backend/app/restart_json.py
2024-11-12 11:51:47 +01:00

2063 lines
81 KiB
Python
Executable File

import pytz
from datetime import datetime, timedelta
import json
import ujson
import orjson
import asyncio
import aiohttp
import aiofiles
import sqlite3
import pandas as pd
import numpy as np
from collections import defaultdict
from collections import Counter
import re
import hashlib
import glob
from tqdm import tqdm
from utils.country_list import country_list
from dotenv import load_dotenv
import os
load_dotenv()
api_key = os.getenv('FMP_API_KEY')
benzinga_api_key = os.getenv('benzinga_api_key')
berlin_tz = pytz.timezone('Europe/Berlin')
query_price = """
SELECT
close
FROM
"{symbol}"
WHERE
date <= ?
ORDER BY
date DESC
LIMIT 1
"""
query_shares = f"""
SELECT
historicalShares
FROM
stocks
WHERE
symbol = ?
"""
time_frames = {
'change1W': (datetime.now() - timedelta(days=7)).strftime('%Y-%m-%d'),
'change1M': (datetime.now() - timedelta(days=30)).strftime('%Y-%m-%d'),
'change3M': (datetime.now() - timedelta(days=90)).strftime('%Y-%m-%d'),
'change6M': (datetime.now() - timedelta(days=180)).strftime('%Y-%m-%d'),
'change1Y': (datetime.now() - timedelta(days=365)).strftime('%Y-%m-%d'),
'change3Y': (datetime.now() - timedelta(days=365 * 3)).strftime('%Y-%m-%d'),
}
def calculate_price_changes(symbol, item, con):
try:
# Loop through each time frame to calculate the change
for name, date in time_frames.items():
item[name] = None # Initialize to None
query = query_price.format(symbol=symbol)
data = pd.read_sql_query(query, con, params=(date,))
# Check if data was retrieved and calculate the percentage change
if not data.empty:
past_price = data.iloc[0]['close']
current_price = item['price']
item[name] = round(((current_price - past_price) / past_price) * 100, 2)
except:
# Handle exceptions by setting all fields to None
for name in time_frames.keys():
item[name] = None
def filter_data_quarterly(data):
# Generate a range of quarter-end dates from the start to the end date
start_date = data[0]['date']
end_date = datetime.today().strftime('%Y-%m-%d')
quarter_ends = pd.date_range(start=start_date, end=end_date, freq='QE').strftime('%Y-%m-%d').tolist()
# Filter data to keep only entries with dates matching quarter-end dates
filtered_data = [entry for entry in data if entry['date'] in quarter_ends]
return filtered_data
def calculate_share_changes(symbol, item, con):
item['sharesQoQ'] = None
item['sharesYoY'] = None
item['floatShares'] = None
try:
# Execute query and load data
df = pd.read_sql_query(query_shares, con, params=(symbol,))
shareholder_statistics = orjson.loads(df.to_dict()['historicalShares'][0])
# Keys to keep
keys_to_keep = ["date", "floatShares", "outstandingShares"]
# Create new list with only the specified keys and convert floatShares and outstandingShares to integers
shareholder_statistics = [
{key: int(d[key]) if key in ["floatShares", "outstandingShares"] else d[key]
for key in keys_to_keep}
for d in shareholder_statistics
]
shareholder_statistics = sorted(shareholder_statistics, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'), reverse=False)
#Add latest float shares for statistics page
item['floatShares'] = shareholder_statistics[-1]['floatShares']
historical_shares = filter_data_quarterly(shareholder_statistics)
latest_data = historical_shares[-1]['outstandingShares']
previous_quarter = historical_shares[-2]['outstandingShares']
previous_year = historical_shares[-4]['outstandingShares']
item['sharesQoQ'] = round((latest_data/previous_quarter-1)*100,2)
item['sharesYoY'] = round((latest_data/previous_year-1)*100,2)
except:
item['sharesQoQ'] = None
item['sharesYoY'] = None
item['floatShares'] = None
# Replace NaN values with None in the resulting JSON object
def replace_nan_inf_with_none(obj):
if isinstance(obj, list):
return [replace_nan_inf_with_none(item) for item in obj]
elif isinstance(obj, dict):
return {key: replace_nan_inf_with_none(value) for key, value in obj.items()}
elif isinstance(obj, float) and (np.isnan(obj) or np.isinf(obj)):
return None
else:
return obj
def custom_symbol_sort(item):
symbol = item['symbol']
# Use regular expression to check if the symbol matches the typical stock ticker format (e.g., AAPL)
if re.match(r'^[A-Z]+$', symbol):
return symbol # Sort uppercase symbols first
else:
return 'ZZZZZZZZZZZZZZ' # Place non-standard symbols at the bottom
def generate_id(name):
hashed = hashlib.sha256(name.encode()).hexdigest()
return hashed[:10]
def count_consecutive_growth_years(financial_data, key_element):
# Sort the financial data by date
financial_data = sorted(financial_data, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'))
consecutive_years = 0
prev_val = None
for data in financial_data:
current_val = data[key_element] #e.g. revenue
if current_val is not None:
if prev_val is not None:
if current_val > prev_val:
consecutive_years += 1
else:
consecutive_years = 0
prev_val = current_val
# Check one last time in case the streak continues to the end
return consecutive_years
def process_financial_data(file_path, key_list):
"""
Read JSON data from file and extract specified keys with rounding.
"""
data = defaultdict(lambda: None) # Initialize with default value of None
try:
with open(file_path, 'r') as file:
res = orjson.loads(file.read())[0]
for key in key_list:
if key in res:
try:
value = float(res[key])
if 'growth' in file_path or key in ['grossProfitMargin','netProfitMargin','pretaxProfitMargin','operatingProfitMargin','longTermDebtToCapitalization','totalDebtToCapitalization']:
value *= 100 # Multiply by 100 for percentage
data[key] = round(value, 2)
except (ValueError, TypeError):
# If there's an issue converting the value, leave it as None
data[key] = None
except (FileNotFoundError, KeyError, IndexError):
# If the file doesn't exist or there's an issue reading the data,
# data will retain None as the default value for all keys
pass
return data
def check_and_process(file_path, key_list):
"""
Check if the file exists, and then process the financial data if it does.
If the file doesn't exist, return a dictionary with all keys set to None.
"""
if os.path.exists(file_path):
return process_financial_data(file_path, key_list)
else:
return {key: None for key in key_list}
def get_financial_statements(item, symbol):
"""
Update item with financial data from various JSON files.
"""
# Define the keys to be extracted for each type of statement
key_ratios = [
"currentRatio", "quickRatio", "cashRatio", "daysOfSalesOutstanding",
"daysOfInventoryOutstanding", "operatingCycle", "daysOfPayablesOutstanding",
"cashConversionCycle", "grossProfitMargin", "operatingProfitMargin",
"pretaxProfitMargin", "netProfitMargin", "effectiveTaxRate", "returnOnAssets",
"returnOnEquity", "returnOnCapitalEmployed", "netIncomePerEBT", "ebtPerEbit",
"ebitPerRevenue", "debtRatio", "debtEquityRatio", "longTermDebtToCapitalization",
"totalDebtToCapitalization", "interestCoverage", "cashFlowToDebtRatio",
"companyEquityMultiplier", "receivablesTurnover", "payablesTurnover",
"inventoryTurnover", "fixedAssetTurnover", "assetTurnover",
"operatingCashFlowPerShare", "freeCashFlowPerShare", "cashPerShare", "payoutRatio",
"operatingCashFlowSalesRatio", "freeCashFlowOperatingCashFlowRatio",
"cashFlowCoverageRatios", "shortTermCoverageRatios", "capitalExpenditureCoverageRatio",
"dividendPaidAndCapexCoverageRatio", "dividendPayoutRatio", "priceBookValueRatio",
"priceToBookRatio", "priceToSalesRatio", "priceEarningsRatio", "priceToFreeCashFlowsRatio",
"priceToOperatingCashFlowsRatio", "priceCashFlowRatio", "priceEarningsToGrowthRatio",
"priceSalesRatio", "dividendYield", "enterpriseValueMultiple", "priceFairValue"
]
key_cash_flow = [
"netIncome", "depreciationAndAmortization", "deferredIncomeTax", "stockBasedCompensation",
"changeInWorkingCapital", "accountsReceivables", "inventory", "accountsPayables",
"otherWorkingCapital", "otherNonCashItems", "netCashProvidedByOperatingActivities",
"investmentsInPropertyPlantAndEquipment", "acquisitionsNet", "purchasesOfInvestments",
"salesMaturitiesOfInvestments", "otherInvestingActivites", "netCashUsedForInvestingActivites",
"debtRepayment", "commonStockIssued", "commonStockRepurchased", "dividendsPaid",
"otherFinancingActivites", "netCashUsedProvidedByFinancingActivities", "effectOfForexChangesOnCash",
"netChangeInCash", "cashAtEndOfPeriod", "cashAtBeginningOfPeriod", "operatingCashFlow",
"capitalExpenditure", "freeCashFlow"
]
key_income = [
"revenue", "costOfRevenue", "grossProfit", "grossProfitRatio",
"researchAndDevelopmentExpenses", "generalAndAdministrativeExpenses", "sellingAndMarketingExpenses",
"sellingGeneralAndAdministrativeExpenses", "otherExpenses", "operatingExpenses",
"costAndExpenses", "interestIncome", "interestExpense", "depreciationAndAmortization",
"ebitda", "ebitdaratio", "operatingIncome", "operatingIncomeRatio",
"totalOtherIncomeExpensesNet", "incomeBeforeTax", "incomeBeforeTaxRatio", "incomeTaxExpense",
"netIncome", "netIncomeRatio", "eps", "epsdiluted", "weightedAverageShsOut",
"weightedAverageShsOutDil"
]
key_balance_sheet = [
"cashAndCashEquivalents", "shortTermInvestments", "cashAndShortTermInvestments",
"netReceivables", "inventory", "otherCurrentAssets", "totalCurrentAssets",
"propertyPlantEquipmentNet", "goodwill", "intangibleAssets", "goodwillAndIntangibleAssets",
"longTermInvestments", "taxAssets", "otherNonCurrentAssets", "totalNonCurrentAssets",
"otherAssets", "totalAssets", "accountPayables", "shortTermDebt", "taxPayables",
"deferredRevenue", "otherCurrentLiabilities", "totalCurrentLiabilities", "longTermDebt",
