update job

This commit is contained in:
MuslemRahimi 2024-08-19 11:32:06 +02:00
parent d48f92f786
commit 8b7b481535

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@ -5,96 +5,104 @@ import pandas as pd
from tqdm import tqdm from tqdm import tqdm
from datetime import datetime from datetime import datetime
import yfinance as yf import yfinance as yf
import time
# Constants
JSON_DIR = "json/"
QUARTERLY_FREQ = 'QE'
# SQL Query async def save_as_json(symbol, forward_pe_dict, short_dict):
QUERY_TEMPLATE = """ with open(f"json/share-statistics/{symbol}.json", 'w') as file:
SELECT historicalShares ujson.dump(short_dict, file)
FROM stocks with open(f"json/forward-pe/{symbol}.json", 'w') as file:
WHERE symbol = ? ujson.dump(forward_pe_dict, file)
query_template = f"""
SELECT
historicalShares
FROM
stocks
WHERE
symbol = ?
""" """
def filter_quarterly_data(data): def filter_data_quarterly(data):
"""Filter data to keep only quarter-end dates.""" # Generate a range of quarter-end dates from the start to the end date
quarter_ends = pd.date_range(start=data[0]['date'], end=datetime.now(), freq=QUARTERLY_FREQ).strftime('%Y-%m-%d').tolist() start_date = data[0]['date']
return [entry for entry in data if entry['date'] in quarter_ends] end_date = datetime.today().strftime('%Y-%m-%d')
quarter_ends = pd.date_range(start=start_date, end=end_date, freq='QE').strftime('%Y-%m-%d').tolist()
def get_yahoo_finance_data(ticker, shares): # Filter data to keep only entries with dates matching quarter-end dates
"""Fetch and process Yahoo Finance data.""" filtered_data = [entry for entry in data if entry['date'] in quarter_ends]
return filtered_data
def get_yahoo_data(ticker, outstanding_shares, float_shares):
try: try:
info = yf.Ticker(ticker).info data_dict = yf.Ticker(ticker).info
return { forward_pe = round(data_dict['forwardPE'],2)
'forwardPE': round(info.get('forwardPE', 0), 2), short_outstanding_percent = round((data_dict['sharesShort']/outstanding_shares)*100,2)
'short': { short_float_percent = round((data_dict['sharesShort']/float_shares)*100,2)
'shares': info.get('sharesShort', 0), return {'forwardPE': forward_pe}, {'sharesShort': data_dict['sharesShort'], 'shortRatio': data_dict['shortRatio'], 'sharesShortPriorMonth': data_dict['sharesShortPriorMonth'], 'shortOutStandingPercent': short_outstanding_percent, 'shortFloatPercent': short_float_percent}
'ratio': info.get('shortRatio', 0), except:
'priorMonth': info.get('sharesShortPriorMonth', 0), return {'forwardPE': 0}, {'sharesShort': 0, 'shortRatio': 0, 'sharesShortPriorMonth': 0, 'shortOutStandingPercent': 0, 'shortFloatPercent': 0}
'outstandingPercent': round((info.get('sharesShort', 0) / shares['outstandingShares']) * 100, 2),
'floatPercent': round((info.get('sharesShort', 0) / shares['floatShares']) * 100, 2)
}
}
except Exception as e:
#print(ticker)
#print(e)
#print("============")
return {'forwardPE': 0, 'short': {k: 0 for k in ['shares', 'ratio', 'priorMonth', 'outstandingPercent', 'floatPercent']}}
async def save_json(symbol, data):
"""Save data to JSON files."""
for key, path in [("forwardPE", f"{JSON_DIR}forward-pe/{symbol}.json"), ("short", f"{JSON_DIR}share-statistics/{symbol}.json")]:
with open(path, 'w') as file:
ujson.dump(data.get(key, {}), file)
async def process_ticker(ticker, con): async def get_data(ticker, con):
"""Process a single ticker."""
try: try:
df = pd.read_sql_query(QUERY_TEMPLATE, con, params=(ticker,)) df = pd.read_sql_query(query_template, con, params=(ticker,))
stats = ujson.loads(df.to_dict()['historicalShares'][0]) shareholder_statistics = ujson.loads(df.to_dict()['historicalShares'][0])
# Keys to keep
# Filter and convert data keys_to_keep = ["date","floatShares", "outstandingShares"]
filtered_stats = [
{k: int(v) if k in ["floatShares", "outstandingShares"] else v # Create new list with only the specified keys and convert floatShares and outstandingShares to integers
for k, v in d.items() if k in ["date", "floatShares", "outstandingShares"]} shareholder_statistics = [
for d in sorted(stats, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d')) {key: int(d[key]) if key in ["floatShares", "outstandingShares"] else d[key]
for key in keys_to_keep}
for d in shareholder_statistics
] ]
shareholder_statistics = sorted(shareholder_statistics, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'), reverse=False)
latest_shares = filtered_stats[-1] latest_outstanding_shares = shareholder_statistics[-1]['outstandingShares']
latest_float_shares = shareholder_statistics[-1]['floatShares']
quarterly_stats = filter_quarterly_data(filtered_stats)
# Filter out only quarter-end dates
data = get_yahoo_finance_data(ticker, latest_shares) historical_shares = filter_data_quarterly(shareholder_statistics)
data['short'].update({
'latestOutstandingShares': latest_shares['outstandingShares'], forward_pe_data, short_data = get_yahoo_data(ticker, latest_outstanding_shares, latest_float_shares)
'latestFloatShares': latest_shares['floatShares'], short_data = {**short_data, 'latestOutstandingShares': latest_outstanding_shares, 'latestFloatShares': latest_float_shares,'historicalShares': historical_shares}
'historicalShares': quarterly_stats
})
await save_json(ticker, data)
return True
except Exception as e: except Exception as e:
print(f"Error processing {ticker}: {e}") print(e)
return False short_data = {}
forward_pe_data = {}
return forward_pe_data, short_data
async def run(): async def run():
"""Main function to process all tickers."""
con = sqlite3.connect('stocks.db')
con.execute("PRAGMA journal_mode = wal")
with con:
stock_symbols = [row[0] for row in con.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")]
processed = 0 con = sqlite3.connect('stocks.db')
cursor = con.cursor()
cursor.execute("PRAGMA journal_mode = wal")
cursor.execute("SELECT DISTINCT symbol FROM stocks")
stock_symbols = [row[0] for row in cursor.fetchall()]
counter = 0
for ticker in tqdm(stock_symbols): for ticker in tqdm(stock_symbols):
if await process_ticker(ticker, con): forward_pe_dict, short_dict = await get_data(ticker, con)
processed += 1 if forward_pe_dict.keys() and short_dict.keys():
if processed % 50 == 0: await save_as_json(ticker, forward_pe_dict, short_dict)
print(f"Processed {processed} tickers, waiting for 60 seconds...")
await asyncio.sleep(60) counter += 1
if counter % 100 == 0:
print(f"Processed {counter} tickers, waiting for 10 seconds...")
await asyncio.sleep(30)
con.close() con.close()
if __name__ == "__main__": try:
asyncio.run(run()) asyncio.run(run())
except Exception as e:
print(e)