]) elif listOfStocks[i].indicatorValue in ['Stock', 'Remove']: cprint('Removing ' + listOfStocks[i].name + ' from list of stocks', 'yellow') del listOfStocks[i] if len(listOfStocks) < 2: # print('Not able to go to the next step. Ending program') cprint('Unable to proceed. Ending program', 'white', 'on_red') exit() else: listOfStocks[i].indicatorValue = float( listOfStocks[i].indicatorValue) listOfStocksIndicatorValues.append(listOfStocks[i].indicatorValue) i += 1 print('') # Remove outliers if Stock.removeOutliers: cprint('\nRemoving outliers\n', 'white', attrs=['underline']) temp = Functions.removeOutliers(listOfStocksIndicatorValues) if temp[0] == listOfStocksIndicatorValues: print('No indicator outliers\n') else: print('First quartile:', temp[2], ', Median:', temp[3], ', Third quartile:', temp[4], 'Interquartile range:', temp[5]) # print('Original list:', listOfStocksIndicatorValues) listOfStocksIndicatorValues = temp[0] i = 0 while i < len(listOfStocks): for j in temp[1]: if listOfStocks[i].indicatorValue == j: cprint('Removing ' + listOfStocks[i].name + ' because it has a ' + str( Stock.indicator.lower()) + ' value of ' + str(listOfStocks[i].indicatorValue), 'yellow') del listOfStocks[i] i -= 1 break i += 1 # print('New list:', listOfStocksIndicatorValues, '\n') print('') # Calculate data cprint('Calculating correlation and linear regression\n', 'white', attrs=['underline']) listOfReturns = [] # A list that matches the above list with return values [[averageMonthlyReturn1, aMR2, aMR3], [sharpe1, sharpe2, sharpe3], etc.] tempListOfReturns = [] for i in range(0, len(listOfStocks), 1): tempListOfReturns.append(listOfStocks[i].averageMonthlyReturn) listOfReturns.append(tempListOfReturns) tempListOfReturns = [] for i in range(0, len(listOfStocks), 1): tempListOfReturns.append(listOfStocks[i].sharpe) listOfReturns.append(tempListOfReturns) tempListOfReturns = [] for i in range(0, len(listOfStocks), 1): tempListOfReturns.append(listOfStocks[i].sortino) listOfReturns.append(tempListOfReturns) tempListOfReturns = [] for i in range(0, len(listOfStocks), 1): tempListOfReturns.append(listOfStocks[i].treynor) listOfReturns.append(tempListOfReturns) tempListOfReturns = [] for i in range(0, len(listOfStocks), 1): tempListOfReturns.append(listOfStocks[i].alpha) listOfReturns.append(tempListOfReturns) # Create list of each indicator (e.g. expense ratio) listOfIndicatorValues = [] for i in range(0, len(listOfStocks), 1): listOfIndicatorValues.append(listOfStocks[i].indicatorValue) Stock.indicatorCorrelation = calcIndicatorCorrelation( listOfIndicatorValues, listOfReturns) listOfReturnStrings = ['Average Monthly Return', 'Sharpe Ratio', 'Sortino Ratio', 'Treynor Ratio', 'Alpha'] for i in range(0, len(Stock.indicatorCorrelation), 1): print('Correlation for ' + Stock.indicator.lower() + ' and ' + listOfReturnStrings[i].lower() + ': ' + str(Stock.indicatorCorrelation[i])) Stock.indicatorRegression = calcIndicatorRegression( listOfIndicatorValues, listOfReturns) print('\n', end='') for i in range(0, len(Stock.indicatorCorrelation), 1): formula = ''.join( ('f(x) = ', str(round(float(Stock.indicatorRegression[i][0]), 2)), 'x + ', str(round(float(Stock.indicatorRegression[i][1]), 2)))) print('Linear regression equation for ' + Stock.indicator.lower() + ' and ' + listOfReturnStrings[i].lower() + ': ' + formula) def checkConfig(fileName): if Functions.fileExists(fileName) is False: return 'N/A' file = open(fileName, 'r') n = file.read() file.close() if Functions.validateJson(n) is False: print('Config file is not valid') return 'N/A' t = json.loads(n) return t['Config'] def continueProgram(): found = False print('Would you like to rerun the program?') return Functions.trueOrFalse() def plotIndicatorRegression(): if Functions.detectDisplay(): if Functions.checkPackage('matplotlib') is False: print( 'matplotlib is not installed. \nIf you would like to install' + ' it (and have a display), run `pip install matplotlib`') Stock.plotIndicatorRegression = False else: print('\nWould you like to plot indicator linear regression ' 'results?') plotLinear = Functions.trueOrFalse() Stock.plotIndicatorRegression = plotLinear else: Stock.plotIndicatorRegression = False # Ask for how long Stock.timePlotIndicatorRegression = 60 ''' if Stock.plotIndicatorRegression: timeFound = False print('') while timeFound is False: x = str(input('How long would you like to keep the graph up (seconds)? ')) if Functions.stringIsInt(x): if int(x) > 0: Stock.timePlotIndicatorRegression = int(x) timeFound = True else: print('Please choose a number greater than zero') else: print('Please choose an integer') ''' def main(): ''' Check config file for errors and if not, then use values #! Only use this if you know it is exactly correct. I haven't spent much #! time debugging this ''' Stock.config = checkConfig('config.json') runningProgram = True while runningProgram: if Stock.config == 'N/A': # Check that all required packages are installed packagesInstalled = Functions.checkPackages( ['numpy', 'requests', 'bs4', 'requests_cache', 'halo']) if not packagesInstalled: exit() else: print('All required packages are installed') # Check python version is above 3.3 pythonVersionGood = Functions.checkPythonVersion() if not pythonVersionGood: exit() # Test internet connection internetConnection = Functions.isConnected() if not internetConnection: exit() else: Functions.getJoke() # Functions.getWeather() # Choose benchmark and makes it class Stock benchmark = benchmarkInit() # Add it to a list to work with other functions benchmarkAsList = [benchmark] # Asks for stock(s) ticker and makes them class Stock listOfStocks = stocksInit() # Determine time frame (Years) timeFrame = timeFrameInit() Stock.timeFrame = timeFrame # Choose indicator Stock.indicator = indicatorInit() # Choose time frame for initial persistence if Stock.indicator == 'Persistence': Stock.persTimeFrame = persistenceTimeFrame() # Choose whether to remove outliers or not Stock.removeOutliers = outlierChoice() # Check if matplotlib is installed and if so, ask user if # they want to plot and for how long plotIndicatorRegression() else: if Stock.config['Check Packages'] is not False: packagesInstalled = Functions.checkPackages( ['numpy', 'requests', 'bs4', 'requests_cache', 'halo']) if not packagesInstalled: exit() else: print('All required packages are installed') if Stock.config['Check Python Version'] is not False: pythonVersionGood = Functions.checkPythonVersion() if not pythonVersionGood: exit() if Stock.config['Check Internet Connection'] is not False: internetConnection = Functions.isConnected() if not internetConnection: exit() if Stock.config['Get Joke'] is not False: Functions.getJoke() benchmarksTicker = ['SPY', 'DJIA', 'VTHR', 'EFT'] if Stock.config['Benchmark'] in benchmarksTicker: benchmark = Stock() benchmark.setName(str(Stock.config['Benchmark'])) benchmarkAsList = [benchmark] else: benchmark = benchmarkInit() benchmarkAsList = [benchmark] listOfStocks = stocksInit() if int(Stock.config['Time Frame']) >= 2: timeFrame = int(Stock.config['Time Frame']) else: timeFrame = timeFrameInit() Stock.timeFrame = timeFrame # Needs to be a global variable for all stocks indicators = ['Expense Ratio', 'Market Capitalization', 'Turnover', 'Persistence'] if Stock.config['Indicator'] in indicators: Stock.indicator = Stock.config['Indicator'] else: Stock.indicator = indicatorInit() if Stock.indicator == 'Persistence': Stock.persTimeFrame = persistenceTimeFrame() # Choose whether to remove outliers or not if Stock.config['Remove Outliers'] is not False: Stock.removeOutliers = True else: Stock.removeOutliers = outlierChoice() # Send async request to AV for listOfStocks and benchmark # asyncData(benchmark, listOfStocks) # Gather data for benchmark and stock(s) cprint('\nGathering data', 'white', attrs=['underline']) dataMain(benchmarkAsList) dataMain(listOfStocks) # Calculate return for benchmark and stock(s) returnMain(benchmark, listOfStocks) # Choose indicator and calculate correlation with indicator indicatorMain(listOfStocks) # Decide if running program again print('') runningProgram = continueProgram() print('') print('Goodbye!\n') exit() if __name__ == "__main__": main()