optimizer screener
This commit is contained in:
MuslemRahimi
parent
7b82287474
commit
359e9ec719
@ -233,6 +233,7 @@ async def get_recent_dividends(session):
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except Exception as e:
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print(e)
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pass
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res_list = remove_duplicates(res_list)
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res_list.sort(key=lambda x: x['marketCap'], reverse=True)
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res_list = [{k: v for k, v in d.items() if k != 'marketCap'} for d in res_list]
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@ -9,7 +9,7 @@ import aiofiles
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import sqlite3
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import pandas as pd
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import numpy as np
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from collections import defaultdict
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from collections import Counter
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import re
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import hashlib
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@ -48,6 +48,96 @@ def generate_id(name):
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hashed = hashlib.sha256(name.encode()).hexdigest()
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return hashed[:10]
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def process_financial_data(file_path, key_list):
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"""
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Read JSON data from file and extract specified keys with rounding.
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"""
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data = defaultdict(lambda: None) # Initialize with default value of None
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try:
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with open(file_path, 'r') as file:
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res = orjson.loads(file.read())[0]
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for key in key_list:
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if key in res:
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try:
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data[key] = round(float(res[key]), 2)
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except (ValueError, TypeError):
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data[key] = None
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except:
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# File read or JSON parse error
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pass
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return data
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def get_financial_statements(item, symbol):
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"""
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Update item with financial data from various JSON files.
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"""
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# Define the keys to be extracted for each type of statement
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key_ratios = [
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"currentRatio", "quickRatio", "cashRatio", "daysOfSalesOutstanding",
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"daysOfInventoryOutstanding", "operatingCycle", "daysOfPayablesOutstanding",
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"cashConversionCycle", "grossProfitMargin", "operatingProfitMargin",
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"pretaxProfitMargin", "netProfitMargin", "effectiveTaxRate", "returnOnAssets",
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"returnOnEquity", "returnOnCapitalEmployed", "netIncomePerEBT", "ebtPerEbit",
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"ebitPerRevenue", "debtRatio", "debtEquityRatio", "longTermDebtToCapitalization",
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"totalDebtToCapitalization", "interestCoverage", "cashFlowToDebtRatio",
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"companyEquityMultiplier", "receivablesTurnover", "payablesTurnover",
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"inventoryTurnover", "fixedAssetTurnover", "assetTurnover",
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"operatingCashFlowPerShare", "freeCashFlowPerShare", "cashPerShare", "payoutRatio",
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"operatingCashFlowSalesRatio", "freeCashFlowOperatingCashFlowRatio",
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"cashFlowCoverageRatios", "shortTermCoverageRatios", "capitalExpenditureCoverageRatio",
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"dividendPaidAndCapexCoverageRatio", "dividendPayoutRatio", "priceBookValueRatio",
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"priceToBookRatio", "priceToSalesRatio", "priceEarningsRatio", "priceToFreeCashFlowsRatio",
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"priceToOperatingCashFlowsRatio", "priceCashFlowRatio", "priceEarningsToGrowthRatio",
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"priceSalesRatio", "dividendYield", "enterpriseValueMultiple", "priceFairValue"
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]
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key_cash_flow = [
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"netIncome", "depreciationAndAmortization", "deferredIncomeTax", "stockBasedCompensation",
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"changeInWorkingCapital", "accountsReceivables", "inventory", "accountsPayables",
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"otherWorkingCapital", "otherNonCashItems", "netCashProvidedByOperatingActivities",
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"investmentsInPropertyPlantAndEquipment", "acquisitionsNet", "purchasesOfInvestments",
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"salesMaturitiesOfInvestments", "otherInvestingActivites", "netCashUsedForInvestingActivites",
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"debtRepayment", "commonStockIssued", "commonStockRepurchased", "dividendsPaid",
