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470 lines
16 KiB
Python
470 lines
16 KiB
Python
# StockData.py
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# Andrew Dinh
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# Python 3.6.1
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# Description: Returns all available dates and prices for each stock requested.
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# Alpha Vantage API Key: O42ICUV58EIZZQMU
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# Barchart API Key: a17fab99a1c21cd6f847e2f82b592838
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# Tiingo API Key: 2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8
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# If you're going to take these API keys and abuse it, you should really reconsider your life priorities
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apiAV = 'O42ICUV58EIZZQMU'
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apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838'
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apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8' # Limited to 400 requests/day
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import requests, json
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import importlib.util, sys # To check whether a package is installed
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from datetime import datetime
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class Stock:
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def __init__(self, newName = '', newfirstLastDates = [], newAbsFirstLastDates = [], newfinalDatesAndClose = [], newAllLists = []):
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self.name = newName # Name of stock
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self.firstLastDates = newfirstLastDates # Dates that at least 2 sources have (or should it be all?) - Maybe let user decide
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self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
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self.finalDatesAndClose = newfinalDatesAndClose # All available dates
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'''
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Format:
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# List from each source containing: [firstDate, lastDate, allDates, values, timeFrame]
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# firstDate & lastDate = '2018-12-18' (year-month-date)
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allDates = ['2018-12-17', '2018-12-14'] (year-month-date)
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values (close) = ['164.6307', 164.6307]
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timeFrame = [days, weeks, years]
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'''
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self.allLists = newAllLists
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'''
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def set(self, newName, newfirstLastDates, newAbsFirstLastDates, newDates, newListIEX, newListAV, newListTiingo):
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self.name = newName # Name of stock
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self.firstLastDates = newfirstLastDates # Dates that at least 2 sources have (or should it be all?) - Maybe let user decide
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self.absFirstLastDates = newAbsFirstLastDates # Absolute first and last dates from all sources
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self.dates = newDates # All available dates
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# List from each source containing: ['firstDate', 'lastDate', allDates, values]
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self.listIEX = newListIEX # Dates available from IEX
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self.listAV = newListAV # Dates available from AV
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self.listTiingo = newListTiingo # Dates available from Tiingo
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def setFirstLastDates(newFirstLastDates):
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self.firstLastDates = newFirstLastDates
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def setAbsFirstLastDates(newAbsFirstLastDates):
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self.absFirstLastDates = newAbsFirstLastDates
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def setDates(newDates):
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self.dates = newDates
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def setListIEX(newListIEX):
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self.listIEX = newListIEX
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def setListAV(newListAV):
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self.listAV = newListAV
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def setListTiingo(newListTiingo):
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self.listTiingo = newListTiingo
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'''
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def getIEX(self):
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url = ''.join(('https://api.iextrading.com/1.0/stock/', self.name, '/chart/5y'))
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#link = "https://api.iextrading.com/1.0/stock/spy/chart/5y"
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print("\nSending request to:", url)
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f = requests.get(url)
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json_data = f.text
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loaded_json = json.loads(json_data)
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listIEX = []
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print("\nFinding first and last date")
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# Adding (firstDate, lastDate) to listIEX
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# Find firstDate (comes first)
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firstLine = loaded_json[0]
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#print("firstLine:", firstLine)
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firstDate = firstLine['date']
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#print("firstDate:",firstDate)
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# Find lastDate (comes last)
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lastLine = loaded_json[-1] # Returns last value of the list (Equivalent to len(loaded_json)-1)
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#print("lastLine:", lastLine)
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lastDate = lastLine['date']
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#print("last date:", lastDate)
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listIEX.append(firstDate)
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listIEX.append(lastDate)
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print(listIEX[0], ',', listIEX[1])
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print("\nFinding all dates given")
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allDates = []
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# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
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for i in range(len(loaded_json)-1, -1, -1):
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line = loaded_json[i]
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date = line['date']
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allDates.append(date)
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listIEX.append(allDates)
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#print(listIEX[1])
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print("Uncomment above line in code to see output")
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print("\nFinding close values for each date")
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values = []
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# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
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for i in range(len(loaded_json)-1, -1, -1):
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line = loaded_json[i]
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value = line['close']
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values.append(value)
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listIEX.append(values)
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#print(listIEX[3])
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print("Uncomment above line in code to see output")
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print("\nFinding time frame given [days, weeks, years]")
