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data_source_lib.py
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import pandas as pd
from datetime import datetime, timedelta
import requests as re
import json
import urllib as ur
from enum import Enum
import tqdm
from IPython.display import clear_output
import numpy as np
import time
class fundamentals(Enum):
income = "income-statement"
cash = "cash-flow-statement"
balance = "balance-sheet-statement"
class get_fundamentals():
def __init__(self, ticker, fun, output ="table"):
if not isinstance(fun, fundamentals):
raise "should input a instance of fundamentals"
self.ticker = ticker.upper()
self.fun = fun
self.output = "table"
self.result = {}
def data_bulk_output(self):
if self.output == "table":
return self.result
def get_fundamentals_data(self):
trial=0
while trial < 3:
try:
profile="https://financialmodelingprep.com/api/financials/{}/{}".format(self.fun.value,self.ticker)
temp = re.get(profile,verify=False).text
temp=temp.replace("\n","")
temp = temp.replace("<pre>","")
temp= json.loads(temp)
temp = pd.DataFrame(temp[self.ticker])
self.result[self.ticker] =temp
return temp
except Exception as e:
print e
trial+=1
class get_stock_data():
def __init__(self,tic_list, output="table", **kwargs):
self.arg_list = {"freq": 'minutes',"start_date": datetime.now()-timedelta(days =256),\
"end_date":datetime.now(), "day_range": 256, "file_name":""}
self.tic_list = tic_list
self.output = output
self.arg_list["start_date"]
for key , arg in kwargs.iteritems():
if key in ["freq","start_date","end_date"]:
self.arg_list[key]=arg
if key in ["timeframe"]:
self.arg_list[key]=arg
self.arg_list["start_date"] = datetime.now()-timedelta(days =arg)
self.error = []
def data_output(self):
if self.output == "table":
return self.result
if self.output == "file":
self.result.to_csv(self.arg_list["file_name"])
def get_ondemand_data(self, interval = 1):
self.result = pd.DataFrame()
for i in tqdm.tqdm(range(len(self.tic_list))):
trial = 0
i = self.tic_list[i].upper()
while trial <3:
try:
api_key = '95b5894daf3abced33fe48e7f265315e'
start_date=self.arg_list["start_date"].strftime("%Y%m%d%H%M%S")
end_date=self.arg_list["end_date"].strftime("%Y%m%d%H%M%S")
# This is the required format for datetimes to access the API
api_url = 'http://marketdata.websol.barchart.com/getHistory.csv?' + \
'key={}&symbol={}&type={}&startDate={}&endDate={}&interval={}'\
.format(api_key, i, self.arg_list["freq"], start_date,end_date,interval)
temp = pd.read_csv(api_url, parse_dates=['timestamp'])
temp.set_index('timestamp', inplace=True)
#index= pd.MultiIndex.from_product([[i],temp.index])
#temp=pd.DataFrame(data=temp.values,index=index,columns=temp.columns)
self.result = self.result.append(temp)
clear_output()
print "Finished", i
#time.sleep(5)
trial=3
except Exception as e:
print e
print "error occorded in getting data for ", i
trial +=1
time.sleep(10)
if trial == 3:
self.error.append([i,'get_ondemand'])
self.result = self.result.reset_index()
self.result["close"] = self.result["Close"]
self.result = self.result.rename(columns={'symbol':'Ticker','timestamp':"TimeStamp","high":"High","low":"Low","open":"Open","volume":"Volume"})
self.result["Return"]=( self.result.Close.diff(1)/self.result.Close)
return self.data_output()
def get_quandl_data(self, interval = 1):
self.result = pd.DataFrame()
for i in tqdm.tqdm(range(len(self.tic_list))):
trial = 0
i = self.tic_list[i].upper()
while trial <3:
try:
api_key = 'scyebx61MMZzsK4yPcch'
start_date=self.arg_list["start_date"].strftime("%Y%m%d%H%M%S")
end_date=self.arg_list["end_date"].strftime("%Y%m%d%H%M%S")
# This is the required format for datetimes to access the API
api_url = "https://www.quandl.com/api/v3/datasets/" +\
"EOD/{}?start_date={}&end_date={}&api_key={}"\
.format(i,start_date,end_date,api_key)
temp = re.get(api_url,verify=False)
print "query result code: " + str(temp.status_code)
temp = temp.text
temp = json.loads(temp)
temp = pd.DataFrame(temp)
temp = pd.DataFrame(temp.loc["data"][0],columns=temp.loc["column_names"][0])
temp["Ticker"] =i
temp.set_index('Date', inplace=True)
self.result = self.result.append(temp)
#index= pd.MultiIndex.from_product([[i],temp.index])
#temp=pd.DataFrame(data=temp.values,index=index,columns=temp.columns)
clear_output()
print "Finished", i
#time.sleep(5)
trial=3
except Exception as e:
print e
print "error occorded in getting data for ", i
trial +=1
time.sleep(10)
if trial == 3:
self.error.append([i,'get_ondemand'])
self.result = self.result.reset_index()
self.result = self.result[["Ticker","Date","Adj_High","Adj_Low","Adj_Close","Adj_Open","Adj_Volume"]]
self.result = self.result.rename(columns={'Date':"TimeStamp","Adj_High":"High","Adj_Low":"Low","Adj_Open":"Open","Adj_Volume":"Volume","Adj_Close":"Close"})
self.result["Return"]=( self.result.Close.diff(1)/self.result.Close)
return self.data_output()
def get_quote(self):
self.result = pd.DataFrame()
for i in tqdm.tqdm(range(len(self.tic_list))):
i = self.tic_list[i].upper()
profile="https://financialmodelingprep.com/api/company/price/{}".format(i)
temp = re.get(profile, verify=False).text
temp=self.result.replace("\n","")
temp = self.result.replace("<pre>","")
temp= json.loads(result)
temp = pd.DataFrame(result).transpose()
self.result = self.result.append(temp)
self.data_output()