"deferredRevenueNonCurrent", "deferredTaxLiabilitiesNonCurrent", "otherNonCurrentLiabilities",
"totalNonCurrentLiabilities", "otherLiabilities", "capitalLeaseObligations", "totalLiabilities",
"preferredStock", "commonStock", "retainedEarnings", "accumulatedOtherComprehensiveIncomeLoss",
"othertotalStockholdersEquity", "totalStockholdersEquity", "totalEquity",
"totalLiabilitiesAndStockholdersEquity", "minorityInterest", "totalLiabilitiesAndTotalEquity",
"totalInvestments", "totalDebt", "netDebt"
]
key_income_growth = [
"growthRevenue",
"growthCostOfRevenue",
"growthGrossProfit",
"growthGrossProfitRatio",
"growthResearchAndDevelopmentExpenses",
"growthGeneralAndAdministrativeExpenses",
"growthSellingAndMarketingExpenses",
"growthOtherExpenses",
"growthOperatingExpenses",
"growthCostAndExpenses",
"growthInterestExpense",
"growthDepreciationAndAmortization",
"growthEBITDA",
"growthEBITDARatio",
"growthOperatingIncome",
"growthOperatingIncomeRatio",
"growthTotalOtherIncomeExpensesNet",
"growthIncomeBeforeTax",
"growthIncomeBeforeTaxRatio",
"growthIncomeTaxExpense",
"growthNetIncome",
"growthNetIncomeRatio",
"growthEPS",
"growthEPSDiluted",
"growthWeightedAverageShsOut",
"growthWeightedAverageShsOutDil"
]
key_cash_flow_growth = [
"growthNetIncome",
"growthDepreciationAndAmortization",
"growthDeferredIncomeTax",
"growthStockBasedCompensation",
"growthChangeInWorkingCapital",
"growthAccountsReceivables",
"growthInventory",
"growthAccountsPayables",
"growthOtherWorkingCapital",
"growthOtherNonCashItems",
"growthNetCashProvidedByOperatingActivites",
"growthInvestmentsInPropertyPlantAndEquipment",
"growthAcquisitionsNet",
"growthPurchasesOfInvestments",
"growthSalesMaturitiesOfInvestments",
"growthOtherInvestingActivites",
"growthNetCashUsedForInvestingActivites",
"growthDebtRepayment",
"growthCommonStockIssued",
"growthCommonStockRepurchased",
"growthDividendsPaid",
"growthOtherFinancingActivites",
"growthNetCashUsedProvidedByFinancingActivities",
"growthEffectOfForexChangesOnCash",
"growthNetChangeInCash",
"growthCashAtEndOfPeriod",
"growthCashAtBeginningOfPeriod",
"growthOperatingCashFlow",
"growthCapitalExpenditure",
"growthFreeCashFlow"
]
key_balance_sheet_growth = [
"growthCashAndCashEquivalents",
"growthShortTermInvestments",
"growthCashAndShortTermInvestments",
"growthNetReceivables",
"growthInventory",
"growthOtherCurrentAssets",
"growthTotalCurrentAssets",
"growthPropertyPlantEquipmentNet",
"growthGoodwill",
"growthIntangibleAssets",
"growthGoodwillAndIntangibleAssets",
"growthLongTermInvestments",
"growthTaxAssets",
"growthOtherNonCurrentAssets",
"growthTotalNonCurrentAssets",
"growthOtherAssets",
"growthTotalAssets",
"growthAccountPayables",
"growthShortTermDebt",
"growthTaxPayables",
"growthDeferredRevenue",
"growthOtherCurrentLiabilities",
"growthTotalCurrentLiabilities",
"growthLongTermDebt",
"growthDeferredRevenueNonCurrent",
"growthDeferredTaxLiabilitiesNonCurrent",
"growthOtherNonCurrentLiabilities",
"growthTotalNonCurrentLiabilities",
"growthOtherLiabilities",
"growthTotalLiabilities",
"growthCommonStock",
"growthRetainedEarnings",
"growthAccumulatedOtherComprehensiveIncomeLoss",
"growthOtherTotalStockholdersEquity",
"growthTotalStockholdersEquity",
"growthTotalLiabilitiesAndStockholdersEquity",
"growthTotalInvestments",
"growthTotalDebt",
"growthNetDebt"
]
# Process each financial statement
statements = [
(f"json/financial-statements/ratios/annual/{symbol}.json", key_ratios),
(f"json/financial-statements/cash-flow-statement/annual/{symbol}.json", key_cash_flow),
(f"json/financial-statements/income-statement/annual/{symbol}.json", key_income),
(f"json/financial-statements/balance-sheet-statement/annual/{symbol}.json", key_balance_sheet),
(f"json/financial-statements/income-statement-growth/annual/{symbol}.json", key_income_growth),
(f"json/financial-statements/balance-sheet-statement-growth/annual/{symbol}.json", key_balance_sheet_growth),
(f"json/financial-statements/cash-flow-statement-growth/annual/{symbol}.json", key_cash_flow_growth)
]
# Process each financial statement
for file_path, key_list in statements:
item.update(check_and_process(file_path, key_list))
try:
item['freeCashFlowMargin'] = round((item['freeCashFlow'] / item['revenue']) * 100,2)
except:
item['freeCashFlowMargin'] = None
try:
item['earningsYield'] = round((item['eps'] / item['price']) * 100,2)
except:
item['earningsYield'] = None
try:
item['freeCashFlowYield'] = round((item['freeCashFlow'] / item['marketCap']) * 100,2)
except:
item['freeCashFlowYield'] = None
try:
item['ebitdaMargin'] = round((item['ebitda'] / item['revenue']) * 100,2)
except:
item['ebitdaMargin'] = None
try:
item['revenuePerEmployee'] = round((item['revenue'] / item['employees']),2)
except:
item['revenuePerEmployee'] = None
try:
item['profitPerEmployee'] = round((item['netIncome'] / item['employees']),2)
except:
item['profitPerEmployee'] = None
try:
tax_rate = item['incomeTaxExpense'] / item['incomeBeforeTax'] if item['incomeBeforeTax'] != 0 else 0
nopat = item['operatingIncome'] * (1 - tax_rate)
invested_capital = item['totalDebt'] + item['totalEquity']
item['returnOnInvestedCapital'] = round((nopat / invested_capital)*100,2) if invested_capital != 0 else None
except:
item['returnOnInvestedCapital'] = None
try:
item['researchDevelopmentRevenueRatio'] = round((item['researchAndDevelopmentExpenses'] / item['revenue']) * 100,2)
except:
item['researchDevelopmentRevenueRatio'] = None
try:
item['shortTermDebtToCapitalization'] = round((item['shortTermDebt'] / item['marketCap']) * 100,1)
except:
item['shortTermDebtToCapitalization'] = None
try:
item['interestIncomeToCapitalization'] = round((item['interestIncome'] / item['marketCap']) * 100,1)
except:
item['interestIncomeToCapitalization'] = None
try:
item['ebit'] = item['operatingIncome']
item['operatingMargin'] = round((item['operatingIncome'] / item['revenue']) * 100,2)
item['ebitMargin'] = item['operatingMargin']
except:
item['ebit'] = None
item['operatingMargin'] = None
item['ebitMargin'] = None
return item
def get_halal_compliant(item, debt_threshold=30, interest_threshold=30, revenue_threshold=5, liquidity_threshold=30, forbidden_industries=None):
# Set default forbidden industries if not provided
if forbidden_industries is None:
forbidden_industries = {'Alcohol', 'Equity', 'Palantir','Holding', 'Acquisition','Tobacco', 'Gambling', 'Weapons', 'Pork', 'Aerospace', 'Defense', 'Asset', 'Banks'}
# Ensure all required fields are present
required_fields = [
'longTermDebtToCapitalization',
'shortTermDebtToCapitalization',
'interestIncomeToCapitalization',
'cashAndCashEquivalents', # Field for liquidity
'totalAssets', # Field for liquidity
'name',
'industry',
'country',
]
for field in required_fields:
if field not in item:
halal_compliant = None # In case of missing data
return halal_compliant
# Calculate liquidity ratio
liquidity_ratio = (item['cashAndCashEquivalents'] / item['totalAssets']) * 100
# Apply halal-compliance checks
if (item['country'] == 'United States'
and item['longTermDebtToCapitalization'] < debt_threshold
and item['shortTermDebtToCapitalization'] < debt_threshold
and item['interestIncomeToCapitalization'] < interest_threshold
and liquidity_ratio < liquidity_threshold # Liquidity ratio check
and not any(sector in item['name'] for sector in forbidden_industries)
and not any(industry in item['industry'] for industry in forbidden_industries)):
halal_compliant = 'Compliant'
else:
halal_compliant = 'Non-Compliant'
return halal_compliant
def get_country_name(country_code):
for country in country_list:
if country['short'] == country_code:
return country['long']
return None
def calculate_cagr(start_value, end_value, periods):
try:
return round(((end_value / start_value) ** (1 / periods) - 1) * 100, 2)
except:
return None
async def get_stock_screener(con):
#Stock Screener Data
cursor = con.cursor()
cursor.execute("PRAGMA journal_mode = wal")
next_year = datetime.now().year+1
#Stock Screener Data
cursor.execute("SELECT symbol, name, sma_20, sma_50, sma_100, sma_200, ema_20, ema_50, ema_100, ema_200, rsi, atr, stoch_rsi, mfi, cci, beta FROM stocks WHERE symbol NOT LIKE '%.%' AND eps IS NOT NULL AND marketCap IS NOT NULL AND beta IS NOT NULL")
raw_data = cursor.fetchall()
stock_screener_data = [{
'symbol': symbol,
'name': name,
'sma20': sma_20,
'sma50': sma_50,
'sma100': sma_100,
'sma200': sma_200,
'ema20': ema_20,
'ema50': ema_50,
'ema100': ema_100,
'ema200': ema_200,
'rsi': rsi,
'atr': atr,
'stochRSI': stoch_rsi,
'mfi': mfi,
'cci': cci,
'beta': beta,
} for (symbol, name, sma_20, sma_50, sma_100, sma_200, ema_20, ema_50, ema_100, ema_200, rsi, atr, stoch_rsi, mfi, cci, beta) in raw_data]
stock_screener_data = [{k: round(v, 2) if isinstance(v, (int, float)) else v for k, v in entry.items()} for entry in stock_screener_data]
cursor.execute("SELECT symbol, name, sma_50, sma_200, ema_50, ema_200, rsi, atr, stoch_rsi, mfi, cci, beta FROM stocks WHERE symbol NOT LIKE '%.%' AND eps IS NOT NULL AND marketCap IS NOT NULL AND beta IS NOT NULL")
raw_data = cursor.fetchall()
# Iterate through stock_screener_data and update 'price' and 'changesPercentage' if symbols match
# Add VaR value to stock screener
for item in tqdm(stock_screener_data):
symbol = item['symbol']
try:
with open(f"json/quote/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['price'] = round(float(res['price']),2)
item['changesPercentage'] = round(float(res['changesPercentage']),2)
item['avgVolume'] = int(res['avgVolume'])
item['volume'] = int(res['volume'])