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timeFrame = []
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d1 = datetime.strptime(firstDate, "%Y-%m-%d")
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d2 = datetime.strptime(lastDate, "%Y-%m-%d")
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timeFrameDays = abs((d2 - d1).days)
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#print(timeFrameDays)
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timeFrameYears = float(timeFrameDays / 365)
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timeFrameWeeks = float(timeFrameDays / 7)
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timeFrame.append(timeFrameDays)
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timeFrame.append(timeFrameWeeks)
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timeFrame.append(timeFrameYears)
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listIEX.append(timeFrame)
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print(listIEX[4])
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return listIEX
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def getAV(self):
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listAV = []
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url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self.name, '&apikey=', apiAV))
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# https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=MSFT&apikey=demo
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print("\nSending request to:", url)
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f = requests.get(url)
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json_data = f.text
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loaded_json = json.loads(json_data)
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#print(loaded_json['Monthly Time Series'])
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monthlyTimeSeries = loaded_json['Monthly Time Series']
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#print(monthlyTimeSeries)
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listOfDates = list(monthlyTimeSeries)
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#print(listOfDates)
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firstDate = listOfDates[-1]
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lastDate = listOfDates[0]
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#print("firstDate:", firstDate)
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#print("lastDate:", lastDate)
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listAV.append(firstDate)
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listAV.append(lastDate)
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listAV.append(listOfDates)
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print("\nFinding first and last date")
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print(listAV[0], ',', listAV[1])
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print("\nFinding all dates given")
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#print(listAV[2])
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print("Uncomment above line in code to see output")
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print("\nFinding close values for each date")
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values = []
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for i in range(0, len(listOfDates), 1):
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temp = listOfDates[i]
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loaded_json2 = monthlyTimeSeries[temp]
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value = loaded_json2['4. close']
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values.append(value)
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listAV.append(values)
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#print(listOfDates[0])
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#i = listOfDates[0]
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#print(monthlyTimeSeries[i])
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#print(listAV[3])
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print("Uncomment above line in code to see output")
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print("\nFinding time frame given [days, weeks, years]")
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timeFrame = []
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d1 = datetime.strptime(firstDate, "%Y-%m-%d")
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d2 = datetime.strptime(lastDate, "%Y-%m-%d")
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timeFrameDays = abs((d2 - d1).days)
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#print(timeFrameDays)
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timeFrameYears = float(timeFrameDays / 365)
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timeFrameWeeks = float(timeFrameDays / 7)
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timeFrame.append(timeFrameDays)
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timeFrame.append(timeFrameWeeks)
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timeFrame.append(timeFrameYears)
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listAV.append(timeFrame)
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print(listAV[4])
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return listAV
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def getTiingo(self):
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'''
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#OR we can use the token directly in the url
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headers = {
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'Content-Type': 'application/json'
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}
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requestResponse = requests.get("https://api.tiingo.com/api/test?token=<TOKEN>",
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headers=headers)
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print(requestResponse.json())
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'''
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token = ''.join(('Token ', apiTiingo))
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headers = {
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'Content-Type': 'application/json',
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'Authorization' : token
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}
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url = ''.join(('https://api.tiingo.com/tiingo/daily/', self.name))
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print("\nSending request to:", url)
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requestResponse = requests.get(url, headers=headers)
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#print(requestResponse.json())
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loaded_json = requestResponse.json()
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#print(loaded_json)
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'''
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list1 = list(loaded_json)
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for i in range (0, len(list1), 1):
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if list1[i] == 'startDate':
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startNum = i
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elif list1[i] == 'endDate':
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endNum = i
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print(list1[startNum])
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print(list1[endNum])
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'''
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listTiingo = []
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print("\nFinding first and last date")
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firstDate = loaded_json['startDate']
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lastDate = loaded_json['endDate']
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#print(firstDate)
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#print(lastDate)
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listTiingo.append(firstDate)
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listTiingo.append(lastDate)
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print(listTiingo[0], ',', listTiingo[1])
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print("\nFinding all dates given")
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dates = []
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values = [] # Used loop for finding values
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url2 = ''.join((url, '/prices?startDate=', firstDate, '&endDate=', lastDate))
