import aiohttp import aiofiles import ujson import orjson import sqlite3 import asyncio import pandas as pd import time import os from dotenv import load_dotenv from datetime import datetime, timedelta from tqdm import tqdm import pytz headers = {"accept": "application/json"} url = "https://api.benzinga.com/api/v2.1/calendar/earnings" load_dotenv() api_key = os.getenv('BENZINGA_API_KEY') ny_tz = pytz.timezone('America/New_York') today = datetime.now(ny_tz).replace(hour=0, minute=0, second=0, microsecond=0) min_date = ny_tz.localize(datetime.strptime("2020-01-01", "%Y-%m-%d")) N_days_ago = today - timedelta(days=10) async def save_json(data, symbol, dir_path): file_path = os.path.join(dir_path, f"{symbol}.json") async with aiofiles.open(file_path, 'w') as file: await file.write(ujson.dumps(data)) from datetime import datetime, timedelta import pytz ny_tz = pytz.timezone("America/New_York") async def calculate_price_reactions(filtered_data, price_history): # Ensure price_history is sorted by date price_history.sort(key=lambda x: datetime.strptime(x['time'], "%Y-%m-%d")) # Convert price history to a dictionary for quick lookup price_dict = {entry['time']: entry for entry in price_history} results = [] for earnings in filtered_data: report_date = earnings['date'] report_datetime = ny_tz.localize(datetime.strptime(report_date, "%Y-%m-%d")) # Initialize a dictionary for price reactions price_reactions = {'date': report_date, 'quarter': earnings['quarter'], 'year': earnings['year']} for offset in [0,1,2]: # Days around earnings # Calculate initial target date with offset target_date = report_datetime - timedelta(days=offset) # Adjust target_date to the latest weekday if it falls on a weekend if target_date.weekday() == 5: # Saturday target_date -= timedelta(days=1) # Move to Friday elif target_date.weekday() == 6: # Sunday target_date -= timedelta(days=2) # Move to Friday target_date_str = target_date.strftime("%Y-%m-%d") while target_date_str not in price_dict: # Ensure target_date exists in price_dict target_date -= timedelta(days=1) target_date_str = target_date.strftime("%Y-%m-%d") price_data = price_dict[target_date_str] # Find the previous day's price data previous_date = target_date - timedelta(days=1) if previous_date.weekday() == 5: # Saturday previous_date -= timedelta(days=1) # Move to Friday elif previous_date.weekday() == 6: # Sunday previous_date -= timedelta(days=2) # Move to Friday previous_date_str = previous_date.strftime("%Y-%m-%d") while previous_date_str not in price_dict: # Ensure previous_date exists in price_dict previous_date -= timedelta(days=1) previous_date_str = previous_date.strftime("%Y-%m-%d") previous_price_data = price_dict[previous_date_str] # Calculate close price and percentage change price_reactions[f"{offset+1}_days_close"] = price_data['close'] price_reactions[f"{offset+1}_days_change_percent"] = round( (price_data['close'] / previous_price_data['close'] - 1) * 100, 2 ) print(target_date_str, previous_date_str) results.append(price_reactions) return results async def get_past_data(data, ticker, con): # Filter data based on date constraints filtered_data = [] for item in data: try: item_date = ny_tz.localize(datetime.strptime(item["date"], "%Y-%m-%d")) if min_date <= item_date <= today: filtered_data.append( { 'revenue': float(item['revenue']), 'revenueEst': float(item['revenue_est']), 'revenueSurprisePercent': round(float(item['revenue_surprise_percent'])*100, 2), 'eps': round(float(item['eps']), 2), 'epsEst': round(float(item['eps_est']), 2), 'epsSurprisePercent': round(float(item['eps_surprise_percent'])*100, 2), 'year': item['period_year'], 'quarter': item['period'], 'date': item['date'] } ) except: pass # Sort the filtered data by date if len(filtered_data) > 0: filtered_data.sort(key=lambda x: x['date'], reverse=True) try: # Load the price history data with open(f"json/historical-price/max/{ticker}.json") as file: price_history = orjson.loads(file.read()) results = await calculate_price_reactions(filtered_data, price_history) print(filtered_data[0]) print(results[1]) # Save the updated filtered_data #await save_json(filtered_data, ticker, 'json/earnings/past') except: pass async def get_data(session, ticker, con): querystring = {"token": api_key, "parameters[tickers]": ticker} try: async with session.get(url, params=querystring, headers=headers) as response: data = ujson.loads(await response.text())['earnings'] await get_past_data(data, ticker, con) except Exception as e: print(e) #pass async def run(stock_symbols, con): async with aiohttp.ClientSession() as session: tasks = [get_data(session, symbol, con) for symbol in stock_symbols] for f in tqdm(asyncio.as_completed(tasks), total=len(stock_symbols)): await f try: con = sqlite3.connect('stocks.db') cursor = con.cursor() cursor.execute("PRAGMA journal_mode = wal") cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%' AND symbol NOT LIKE '%-%'") stock_symbols = [row[0] for row in cursor.fetchall()] stock_symbols = ['AMD'] asyncio.run(run(stock_symbols, con)) except Exception as e: print(e) finally: con.close()