update job

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

View File

@ -5,96 +5,104 @@ import pandas as pd
from tqdm import tqdm
from datetime import datetime
import yfinance as yf
import time
# Constants
JSON_DIR = "json/"
QUARTERLY_FREQ = 'QE'
# SQL Query
QUERY_TEMPLATE = """
SELECT historicalShares
FROM stocks
WHERE symbol = ?
async def save_as_json(symbol, forward_pe_dict, short_dict):
with open(f"json/share-statistics/{symbol}.json", 'w') as file:
ujson.dump(short_dict, file)
with open(f"json/forward-pe/{symbol}.json", 'w') as file:
ujson.dump(forward_pe_dict, file)
query_template = f"""
SELECT
historicalShares
FROM
stocks
WHERE
symbol = ?
"""
def filter_quarterly_data(data):
"""Filter data to keep only quarter-end dates."""
quarter_ends = pd.date_range(start=data[0]['date'], end=datetime.now(), freq=QUARTERLY_FREQ).strftime('%Y-%m-%d').tolist()
return [entry for entry in data if entry['date'] in quarter_ends]
def filter_data_quarterly(data):
# Generate a range of quarter-end dates from the start to the end date
start_date = data[0]['date']
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):
"""Fetch and process Yahoo Finance data."""
# Filter data to keep only entries with dates matching quarter-end dates
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:
info = yf.Ticker(ticker).info
return {
'forwardPE': round(info.get('forwardPE', 0), 2),
'short': {
'shares': info.get('sharesShort', 0),
'ratio': info.get('shortRatio', 0),
'priorMonth': info.get('sharesShortPriorMonth', 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']}}
data_dict = yf.Ticker(ticker).info
forward_pe = round(data_dict['forwardPE'],2)
short_outstanding_percent = round((data_dict['sharesShort']/outstanding_shares)*100,2)
short_float_percent = round((data_dict['sharesShort']/float_shares)*100,2)
return {'forwardPE': forward_pe}, {'sharesShort': data_dict['sharesShort'], 'shortRatio': data_dict['shortRatio'], 'sharesShortPriorMonth': data_dict['sharesShortPriorMonth'], 'shortOutStandingPercent': short_outstanding_percent, 'shortFloatPercent': short_float_percent}
except:
return {'forwardPE': 0}, {'sharesShort': 0, 'shortRatio': 0, 'sharesShortPriorMonth': 0, 'shortOutStandingPercent': 0, 'shortFloatPercent': 0}
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):
"""Process a single ticker."""
async def get_data(ticker, con):
try:
df = pd.read_sql_query(QUERY_TEMPLATE, con, params=(ticker,))
stats = ujson.loads(df.to_dict()['historicalShares'][0])
df = pd.read_sql_query(query_template, con, params=(ticker,))
shareholder_statistics = ujson.loads(df.to_dict()['historicalShares'][0])
# Keys to keep
keys_to_keep = ["date","floatShares", "outstandingShares"]
# Filter and convert data
filtered_stats = [
{k: int(v) if k in ["floatShares", "outstandingShares"] else v
for k, v in d.items() if k in ["date", "floatShares", "outstandingShares"]}
for d in sorted(stats, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'))
# Create new list with only the specified keys and convert floatShares and outstandingShares to integers
shareholder_statistics = [
{key: int(d[key]) if key in ["floatShares", "outstandingShares"] else d[key]
for key in keys_to_keep}
for d in shareholder_statistics
]
latest_shares = filtered_stats[-1]
shareholder_statistics = sorted(shareholder_statistics, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'), reverse=False)
quarterly_stats = filter_quarterly_data(filtered_stats)
latest_outstanding_shares = shareholder_statistics[-1]['outstandingShares']
latest_float_shares = shareholder_statistics[-1]['floatShares']
data = get_yahoo_finance_data(ticker, latest_shares)
data['short'].update({
'latestOutstandingShares': latest_shares['outstandingShares'],
'latestFloatShares': latest_shares['floatShares'],
'historicalShares': quarterly_stats
})
# Filter out only quarter-end dates
historical_shares = filter_data_quarterly(shareholder_statistics)
await save_json(ticker, data)
return True
forward_pe_data, short_data = get_yahoo_data(ticker, latest_outstanding_shares, latest_float_shares)
short_data = {**short_data, 'latestOutstandingShares': latest_outstanding_shares, 'latestFloatShares': latest_float_shares,'historicalShares': historical_shares}
except Exception as e:
print(f"Error processing {ticker}: {e}")
return False
print(e)
short_data = {}
forward_pe_data = {}
return forward_pe_data, short_data
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 '%.%'")]
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
processed = 0
for ticker in tqdm(stock_symbols):
if await process_ticker(ticker, con):
processed += 1
if processed % 50 == 0:
print(f"Processed {processed} tickers, waiting for 60 seconds...")
await asyncio.sleep(60)
forward_pe_dict, short_dict = await get_data(ticker, con)
if forward_pe_dict.keys() and short_dict.keys():
await save_as_json(ticker, forward_pe_dict, short_dict)
counter += 1
if counter % 100 == 0:
print(f"Processed {counter} tickers, waiting for 10 seconds...")
await asyncio.sleep(30)
con.close()
if __name__ == "__main__":
try:
asyncio.run(run())
except Exception as e:
print(e)