item['relativeVolume'] = round(( item['volume'] / item['avgVolume'] )*100,2)
item['pe'] = round(float(res['pe']),2)
item['marketCap'] = int(res['marketCap'])
except:
item['price'] = None
item['changesPercentage'] = None
item['avgVolume'] = None
item['volume'] = None
item['relativeVolume'] = None
item['pe'] = None
item['marketCap'] = None
calculate_price_changes(symbol, item, con)
calculate_share_changes(symbol, item, con)
try:
with open(f"json/stockdeck/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['employees'] = int(res['fullTimeEmployees'])
item['sharesOutStanding'] = int(res['sharesOutstanding'])
item['country'] = get_country_name(res['country'])
item['sector'] = res['sector']
item['industry'] = res['industry']
except:
item['employees'] = None
item['sharesOutStanding'] = None
item['country'] = None
item['sector'] = None
item['industry'] = None
try:
with open(f"json/stockdeck/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
data = res['stockSplits'][0]
item['lastStockSplit'] = data['date']
item['splitType'] = 'forward' if data['numerator'] > data['denominator'] else 'backward'
item['splitRatio'] = f"{data['numerator']}"+":"+f"{data['denominator']}"
except:
item['lastStockSplit'] = None
item['splitType'] = None
item['splitRatio'] = None
#Financial Statements
item.update(get_financial_statements(item, symbol))
try:
with open(f"json/financial-statements/income-statement/annual/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
# Ensure there are enough elements in the list
if len(res) >= 5:
latest_revenue = int(res[0].get('revenue', 0))
revenue_3_years_ago = int(res[2].get('revenue', 0))
revenue_5_years_ago = int(res[4].get('revenue', 0))
latest_eps = int(res[0].get('eps', 0))
eps_3_years_ago = int(res[2].get('eps', 0)) # eps 3 years ago
eps_5_years_ago = int(res[4].get('eps', 0)) # eps 5 years ago
item['cagr3YearRevenue'] = calculate_cagr(revenue_3_years_ago, latest_revenue, 3)
item['cagr5YearRevenue'] = calculate_cagr(revenue_5_years_ago, latest_revenue, 5)
item['cagr3YearEPS'] = calculate_cagr(eps_3_years_ago, latest_eps, 3)
item['cagr5YearEPS'] = calculate_cagr(eps_5_years_ago, latest_eps, 5)
else:
item['cagr3YearRevenue'] = None
item['cagr5YearRevenue'] = None
item['cagr3YearEPS'] = None
item['cagr3YearEPS'] = None
except (FileNotFoundError, orjson.JSONDecodeError) as e:
item['cagr3YearRevenue'] = None
item['cagr5YearRevenue'] = None
item['cagr3YearEPS'] = None
item['cagr5YearEPS'] = None
try:
with open(f"json/var/{symbol}.json", 'r') as file:
item['var'] = orjson.loads(file.read())['history'][-1]['var']
except:
item['var'] = None
try:
with open(f"json/enterprise-values/{symbol}.json", 'r') as file:
ev = orjson.loads(file.read())[-1]['enterpriseValue']
item['enterpriseValue'] = ev
item['evSales'] = round(ev / item['revenue'],2)
item['evEarnings'] = round(ev / item['netIncome'],2)
item['evEBITDA'] = round(ev / item['ebitda'],2)
item['evEBIT'] = round(ev / item['ebit'],2)
item['evFCF'] = round(ev / item['freeCashFlow'],2)
except:
item['enterpriseValue'] = None
item['evSales'] = None
item['evEarnings'] = None
item['evEBITDA'] = None
item['evEBIT'] = None
item['evFCF'] = None
try:
with open(f"json/analyst/summary/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['analystRating'] = res['consensusRating']
item['analystCounter'] = res['numOfAnalyst']
item['priceTarget'] = res['medianPriceTarget']
item['upside'] = round((item['priceTarget']/item['price']-1)*100, 1) if item['price'] else None
except Exception as e:
item['analystRating'] = None
item['analystCounter'] = None
item['priceTarget'] = None
item['upside'] = None
try:
with open(f"json/fail-to-deliver/companies/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())[-1]
item['failToDeliver'] = res['failToDeliver']
item['relativeFTD'] = round((item['failToDeliver']/item['avgVolume'] )*100,2)
except Exception as e:
item['failToDeliver'] = None
item['relativeFTD'] = None
try:
with open(f"json/ownership-stats/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
if res['ownershipPercent'] > 100:
item['institutionalOwnership'] = 99.99
else:
item['institutionalOwnership'] = round(res['ownershipPercent'],2)
except Exception as e:
item['institutionalOwnership'] = None
try:
with open(f"json/financial-statements/key-metrics/annual/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())[0]
item['revenuePerShare'] = round(res['revenuePerShare'],2)
item['netIncomePerShare'] = round(res['netIncomePerShare'],2)
item['shareholdersEquityPerShare'] = round(res['shareholdersEquityPerShare'],2)
item['interestDebtPerShare'] = round(res['interestDebtPerShare'],2)
item['capexPerShare'] = round(res['capexPerShare'],2)
item['tangibleAssetValue'] = round(res['tangibleAssetValue'],2)
item['returnOnTangibleAssets'] = round(res['returnOnTangibleAssets'],2)
item['grahamNumber'] = round(res['grahamNumber'],2)
except:
item['revenuePerShare'] = None
item['netIncomePerShare'] = None
item['shareholdersEquityPerShare'] = None
item['interestDebtPerShare'] = None
item['capexPerShare'] = None
item['tangibleAssetValue'] = None
item['returnOnTangibleAssets'] = None
item['grahamNumber'] = None
try:
with open(f"json/financial-statements/key-metrics/ttm/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())[0]
item['revenueTTM'] = round(res['revenuePerShareTTM']*item['sharesOutStanding'],2)
item['netIncomeTTM'] = round(res['netIncomePerShareTTM']*item['sharesOutStanding'],2)
except:
item['revenueTTM'] = None
item['netIncomeTTM'] = None
try:
with open(f"json/ai-score/companies/{symbol}.json", 'r') as file:
score = orjson.loads(file.read())['score']
if score == 10:
item['score'] = 'Strong Buy'
elif score in [7,8,9]:
item['score'] = 'Buy'
elif score in [4,5,6]:
item['score'] = 'Hold'
elif score in [2,3]:
item['score'] = 'Sell'
elif score == 1:
item['score'] = 'Strong Sell'
else:
item['score'] = None
except:
item['score'] = None
try:
with open(f"json/forward-pe/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
if res['forwardPE'] != 0:
item['forwardPE'] = round(res['forwardPE'],2)
except:
item['forwardPE'] = None
try:
with open(f"json/financial-score/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['altmanZScore'] = res['altmanZScore']
item['piotroskiScore'] = res['piotroskiScore']
item['workingCapital'] = res['workingCapital']
item['totalAssets'] = res['totalAssets']
except:
item['altmanZScore'] = None
item['piotroskiScore'] = None
item['workingCapital'] = None
item['totalAssets'] = None
try:
with open(f"json/dividends/companies/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['annualDividend'] = round(res['annualDividend'],2)
item['dividendYield'] = round(res['dividendYield'],2)
item['payoutRatio'] = round(res['payoutRatio'],2)
item['dividendGrowth'] = round(res['dividendGrowth'],2)
except:
item['annualDividend'] = None
item['dividendYield'] = None
item['payoutRatio'] = None
item['dividendGrowth'] = None
try:
with open(f"json/share-statistics/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['sharesShort'] = round(float(res['sharesShort']),2)
item['shortRatio'] = round(float(res['shortRatio']),2)
item['shortOutStandingPercent'] = round(float(res['shortOutStandingPercent']),2)
item['shortFloatPercent'] = round(float(res['shortFloatPercent']),2)
except:
item['sharesShort'] = None
item['shortRatio'] = None
item['shortOutStandingPercent'] = None
item['shortFloatPercent'] = None
try:
with open(f"json/analyst-estimate/{symbol}.json", 'r') as file:
res = orjson.loads(file.read())
item['forwardPS'] = None
item['peg'] = None
for analyst_item in res:
if analyst_item['date'] == next_year and item['marketCap'] > 0 and analyst_item['estimatedRevenueAvg'] > 0:
# Calculate forwardPS: marketCap / estimatedRevenueAvg
item['forwardPS'] = round(item['marketCap'] / analyst_item['estimatedRevenueAvg'], 1)
if item['eps'] > 0:
cagr = ((analyst_item['estimatedEpsHigh']/item['eps'] ) -1)*100
item['peg'] = round(item['priceEarningsRatio'] / cagr,2) if cagr > 0 else None
break # Exit the loop once the desired item is found
except:
item['forwardPS'] = None
item['peg'] = None
try:
item['halalStocks'] = get_halal_compliant(item)
except:
item['halalStocks'] = None
try:
with open(f"json/financial-statements/income-statement/annual/{symbol}.json", "r") as file:
financial_data = orjson.loads(file.read())
item['revenueGrowthYears'] = count_consecutive_growth_years(financial_data, "revenue")
item['epsGrowthYears'] = count_consecutive_growth_years(financial_data, 'eps')
item['netIncomeGrowthYears'] = count_consecutive_growth_years(financial_data, 'netIncome')
item['grossProfitGrowthYears'] = count_consecutive_growth_years(financial_data, 'grossProfit')
except:
item['revenueGrowthYears'] = None
item['epsGrowthYears'] = None
item['netIncomeGrowthYears'] = None
item['grossProfitGrowthYears'] = None
return stock_screener_data
async def get_dividends_calendar(con,symbols):
berlin_tz = pytz.timezone('Europe/Berlin')
today = datetime.now(berlin_tz)
# Calculate the start date (Monday) 4 weeks before
start_date = today - timedelta(weeks=4)
start_date = start_date - timedelta(days=(start_date.weekday() - 0) % 7)
# Calculate the end date (Friday) 4 weeks after
end_date = today + timedelta(weeks=4)
end_date = end_date + timedelta(days=(4 - end_date.weekday()) % 7)
# Format dates as strings in 'YYYY-MM-DD' format
start_date = start_date.strftime('%Y-%m-%d')
end_date = end_date.strftime('%Y-%m-%d')
async with aiohttp.ClientSession() as session:
#Database read 1y and 3y data
query_template = """
SELECT
name, marketCap
FROM
stocks
WHERE
symbol = ?
