118 lines
5.7 KiB
Python
118 lines
5.7 KiB
Python
import aiohttp
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import aiofiles
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import ujson
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import sqlite3
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import asyncio
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import os
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from dotenv import load_dotenv
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from datetime import datetime, timedelta
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from tqdm import tqdm
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import pytz
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headers = {"accept": "application/json"}
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url = "https://api.benzinga.com/api/v2.1/calendar/earnings"
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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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# Function to delete all files in a directory
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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 save_json(data, symbol, dir_path):
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file_path = os.path.join(dir_path, f"{symbol}.json")
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async with aiofiles.open(file_path, 'w') as file:
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await file.write(ujson.dumps(data))
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async def get_data(session, ticker):
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querystring = {"token": api_key, "parameters[tickers]": ticker}
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try:
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async with session.get(url, params=querystring, headers=headers) as response:
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if response.status == 200:
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data = ujson.loads(await response.text())['earnings']
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# Filter for future earnings
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future_dates = [item for item in data if ny_tz.localize(datetime.strptime(item["date"], "%Y-%m-%d")) >= today]
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if future_dates:
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nearest_future = min(future_dates, key=lambda x: datetime.strptime(x["date"], "%Y-%m-%d"))
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try:
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symbol = nearest_future['ticker']
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time = nearest_future['time']
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date = nearest_future['date']
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eps_prior = float(nearest_future['eps_prior']) if nearest_future['eps_prior'] else 0
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eps_est = float(nearest_future['eps_est']) if nearest_future['eps_est'] else 0
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revenue_est = float(nearest_future['revenue_est']) if nearest_future['revenue_est'] else 0
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revenue_prior = float(nearest_future['revenue_prior']) if nearest_future['revenue_prior'] else 0
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if revenue_est and revenue_prior and eps_prior and eps_est:
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res_list = {
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'date': date,
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'time': time,
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'epsPrior': eps_prior,
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'epsEst': eps_est,
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'revenuePrior': revenue_prior,
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'revenueEst': revenue_est
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}
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await save_json(res_list, symbol, 'json/earnings/next')
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except Exception as e:
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#print(e)
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pass
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# Filter for past earnings within the last 20 days
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recent_dates = [item for item in data if N_days_ago <= ny_tz.localize(datetime.strptime(item["date"], "%Y-%m-%d")) <= today]
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if recent_dates:
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nearest_recent = min(recent_dates, key=lambda x: datetime.strptime(x["date"], "%Y-%m-%d"))
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try:
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date = nearest_recent['date']
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eps_prior = float(nearest_recent['eps_prior']) if nearest_recent['eps_prior'] != '' else 0
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eps_surprise = float(nearest_recent['eps_surprise']) if nearest_recent['eps_surprise'] != '' else 0
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eps = float(nearest_recent['eps']) if nearest_recent['eps'] != '' else 0
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revenue_prior = float(nearest_recent['revenue_prior']) if nearest_recent['revenue_prior'] != '' else 0
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revenue_surprise = float(nearest_recent['revenue_surprise']) if nearest_recent['revenue_surprise'] != '' else 0
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revenue = float(nearest_recent['revenue']) if nearest_recent['revenue'] != '' else 0
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if revenue != 0 and revenue_prior != 0 and eps_prior != 0 and eps != 0 and revenue_surprise != 0 and eps_surprise != 0:
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res_list = {
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'epsPrior':eps_prior,
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'epsSurprise': eps_surprise,
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'eps': eps,
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'revenuePrior': revenue_prior,
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'revenueSurprise': revenue_surprise,
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'revenue': revenue,
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'date': date,
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}
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await save_json(res_list, symbol, 'json/earnings/surprise')
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except:
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pass
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except Exception as e:
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#print(e)
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pass
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async def run(stock_symbols):
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async with aiohttp.ClientSession() as session:
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tasks = [get_data(session, symbol) for symbol in stock_symbols]
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for f in tqdm(asyncio.as_completed(tasks), total=len(stock_symbols)):
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await f
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try:
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# Delete old files in the directories
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delete_files_in_directory("json/earnings/next")
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delete_files_in_directory("json/earnings/surprise")
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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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con.close()
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asyncio.run(run(stock_symbols))
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except Exception as e:
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print(e) |