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# https://api.tiingo.com/tiingo/daily/<ticker>/prices?startDate=2012-1-1&endDate=2016-1-1
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print("\nSending request to:", url2)
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requestResponse2 = requests.get(url2, headers=headers)
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loaded_json2 = requestResponse2.json()
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#print(loaded_json2)
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#print(len(loaded_json2))
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for i in range(len(loaded_json2)-1, -1, -1):
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line = loaded_json2[i]
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dateWithTime = line['date']
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temp = dateWithTime.split('T00:00:00.000Z')
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date = temp[0]
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dates.append(date)
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value = line['close']
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values.append(value)
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listTiingo.append(dates)
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#print(listTiingo[2])
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print("Uncomment above line in code to see output")
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print("Finding close values for each date")
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# Used loop from finding dates
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listTiingo.append(values)
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#print(listTiingo[3])
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print("Uncomment above line in code to see output")
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print("Finding time frame given [days, weeks, years]")
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timeFrame = []
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d1 = datetime.strptime(firstDate, "%Y-%m-%d")
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d2 = datetime.strptime(lastDate, "%Y-%m-%d")
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timeFrameDays = abs((d2 - d1).days)
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#print(timeFrameDays)
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timeFrameYears = float(timeFrameDays / 365)
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timeFrameWeeks = float(timeFrameDays / 7)
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timeFrame.append(timeFrameDays)
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timeFrame.append(timeFrameWeeks)
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timeFrame.append(timeFrameYears)
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listTiingo.append(timeFrame)
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print(listTiingo[4])
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return listTiingo
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def getFirstLastDate(self, listOfFirstLastDates):
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listOfFirstDates = []
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listOfLastDates = []
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#print(len(listOfFirstLastDates))
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for i in range (0, len(listOfFirstLastDates), 1):
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firstLastDates = listOfFirstLastDates[i]
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firstDate = firstLastDates[0]
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lastDate = firstLastDates[1]
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listOfFirstDates.append(firstDate)
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listOfLastDates.append(lastDate)
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#print(listOfFirstDates)
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#print(listOfLastDates)
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for i in range (0, len(listOfFirstDates), 1):
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date = listOfFirstDates[i]
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if i == 0:
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firstDate = date
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yearMonthDay = firstDate.split('-')
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firstYear = yearMonthDay[0]
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firstMonth = yearMonthDay[1]
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firstDay = yearMonthDay[2]
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else:
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yearMonthDay = date.split('-')
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year = yearMonthDay[0]
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month = yearMonthDay[1]
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day = yearMonthDay[2]
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if year < firstYear or (year == firstYear and month < firstMonth) or (year == firstYear and month == firstMonth and day < firstDay):
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firstDate = date
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firstYear = year
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firstMonth = month
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firstDay = day
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#print(firstDate)
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for i in range(0, len(listOfLastDates),1):
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date = listOfLastDates[i]
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if i == 0:
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lastDate = date
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yearMonthDay = lastDate.split('-')
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lastYear = yearMonthDay[0]
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lastMonth = yearMonthDay[1]
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lastDay = yearMonthDay[2]
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else:
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yearMonthDay = date.split('-')
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year = yearMonthDay[0]
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month = yearMonthDay[1]
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day = yearMonthDay[2]
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if year > lastYear or (year == lastYear and month > lastMonth) or (year == lastYear and month == lastMonth and day > lastDay):
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lastDate = date
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lastYear = year
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lastMonth = month
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lastDay = day
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#print(lastDate)
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absFirstLastDates = []
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absFirstLastDates.append(firstDate)
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absFirstLastDates.append(lastDate)
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return absFirstLastDates
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def getFinalDatesAndClose(self):
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# finalDates and finalClose will coincide (aka i = 1 will correspond to one another)
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finalDatesAndClose = [] # Will combine finalDates then finalClose
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finalDates = []
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finalClose = []
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#print(self.absFirstLastDates)
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absFirstDate = self.absFirstLastDates[0]
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absLastDate = self.absFirstLastDates[1]
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date = absFirstDate
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allLists = self.allLists
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while date != absLastDate: # DOESN'T DO LAST DATE
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tempListOfClose = []
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found = False
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for j in range(0, len(allLists), 1): # Look for date in all lists
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list1 = allLists[j]
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listOfDates = list1[2]
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listOfClose = list1[3]
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for k in range(0, len(listOfDates), 1):