"""
url = f"https://financialmodelingprep.com/api/v3/stock_dividend_calendar?from={start_date}&to={end_date}&apikey={api_key}"
async with session.get(url) as response:
data = await response.json()
filtered_data = [{k: v for k, v in stock.items() if '.' not in stock['symbol'] and stock['symbol'] in symbols} for stock in data]
filtered_data = [entry for entry in filtered_data if entry]
for entry in filtered_data:
try:
symbol = entry['symbol']
try:
with open(f"json/financial-statements/income-statement/annual/{symbol}.json", 'rb') as file:
entry['revenue'] = orjson.loads(file.read())[0]['revenue']
except:
entry['revenue'] = None
data = pd.read_sql_query(query_template, con, params=(symbol,))
entry['name'] = data['name'].iloc[0]
entry['marketCap'] = int(data['marketCap'].iloc[0])
except:
entry['name'] = 'n/a'
entry['marketCap'] = None
entry['revenue'] = None
filtered_data = [d for d in filtered_data if d['symbol'] in symbols]
return filtered_data
async def get_earnings_calendar(con, stock_symbols):
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
BENZINGA_API_KEY = os.getenv('BENZINGA_API_KEY')
headers = {"accept": "application/json"}
url = "https://api.benzinga.com/api/v2.1/calendar/earnings"
importance_list = ["0", "1", "2", "3", "4", "5"]
berlin_tz = pytz.timezone('Europe/Berlin')
today = datetime.now(berlin_tz)
# Start date: 2 weeks ago, rounded to the previous Monday
start_date = today - timedelta(weeks=2)
start_date -= timedelta(days=start_date.weekday()) # Reset to Monday
# End date: 2 weeks ahead, rounded to the following Friday
end_date = today + timedelta(weeks=2)
end_date += timedelta(days=(4 - end_date.weekday())) # Set to Friday
res_list = []
async with aiohttp.ClientSession() as session:
query_template = """
SELECT name, marketCap FROM stocks WHERE symbol = ?
"""
while start_date <= end_date:
date_str = start_date.strftime('%Y-%m-%d') # Same date for start and end in API call
for importance in importance_list:
querystring = {
"token": BENZINGA_API_KEY,
"parameters[importance]": importance,
"parameters[date_from]": date_str,
"parameters[date_to]": date_str
}
try:
async with session.get(url, params=querystring, headers=headers) as response:
data = ujson.loads(await response.text())['earnings']
res = [item for item in data if item['ticker'] in stock_symbols and '.' not in item['ticker'] and '-' not in item['ticker']]
for item in res:
try:
symbol = item['ticker']
eps_prior = float(item['eps_prior']) if item['eps_prior'] else None
eps_est = float(item['eps_est']) if item['eps_est'] else None
revenue_est = float(item['revenue_est']) if item['revenue_est'] else None
revenue_prior = float(item['revenue_prior']) if item['revenue_prior'] else None
# Time-based release type
time = datetime.strptime(item['time'], "%H:%M:%S").time()
if time < datetime.strptime("09:30:00", "%H:%M:%S").time():
release = "bmo"
elif time > datetime.strptime("16:30:00", "%H:%M:%S").time():
release = "amc"
else:
release = "during"
# Only include valid data
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': item['name'],
'date': item['date'],
'marketCap': market_cap,
'epsPrior': eps_prior,
'epsEst': eps_est,
'revenuePrior': revenue_prior,
'revenueEst': revenue_est,
'release': release
})
except Exception as e:
print(f"Error processing item for symbol {symbol}: {e}")
continue
res_list = remove_duplicates(res_list)
res_list.sort(key=lambda x: x['marketCap'], reverse=True)
except:
#print(f"Error fetching data from API: {e}")
continue
start_date += timedelta(days=1) # Increment date by one day
seen_symbols = set()
unique_data = []
for item in res_list:
symbol = item.get('symbol')
try:
with open(f"json/quote/{symbol}.json", 'r') as file:
quote = ujson.load(file)
try:
earnings_date = datetime.strptime(quote['earningsAnnouncement'].split('T')[0], '%Y-%m-%d').strftime('%Y-%m-%d')
except:
earnings_date = '-'
except Exception as e:
earnings_date = '-'
print(e)
if symbol is None or symbol not in seen_symbols:
#bug in fmp endpoint. Double check that earnings date is the same as in quote endpoint
if item['date'] == earnings_date:
#print(symbol, item['date'], earnings_date)
unique_data.append(item)
seen_symbols.add(symbol)
return res_list
async def get_stock_splits_calendar(con,symbols):
berlin_tz = pytz.timezone('Europe/Berlin')
today = datetime.now(berlin_tz)
# Calculate the start date (Monday) 4 weeks before
start_date = today - timedelta(weeks=4)
start_date = start_date - timedelta(days=(start_date.weekday() - 0) % 7)
# Calculate the end date (Friday) 4 weeks after
end_date = today + timedelta(weeks=4)
end_date = end_date + timedelta(days=(4 - end_date.weekday()) % 7)
# Format dates as strings in 'YYYY-MM-DD' format
start_date = start_date.strftime('%Y-%m-%d')
end_date = end_date.strftime('%Y-%m-%d')
async with aiohttp.ClientSession() as session:
#Database read 1y and 3y data
query_template = """
SELECT
name, marketCap,eps
FROM
stocks
WHERE
symbol = ?
