fund-indicators/StockData.py
2018-12-18 17:59:31 +00:00

270 lines
9.1 KiB
Python

# StockData.py
# Andrew Dinh
# Python 3.6.1
# Description:
'''
Returns all available dates and prices for each stock requested.
'''
# Alpha Vantage API Key: O42ICUV58EIZZQMU
# Barchart API Key: a17fab99a1c21cd6f847e2f82b592838
# Tiingo API Key: 2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8
# If you're going to take these API keys and abuse it, you should really reconsider your life priorities
apiAV = 'O42ICUV58EIZZQMU'
apiBarchart = 'a17fab99a1c21cd6f847e2f82b592838'
apiTiingo = '2e72b53f2ab4f5f4724c5c1e4d5d4ac0af3f7ca8'
import requests, json
'''
def install(package):
if hasattr(pip, 'main'):
pip.main(['install', package])
else:
pip._internal.main(['install', package])
'''
class Stock:
def __init__(self, newStock = '', newfirstLastDates = [], newDates = []):
self.name = newStock
self.firstLastDates = newfirstLastDates
self.dates = newDates
def getDates(self): # returns beginning and end dates available
print("Getting available dates for", self, "...")
# Gets first and last possible dates from each source
# Also gets all dates from each source
# IEX
print("\nDates from IEX...")
firstLastDatesIEX = Stock.getDatesIEX(self, 'firstLast')
print("First and last dates:", firstLastDatesIEX)
print("Adding dates available to datesIEX")
datesIEX = Stock.getDatesIEX(self, 'all')
#print("All dates (recent first):", datesIEX, "\n") # Uncomment line to view output
# Alpha Vantage
print("\nDates from Alpha Vantage...")
firstLastDatesAV = Stock.getDatesAV(self, 'firstLast')
print("First and last dates:", firstLastDatesAV)
print("Adding dates available to datesAV")
datesAV = Stock.getDatesAV(self, 'all')
#print("All dates (recent first):", datesAV, "\n") # Uncomment line to view output
'''
# Tiingo
print("\nDates from Tiingo...")
firstLastDatesTiingo = Stock.getDatesTiingo(self, 'firstLast')
print("First and last dates:", firstLastDatesTiingo)
print("Adding dates available to datesTiingo")
#datesTiingo = Stock.getDatesTiingo(self, 'all') # ADD BACK WHEN DONE
#print("All dates (recent first):", datesTiingo, "\n") # Uncomment line to view output
'''
listOfFirstLastDates = []
listOfFirstLastDates.append(firstLastDatesIEX)
listOfFirstLastDates.append(firstLastDatesAV)
#listOfFirstLastDates.append(firstLastDatesTiingo)
#print(listOfFirstLastDates)
# Find the min and max date
firstLastDates = Stock.getFirstLastDate(self, listOfFirstLastDates)
print("\nAbsolute first and last date:", firstLastDates)
def getDatesIEX(self, which):
url = ''.join(('https://api.iextrading.com/1.0/stock/', self, '/chart/5y'))
#link = "https://api.iextrading.com/1.0/stock/spy/chart/5y"
#print("URL:", url)
f = requests.get(url)
json_data = f.text
loaded_json = json.loads(json_data)
dates = []
if which == 'firstLast':
# Find firstDate (comes first)
firstLine = loaded_json[0]
#print("firstLine:", firstLine)
firstDate = firstLine['date']
#print("firstDate:",firstDate)
# Find finalDate (comes last)
#print("Length:", len(loaded_json))
lastLine = loaded_json[-1] # Returns last value of the list (Equivalent to len(loaded_json)-1)
#print("lastLine:", lastLine)
finalDate = lastLine['date']
#print("Final date:", finalDate)
dates.append((firstDate, finalDate))
elif which == 'all':
# for i in range(0, len(loaded_json), 1): # If you want to do oldest first
for i in range(len(loaded_json)-1, 0, -1):
line = loaded_json[i]
date = line['date']
dates.append(date)
return dates
def getDatesAV(self, which):
url = ''.join(('https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=', self, '&apikey=', apiAV))
# https://www.alphavantage.co/query?function=TIME_SERIES_MONTHLY&symbol=MSFT&apikey=demo
#print("URL:", url)
f = requests.get(url)
json_data = f.text
loaded_json = json.loads(json_data)
#print(loaded_json['Monthly Time Series'])
monthlyTimeSeries = loaded_json['Monthly Time Series']