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"otherFinancingActivites", "netCashUsedProvidedByFinancingActivities", "effectOfForexChangesOnCash",
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"netChangeInCash", "cashAtEndOfPeriod", "cashAtBeginningOfPeriod", "operatingCashFlow",
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"capitalExpenditure", "freeCashFlow"
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]
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key_income = [
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"revenue", "costOfRevenue", "grossProfit", "grossProfitRatio",
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"researchAndDevelopmentExpenses", "generalAndAdministrativeExpenses", "sellingAndMarketingExpenses",
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"sellingGeneralAndAdministrativeExpenses", "otherExpenses", "operatingExpenses",
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"costAndExpenses", "interestIncome", "interestExpense", "depreciationAndAmortization",
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"ebitda", "ebitdaratio", "operatingIncome", "operatingIncomeRatio",
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"totalOtherIncomeExpensesNet", "incomeBeforeTax", "incomeBeforeTaxRatio", "incomeTaxExpense",
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"netIncome", "netIncomeRatio", "eps", "epsdiluted", "weightedAverageShsOut",
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"weightedAverageShsOutDil"
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]
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key_balance_sheet = [
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"cashAndCashEquivalents", "shortTermInvestments", "cashAndShortTermInvestments",
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"netReceivables", "inventory", "otherCurrentAssets", "totalCurrentAssets",
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"propertyPlantEquipmentNet", "goodwill", "intangibleAssets", "goodwillAndIntangibleAssets",
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"longTermInvestments", "taxAssets", "otherNonCurrentAssets", "totalNonCurrentAssets",
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"otherAssets", "totalAssets", "accountPayables", "shortTermDebt", "taxPayables",
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"deferredRevenue", "otherCurrentLiabilities", "totalCurrentLiabilities", "longTermDebt",
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"deferredRevenueNonCurrent", "deferredTaxLiabilitiesNonCurrent", "otherNonCurrentLiabilities",
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"totalNonCurrentLiabilities", "otherLiabilities", "capitalLeaseObligations", "totalLiabilities",
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"preferredStock", "commonStock", "retainedEarnings", "accumulatedOtherComprehensiveIncomeLoss",
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"othertotalStockholdersEquity", "totalStockholdersEquity", "totalEquity",
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"totalLiabilitiesAndStockholdersEquity", "minorityInterest", "totalLiabilitiesAndTotalEquity",
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"totalInvestments", "totalDebt", "netDebt"
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]
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# Process each financial statement
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item.update(process_financial_data(f"json/financial-statements/ratios/annual/{symbol}.json", key_ratios))
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item.update(process_financial_data(f"json/financial-statements/cash-flow-statement/annual/{symbol}.json", key_cash_flow))
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item.update(process_financial_data(f"json/financial-statements/income-statement/annual/{symbol}.json", key_income))
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item.update(process_financial_data(f"json/financial-statements/balance-sheet-statement/annual/{symbol}.json", key_balance_sheet))
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return item
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async def get_stock_screener(con):
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#Stock Screener Data
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cursor = con.cursor()
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@ -55,7 +145,7 @@ async def get_stock_screener(con):
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#Stock Screener Data
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cursor.execute("SELECT symbol, name, avgVolume, change_1W, change_1M, change_3M, change_6M, change_1Y, change_3Y, sma_50, sma_200, ema_50, ema_200, rsi, atr, stoch_rsi, mfi, cci, priceToSalesRatio, priceToBookRatio, eps, pe, marketCap, revenue, netIncome, grossProfit, costOfRevenue, costAndExpenses, interestIncome, interestExpense, researchAndDevelopmentExpenses, ebitda, operatingExpenses, operatingIncome, growthRevenue, growthNetIncome, growthGrossProfit, growthCostOfRevenue, growthCostAndExpenses, growthInterestExpense, growthResearchAndDevelopmentExpenses, growthEBITDA, growthEPS, growthOperatingExpenses, growthOperatingIncome, beta FROM stocks WHERE symbol NOT LIKE '%.%' AND eps IS NOT NULL AND revenue IS NOT NULL AND marketCap IS NOT NULL AND beta IS NOT NULL")
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cursor.execute("SELECT symbol, name, avgVolume, change_1W, change_1M, change_3M, change_6M, change_1Y, change_3Y, sma_50, sma_200, ema_50, ema_200, rsi, atr, stoch_rsi, mfi, cci, pe, marketCap, growthRevenue, growthNetIncome, growthGrossProfit, growthCostOfRevenue, growthCostAndExpenses, growthInterestExpense, growthResearchAndDevelopmentExpenses, growthEBITDA, growthEPS, growthOperatingExpenses, growthOperatingIncome, beta FROM stocks WHERE symbol NOT LIKE '%.%' AND eps IS NOT NULL AND revenue IS NOT NULL AND marketCap IS NOT NULL AND beta IS NOT NULL")
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raw_data = cursor.fetchall()
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stock_screener_data = [{
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'symbol': symbol,
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@ -76,22 +166,8 @@ async def get_stock_screener(con):
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'stochRSI': stoch_rsi,
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'mfi': mfi,
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'cci': cci,
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'priceToSalesRatio': priceToSalesRatio,
