add growth financial-statements
This commit is contained in:
MuslemRahimi
parent
db7e80703a
commit
4c2343cc9e
@ -1,6 +1,5 @@
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import os
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import ujson
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import random
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import asyncio
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import aiohttp
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import sqlite3
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@ -35,18 +34,32 @@ async def save_json(symbol, period, data_type, data):
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async def get_financial_statements(session, symbol, semaphore, request_counter):
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base_url = "https://financialmodelingprep.com/api/v3"
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periods = ['quarter', 'annual']
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data_types = ['income-statement', 'balance-sheet-statement', 'cash-flow-statement', 'ratios']
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financial_data_types = ['income-statement', 'balance-sheet-statement', 'cash-flow-statement', 'ratios']
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growth_data_types = ['income-statement-growth', 'balance-sheet-statement-growth', 'cash-flow-statement-growth']
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async with semaphore:
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for period in periods:
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for data_type in data_types:
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# Fetch regular financial statements
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for data_type in financial_data_types:
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url = f"{base_url}/{data_type}/{symbol}?period={period}&apikey={api_key}"
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data = await fetch_data(session, url, symbol)
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if data:
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await save_json(symbol, period, data_type, data)
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request_counter[0] += 1 # Increment the request counter
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if request_counter[0] >= 1000:
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if request_counter[0] >= 500:
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await asyncio.sleep(60) # Pause for 60 seconds
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request_counter[0] = 0 # Reset the request counter after the pause
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# Fetch financial statement growth data
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for growth_type in growth_data_types:
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growth_url = f"{base_url}/{growth_type}/{symbol}?period={period}&apikey={api_key}"
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growth_data = await fetch_data(session, growth_url, symbol)
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if growth_data:
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await save_json(symbol, period, growth_type, growth_data)
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request_counter[0] += 1 # Increment the request counter
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if request_counter[0] >= 500:
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await asyncio.sleep(60) # Pause for 60 seconds
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request_counter[0] = 0 # Reset the request counter after the pause
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@ -70,4 +83,4 @@ async def run():
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await asyncio.gather(*tasks)
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if __name__ == "__main__":
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asyncio.run(run())
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asyncio.run(run())
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18
app/main.py
18
app/main.py
@ -111,6 +111,14 @@ with db_connection(INSTITUTE_DB) as cursor:
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cik_list = [row[0] for row in cursor.fetchall()]
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#------End Institute DB------------#
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#------Start Stock Screener--------#
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with open(f"json/stock-screener/data.json", 'rb') as file:
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stock_screener_data = orjson.loads(file.read())
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print([item for item in stock_screener_data if item['symbol'] == 'TYL'])
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#------End Stock Screener--------#
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### TECH DEBT ###
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con = sqlite3.connect('stocks.db')
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etf_con = sqlite3.connect('etf.db')
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@ -1148,12 +1156,10 @@ async def stock_finder(data:StockScreenerData, api_key: str = Security(get_api_k
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always_include = ['symbol', 'marketCap', 'price', 'changesPercentage', 'name','volume','pe']
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try:
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with open(f"json/stock-screener/data.json", 'rb') as file:
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data = orjson.loads(file.read())
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filtered_data = [
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{key: item.get(key) for key in set(always_include + rule_of_list) if key in item}
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for item in data
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]
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filtered_data = [
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{key: item.get(key) for key in set(always_include + rule_of_list) if key in item}
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for item in stock_screener_data
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]
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except Exception as e:
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filtered_data = []
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@ -63,15 +63,29 @@ def process_financial_data(file_path, key_list):
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if key in res:
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try:
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value = float(res[key])
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if key in ['grossProfitMargin','netProfitMargin','pretaxProfitMargin','operatingProfitMargin']:
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value *= 100 # Multiply by 100 if key is 'grossProfitMargin'
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if 'growth' in file_path or key in ['grossProfitMargin','netProfitMargin','pretaxProfitMargin','operatingProfitMargin']:
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value *= 100 # Multiply by 100 for percentage
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data[key] = round(value, 2)
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except (ValueError, TypeError):
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# If there's an issue converting the value, leave it as None
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data[key] = None
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except:
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except (FileNotFoundError, KeyError, IndexError):
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# If the file doesn't exist or there's an issue reading the data,
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# data will retain None as the default value for all keys
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pass
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return data
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def check_and_process(file_path, key_list):
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"""
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Check if the file exists, and then process the financial data if it does.
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If the file doesn't exist, return a dictionary with all keys set to None.