#print(monthlyTimeSeries)
#print(len(monthlyTimeSeries))
#length = len(monthlyTimeSeries)
#print(monthlyTimeSeries['2018-12-17'])
#print(type(monthlyTimeSeries))
listOfDates = list(monthlyTimeSeries)
#print(listOfDates)
dates = []
if which == 'firstLast':
firstDate = listOfDates[-1]
lastDate = listOfDates[0]
#print("firstDate:", firstDate)
#print("lastDate:", lastDate)
dates.append((firstDate, lastDate))
elif which == 'all':
dates = listOfDates
return dates
def getDatesTiingo(self, which):
'''
headers = {
'Content-Type': 'application/json',
'Authorization' : 'Token <TOKEN>'
}
requestResponse = requests.get("https://api.tiingo.com/api/test/",
headers=headers)
print(requestResponse.json())
#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))
requestResponse = requests.get(url, headers=headers)
#print(requestResponse.json())
loaded_json = requestResponse.json()
#print(loaded_json)
#print(len(loaded_json))
'''
list1 = list(loaded_json)
for i in range (0, len(list1), 1):
if list1[i] == 'startDate':
startNum = i
elif list1[i] == 'endDate':
endNum = i
print(list1[startNum])
print(list1[endNum])
'''
firstDate = loaded_json['startDate']
finalDate = loaded_json['endDate']
#print(firstDate)
#print(finalDate)
dates = []
if which == 'firstLast':
#print("URL:", url)
dates.append((firstDate, finalDate))
elif which == 'all':
url2 = ''.join((url, '/prices?startDate=', firstDate, '&endDate=', finalDate))
# https://api.tiingo.com/tiingo/daily/<ticker>/prices?startDate=2012-1-1&endDate=2016-1-1
#print("Second URL:", url2)
requestResponse2 = requests.get(url2, headers=headers)
loaded_json2 = requestResponse2.json()
#print(loaded_json2)
#print(len(loaded_json2))
'''
print(loaded_json2[0])
temp = loaded_json2[0]
temp2 = temp['date']
temp3 = temp2.split('T00:00:00.000Z')
print(temp2)
print(temp3)
print(temp3[0])
print(temp3[1])
'''
for i in range(len(loaded_json2)-1, 0, -1):
line = loaded_json2[i]
dateWithTime = line['date']
temp = dateWithTime.split('T00:00:00.000Z')
date = temp[0]
dates.append(date)
return dates
def getFirstLastDate(self, listOfFirstLastDates):
listOfFirstDates = []
listOfLastDates = []
#print(len(listOfFirstLastDates))
for i in range (0, len(listOfFirstLastDates), 1):
temp = listOfFirstLastDates[i]
datesTemp = temp[0]
#print(datesTemp)
firstDate = datesTemp[0]
#print(firstDate)
lastDate = datesTemp[1]
#print(lastDate)
listOfFirstDates.append(firstDate)
listOfLastDates.append(lastDate)
#print(listOfFirstDates)
#print(listOfLastDates)
for i in range (0, len(listOfFirstDates), 1):
date = listOfFirstDates[i]
if i == 0:
firstDate = date
yearMonthDate = firstDate.split('-')
firstYear = yearMonthDate[0]
firstMonth = yearMonthDate[1]
firstDay = yearMonthDate[2]
else:
yearMonthDate = date.split('-')
year = yearMonthDate[0]
month = yearMonthDate[1]
day = yearMonthDate[2]
if year < firstYear or (year == firstYear and month < firstMonth) or (year == firstYear and month == firstMonth and day < firstDay):
firstDate = date
firstYear = year
firstMonth = month
firstDay = day
#print(firstDate)
for i in range(0, len(listOfLastDates),1):
date = listOfLastDates[i]
if i == 0:
lastDate = date
yearMonthDate = lastDate.split('-')
lastYear = yearMonthDate[0]
lastMonth = yearMonthDate[1]
lastDay = yearMonthDate[2]
else:
yearMonthDate = date.split('-')
year = yearMonthDate[0]
month = yearMonthDate[1]
day = yearMonthDate[2]
if year > lastYear or (year == lastYear and month > lastMonth) or (year == lastYear and month == lastMonth and day > lastDay):
lastDate = date
lastYear = year
lastMonth = month
lastDay = day
#print(lastDate)
firstLastDates = []
firstLastDates.append((firstDate, lastDate))
return firstLastDates
def main():
#if __name__ == '__main__':
# install('requests')
stock = 'spy'
spy = Stock(stock)
#print(spy.name)
Stock.getDates(stock)
#Stock.printDates(spy)
if __name__ == "__main__":
main()