157 lines
5.8 KiB
Python
157 lines
5.8 KiB
Python
import aiohttp
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import ujson
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import sqlite3
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import asyncio
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import pandas as pd
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from tqdm import tqdm
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from datetime import datetime, timedelta
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import pytz
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import orjson
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import os
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from dotenv import load_dotenv
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headers = {"accept": "application/json"}
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url = "https://api.benzinga.com/api/v2.1/calendar/dividends"
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load_dotenv()
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api_key = os.getenv('BENZINGA_API_KEY')
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ny_tz = pytz.timezone('America/New_York')
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today = datetime.now(ny_tz).replace(hour=0, minute=0, second=0, microsecond=0)
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N_days_ago = today - timedelta(days=10)
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async def save_as_json(symbol, data, file_name):
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with open(f"{file_name}/{symbol}.json", 'w') as file:
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ujson.dump(data, file)
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def delete_files_in_directory(directory):
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for filename in os.listdir(directory):
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file_path = os.path.join(directory, filename)
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try:
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if os.path.isfile(file_path):
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os.remove(file_path)
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except Exception as e:
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print(f"Failed to delete {file_path}. Reason: {e}")
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async def get_data(ticker, con, etf_con, stock_symbols, etf_symbols):
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try:
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if ticker in etf_symbols:
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table_name = 'etfs'
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column_name = 'etf_dividend'
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else:
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table_name = 'stocks'
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column_name = 'stock_dividend'
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query_template = f"""
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SELECT
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{column_name}, quote
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FROM
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{table_name}
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WHERE
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symbol = ?
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"""
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df = pd.read_sql_query(query_template, etf_con if table_name == 'etfs' else con, params=(ticker,))
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dividend_data = orjson.loads(df[column_name].iloc[0])
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res = dividend_data.get('historical', [])
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filtered_res = [item for item in res if item['recordDate'] and item['paymentDate']]
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# Dynamically compute the current and previous year based on New York timezone
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current_year = str(datetime.now(ny_tz).year)
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previous_year = str(datetime.now(ny_tz).year - 1)
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# Filter records for the current year
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current_year_records = [item for item in filtered_res if current_year in item['recordDate']]
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dividends_current_year = [float(item['adjDividend']) for item in current_year_records]
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# Compute the estimated payout frequency using the intervals between record dates
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record_dates = []
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for item in current_year_records:
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try:
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record_date = datetime.strptime(item['recordDate'], '%Y-%m-%d')
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record_dates.append(record_date)
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except Exception as e:
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continue
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record_dates.sort()
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if len(record_dates) > 1:
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total_days = (record_dates[-1] - record_dates[0]).days
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intervals = len(record_dates) - 1
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average_interval = total_days / intervals if intervals > 0 else None
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estimated_frequency = round(365 / average_interval) if average_interval and average_interval > 0 else len(record_dates)
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else:
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# If there's only one record, assume weekly (52 payments) as a fallback;
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# if no record exists, frequency remains 0.
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estimated_frequency = 52 if record_dates else 0
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# Project the annual dividend using the average dividend amount
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if dividends_current_year:
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avg_dividend = sum(dividends_current_year) / len(dividends_current_year)
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annual_dividend = round(avg_dividend * estimated_frequency, 2)
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else:
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annual_dividend = 0
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# For the previous year, assume the data is complete and sum the dividends
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dividends_previous_year = [
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float(item['adjDividend'])
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for item in filtered_res
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if previous_year in item['recordDate']
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]
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previous_annual_dividend = round(sum(dividends_previous_year), 2) if dividends_previous_year else 0
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quote_data = orjson.loads(df['quote'].iloc[0])[0]
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eps = quote_data.get('eps')
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current_price = quote_data.get('price')
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dividend_yield = round((annual_dividend / current_price) * 100, 2) if current_price else None
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payout_ratio = round((1 - (eps - annual_dividend) / eps) * 100, 2) if eps else None
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dividend_growth = (
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round(((annual_dividend - previous_annual_dividend) / previous_annual_dividend) * 100, 2)
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if previous_annual_dividend else None
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)
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return {
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'payoutFrequency': estimated_frequency,
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'annualDividend': annual_dividend,
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'dividendYield': dividend_yield,
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'payoutRatio': payout_ratio,
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'dividendGrowth': dividend_growth,
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'history': filtered_res,
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}
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except Exception as e:
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print(f"Error processing ticker {ticker}: {e}")
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return {}
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async def run():
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con = sqlite3.connect('stocks.db')
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cursor = con.cursor()
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cursor.execute("PRAGMA journal_mode = wal")
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cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
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stock_symbols = [row[0] for row in cursor.fetchall()]
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etf_con = sqlite3.connect('etf.db')
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etf_cursor = etf_con.cursor()
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etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
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etf_symbols = [row[0] for row in etf_cursor.fetchall()]
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total_symbols = stock_symbols + etf_symbols
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for ticker in tqdm(total_symbols):
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res = await get_data(ticker, con, etf_con, stock_symbols, etf_symbols)
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try:
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if len(res.get('history', [])) > 0:
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print(res)
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await save_as_json(ticker, res, 'json/dividends/companies')
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except Exception as e:
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print(f"Error saving data for {ticker}: {e}")
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con.close()
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etf_con.close()
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try:
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asyncio.run(run())
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except Exception as e:
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print(e)
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