import aiohttp import aiofiles import ujson import sqlite3 import pandas as pd import asyncio import pytz import os from dotenv import load_dotenv from datetime import datetime, timedelta, date import sqlite3 headers = {"accept": "application/json"} def check_market_hours(): holidays = [ "2024-01-01", "2024-01-15", "2024-02-19", "2024-03-29", "2024-05-27", "2024-06-19", "2024-07-04", "2024-09-02", "2024-11-28", "2024-12-25" ] # Get the current date and time in ET (Eastern Time) et_timezone = pytz.timezone('America/New_York') current_time = datetime.now(et_timezone) current_date_str = current_time.strftime('%Y-%m-%d') current_hour = current_time.hour current_minute = current_time.minute current_day = current_time.weekday() # Monday is 0, Sunday is 6 # Check if the current date is a holiday or weekend is_weekend = current_day >= 5 # Saturday (5) or Sunday (6) is_holiday = current_date_str in holidays # Determine the market status if is_weekend or is_holiday: return 0 #Closed elif current_hour < 9 or (current_hour == 9 and current_minute < 30): return 1 # Pre-Market elif 9 <= current_hour < 16 or (current_hour == 16 and current_minute == 0): return 0 #"Market hours." elif 16 <= current_hour < 24: return 2 #"After-market hours." else: return 0 #"Market is closed." load_dotenv() benzinga_api_key = os.getenv('BENZINGA_API_KEY') fmp_api_key = os.getenv('FMP_API_KEY') query_template = """ SELECT marketCap FROM stocks WHERE symbol = ? """ async def save_json(data): with open(f"json/dashboard/data.json", 'w') as file: ujson.dump(data, file) def get_sector_path(sector): sector_paths = { 'Financials': "/list/financial-sector", 'Healthcare': "/list/healthcare-sector", 'Information Technology': "/list/technology-sector", 'Technology': "/list/technology-sector", 'Financial Services': "/list/financial-sector", 'Industrials': "/list/industrials-sector", 'Energy': "/list/energy-sector", 'Utilities': "/list/utilities-sector", 'Consumer Cyclical': "/list/consumer-cyclical-sector", 'Real Estate': "/list/real-estate-sector", 'Basic Materials': "/list/basic-materials-sector", 'Communication Services': "/list/communication-services-sector", 'Consumer Defensive': "/list/consumer-defensive-sector" } # Return the path if the sector exists in the dictionary, otherwise return None or a default path return sector_paths.get(sector, None) def parse_time(time_str): try: # Try parsing as full datetime return datetime.strptime(time_str, '%Y-%m-%d %H:%M:%S') except ValueError: try: # Try parsing as time only time_obj = datetime.strptime(time_str, '%H:%M:%S').time() # Combine with today's date return datetime.combine(date.today(), time_obj) except ValueError: # If all else fails, return a default datetime return datetime.min def remove_duplicates(elements): seen = set() unique_elements = [] for element in elements: if element['symbol'] not in seen: seen.add(element['symbol']) unique_elements.append(element) return unique_elements def weekday(): today = datetime.today() if today.weekday() >= 5: # 5 = Saturday, 6 = Sunday yesterday = today - timedelta(2) else: yesterday = today - timedelta(1) return yesterday.strftime('%Y-%m-%d') today = datetime.today().strftime('%Y-%m-%d') tomorrow = (datetime.today() + timedelta(1)) yesterday = weekday() if tomorrow.weekday() >= 5: # 5 = Saturday, 6 = Sunday tomorrow = tomorrow + timedelta(days=(7 - tomorrow.weekday())) tomorrow = tomorrow.strftime('%Y-%m-%d') async def get_upcoming_earnings(session, end_date): url = "https://api.benzinga.com/api/v2.1/calendar/earnings" importance_list = ["1","2","3","4","5"] res_list = [] for importance in importance_list: querystring = {"token": benzinga_api_key,"parameters[importance]":importance,"parameters[date_from]":today,"parameters[date_to]":end_date,"parameters[date_sort]":"date"} try: async with session.get(url, params=querystring, headers=headers) as response: res = ujson.loads(await response.text())['earnings'] res = [e for e in res if datetime.strptime(e['date'], "%Y-%m-%d").date() != date.today() or datetime.strptime(e['time'], "%H:%M:%S").time() >= datetime.strptime("16:00:00", "%H:%M:%S").time()] for item in res: try: symbol = item['ticker'] name = item['name'] time = item['time'] is_today = True if item['date'] == datetime.today().strftime('%Y-%m-%d') else False eps_prior = float(item['eps_prior']) if item['eps_prior'] != '' else 0 eps_est = float(item['eps_est']) if item['eps_est'] != '' else 0 revenue_est = float(item['revenue_est']) if item['revenue_est'] != '' else 0 revenue_prior = float(item['revenue_prior']) if item['revenue_prior'] != '' else 0 if symbol in stock_symbols and revenue_est != 0 and revenue_prior != 0 and eps_prior != 0 and eps_est != 0: df = pd.read_sql_query(query_template, con, params=(symbol,)) market_cap = float(df['marketCap'].iloc[0]) if df['marketCap'].iloc[0] != '' else 0 res_list.append({ 'symbol': symbol, 'name': name, 'time': time, 'isToday': is_today, 'marketCap': market_cap, 'epsPrior':eps_prior, 'epsEst': eps_est, 'revenuePrior': revenue_prior, 'revenueEst': revenue_est }) except Exception as e: print('Upcoming Earnings:', e) pass except Exception as e: print(e) pass try: res_list = remove_duplicates(res_list) res_list.sort(key=lambda x: x['marketCap'], reverse=True) #res_list = [{k: v for k, v in d.items() if k != 'marketCap'} for d in res_list] return res_list[:10] except: return [] async def get_recent_earnings(session): url = "https://api.benzinga.com/api/v2.1/calendar/earnings" res_list = [] importance_list = ["1","2","3","4","5"] res_list = [] for importance in importance_list: querystring = {"token": benzinga_api_key,"parameters[importance]":importance, "parameters[date_from]":yesterday,"parameters[date_to]":today,"parameters[date_sort]":"date"} try: async with session.get(url, params=querystring, headers=headers) as response: res = ujson.loads(await response.text())['earnings'] for item in res: try: symbol = item['ticker'] name = item['name'] time = item['time'] eps_prior = float(item['eps_prior']) if item['eps_prior'] != '' else 0 eps_surprise = float(item['eps_surprise']) if item['eps_surprise'] != '' else 0 eps = float(item['eps']) if item['eps'] != '' else 0 revenue_prior = float(item['revenue_prior']) if item['revenue_prior'] != '' else 0 revenue_surprise = float(item['revenue_surprise']) if item['revenue_surprise'] != '' else 0 revenue = float(item['revenue']) if item['revenue'] != '' else 0 if symbol in stock_symbols and revenue != 0 and revenue_prior != 0 and eps_prior != 0 and eps != 0 and revenue_surprise != 0 and eps_surprise != 0: df = pd.read_sql_query(query_template, con, params=(symbol,)) market_cap = float(df['marketCap'].iloc[0]) if df['marketCap'].iloc[0] != '' else 0 res_list.append({ 'symbol': symbol, 'name': name, 'time': time, 'marketCap': market_cap, 'epsPrior':eps_prior, 'epsSurprise': eps_surprise, 'eps': eps, 'revenuePrior': revenue_prior, 'revenueSurprise': revenue_surprise, 'revenue': revenue }) except Exception as e: print('Recent Earnings:', e) pass except Exception as e: pass res_list = remove_duplicates(res_list) res_list.sort(key=lambda x: x['marketCap'], reverse=True) #res_list.sort(key=lambda x: (-parse_time(x['time']).timestamp(), -x['marketCap'])) res_list = [{k: v for k, v in d.items() if k != 'marketCap'} for d in res_list] return res_list[0:10] async def get_recent_dividends(session): url = "https://api.benzinga.com/api/v2.1/calendar/dividends" importance_list = ["1","2","3","4","5"] res_list = [] for importance in importance_list: querystring = {"token": benzinga_api_key,"parameters[importance]":importance,"parameters[date_from]":yesterday,"parameters[date_to]":today} try: async with session.get(url, params=querystring, headers=headers) as response: res = ujson.loads(await response.text())['dividends'] for item in res: try: symbol = item['ticker'] name = item['name'] dividend = float(item['dividend']) if item['dividend'] != '' else 0 dividend_prior = float(item['dividend_prior']) if item['dividend_prior'] != '' else 0 dividend_yield = round(float(item['dividend_yield'])*100,2) if item['dividend_yield'] != '' else 0 ex_dividend_date = item['ex_dividend_date'] if item['ex_dividend_date'] != '' else 0 payable_date = item['payable_date'] if item['payable_date'] != '' else 0 record_date = item['record_date'] if item['record_date'] != '' else 0 if symbol in stock_symbols and dividend != 0 and payable_date != 0 and dividend_prior != 0 and ex_dividend_date != 0 and record_date != 0 and dividend_yield != 0: df = pd.read_sql_query(query_template, con, params=(symbol,)) market_cap = float(df['marketCap'].iloc[0]) if df['marketCap'].iloc[0] != '' else 0 res_list.append({ 'symbol': symbol, 'name': name, 'dividend': dividend, 'marketCap': market_cap, 'dividendPrior':dividend_prior, 'dividendYield': dividend_yield, 'exDividendDate': ex_dividend_date, 'payableDate': payable_date, 'recordDate': record_date, 'updated': item['updated'] }) except Exception as e: print('Recent Dividends:', e) pass except Exception as e: print(e) pass res_list = remove_duplicates(res_list) res_list.sort(key=lambda x: x['marketCap'], reverse=True) res_list = [{k: v for k, v in d.items() if k != 'marketCap'} for d in res_list] return res_list[0:5] async def get_top_sector(session): url = f"https://financialmodelingprep.com/api/v3/sectors-performance?apikey={fmp_api_key}" try: async with session.get(url) as response: if response.status == 200: sectors = await response.json() sectors = [{'sector': item['sector'], 'changesPercentage': round(float(item['changesPercentage'].strip('%')), 2)} for item in sectors] res = max(sectors, key=lambda x: x['changesPercentage']) res['link'] = get_sector_path(res['sector']) return res else: print(f"Failed to retrieve data: {response.status}") return None except Exception as e: print(f"An error occurred: {e}") return None async def get_latest_bezinga_market_news(session): url = "https://api.benzinga.com/api/v2/news" querystring = {"token": benzinga_api_key,"channels":"News","pageSize":"10","displayOutput":"full"} try: async with session.get(url, params=querystring, headers=headers) as response: res_list = [] res = ujson.loads(await response.text()) for item in res: res_list.append({'date': item['created'], 'text': item['title'], 'url': item['url']}) res_list.sort(key=lambda x: datetime.strptime(x['date'], '%a, %d %b %Y %H:%M:%S %z'), reverse=True) return res_list except Exception as e: #pass print(e) async def run(): async with aiohttp.ClientSession() as session: benzinga_news = await get_latest_bezinga_market_news(session) recent_earnings = await get_recent_earnings(session) upcoming_earnings = await get_upcoming_earnings(session, today) if len(upcoming_earnings) < 5: upcoming_earnings = await get_upcoming_earnings(session, tomorrow) top_sector = await get_top_sector(session) recent_dividends = await get_recent_dividends(session) #Avoid clashing of recent and upcoming earnings upcoming_earnings = [item for item in upcoming_earnings if item['symbol'] not in [earning['symbol'] for earning in recent_earnings]] try: with open(f"json/retail-volume/data.json", 'r') as file: retail_tracker = ujson.load(file)[0:5] except: retail_tracker = [] try: with open(f"json/options-flow/feed/data.json", 'r') as file: options_flow = ujson.load(file) # Filter the options_flow to include only items with ticker in total_symbol options_flow = [item for item in options_flow if item['ticker'] in stock_symbols] highest_volume = sorted(options_flow, key=lambda x: int(x['volume']), reverse=True) highest_volume = [{key: item[key] for key in ['cost_basis', 'ticker','underlying_type', 'date_expiration', 'put_call', 'volume', 'strike_price']} for item in highest_volume[0:4]] highest_premium = sorted(options_flow, key=lambda x: int(x['cost_basis']), reverse=True) highest_premium = [{key: item[key] for key in ['cost_basis', 'ticker','underlying_type', 'date_expiration', 'put_call', 'volume', 'strike_price']} for item in highest_premium[0:4]] highest_open_interest = sorted(options_flow, key=lambda x: int(x['open_interest']), reverse=True) highest_open_interest = [{key: item[key] for key in ['cost_basis', 'ticker','underlying_type', 'date_expiration', 'put_call', 'open_interest', 'strike_price']} for item in highest_open_interest[0:4]] options_flow = {'premium': highest_premium, 'volume': highest_volume, 'openInterest':highest_open_interest} except Exception as e: print(e) options_flow = {} market_status = check_market_hours() print(market_status) if market_status == 0: try: with open(f"json/market-movers/data.json", 'r') as file: data = ujson.load(file) market_movers = {'gainers': data['gainers']['1D'][:5], 'losers': data['losers']['1D'][:5]} except: market_movers = {} else: try: with open(f"json/market-movers/pre-post-data.json", 'r') as file: market_movers = ujson.load(file) except: market_movers = {} data = { 'marketMovers': market_movers, 'marketStatus': market_status, 'optionsFlow': options_flow, 'marketNews': benzinga_news, 'recentEarnings': recent_earnings, 'upcomingEarnings': upcoming_earnings, 'recentDividends': recent_dividends, } if len(data) > 0: await save_json(data) try: con = sqlite3.connect('stocks.db') etf_con = sqlite3.connect('etf.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()] etf_cursor = etf_con.cursor() etf_cursor.execute("PRAGMA journal_mode = wal") etf_cursor.execute("SELECT DISTINCT symbol FROM etfs") etf_symbols = [row[0] for row in etf_cursor.fetchall()] total_symbols = stock_symbols+etf_symbols asyncio.run(run()) con.close() etf_con.close() except Exception as e: print(e)