"""
url = f"https://financialmodelingprep.com/api/v3/stock_split_calendar?from={start_date}&to={end_date}&apikey={api_key}"
async with session.get(url) as response:
data = await response.json()
filtered_data = [{k: v for k, v in stock.items() if stock['symbol'] in symbols} for stock in data]
filtered_data = [entry for entry in filtered_data if entry]
for entry in filtered_data:
try:
symbol = entry['symbol']
data = pd.read_sql_query(query_template, con, params=(symbol,))
entry['name'] = data['name'].iloc[0]
entry['marketCap'] = int(data['marketCap'].iloc[0])
entry['eps'] = float(data['eps'].iloc[0])
except:
entry['name'] = 'n/a'
entry['marketCap'] = None
entry['eps'] = None
filtered_data = [d for d in filtered_data if d['symbol'] in symbols]
return filtered_data
async def get_economic_calendar():
country_list = [
{'short': 'AW', 'long': 'ABW'},
{'short': 'AF', 'long': 'AFG'},
{'short': 'AO', 'long': 'AGO'},
{'short': 'AI', 'long': 'AIA'},
{'short': 'AX', 'long': 'ALA'},
{'short': 'AL', 'long': 'ALB'},
{'short': 'AD', 'long': 'AND'},
{'short': 'AE', 'long': 'ARE'},
{'short': 'AR', 'long': 'ARG'},
{'short': 'AM', 'long': 'ARM'},
{'short': 'AS', 'long': 'ASM'},
{'short': 'AQ', 'long': 'ATA'},
{'short': 'TF', 'long': 'ATF'},
{'short': 'AG', 'long': 'ATG'},
{'short': 'AU', 'long': 'AUS'},
{'short': 'AT', 'long': 'AUT'},
{'short': 'AZ', 'long': 'AZE'},
{'short': 'BI', 'long': 'BDI'},
{'short': 'BE', 'long': 'BEL'},
{'short': 'BJ', 'long': 'BEN'},
{'short': 'BQ', 'long': 'BES'},
{'short': 'BF', 'long': 'BFA'},
{'short': 'BD', 'long': 'BGD'},
{'short': 'BG', 'long': 'BGR'},
{'short': 'BH', 'long': 'BHR'},
{'short': 'BS', 'long': 'BHS'},
{'short': 'BA', 'long': 'BIH'},
{'short': 'BL', 'long': 'BLM'},
{'short': 'BY', 'long': 'BLR'},
{'short': 'BZ', 'long': 'BLZ'},
{'short': 'BM', 'long': 'BMU'},
{'short': 'BO', 'long': 'BOL'},
{'short': 'BR', 'long': 'BRA'},
{'short': 'BB', 'long': 'BRB'},
{'short': 'BN', 'long': 'BRN'},
{'short': 'BT', 'long': 'BTN'},
{'short': 'BV', 'long': 'BVT'},
{'short': 'BW', 'long': 'BWA'},
{'short': 'CF', 'long': 'CAF'},
{'short': 'CA', 'long': 'CAN'},
{'short': 'CC', 'long': 'CCK'},
{'short': 'CH', 'long': 'CHE'},
{'short': 'CL', 'long': 'CHL'},
{'short': 'CN', 'long': 'CHN'},
{'short': 'CI', 'long': 'CIV'},
{'short': 'CM', 'long': 'CMR'},
{'short': 'CD', 'long': 'COD'},
{'short': 'CG', 'long': 'COG'},
{'short': 'CK', 'long': 'COK'},
{'short': 'CO', 'long': 'COL'},
{'short': 'KM', 'long': 'COM'},
{'short': 'CV', 'long': 'CPV'},
{'short': 'CR', 'long': 'CRI'},
{'short': 'CU', 'long': 'CUB'},
{'short': 'CW', 'long': 'CUW'},
{'short': 'CX', 'long': 'CXR'},
{'short': 'KY', 'long': 'CYM'},
{'short': 'CY', 'long': 'CYP'},
{'short': 'CZ', 'long': 'CZE'},
{'short': 'DE', 'long': 'DEU'},
{'short': 'DJ', 'long': 'DJI'},
{'short': 'DM', 'long': 'DMA'},
{'short': 'DK', 'long': 'DNK'},
{'short': 'DO', 'long': 'DOM'},
{'short': 'DZ', 'long': 'DZA'},
{'short': 'EC', 'long': 'ECU'},
{'short': 'EG', 'long': 'EGY'},
{'short': 'ER', 'long': 'ERI'},
{'short': 'EH', 'long': 'ESH'},
{'short': 'ES', 'long': 'ESP'},
{'short': 'EE', 'long': 'EST'},
{'short': 'ET', 'long': 'ETH'},
{'short': 'FI', 'long': 'FIN'},
{'short': 'FJ', 'long': 'FJI'},
{'short': 'FK', 'long': 'FLK'},
{'short': 'FR', 'long': 'FRA'},
{'short': 'FO', 'long': 'FRO'},
{'short': 'FM', 'long': 'FSM'},
{'short': 'GA', 'long': 'GAB'},
{'short': 'GB', 'long': 'GBR'},
{'short': 'GE', 'long': 'GEO'},
{'short': 'GG', 'long': 'GGY'},
{'short': 'GH', 'long': 'GHA'},
{'short': 'GI', 'long': 'GIB'},
{'short': 'GN', 'long': 'GIN'},
{'short': 'GP', 'long': 'GLP'},
{'short': 'GM', 'long': 'GMB'},
{'short': 'GW', 'long': 'GNB'},
{'short': 'GQ', 'long': 'GNQ'},
{'short': 'GR', 'long': 'GRC'},
{'short': 'GD', 'long': 'GRD'},
{'short': 'GL', 'long': 'GRL'},
{'short': 'GT', 'long': 'GTM'},
{'short': 'GF', 'long': 'GUF'},
{'short': 'GU', 'long': 'GUM'},
{'short': 'GY', 'long': 'GUY'},
{'short': 'HK', 'long': 'HKG'},
{'short': 'HM', 'long': 'HMD'},
{'short': 'HN', 'long': 'HND'},
{'short': 'HR', 'long': 'HRV'},
{'short': 'HT', 'long': 'HTI'},
{'short': 'HU', 'long': 'HUN'},
{'short': 'ID', 'long': 'IDN'},
{'short': 'IM', 'long': 'IMN'},
{'short': 'IN', 'long': 'IND'},
{'short': 'IO', 'long': 'IOT'},
{'short': 'IE', 'long': 'IRL'},
{'short': 'IR', 'long': 'IRN'},
{'short': 'IQ', 'long': 'IRQ'},
{'short': 'IS', 'long': 'ISL'},
{'short': 'IL', 'long': 'ISR'},
{'short': 'IT', 'long': 'ITA'},
{'short': 'JM', 'long': 'JAM'},
{'short': 'JE', 'long': 'JEY'},
{'short': 'JO', 'long': 'JOR'},
{'short': 'JP', 'long': 'JPN'},
{'short': 'KZ', 'long': 'KAZ'},
{'short': 'KE', 'long': 'KEN'},
{'short': 'KG', 'long': 'KGZ'},
{'short': 'KH', 'long': 'KHM'},
{'short': 'KI', 'long': 'KIR'},
{'short': 'KN', 'long': 'KNA'},
{'short': 'KR', 'long': 'KOR'},
{'short': 'KW', 'long': 'KWT'},
{'short': 'LA', 'long': 'LAO'},
{'short': 'LB', 'long': 'LBN'},
{'short': 'LR', 'long': 'LBR'},
{'short': 'LY', 'long': 'LBY'},
{'short': 'LC', 'long': 'LCA'},
{'short': 'LI', 'long': 'LIE'},
{'short': 'LK', 'long': 'LKA'},
{'short': 'LS', 'long': 'LSO'},
{'short': 'LT', 'long': 'LTU'},
{'short': 'LU', 'long': 'LUX'},
{'short': 'LV', 'long': 'LVA'},
{'short': 'MO', 'long': 'MAC'},
{'short': 'MF', 'long': 'MAF'},
{'short': 'MA', 'long': 'MAR'},
{'short': 'MC', 'long': 'MCO'},
{'short': 'MD', 'long': 'MDA'},
{'short': 'MG', 'long': 'MDG'},
{'short': 'MV', 'long': 'MDV'},
{'short': 'MX', 'long': 'MEX'},
{'short': 'MH', 'long': 'MHL'},
{'short': 'MK', 'long': 'MKD'},
{'short': 'ML', 'long': 'MLI'},
{'short': 'MT', 'long': 'MLT'},
{'short': 'MM', 'long': 'MMR'},
{'short': 'ME', 'long': 'MNE'},
{'short': 'MN', 'long': 'MNG'},
{'short': 'MP', 'long': 'MNP'},
{'short': 'MZ', 'long': 'MOZ'},
{'short': 'MR', 'long': 'MRT'},
{'short': 'MS', 'long': 'MSR'},
{'short': 'MQ', 'long': 'MTQ'},
{'short': 'MU', 'long': 'MUS'},
{'short': 'MW', 'long': 'MWI'},
{'short': 'MY', 'long': 'MYS'},
{'short': 'YT', 'long': 'MYT'},
{'short': 'NA', 'long': 'NAM'},
{'short': 'NC', 'long': 'NCL'},
{'short': 'NE', 'long': 'NER'},
{'short': 'NF', 'long': 'NFK'},
{'short': 'NG', 'long': 'NGA'},
{'short': 'NI', 'long': 'NIC'},
{'short': 'NU', 'long': 'NIU'},
{'short': 'NL', 'long': 'NLD'},
{'short': 'NO', 'long': 'NOR'},
{'short': 'NP', 'long': 'NPL'},
{'short': 'NR', 'long': 'NRU'},
{'short': 'NZ', 'long': 'NZL'},
{'short': 'OM', 'long': 'OMN'},
{'short': 'PK', 'long': 'PAK'},
{'short': 'PA', 'long': 'PAN'},
{'short': 'PN', 'long': 'PCN'},
{'short': 'PE', 'long': 'PER'},
{'short': 'PH', 'long': 'PHL'},
{'short': 'PW', 'long': 'PLW'},
{'short': 'PG', 'long': 'PNG'},
{'short': 'PL', 'long': 'POL'},
{'short': 'PR', 'long': 'PRI'},
{'short': 'KP', 'long': 'PRK'},
{'short': 'PT', 'long': 'PRT'},
{'short': 'PY', 'long': 'PRY'},
{'short': 'PS', 'long': 'PSE'},
{'short': 'PF', 'long': 'PYF'},
{'short': 'QA', 'long': 'QAT'},
{'short': 'RE', 'long': 'REU'},
{'short': 'RO', 'long': 'ROU'},
{'short': 'RU', 'long': 'RUS'},
{'short': 'RW', 'long': 'RWA'},
{'short': 'SA', 'long': 'SAU'},
{'short': 'SD', 'long': 'SDN'},
{'short': 'SN', 'long': 'SEN'},
{'short': 'SG', 'long': 'SGP'},
{'short': 'GS', 'long': 'SGS'},
{'short': 'SH', 'long': 'SHN'},
{'short': 'SJ', 'long': 'SJM'},
{'short': 'SB', 'long': 'SLB'},
{'short': 'SL', 'long': 'SLE'},
{'short': 'SV', 'long': 'SLV'},
{'short': 'SM', 'long': 'SMR'},
{'short': 'SO', 'long': 'SOM'},
{'short': 'PM', 'long': 'SPM'},
{'short': 'RS', 'long': 'SRB'},
{'short': 'SS', 'long': 'SSD'},
{'short': 'ST', 'long': 'STP'},
{'short': 'SR', 'long': 'SUR'},
{'short': 'SZ', 'long': 'SWZ'},
{'short': 'SE', 'long': 'SWE'},
{'short': 'SY', 'long': 'SYR'},
{'short': 'TH', 'long': 'THA'},
{'short': 'TJ', 'long': 'TJK'},
{'short': 'TK', 'long': 'TKL'},
{'short': 'TM', 'long': 'TKM'},
{'short': 'TL', 'long': 'TLS'},
{'short': 'TO', 'long': 'TON'},
{'short': 'TT', 'long': 'TTO'},
{'short': 'TN', 'long': 'TUN'},
{'short': 'TR', 'long': 'TUR'},
{'short': 'TV', 'long': 'TUV'},
{'short': 'TZ', 'long': 'TZA'},
{'short': 'UG', 'long': 'UGA'},
{'short': 'UA', 'long': 'UKR'},
{'short': 'UM', 'long': 'UMI'},
{'short': 'UY', 'long': 'URY'},
{'short': 'US', 'long': 'USA'},
{'short': 'UZ', 'long': 'UZB'},
{'short': 'VA', 'long': 'VAT'},
{'short': 'VC', 'long': 'VCT'},
{'short': 'VE', 'long': 'VEN'},
{'short': 'VG', 'long': 'VGB'},
{'short': 'VI', 'long': 'VIR'},
{'short': 'VN', 'long': 'VNM'},
{'short': 'VU', 'long': 'VUT'},
{'short': 'WF', 'long': 'WLF'},
{'short': 'WS', 'long': 'WSM'},
{'short': 'YE', 'long': 'YEM'},
{'short': 'ZA', 'long': 'ZAF'},
{'short': 'ZM', 'long': 'ZMB'},
{'short': 'ZW', 'long': 'ZWE'}
]
ny_tz = pytz.timezone('America/New_York')
today = datetime.now(ny_tz)
start_date = today - timedelta(weeks=6)
start_date = start_date - timedelta(days=(start_date.weekday() - 0) % 7)
end_date = today + timedelta(weeks=6)
end_date = end_date + timedelta(days=(4 - end_date.weekday()) % 7)
url = "https://api.benzinga.com/api/v2.1/calendar/economics"
headers = {"accept": "application/json"}
all_data = []
current_date = start_date
async with aiohttp.ClientSession() as session:
while current_date <= end_date:
date_str = current_date.strftime('%Y-%m-%d')
querystring = {
"token": benzinga_api_key,
"parameters[date_from]": date_str,
"parameters[date_to]": date_str,
}
try:
async with session.get(url, params=querystring, headers=headers) as response:
data = ujson.loads(await response.text())['economics']
if len(data) > 0:
all_data.extend(data)
print(f"Fetched data for {date_str}: {len(data)} events")
except Exception as e:
print(f'Error fetching data for {date_str}:', e)
current_date += timedelta(days=1)
filtered_data = []
for item in all_data:
try:
matching_country = next((c['short'] for c in country_list if c['long'] == item['country']), None)
if matching_country:
country_code = matching_country.lower()
filtered_data.append({
'countryCode': country_code,
'country': item['country'],
'time': item['time'][0:5],
'date': item['date'],
'prior': round(float(item['prior']), 2) if item['prior'] != '' else '',
'consensus': round(float(item['consensus']), 2) if item['consensus'] != '' else '',
'actual': round(float(item['actual']), 2) if item['actual'] != '' else '',
'importance': item['importance'],
'event': item['event_name'],
})
except Exception as e:
pass
return filtered_data
async def get_index_list(con,symbols, index_list):
async with aiohttp.ClientSession() as session:
query_template = """
SELECT
price, changesPercentage, marketCap
FROM
stocks
WHERE
symbol = ?
