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add growth financial-statements

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This commit is contained in:
MuslemRahimi 2024-09-06 12:52:05 +02:00
parent db7e80703a
commit 4c2343cc9e
3 changed files with 167 additions and 32 deletions
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21
app/cron_financial_statements.py
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@ -1,6 +1,5 @@
import os import os
import ujson import ujson
import random
import asyncio import asyncio
import aiohttp import aiohttp
import sqlite3 import sqlite3
@ -35,18 +34,32 @@ async def save_json(symbol, period, data_type, data):
async def get_financial_statements(session, symbol, semaphore, request_counter): async def get_financial_statements(session, symbol, semaphore, request_counter):
base_url = "https://financialmodelingprep.com/api/v3" base_url = "https://financialmodelingprep.com/api/v3"
periods = ['quarter', 'annual'] periods = ['quarter', 'annual']
data_types = ['income-statement', 'balance-sheet-statement', 'cash-flow-statement', 'ratios'] financial_data_types = ['income-statement', 'balance-sheet-statement', 'cash-flow-statement', 'ratios']
growth_data_types = ['income-statement-growth', 'balance-sheet-statement-growth', 'cash-flow-statement-growth']
async with semaphore: async with semaphore:
for period in periods: for period in periods:
for data_type in data_types: # Fetch regular financial statements
for data_type in financial_data_types:
url = f"{base_url}/{data_type}/{symbol}?period={period}&apikey={api_key}" url = f"{base_url}/{data_type}/{symbol}?period={period}&apikey={api_key}"
data = await fetch_data(session, url, symbol) data = await fetch_data(session, url, symbol)
if data: if data:
await save_json(symbol, period, data_type, data) await save_json(symbol, period, data_type, data)
request_counter[0] += 1 # Increment the request counter request_counter[0] += 1 # Increment the request counter
if request_counter[0] >= 1000: if request_counter[0] >= 500:
await asyncio.sleep(60) # Pause for 60 seconds
request_counter[0] = 0 # Reset the request counter after the pause
# Fetch financial statement growth data
for growth_type in growth_data_types:
growth_url = f"{base_url}/{growth_type}/{symbol}?period={period}&apikey={api_key}"
growth_data = await fetch_data(session, growth_url, symbol)
if growth_data:
await save_json(symbol, period, growth_type, growth_data)
request_counter[0] += 1 # Increment the request counter
if request_counter[0] >= 500:
await asyncio.sleep(60) # Pause for 60 seconds await asyncio.sleep(60) # Pause for 60 seconds
request_counter[0] = 0 # Reset the request counter after the pause request_counter[0] = 0 # Reset the request counter after the pause

18
app/main.py
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@ -111,6 +111,14 @@ with db_connection(INSTITUTE_DB) as cursor:
cik_list = [row[0] for row in cursor.fetchall()] cik_list = [row[0] for row in cursor.fetchall()]
#------End Institute DB------------# #------End Institute DB------------#
#------Start Stock Screener--------#
with open(f"json/stock-screener/data.json", 'rb') as file:
stock_screener_data = orjson.loads(file.read())
print([item for item in stock_screener_data if item['symbol'] == 'TYL'])
#------End Stock Screener--------#
### TECH DEBT ### ### TECH DEBT ###
con = sqlite3.connect('stocks.db') con = sqlite3.connect('stocks.db')
etf_con = sqlite3.connect('etf.db') etf_con = sqlite3.connect('etf.db')
@ -1148,12 +1156,10 @@ async def stock_finder(data:StockScreenerData, api_key: str = Security(get_api_k
always_include = ['symbol', 'marketCap', 'price', 'changesPercentage', 'name','volume','pe'] always_include = ['symbol', 'marketCap', 'price', 'changesPercentage', 'name','volume','pe']
try: try:
with open(f"json/stock-screener/data.json", 'rb') as file: filtered_data = [
data = orjson.loads(file.read()) {key: item.get(key) for key in set(always_include + rule_of_list) if key in item}
filtered_data = [ for item in stock_screener_data
{key: item.get(key) for key in set(always_include + rule_of_list) if key in item} ]
for item in data
]
except Exception as e: except Exception as e:
filtered_data = [] filtered_data = []

156
app/restart_json.py
View File

@ -63,15 +63,29 @@ def process_financial_data(file_path, key_list):
if key in res: if key in res:
try: try:
value = float(res[key]) value = float(res[key])
if key in ['grossProfitMargin','netProfitMargin','pretaxProfitMargin','operatingProfitMargin']: if 'growth' in file_path or key in ['grossProfitMargin','netProfitMargin','pretaxProfitMargin','operatingProfitMargin']:
value *= 100 # Multiply by 100 if key is 'grossProfitMargin' value *= 100 # Multiply by 100 for percentage
data[key] = round(value, 2) data[key] = round(value, 2)
except (ValueError, TypeError): except (ValueError, TypeError):
# If there's an issue converting the value, leave it as None
data[key] = None data[key] = None
except: except (FileNotFoundError, KeyError, IndexError):
# If the file doesn't exist or there's an issue reading the data,
# data will retain None as the default value for all keys
pass pass
return data return data
def check_and_process(file_path, key_list):
"""
Check if the file exists, and then process the financial data if it does.
