176 lines
7.1 KiB
Python
176 lines
7.1 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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# Calculate payout frequency based on dividends recorded in 2023
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payout_frequency = sum(1 for item in filtered_res if '2023' in item['recordDate'])
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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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amount = filtered_res[0]['adjDividend'] if filtered_res else 0
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annual_dividend = round(amount * payout_frequency, 2)
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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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previous_index = next((i for i, item in enumerate(filtered_res) if '2023' in item['recordDate']), None)
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# Calculate previousAnnualDividend and dividendGrowth
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previous_annual_dividend = (filtered_res[previous_index]['adjDividend'] * payout_frequency) if previous_index is not None else 0
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dividend_growth = round(((annual_dividend - previous_annual_dividend) / previous_annual_dividend) * 100, 2) if previous_annual_dividend else None
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return {
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'payoutFrequency': payout_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:
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res = {}
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return res
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async def get_dividends_announcement(session, ticker, stock_symbols):
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querystring = {"token": api_key, "parameters[tickers]": ticker}
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ny_tz = pytz.timezone('America/New_York')
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today = ny_tz.localize(datetime.now())
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N_days_ago = today - timedelta(days=30) # Example, adjust as needed
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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())['dividends']
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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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symbol = nearest_recent['ticker']
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dividend = float(nearest_recent['dividend']) if nearest_recent['dividend'] != '' else 0
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dividend_prior = float(nearest_recent['dividend_prior']) if nearest_recent['dividend_prior'] != '' else 0
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dividend_yield = round(float(nearest_recent['dividend_yield']) * 100, 2) if nearest_recent['dividend_yield'] != '' else 0
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ex_dividend_date = nearest_recent['ex_dividend_date'] if nearest_recent['ex_dividend_date'] != '' else 0
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payable_date = nearest_recent['payable_date'] if nearest_recent['payable_date'] != '' else 0
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record_date = nearest_recent['record_date'] if nearest_recent['record_date'] != '' else 0
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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:
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res_dict = {
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'symbol': symbol,
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'date': nearest_recent['date'],
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'dividend': dividend,
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'dividendPrior': dividend_prior,
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'dividendYield': dividend_yield,
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'exDividendDate': ex_dividend_date,
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'payableDate': payable_date,
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'recordDate': record_date,
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}
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await save_as_json(symbol, res_dict,'json/dividends/announcement')
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except Exception as e:
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# Log or handle the exception
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print(e)
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except:
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pass
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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 and res.get('dividendGrowth') != None:
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await save_as_json(ticker, res, 'json/dividends/companies')
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except:
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pass
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con.close()
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etf_con.close()
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delete_files_in_directory("json/dividends/announcement")
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async with aiohttp.ClientSession() as session:
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tasks = [get_dividends_announcement(session, symbol, stock_symbols) 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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asyncio.run(run())
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except Exception as e:
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print(e)
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