"""
url = f"https://financialmodelingprep.com/api/v3/{index_list}?apikey={api_key}"
async with session.get(url) as response:
data = await response.json()
filtered_data = [{k: v for k, v in stock.items() if stock['symbol'] in symbols} for stock in data]
filtered_data = [entry for entry in filtered_data if entry]
res_list = []
for entry in filtered_data:
symbol = entry['symbol']
query_data = pd.read_sql_query(query_template, con, params=(entry['symbol'],))
if query_data['marketCap'].iloc[0] != None and query_data['price'].iloc[0] != None and query_data['changesPercentage'].iloc[0] != None:
entry['marketCap'] = int(query_data['marketCap'].iloc[0])
entry['price'] = round(float(query_data['price'].iloc[0]),2)
entry['changesPercentage'] = round(float(query_data['changesPercentage'].iloc[0]),2)
res_list.append(entry)
sorted_res_list = sorted(res_list, key=lambda x: x['marketCap'], reverse=True)
return sorted_res_list
async def get_delisted_list():
async with aiohttp.ClientSession() as session:
url = f"https://financialmodelingprep.com/api/v3/delisted-companies?apikey={api_key}"
async with session.get(url) as response:
data = await response.json()
return data
def replace_representative(office):
replacements = {
'Carper, Thomas R. (Senator)': 'Tom Carper',
'Thomas R. Carper': 'Tom Carper',
'Tuberville, Tommy (Senator)': 'Tommy Tuberville',
'Ricketts, Pete (Senator)': 'John Ricketts',
'Pete Ricketts': 'John Ricketts',
'Moran, Jerry (Senator)': 'Jerry Moran',
'Fischer, Deb (Senator)': 'Deb Fischer',
'Mullin, Markwayne (Senator)': 'Markwayne Mullin',
'Whitehouse, Sheldon (Senator)': 'Sheldon Whitehouse',
'Toomey, Pat (Senator)': 'Pat Toomey',
'Sullivan, Dan (Senator)': 'Dan Sullivan',
'Capito, Shelley Moore (Senator)': 'Shelley Moore Capito',
'Roberts, Pat (Senator)': 'Pat Roberts',
'King, Angus (Senator)': 'Angus King',
'Hoeven, John (Senator)': 'John Hoeven',
'Duckworth, Tammy (Senator)': 'Tammy Duckworth',
'Perdue, David (Senator)': 'David Perdue',
'Inhofe, James M. (Senator)': 'James M. Inhofe',
'Murray, Patty (Senator)': 'Patty Murray',
'Boozman, John (Senator)': 'John Boozman',
'Loeffler, Kelly (Senator)': 'Kelly Loeffler',
'Reed, John F. (Senator)': 'John F. Reed',
'Collins, Susan M. (Senator)': 'Susan M. Collins',
'Cassidy, Bill (Senator)': 'Bill Cassidy',
'Wyden, Ron (Senator)': 'Ron Wyden',
'Hickenlooper, John (Senator)': 'John Hickenlooper',
'Booker, Cory (Senator)': 'Cory Booker',
'Donald Beyer, (Senator).': 'Donald Sternoff Beyer',
'Peters, Gary (Senator)': 'Gary Peters',
'Donald Sternoff Beyer, (Senator).': 'Donald Sternoff Beyer',
'Donald S. Beyer, Jr.': 'Donald Sternoff Beyer',
'Donald Sternoff Honorable Beyer': 'Donald Sternoff Beyer',
'K. Michael Conaway': 'Michael Conaway',
'C. Scott Franklin': 'Scott Franklin',
'Robert C. "Bobby" Scott': 'Bobby Scott',
'Madison Cawthorn': 'David Madison Cawthorn',
'Cruz, Ted (Senator)': 'Ted Cruz',
'Smith, Tina (Senator)': 'Tina Smith',
'Graham, Lindsey (Senator)': 'Lindsey Graham',
'Hagerty, Bill (Senator)': 'Bill Hagerty',
'Scott, Rick (Senator)': 'Rick Scott',
'Warner, Mark (Senator)': 'Mark Warner',
'McConnell, A. Mitchell Jr. (Senator)': 'Mitch McConnell',
'Mitchell McConnell': 'Mitch McConnell',
'Charles J. "Chuck" Fleischmann': 'Chuck Fleischmann',
'Vance, J.D. (Senator)': 'James Vance',
'Neal Patrick MD, Facs Dunn': 'Neal Dunn',
'Neal Patrick MD, Facs Dunn (Senator)': 'Neal Dunn',
'Neal Patrick Dunn, MD, FACS': 'Neal Dunn',
'Neal P. Dunn': 'Neal Dunn',
'Tillis, Thom (Senator)': 'Thom Tillis',
'W. Gregory Steube': 'Greg Steube',
'W. Grego Steube': 'Greg Steube',
'W. Greg Steube': 'Greg Steube',
'David David Madison Cawthorn': 'David Madison Cawthorn',
'Blunt, Roy (Senator)': 'Roy Blunt',
'Thune, John (Senator)': 'John Thune',
'Rosen, Jacky (Senator)': 'Jacky Rosen',
'Britt, Katie (Senator)': 'Katie Britt',
'James Costa': 'Jim Costa',
'Lummis, Cynthia (Senator)': 'Cynthia Lummis',
'Coons, Chris (Senator)': 'Chris Coons',
'Udall, Tom (Senator)': 'Tom Udall',
'Kennedy, John (Senator)': 'John Kennedy',
'Bennet, Michael (Senator)': 'Michael Bennet',
'Casey, Robert P. Jr. (Senator)': 'Robert Casey',
'Van Hollen, Chris (Senator)': 'Chris Van Hollen',
'Manchin, Joe (Senator)': 'Joe Manchin',
'Cornyn, John (Senator)': 'John Cornyn',
'Enzy, Michael (Senator)': 'Michael Enzy',
'Cardin, Benjamin (Senator)': 'Benjamin Cardin',
'Kaine, Tim (Senator)': 'Tim Kaine',
'Joseph P. Kennedy III': 'Joe Kennedy',
'James E Hon Banks': 'Jim Banks',
'Michael F. Q. San Nicolas': 'Michael San Nicolas',
'Barbara J Honorable Comstock': 'Barbara Comstock',
'Darin McKay LaHood': 'Darin LaHood',
'Mr ': '',
'Mr. ': '',
'Dr ': '',
'Dr. ': '',
'Mrs ': '',
'Mrs. ': '',
'(Senator)': '',
}
for old, new in replacements.items():
office = office.replace(old, new)
office = ' '.join(office.split())
return office
async def get_congress_rss_feed(symbols, etf_symbols, crypto_symbols):
amount_mapping = {
'$1,001 -': '$1K-$15K',
'$1,001 - $15,000': '$1K-$15K',
'$15,001 - $50,000': '$15K-$50K',
'$15,001 -': '$15K-$50K',
'$50,001 - $100,000': '$50K-$100K',
'$100,001 - $250,000': '$100K-$250K',
'$100,001 - $500,000': '$100K-$500K',
'$250,001 - $500,000': '$250K-$500K',
'$500,001 - $1,000,000': '$500K-$1M',
'$1,000,001 - $5,000,000': '$1M-$5M',
'Spouse/DC Over $1,000,000': 'Over $1M'
}
urls = [f"https://financialmodelingprep.com/api/v4/senate-disclosure-rss-feed?page=0&apikey={api_key}",
f"https://financialmodelingprep.com/api/v4/senate-disclosure-rss-feed?page=1&apikey={api_key}"]
async with aiohttp.ClientSession() as session:
tasks = [session.get(url) for url in urls]
responses = await asyncio.gather(*tasks)
data = [await response.json() for response in responses]
data = data[0] +data[1]
congressional_districts = {"UT": "Utah","CA": "California","NY": "New York","TX": "Texas","FL": "Florida","IL": "Illinois","PA": "Pennsylvania","OH": "Ohio","GA": "Georgia","MI": "Michigan","NC": "North Carolina","AZ": "Arizona","WA": "Washington","CO": "Colorado","OR": "Oregon","VA": "Virginia","NJ": "New Jersey","TN": "Tennessee","MA": "Massachusetts","WI": "Wisconsin","SC": "South Carolina","KY": "Kentucky","LA": "Louisiana","AR": "Arkansas","AL": "Alabama","MS": "Mississippi","NDAL": "North Dakota","SDAL": "South Dakota","MN": "Minnesota","IA": "Iowa","OK": "Oklahoma","ID": "Idaho","NH": "New Hampshire","NE": "Nebraska","MTAL": "Montana","WYAL": "Wyoming","WV": "West Virginia","VTAL": "Vermont","DEAL": "Delaware","RI": "Rhode Island","ME": "Maine","HI": "Hawaii","AKAL": "Alaska","NM": "New Mexico","KS": "Kansas","MS": "Mississippi","CT": "Connecticut","MD": "Maryland","NV": "Nevada",}
for item in data:
ticker = item.get("ticker")