If the file doesn't exist, return a dictionary with all keys set to None.
"""
if os.path.exists(file_path):
return process_financial_data(file_path, key_list)
else:
return {key: None for key in key_list}
def get_financial_statements(item, symbol): def get_financial_statements(item, symbol):
""" """
Update item with financial data from various JSON files. Update item with financial data from various JSON files.
@ -134,11 +148,122 @@ def get_financial_statements(item, symbol):
"totalInvestments", "totalDebt", "netDebt" "totalInvestments", "totalDebt", "netDebt"
] ]
key_income_growth = [
"growthRevenue",
"growthCostOfRevenue",
"growthGrossProfit",
"growthGrossProfitRatio",
"growthResearchAndDevelopmentExpenses",
"growthGeneralAndAdministrativeExpenses",
"growthSellingAndMarketingExpenses",
"growthOtherExpenses",
"growthOperatingExpenses",
"growthCostAndExpenses",
"growthInterestExpense",
"growthDepreciationAndAmortization",
"growthEBITDA",
"growthEBITDARatio",
"growthOperatingIncome",
"growthOperatingIncomeRatio",
"growthTotalOtherIncomeExpensesNet",
"growthIncomeBeforeTax",
"growthIncomeBeforeTaxRatio",
"growthIncomeTaxExpense",
"growthNetIncome",
"growthNetIncomeRatio",
"growthEPS",
"growthEPSDiluted",
"growthWeightedAverageShsOut",
"growthWeightedAverageShsOutDil"
]
key_cash_flow_growth = [
"growthNetIncome",
"growthDepreciationAndAmortization",
"growthDeferredIncomeTax",
"growthStockBasedCompensation",
"growthChangeInWorkingCapital",
"growthAccountsReceivables",
"growthInventory",
"growthAccountsPayables",
"growthOtherWorkingCapital",
"growthOtherNonCashItems",
"growthNetCashProvidedByOperatingActivites",
"growthInvestmentsInPropertyPlantAndEquipment",
"growthAcquisitionsNet",
"growthPurchasesOfInvestments",
"growthSalesMaturitiesOfInvestments",
"growthOtherInvestingActivites",
"growthNetCashUsedForInvestingActivites",
"growthDebtRepayment",
"growthCommonStockIssued",
"growthCommonStockRepurchased",
"growthDividendsPaid",
"growthOtherFinancingActivites",
"growthNetCashUsedProvidedByFinancingActivities",
"growthEffectOfForexChangesOnCash",
"growthNetChangeInCash",
"growthCashAtEndOfPeriod",
"growthCashAtBeginningOfPeriod",
"growthOperatingCashFlow",
"growthCapitalExpenditure",
"growthFreeCashFlow"
]
key_balance_sheet_growth = [
"growthCashAndCashEquivalents",
"growthShortTermInvestments",
"growthCashAndShortTermInvestments",
"growthNetReceivables",
"growthInventory",
"growthOtherCurrentAssets",
"growthTotalCurrentAssets",
"growthPropertyPlantEquipmentNet",
"growthGoodwill",
"growthIntangibleAssets",
"growthGoodwillAndIntangibleAssets",
"growthLongTermInvestments",
"growthTaxAssets",
"growthOtherNonCurrentAssets",
"growthTotalNonCurrentAssets",
"growthOtherAssets",
"growthTotalAssets",
"growthAccountPayables",
"growthShortTermDebt",
"growthTaxPayables",
"growthDeferredRevenue",
"growthOtherCurrentLiabilities",
"growthTotalCurrentLiabilities",
"growthLongTermDebt",
"growthDeferredRevenueNonCurrent",
"growthDeferredTaxLiabilitiesNonCurrent",
"growthOtherNonCurrentLiabilities",
"growthTotalNonCurrentLiabilities",
"growthOtherLiabilities",
"growthTotalLiabilities",
"growthCommonStock",
"growthRetainedEarnings",
"growthAccumulatedOtherComprehensiveIncomeLoss",
"growthOtherTotalStockholdersEquity",
"growthTotalStockholdersEquity",
"growthTotalLiabilitiesAndStockholdersEquity",
"growthTotalInvestments",
"growthTotalDebt",
"growthNetDebt"
]
