fund-indicators/StockData.py
2019-01-30 08:18:34 -08:00

562 lines
19 KiB
Python

# StockData.py
# Andrew Dinh
# Python 3.6.1
# Description: Returns all available dates and prices for each stock requested.
'''
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
'''
import requests, json
from datetime import datetime
class StockData:
def __init__(self, newName = '', newAbsFirstLastDates = [], newFinalDatesAndClose = [], newFinalDatesAndClose2 = [],newAllLists = []):
self.name = newName # Name of stock
self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
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:
# 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
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
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)
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[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=<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/<ticker>/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, 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")
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\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()