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): """ Converts the symbols in the given list from 'BTCUSD' and 'USDTUSD' format to 'BTC-USD' and 'USDT-USD' format. Args: symbol_list (list): A list of strings representing the symbols to be converted. Returns: list: A new list with the symbols converted to the desired format. """ 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, crypto_symbols): try: df = await download_data(ticker, start_date, end_date) data = PricePredictor().run(df) if ticker in crypto_symbols: ticker = ticker.replace('-','') #convert back from BTC-USD to BTCUSD await save_json(ticker, data) except Exception as e: print(e) async def run(): con = sqlite3.connect('stocks.db') etf_con = sqlite3.connect('etf.db') crypto_con = sqlite3.connect('crypto.db') cursor = con.cursor() cursor.execute("PRAGMA journal_mode = wal") #cursor.execute("SELECT DISTINCT symbol FROM stocks") #cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE marketCap > 10E9 AND symbol NOT LIKE '%.%'") cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE marketCap > 1E9") stock_symbols = [row[0] for row in cursor.fetchall()] etf_cursor = etf_con.cursor() etf_cursor.execute("PRAGMA journal_mode = wal") etf_cursor.execute("SELECT DISTINCT symbol FROM etfs WHERE totalAssets > 5E9") etf_symbols = [row[0] for row in etf_cursor.fetchall()] crypto_cursor = crypto_con.cursor() crypto_cursor.execute("PRAGMA journal_mode = wal") crypto_cursor.execute("SELECT DISTINCT symbol FROM cryptos") crypto_symbols = [row[0] for row in crypto_cursor.fetchall()] crypto_symbols = convert_symbols(crypto_symbols) #Convert BTCUSD to BTC-USD for yfinance con.close() etf_con.close() crypto_con.close() total_symbols = stock_symbols + etf_symbols + crypto_symbols print(f"Total tickers: {len(total_symbols)}") start_date = datetime(2000, 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, crypto_symbols)) await asyncio.gather(*tasks) try: asyncio.run(run()) except Exception as e: print(e)