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"""
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if os.path.exists(file_path):
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return process_financial_data(file_path, key_list)
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else:
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return {key: None for key in key_list}
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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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@ -134,12 +148,123 @@ def get_financial_statements(item, symbol):
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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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key_income_growth = [
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"growthRevenue",
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"growthCostOfRevenue",
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"growthGrossProfit",
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"growthGrossProfitRatio",
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"growthResearchAndDevelopmentExpenses",
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"growthGeneralAndAdministrativeExpenses",
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"growthSellingAndMarketingExpenses",
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"growthOtherExpenses",
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"growthOperatingExpenses",
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"growthCostAndExpenses",
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"growthInterestExpense",
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"growthDepreciationAndAmortization",
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"growthEBITDA",
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"growthEBITDARatio",
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"growthOperatingIncome",
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"growthOperatingIncomeRatio",
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"growthTotalOtherIncomeExpensesNet",
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"growthIncomeBeforeTax",
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"growthIncomeBeforeTaxRatio",
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"growthIncomeTaxExpense",
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"growthNetIncome",
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"growthNetIncomeRatio",
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"growthEPS",
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"growthEPSDiluted",
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"growthWeightedAverageShsOut",
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"growthWeightedAverageShsOutDil"
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]
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key_cash_flow_growth = [
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"growthNetIncome",
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"growthDepreciationAndAmortization",
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"growthDeferredIncomeTax",
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"growthStockBasedCompensation",
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"growthChangeInWorkingCapital",
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"growthAccountsReceivables",
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"growthInventory",
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"growthAccountsPayables",
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"growthOtherWorkingCapital",
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"growthOtherNonCashItems",
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"growthNetCashProvidedByOperatingActivites",
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"growthInvestmentsInPropertyPlantAndEquipment",
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"growthAcquisitionsNet",
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"growthPurchasesOfInvestments",
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"growthSalesMaturitiesOfInvestments",
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"growthOtherInvestingActivites",
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"growthNetCashUsedForInvestingActivites",
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"growthDebtRepayment",
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"growthCommonStockIssued",
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"growthCommonStockRepurchased",
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"growthDividendsPaid",
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"growthOtherFinancingActivites",
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"growthNetCashUsedProvidedByFinancingActivities",
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"growthEffectOfForexChangesOnCash",
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"growthNetChangeInCash",
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"growthCashAtEndOfPeriod",
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"growthCashAtBeginningOfPeriod",
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"growthOperatingCashFlow",
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"growthCapitalExpenditure",
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"growthFreeCashFlow"
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]
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key_balance_sheet_growth = [
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"growthCashAndCashEquivalents",
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"growthShortTermInvestments",
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"growthCashAndShortTermInvestments",
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"growthNetReceivables",
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"growthInventory",
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"growthOtherCurrentAssets",
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"growthTotalCurrentAssets",
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"growthPropertyPlantEquipmentNet",
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"growthGoodwill",
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"growthIntangibleAssets",
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"growthGoodwillAndIntangibleAssets",
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"growthLongTermInvestments",
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"growthTaxAssets",
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"growthOtherNonCurrentAssets",
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"growthTotalNonCurrentAssets",
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"growthOtherAssets",
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"growthTotalAssets",
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"growthAccountPayables",
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"growthShortTermDebt",
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"growthTaxPayables",
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"growthDeferredRevenue",
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"growthOtherCurrentLiabilities",
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"growthTotalCurrentLiabilities",
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"growthLongTermDebt",
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"growthDeferredRevenueNonCurrent",
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"growthDeferredTaxLiabilitiesNonCurrent",
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"growthOtherNonCurrentLiabilities",
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"growthTotalNonCurrentLiabilities",
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"growthOtherLiabilities",
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"growthTotalLiabilities",
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"growthCommonStock",
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"growthRetainedEarnings",
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"growthAccumulatedOtherComprehensiveIncomeLoss",
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"growthOtherTotalStockholdersEquity",
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"growthTotalStockholdersEquity",
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"growthTotalLiabilitiesAndStockholdersEquity",
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"growthTotalInvestments",
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"growthTotalDebt",
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"growthNetDebt"
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]
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# Process each financial statement
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statements = [
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(f"json/financial-statements/ratios/annual/{symbol}.json", key_ratios),
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(f"json/financial-statements/cash-flow-statement/annual/{symbol}.json", key_cash_flow),
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(f"json/financial-statements/income-statement/annual/{symbol}.json", key_income),
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(f"json/financial-statements/balance-sheet-statement/annual/{symbol}.json", key_balance_sheet),
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(f"json/financial-statements/income-statement-growth/annual/{symbol}.json", key_income_growth),
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(f"json/financial-statements/balance-sheet-statement-growth/annual/{symbol}.json", key_balance_sheet_growth),
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(f"json/financial-statements/cash-flow-statement-growth/annual/{symbol}.json", key_cash_flow_growth)
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]
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# Process each financial statement
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for file_path, key_list in statements:
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item.update(check_and_process(file_path, key_list))
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try:
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item['freeCashFlowMargin'] = round((item['freeCashFlow'] / item['revenue']) * 100,2)
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except:
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@ -180,7 +305,7 @@ async def get_stock_screener(con):
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#Stock Screener Data
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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")
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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")
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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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@ -202,23 +327,14 @@ async def get_stock_screener(con):
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'cci': cci,
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'pe': pe,
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'marketCap': marketCap,
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'growthRevenue': growthRevenue,
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'growthNetIncome': growthNetIncome,
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'growthGrossProfit': growthGrossProfit,
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'growthCostOfRevenue': growthCostOfRevenue,
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'growthCostAndExpenses': growthCostAndExpenses,
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'growthInterestExpense': growthInterestExpense,
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'growthResearchAndDevelopmentExpenses': growthResearchAndDevelopmentExpenses,
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'growthEBITDA': growthEBITDA,
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'growthEPS': growthEPS,
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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, 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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} 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]
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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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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")
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raw_data = cursor.fetchall()
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# Iterate through stock_screener_data and update 'price' and 'changesPercentage' if symbols match
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# Add VaR value to stock screener
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