# Process each financial statement # Process each financial statement
item.update(process_financial_data(f"json/financial-statements/ratios/annual/{symbol}.json", key_ratios)) statements = [
item.update(process_financial_data(f"json/financial-statements/cash-flow-statement/annual/{symbol}.json", key_cash_flow)) (f"json/financial-statements/ratios/annual/{symbol}.json", key_ratios),
item.update(process_financial_data(f"json/financial-statements/income-statement/annual/{symbol}.json", key_income)) (f"json/financial-statements/cash-flow-statement/annual/{symbol}.json", key_cash_flow),
item.update(process_financial_data(f"json/financial-statements/balance-sheet-statement/annual/{symbol}.json", key_balance_sheet)) (f"json/financial-statements/income-statement/annual/{symbol}.json", key_income),
(f"json/financial-statements/balance-sheet-statement/annual/{symbol}.json", key_balance_sheet),
(f"json/financial-statements/income-statement-growth/annual/{symbol}.json", key_income_growth),
(f"json/financial-statements/balance-sheet-statement-growth/annual/{symbol}.json", key_balance_sheet_growth),
(f"json/financial-statements/cash-flow-statement-growth/annual/{symbol}.json", key_cash_flow_growth)
]
# Process each financial statement
for file_path, key_list in statements:
item.update(check_and_process(file_path, key_list))
try: try:
item['freeCashFlowMargin'] = round((item['freeCashFlow'] / item['revenue']) * 100,2) item['freeCashFlowMargin'] = round((item['freeCashFlow'] / item['revenue']) * 100,2)
@ -180,7 +305,7 @@ async def get_stock_screener(con):
#Stock Screener Data #Stock Screener Data
cursor.execute("SELECT symbol, name, 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") cursor.execute("SELECT symbol, name, 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, beta FROM stocks WHERE symbol NOT LIKE '%.%' AND eps IS NOT NULL AND marketCap IS NOT NULL AND beta IS NOT NULL")
raw_data = cursor.fetchall() raw_data = cursor.fetchall()
stock_screener_data = [{ stock_screener_data = [{
'symbol': symbol, 'symbol': symbol,
@ -202,23 +327,14 @@ async def get_stock_screener(con):
'cci': cci, 'cci': cci,
'pe': pe, 'pe': pe,
'marketCap': marketCap, 'marketCap': marketCap,
'growthRevenue': growthRevenue,
'growthNetIncome': growthNetIncome,
'growthGrossProfit': growthGrossProfit,
'growthCostOfRevenue': growthCostOfRevenue,
'growthCostAndExpenses': growthCostAndExpenses,
'growthInterestExpense': growthInterestExpense,
'growthResearchAndDevelopmentExpenses': growthResearchAndDevelopmentExpenses,
'growthEBITDA': growthEBITDA,
'growthEPS': growthEPS,
'growthOperatingExpenses': growthOperatingExpenses,
'growthOperatingIncome': growthOperatingIncome,
'beta': beta, 'beta': beta,
} for (symbol, name, 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] } for (symbol, name, 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, beta) in raw_data]
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] 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]
cursor.execute("SELECT symbol, name, 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, beta FROM stocks WHERE symbol NOT LIKE '%.%' AND eps IS NOT NULL AND marketCap IS NOT NULL AND beta IS NOT NULL")
raw_data = cursor.fetchall()
# Iterate through stock_screener_data and update 'price' and 'changesPercentage' if symbols match # Iterate through stock_screener_data and update 'price' and 'changesPercentage' if symbols match
# Add VaR value to stock screener # Add VaR value to stock screener