ticker = ticker.replace('BRK.A','BRK-A')
ticker = ticker.replace('BRK/A','BRK-A')
ticker = ticker.replace('BRK.B','BRK-B')
ticker = ticker.replace('BRK/B','BRK-B')
if item['assetDescription'] == 'Bitcoin':
item['ticker'] = 'BTCUSD'
ticker = item.get("ticker")
if item['assetDescription'] == 'Ethereum':
item['ticker'] = 'ETHUSD'
ticker = item.get("ticker")
item['assetDescription'] = item['assetDescription'].replace('U.S','US')
if 'Sale' in item['type']:
item['type'] = 'Sold'
if 'Purchase' in item['type']:
item['type'] = 'Bought'
item['amount'] = amount_mapping.get(item['amount'], item['amount'])
item['ticker'] = ticker
if ticker in symbols:
item["assetType"] = "stock"
elif ticker in etf_symbols:
item["assetType"] = "etf"
elif ticker in crypto_symbols:
item['assetType'] = "crypto"
else:
item['assetType'] = ''
if 'representative' in item:
item['representative'] = replace_representative(item['representative'])
item['id'] = generate_id(item['representative'])
# Check if 'district' key exists in item
if 'district' in item:
# Extract state code from the 'district' value
state_code = item['district'][:2]
# Replace 'district' value with the corresponding value from congressional_districts
item['district'] = f"{congressional_districts.get(state_code, state_code)}"
return data
async def get_analysts_rss_feed(con, symbols, etf_symbols):
urls = [
f"https://financialmodelingprep.com/api/v4/price-target-rss-feed?page=0&apikey={api_key}",
f"https://financialmodelingprep.com/api/v4/upgrades-downgrades-rss-feed?page=0&apikey={api_key}",
]
query_template = """
SELECT
name, quote
FROM
stocks
WHERE
symbol = ?
"""
async with aiohttp.ClientSession() as session:
tasks = [session.get(url) for url in urls]
responses = await asyncio.gather(*tasks)
data = [await response.json() for response in responses]
price_targets_list = [
{
"symbol": entry["symbol"],
"publishedDate": entry["publishedDate"],
"analystName": entry["analystName"],
"adjPriceTarget": entry["adjPriceTarget"],
"priceWhenPosted": entry["priceWhenPosted"],
"analystCompany": entry["analystCompany"],
}
for entry in data[0]
]
#Add ticker name
for entry in price_targets_list:
try:
symbol = entry['symbol']
df = pd.read_sql_query(query_template, con, params=(symbol,))
entry['name'] = df['name'].iloc[0]
except:
entry['name'] = 'n/a'
#Add ticker assetType
for item in price_targets_list:
symbol = item.get("symbol")
symbol = symbol.replace('BRK.A','BRK-A')
symbol = symbol.replace('BRK.B','BRK-B')
item['symbol'] = symbol
if symbol in symbols:
item["assetType"] = "Stock"
elif symbol in etf_symbols:
item["assetType"] = "ETF"
else:
item['assetType'] = ''
#Remove elements who have assetType = '' or priceWhenPosted = 0
#price_targets_list = [item for item in price_targets_list if item.get("assetType") != ""]
price_targets_list = [item for item in price_targets_list if item.get("assetType") != ""]
price_targets_list = [item for item in price_targets_list if item.get("priceWhenPosted") != 0]
upgrades_downgrades_list = [
{
"symbol": entry["symbol"],
"publishedDate": entry["publishedDate"],
"newGrade": entry["newGrade"],
"previousGrade": entry["previousGrade"],
"priceWhenPosted": entry["priceWhenPosted"],
"gradingCompany": entry["gradingCompany"],
"action": entry["action"],
}
for entry in data[1]
]
#Add ticker name
new_upgrades_downgrades_list = []
for entry in upgrades_downgrades_list:
try:
symbol = entry['symbol']
df = pd.read_sql_query(query_template, con, params=(symbol,))
entry['name'] = df['name'].iloc[0]
entry['currentPrice'] = (ujson.loads(df['quote'].iloc[0])[0]).get('price')
new_upgrades_downgrades_list.append(entry)
except:
#Remove all elements that don't have a name and currentPrice in the db for better UX with new_upgrades_downgrades_list
pass
#Add ticker assetType
for item in new_upgrades_downgrades_list:
symbol = item.get("symbol")
symbol = symbol.replace('BRK.A','BRK-A')
symbol = symbol.replace('BRK.B','BRK-B')
item['symbol'] = symbol
if symbol in symbols:
item["assetType"] = "Stock"
elif symbol in etf_symbols:
item["assetType"] = "ETF"
else:
item['assetType'] = ''
#Remove elements who have assetType = ''
new_upgrades_downgrades_list = [item for item in new_upgrades_downgrades_list if item.get("assetType") != ""]
new_upgrades_downgrades_list = [item for item in new_upgrades_downgrades_list if item.get("priceWhenPosted") != 0]
return price_targets_list, new_upgrades_downgrades_list
async def ticker_mentioning(con):
results = pb.collection("posts").get_full_list()
symbol_list = []
query_template = """
SELECT
name, marketCap
FROM
stocks
WHERE
symbol = ?
"""
for x in results:
if len(x.tagline) != 0:
symbol_list.append(x.tagline)
symbol_counts = Counter(symbol_list)
symbol_counts_list = [{'symbol': symbol, 'count': count} for symbol, count in symbol_counts.items()]
sorted_symbol_list = sorted(symbol_counts_list, key=lambda x: x['count'], reverse=True)
for entry in sorted_symbol_list:
try:
symbol = entry['symbol']
data = pd.read_sql_query(query_template, con, params=(symbol,))
entry['name'] = data['name'].iloc[0]
entry['marketCap'] = int(data['marketCap'].iloc[0])
except:
entry['name'] = 'n/a'
entry['marketCap'] = None
return sorted_symbol_list
async def get_all_stock_tickers(con):
cursor = con.cursor()
cursor.execute("SELECT symbol, name, marketCap, sector FROM stocks WHERE symbol != ? AND marketCap IS NOT NULL", ('%5EGSPC',))
raw_data = cursor.fetchall()
# Extract only relevant data and sort it
stock_list_data = sorted([{'symbol': row[0], 'name': row[1], 'marketCap': row[2], 'sector': row[3]} for row in raw_data], key=custom_symbol_sort)
return stock_list_data
async def get_all_etf_tickers(etf_con):
cursor = etf_con.cursor()
cursor.execute("SELECT symbol, name, totalAssets, numberOfHoldings FROM etfs WHERE totalAssets IS NOT NULL")
raw_data = cursor.fetchall()
# Extract only relevant data and sort it
etf_list_data = sorted([{'symbol': row[0], 'name': row[1], 'totalAssets': row[2], 'numberOfHoldings': row[3]} for row in raw_data], key=custom_symbol_sort)
return etf_list_data
async def get_all_crypto_tickers(crypto_con):
cursor = crypto_con.cursor()
cursor.execute("SELECT symbol, name, marketCap, circulatingSupply, maxSupply FROM cryptos")
raw_data = cursor.fetchall()
# Extract only relevant data and sort it
crypto_list_data = sorted([{'symbol': row[0], 'name': row[1], 'marketCap': row[2], 'circulatingSupply': row[3], 'maxSupply': row[4]} for row in raw_data], key=custom_symbol_sort)
return crypto_list_data
async def etf_providers(etf_con, etf_symbols):
etf_provider_list = []
query_template = """
SELECT
symbol, etfProvider, expenseRatio, totalAssets, numberOfHoldings
FROM
etfs
WHERE
symbol = ?
