import ujson import asyncio import aiohttp import sqlite3 from datetime import datetime from ml_models.prophet_model import PricePredictor import yfinance as yf import pandas as pd from tqdm import tqdm import concurrent.futures def convert_symbols(symbol_list): converted_symbols = [] for symbol in symbol_list: # Determine the base and quote currencies base_currency = symbol[:-3] quote_currency = symbol[-3:] # Construct the new symbol in the desired format new_symbol = f"{base_currency}-{quote_currency}" converted_symbols.append(new_symbol) return converted_symbols async def save_json(symbol, data): with open(f"json/price-analysis/{symbol}.json", 'w') as file: ujson.dump(data, file) async def download_data(ticker, start_date, end_date): try: df = yf.download(ticker, start=start_date, end=end_date, interval="1d") df = df.reset_index() df = df[['Date', 'Adj Close']] df = df.rename(columns={"Date": "ds", "Adj Close": "y"}) if len(df) > 252*2: #At least 2 years of history is necessary q_high= df["y"].quantile(0.99) q_low = df["y"].quantile(0.05) df = df[(df["y"] > q_low)] df = df[(df["y"] < q_high)] #df['y'] = df['y'].rolling(window=10).mean() #df = df.dropna() return df except Exception as e: print(e) async def process_symbol(ticker, start_date, end_date): try: df = await download_data(ticker, start_date, end_date) data = PricePredictor().run(df) await save_json(ticker, data) except Exception as e: print(e) async def run(): con = sqlite3.connect('stocks.db') cursor = con.cursor() cursor.execute("PRAGMA journal_mode = wal") cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE marketCap > 1E9") stock_symbols = [row[0] for row in cursor.fetchall()] con.close() total_symbols = stock_symbols print(f"Total tickers: {len(total_symbols)}") start_date = datetime(2015, 1, 1).strftime("%Y-%m-%d") end_date = datetime.today().strftime("%Y-%m-%d") chunk_size = len(total_symbols) // 70 # Divide the list into N chunks chunks = [total_symbols[i:i + chunk_size] for i in range(0, len(total_symbols), chunk_size)] for chunk in chunks: tasks = [] for ticker in tqdm(chunk): tasks.append(process_symbol(ticker, start_date, end_date)) await asyncio.gather(*tasks) try: asyncio.run(run()) except Exception as e: print(e)