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'priceToBookRatio': priceToBookRatio,
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'eps': eps,
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'pe': pe,
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'marketCap': marketCap,
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'revenue': revenue,
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'netIncome': netIncome,
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'grossProfit': grossProfit,
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'costOfRevenue': costOfRevenue,
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'costAndExpenses': costAndExpenses,
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'interestIncome': interestIncome,
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'interestExpense': interestExpense,
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'researchAndDevelopmentExpenses': researchAndDevelopmentExpenses,
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'ebitda': ebitda,
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'operatingExpenses': operatingExpenses,
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'operatingIncome': operatingIncome,
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'growthRevenue': growthRevenue,
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'growthNetIncome': growthNetIncome,
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'growthGrossProfit': growthGrossProfit,
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@ -104,7 +180,7 @@ async def get_stock_screener(con):
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'growthOperatingExpenses': growthOperatingExpenses,
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'growthOperatingIncome': growthOperatingIncome,
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'beta': beta,
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} for (symbol, name, avgVolume, change_1W, change_1M, change_3M, change_6M, change_1Y, change_3Y, sma_50, sma_200, ema_50, ema_200, rsi, atr, stoch_rsi, mfi, cci, priceToSalesRatio, priceToBookRatio, eps, pe, marketCap, revenue, netIncome, grossProfit,costOfRevenue, costAndExpenses, interestIncome, interestExpense, researchAndDevelopmentExpenses, ebitda, operatingExpenses, operatingIncome, growthRevenue, growthNetIncome, growthGrossProfit, growthCostOfRevenue, growthCostAndExpenses, growthInterestExpense, growthResearchAndDevelopmentExpenses, growthEBITDA, growthEPS, growthOperatingExpenses, growthOperatingIncome, beta) in raw_data]
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} for (symbol, name, avgVolume, change_1W, change_1M, change_3M, change_6M, change_1Y, change_3Y, sma_50, sma_200, ema_50, ema_200, rsi, atr, stoch_rsi, mfi, cci, pe, marketCap, growthRevenue, growthNetIncome, growthGrossProfit, growthCostOfRevenue, growthCostAndExpenses, growthInterestExpense, growthResearchAndDevelopmentExpenses, growthEBITDA, growthEPS, growthOperatingExpenses, growthOperatingIncome, beta) in raw_data]
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stock_screener_data = [{k: round(v, 2) if isinstance(v, (int, float)) else v for k, v in entry.items()} for entry in stock_screener_data]
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@ -129,6 +205,9 @@ async def get_stock_screener(con):
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if symbol in stocks_data_map:
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item['price'], item['changesPercentage'] = stocks_data_map[symbol]
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#Financial Statements
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item.update(get_financial_statements(item, symbol))
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try:
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with open(f"json/var/{symbol}.json", 'r') as file:
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item['var'] = orjson.loads(file.read())['history'][-1]['var']
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@ -197,30 +276,6 @@ async def get_stock_screener(con):
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item['payoutRatio'] = None
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item['dividendGrowth'] = None
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try:
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with open(f"json/financial-statements/ratios/annual/{symbol}.json", 'r') as file:
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res = orjson.loads(file.read())[0]
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item['returnOnAssets'] = round(float(res['returnOnAssets']),2)
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item['returnOnEquity'] = round(float(res['returnOnEquity']),2)
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item['debtRatio'] = round(float(res['debtRatio']),2)
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item['debtEquityRatio'] = round(float(res['debtEquityRatio']),2)
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item['quickRatio'] = round(float(res['quickRatio']),2)
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item['currentRatio'] = round(float(res['currentRatio']),2)
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item['freeCashFlowPerShare'] = round(float(res['freeCashFlowPerShare']),2)
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item['cashPerShare'] = round(float(res['cashPerShare']),2)
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item['priceToFreeCashFlowsRatio'] = round(float(res['priceToFreeCashFlowsRatio']),2)
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except:
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item['returnOnAssets'] = None
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item['returnOnEquity'] = None
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item['debtRatio'] = None
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item['debtEquityRatio'] = None
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item['quickRatio'] = None
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item['currentRatio'] = None
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item['freeCashFlowPerShare'] = None
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item['cashPerShare'] = None
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item['priceToFreeCashFlowsRatio'] = None
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try:
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