273 lines
9.2 KiB
Python
273 lines
9.2 KiB
Python
import aiohttp
|
|
import aiofiles
|
|
import ujson
|
|
import sqlite3
|
|
import pandas as pd
|
|
import asyncio
|
|
import pytz
|
|
import time
|
|
import os
|
|
from dotenv import load_dotenv
|
|
from datetime import datetime, timedelta, date
|
|
import sqlite3
|
|
|
|
|
|
headers = {"accept": "application/json"}
|
|
|
|
|
|
load_dotenv()
|
|
benzinga_api_key = os.getenv('BENZINGA_API_KEY')
|
|
benzinga_api_key_extra = os.getenv('BENZINGA_API_KEY_EXTRA')
|
|
|
|
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 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()
|
|
one_day = timedelta(1)
|
|
yesterday = today - one_day
|
|
|
|
while yesterday.weekday() >= 5: # 5 = Saturday, 6 = Sunday
|
|
yesterday -= one_day
|
|
|
|
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):
|
|
url = "https://api.benzinga.com/api/v2.1/calendar/earnings"
|
|
|
|
importance_list = ["3","4","5"]
|
|
res_list = []
|
|
for importance in importance_list:
|
|
|
|
querystring = {"token": benzinga_api_key_extra,"parameters[importance]":importance,"parameters[date_from]":tomorrow,"parameters[date_to]":tomorrow,"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_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,
|
|
'marketCap': market_cap,
|
|
'epsPrior':eps_prior,
|
|
'epsEst': eps_est,
|
|
'revenuePrior': revenue_prior,
|
|
'revenueEst': revenue_est
|
|
})
|
|
except Exception as e:
|
|
print('1 Upcoming Earnings:', 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]
|
|
except Exception as e:
|
|
pass
|
|
|
|
return res_list[0:5]
|
|
|
|
|
|
async def get_recent_earnings(session):
|
|
url = "https://api.benzinga.com/api/v2.1/calendar/earnings"
|
|
importance_list = ["3","4","5"]
|
|
res_list = []
|
|
for importance in importance_list:
|
|
querystring = {"token": benzinga_api_key_extra,"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[0:5]
|
|
|
|
|
|
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)
|
|
|
|
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 total_symbols]
|
|
|
|
options_flow = sorted(options_flow, key=lambda x: x['cost_basis'], reverse=True)
|
|
options_flow = [{key: item[key] for key in ['cost_basis', 'ticker','assetType', 'date_expiration', 'put_call', 'sentiment', 'strike_price']} for item in options_flow[0:4]]
|
|
except:
|
|
options_flow = []
|
|
try:
|
|
with open(f"json/wiim/rss-feed/data.json", 'r') as file:
|
|
wiim_feed = ujson.load(file)[0:5]
|
|
|
|
except:
|
|
wiim_feed = []
|
|
|
|
try:
|
|
with open(f"json/market-movers/data.json", 'r') as file:
|
|
data = ujson.load(file)
|
|
market_mover = {'winner': data['gainers']['1D'][0], 'loser': data['losers']['1D'][0], 'active': data['active']['1D'][0]}
|
|
except:
|
|
market_mover = {}
|
|
|
|
try:
|
|
with open(f"json/most-shorted-stocks/data.json", 'r') as file:
|
|
data = ujson.load(file)[0]
|
|
shorted_stock = {key: data[key] for key in ['symbol', 'shortOutStandingPercent']}
|
|
|
|
except:
|
|
shorted_stock = {}
|
|
|
|
|
|
quick_info = {**market_mover, 'shorted': shorted_stock}
|
|
|
|
data = {
|
|
'quickInfo': quick_info,
|
|
'optionsFlow': options_flow,
|
|
'retailTracker': retail_tracker,
|
|
'wiimFeed': wiim_feed,
|
|
'marketNews': benzinga_news,
|
|
'recentEarnings': recent_earnings,
|
|
'upcomingEarnings': upcoming_earnings
|
|
}
|
|
|
|
|
|
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) |