"""
for symbol in etf_symbols:
try:
data = pd.read_sql_query(query_template, etf_con, params=(symbol,))
etf_provider = data['etfProvider'].iloc[0]
expense_ratio = float(data['expenseRatio'].iloc[0])
total_assets = int(data['totalAssets'].iloc[0])
number_of_holdings = int(data['numberOfHoldings'].iloc[0])
etf_provider_list.append(
{'symbol': symbol,
'etfProvider': etf_provider,
'expenseRatio': expense_ratio,
'totalAssets': total_assets,
'numberOfHoldings': number_of_holdings
}
)
except:
pass
# Dictionary to store counts and total expense ratios for each etfProvider
etf_provider_stats = {}
# Iterate through the list and update the dictionary
for etf in etf_provider_list:
etf_provider = etf['etfProvider']
expense_ratio = etf['expenseRatio']
number_of_holdings = etf['numberOfHoldings']
total_assets = etf['totalAssets']
if etf_provider in etf_provider_stats:
etf_provider_stats[etf_provider]['count'] += 1
etf_provider_stats[etf_provider]['totalExpenseRatio'] += expense_ratio
etf_provider_stats[etf_provider]['totalNumberOfHoldings'] += number_of_holdings
etf_provider_stats[etf_provider]['totalAssets'] += total_assets
else:
etf_provider_stats[etf_provider] = {'count': 1, 'totalExpenseRatio': expense_ratio, 'totalAssets': total_assets, 'totalNumberOfHoldings': number_of_holdings}
# Create the new list with average expense ratio
result_list = [
{'etfProvider': provider, 'funds': stats['count'], 'totalAssets': stats['totalAssets'] ,'avgExpenseRatio': round(stats['totalExpenseRatio'] / stats['count'],2), 'avgHoldings': int(stats['totalNumberOfHoldings'] / stats['count'])}
for provider, stats in etf_provider_stats.items()
]
result_list = sorted(result_list, key=lambda x: x['totalAssets'], reverse=True)
return result_list
async def get_ipo_calendar(con, symbols):
# Define function to get end date of each quarter
import datetime
def get_end_of_quarter(year, quarter):
month = quarter * 3
return datetime.date(year, month, 1) + datetime.timedelta(days=30)
start_date = datetime.date(2019, 1, 1)
end_date = datetime.date.today()
urls = []
combined_data = []
query_quote = """
SELECT
quote
FROM
stocks
WHERE
symbol = ?
"""
query_open_price = """
SELECT open
FROM "{ticker}"
LIMIT 1
"""
# Iterate through quarters
current_date = start_date
while current_date < end_date:
# Get end date of current quarter
end_of_quarter = get_end_of_quarter(current_date.year, (current_date.month - 1) // 3 + 1)
# Ensure end date does not exceed end_date
if end_of_quarter > end_date:
end_of_quarter = end_date
# Construct URL with current quarter's start and end dates
url = f"https://financialmodelingprep.com/api/v3/ipo_calendar?from={current_date}&to={end_of_quarter}&apikey={api_key}"
# Append URL to list
urls.append(url)
# Move to next quarter
current_date = end_of_quarter + datetime.timedelta(days=1)
#print(urls)
async with aiohttp.ClientSession() as session:
tasks = [session.get(url) for url in urls]
responses = await asyncio.gather(*tasks)
data = [await response.json() for response in responses]
for sublist in data:
for item in sublist:
if item not in combined_data and item['symbol'] in symbols and item['exchange'] in ['NASDAQ Global','NASDAQ Capital','NASDAQ Global Select','NYSE','NASDAQ','Nasdaq','Nyse','Amex']:
if item['priceRange'] != None:
item['priceRange'] = round(float(item['priceRange'].split('-')[0]),2)
combined_data.append(item)
res = []
for entry in combined_data:
df = pd.read_sql_query(query_quote, con, params=(entry['symbol'],))
try:
entry['currentPrice'] = round((ujson.loads(df['quote'].iloc[0])[0]).get('price'),2)
except:
entry['currentPrice'] = None
try:
entry['marketCap'] = (ujson.loads(df['quote'].iloc[0])[0]).get('marketCap')
except:
entry['marketCap'] = None
try:
df = pd.read_sql_query(query_open_price.format(ticker = entry['symbol']), con)
entry['ipoPrice'] = round(df['open'].iloc[0], 2) if df['open'].iloc[0] != 0 else None
except:
entry['ipoPrice'] = entry['priceRange']
entry['return'] = None if (entry['ipoPrice'] in (0, None) or entry['currentPrice'] in (0, None)) else round(((entry['currentPrice'] / entry['ipoPrice'] - 1) * 100), 2)
res.append({
"symbol": entry["symbol"],
"name": entry["company"],
"date": entry["date"],
"marketCap": entry["marketCap"],
"ipoPrice": entry["ipoPrice"],
"currentPrice": entry["currentPrice"],
"return": entry["return"],
})
res_sorted = sorted(res, key=lambda x: x['date'], reverse=True)
return res_sorted
async def get_most_shorted_stocks(con):
directory_path = 'json/share-statistics/*.json'
def filename_has_no_dot(file_path):
filename = os.path.basename(file_path)
if filename.endswith('.json'):
base_name = filename[:-5] # Remove the .json part
# Return True only if there is no dot in the base name
if '.' not in base_name:
return True
return False
async def read_json_files(directory_path):
for file_path in glob.glob(directory_path):
if filename_has_no_dot(file_path):
try:
async with aiofiles.open(file_path, 'r') as file:
data = await file.read()
json_data = json.loads(data)
yield file_path, json_data
except (json.JSONDecodeError, IOError) as e:
print(f"Error reading {file_path}: {e}")
def extract_elements(file_path, data):
symbol = os.path.basename(file_path).rsplit('.', 1)[0]
return {
"symbol": symbol,
"sharesShort": data.get("sharesShort"),
"shortRatio": data.get("shortRatio"),
"sharesShortPriorMonth": data.get("sharesShortPriorMonth"),
"shortOutStandingPercent": data.get("shortOutStandingPercent"),
"shortFloatPercent": data.get("shortFloatPercent"),
"latestOutstandingShares": data.get("latestOutstandingShares"),
"latestFloatShares": data.get("latestFloatShares")
}
# Initialize a list to hold the extracted data
extracted_data = []
# Read and process JSON files
async for file_path, json_data in read_json_files(directory_path):
element = extract_elements(file_path, json_data)
short_outstanding_percent = element.get("shortOutStandingPercent")
# Check if shortOutStandingPercent is at least 20
if short_outstanding_percent is not None and float(short_outstanding_percent) >= 20 and float(short_outstanding_percent) < 100:
extracted_data.append(element)
sorted_list = sorted(extracted_data, key=lambda x: x['shortOutStandingPercent'], reverse=True)
for index, item in enumerate(sorted_list, start=1):
try:
symbol = item['symbol']
with open(f"json/quote/{symbol}.json") as file:
data = orjson.loads(file.read())
item['name'] = data['name']
item['rank'] = index
#item['sector'] = data['sector'].iloc[0]
except Exception as e:
print(e)
return sorted_list
async def save_json_files():
con = sqlite3.connect('stocks.db')
etf_con = sqlite3.connect('etf.db')
crypto_con = sqlite3.connect('crypto.db')
cursor = con.cursor()
cursor.execute("PRAGMA journal_mode = wal")
cursor.execute("SELECT DISTINCT symbol FROM stocks")
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()]
crypto_cursor = crypto_con.cursor()
crypto_cursor.execute("PRAGMA journal_mode = wal")
crypto_cursor.execute("SELECT DISTINCT symbol FROM cryptos")
crypto_symbols = [row[0] for row in crypto_cursor.fetchall()]
stock_screener_data = await get_stock_screener(con)
with open(f"json/stock-screener/data.json", 'w') as file:
ujson.dump(stock_screener_data, file)
earnings_list = await get_earnings_calendar(con,symbols)
with open(f"json/earnings-calendar/calendar.json", 'w') as file:
ujson.dump(earnings_list, file)
economic_list = await get_economic_calendar()
if len(economic_list) > 0:
with open(f"json/economic-calendar/calendar.json", 'w') as file:
ujson.dump(economic_list, file)
dividends_list = await get_dividends_calendar(con,symbols)
with open(f"json/dividends-calendar/calendar.json", 'w') as file:
ujson.dump(dividends_list, file)
data = await get_most_shorted_stocks(con)
with open(f"json/most-shorted-stocks/data.json", 'w') as file:
ujson.dump(data, file)
data = await get_congress_rss_feed(symbols, etf_symbols, crypto_symbols)
with open(f"json/congress-trading/rss-feed/data.json", 'w') as file:
ujson.dump(data, file)
data = await get_ipo_calendar(con, symbols)
with open(f"json/ipo-calendar/data.json", 'w') as file:
ujson.dump(data, file)
data = await get_all_stock_tickers(con)
with open(f"json/all-symbols/stocks.json", 'w') as file:
ujson.dump(data, file)
data = await get_all_etf_tickers(etf_con)
with open(f"json/all-symbols/etfs.json", 'w') as file:
ujson.dump(data, file)
data = await get_all_crypto_tickers(crypto_con)
with open(f"json/all-symbols/cryptos.json", 'w') as file:
ujson.dump(data, file)
data = await etf_providers(etf_con, etf_symbols)
with open(f"json/all-etf-providers/data.json", 'w') as file:
ujson.dump(data, file)
delisted_data = await get_delisted_list()
with open(f"json/delisted-companies/data.json", 'w') as file:
ujson.dump(delisted_data, file)
stock_splits_data = await get_stock_splits_calendar(con,symbols)
with open(f"json/stock-splits-calendar/calendar.json", 'w') as file:
ujson.dump(stock_splits_data, file)
#Stocks Lists
data = await get_index_list(con,symbols,'nasdaq_constituent')
with open(f"json/stocks-list/nasdaq_constituent.json", 'w') as file:
ujson.dump(data, file)
data = await get_index_list(con,symbols,'dowjones_constituent')
with open(f"json/stocks-list/dowjones_constituent.json", 'w') as file:
ujson.dump(data, file)
data = await get_index_list(con,symbols,'sp500_constituent')
with open(f"json/stocks-list/sp500_constituent.json", 'w') as file:
ujson.dump(data, file)
con.close()
etf_con.close()
crypto_con.close()
try:
loop = asyncio.get_event_loop()
loop.run_until_complete(save_json_files())
except Exception as e:
print(e)