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if listOfDates[k] == date:
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if found == False:
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finalDates.append(date)
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found = True
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#print(listOfDates[k])
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#print(listOfClose[k])
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#print(listOfClose)
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tempListOfClose.append(float(listOfClose[k]))
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k = len(listOfDates) # Dates don't repeat
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if found == True:
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sum = 0
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for r in range(0, len(tempListOfClose), 1):
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sum = sum + tempListOfClose[r]
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close = sum/len(tempListOfClose)
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finalClose.append(close)
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#print(close)
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# Go to the next day
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yearMonthDay = date.split('-')
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year = int(yearMonthDay[0])
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month = int(yearMonthDay[1])
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day = int(yearMonthDay[2])
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day = day + 1
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if day == 32 and month == 12: # Next year
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day = 1
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month = 2
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year = year + 1
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elif day == 32: # Next month
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month = month + 1
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day = 1
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if day < 10:
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day = ''.join(('0', str(day)))
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if month < 10:
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month = ''.join(('0', str(month)))
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date = ''.join((str(year), '-', str(month), '-', str(day)))
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#print(date)
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# For last date
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finalDates.append(date)
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tempListOfClose = []
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for j in range(0, len(allLists), 1): # Look for date in all lists
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list1 = allLists[j]
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listOfDates = list1[2]
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listOfClose = list1[3]
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for k in range(0, len(listOfDates), 1):
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if listOfDates[k] == date:
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tempListOfClose.append(float(listOfClose[k]))
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k = len(listOfDates) # Dates don't repeat
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sum = 0
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for r in range(0, len(tempListOfClose), 1):
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sum = sum + tempListOfClose[r]
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close = sum/len(tempListOfClose)
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finalClose.append(close)
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#print(finalDates)
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#print(finalClose)
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# Want lists from most recent to oldest, comment this out if you don't want that
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finalDates = list(reversed(finalDates))
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finalClose = list(reversed(finalClose))
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finalDatesAndClose.append(finalDates)
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finalDatesAndClose.append(finalClose)
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return finalDatesAndClose
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def main(self):
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package_name = 'requests'
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spec = importlib.util.find_spec(package_name)
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if spec is None:
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print(package_name +" is not installed\nPlease type in 'pip install -r requirements.txt' to install all required packages")
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# Makes list with ['firstDate', 'lastDate', [allDates], values]
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listOfFirstLastDates = []
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# IEX
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print("\nIEX")
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listIEX = Stock.getIEX(self)
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#print(listIEX)
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listOfFirstLastDates.append((listIEX[0], listIEX[1]))
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self.allLists.append(listIEX)
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# Alpha Vantage
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print("\nAlpha Vantage (AV)")
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listAV = Stock.getAV(self)
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#print(listAV)
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listOfFirstLastDates.append((listAV[0], listAV[1]))
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self.allLists.append(listAV)
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# COMMENTED OUT FOR NOW B/C LIMITED TO 400 REQUESTS/DAY
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'''
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print("\nTiingo")
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listTiingo = Stock.getTiingo(self)
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#print(listTiingo)
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listOfFirstLastDates.append((listTiingo[0], listTiingo[1]))
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self.allLists.append(listTiingo)
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'''
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#print(self.allLists)
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#print(listOfFirstLastDates)
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self.absFirstLastDates = Stock.getFirstLastDate(self, listOfFirstLastDates)
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print("\nThe absolute first date with close values is:", self.absFirstLastDates[0])
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print("The absolute last date with close values is:", self.absFirstLastDates[1])
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print("\nCombining dates and finding average close values")
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self.finalDatesAndClose = Stock.getFinalDatesAndClose(self) # Returns [List of Dates, List of Corresponding Close Values]
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#print("All dates available:", self.finalDatesAndClose[0])
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#print("All close values:\n", self.finalDatesAndClose[1])
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print("Uncomment above line in code to see output")
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def main(): # For testing purposes
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stockName = 'aapl'
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stock1 = Stock(stockName)
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print("Finding available dates and close values for", stock1.name)
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Stock.main(stock1)
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def imported(): # When this file has been imported
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# Add stuff here
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return
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if __name__ == "__main__":
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main()
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else:
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imported() |