141 lines
5.6 KiB
Python
Executable File
141 lines
5.6 KiB
Python
Executable File
import ujson
|
|
import asyncio
|
|
import aiohttp
|
|
import aiofiles
|
|
import sqlite3
|
|
from datetime import datetime, timedelta, time
|
|
import pytz
|
|
import pandas as pd
|
|
|
|
from dotenv import load_dotenv
|
|
import os
|
|
|
|
load_dotenv()
|
|
api_key = os.getenv('FMP_API_KEY')
|
|
|
|
|
|
async def fetch_and_save_symbols_data(symbols, etf_symbols, crypto_symbols, session):
|
|
tasks = []
|
|
for symbol in symbols:
|
|
if symbol in etf_symbols:
|
|
query_con = etf_con
|
|
elif symbol in crypto_symbols:
|
|
query_con = crypto_con
|
|
else:
|
|
query_con = con
|
|
|
|
task = asyncio.create_task(get_historical_data(symbol, query_con, session))
|
|
tasks.append(task)
|
|
|
|
await asyncio.gather(*tasks)
|
|
|
|
|
|
async def get_historical_data(ticker, query_con, session):
|
|
try:
|
|
# Form API request URLs
|
|
url_1w = f"https://financialmodelingprep.com/api/v3/historical-chart/30min/{ticker}?from={start_date_1w}&to={end_date}&apikey={api_key}"
|
|
url_1m = f"https://financialmodelingprep.com/api/v3/historical-chart/1hour/{ticker}?from={start_date_1m}&to={end_date}&apikey={api_key}"
|
|
|
|
async with session.get(url_1w) as response_1w, session.get(url_1m) as response_1m:
|
|
data = []
|
|
for response in [response_1w, response_1m]:
|
|
json_data = await response.json()
|
|
df = pd.DataFrame(json_data).iloc[::-1].reset_index(drop=True)
|
|
df = df.drop(['volume'], axis=1)
|
|
df = df.round(2).rename(columns={"date": "time"})
|
|
data.append(df.to_json(orient="records"))
|
|
|
|
# Database read for 6M, 1Y, MAX data
|
|
query_template = """
|
|
SELECT date, open,high,low,close
|
|
FROM "{ticker}"
|
|
WHERE date BETWEEN ? AND ?
|
|
"""
|
|
query = query_template.format(ticker=ticker)
|
|
df_6m = pd.read_sql_query(query, query_con, params=(start_date_6m, end_date)).round(2).rename(columns={"date": "time"})
|
|
df_1y = pd.read_sql_query(query, query_con, params=(start_date_1y, end_date)).round(2).rename(columns={"date": "time"})
|
|
df_max = pd.read_sql_query(query, query_con, params=(start_date_max, end_date)).round(2).rename(columns={"date": "time"})
|
|
|
|
|
|
async with aiofiles.open(f"json/historical-price/one-week/{ticker}.json", 'w') as file:
|
|
res = ujson.loads(data[0]) if data else []
|
|
await file.write(ujson.dumps(res))
|
|
|
|
async with aiofiles.open(f"json/historical-price/one-month/{ticker}.json", 'w') as file:
|
|
res = ujson.loads(data[1]) if len(data) > 1 else []
|
|
await file.write(ujson.dumps(res))
|
|
|
|
async with aiofiles.open(f"json/historical-price/six-months/{ticker}.json", 'w') as file:
|
|
res = ujson.loads(df_6m.to_json(orient="records"))
|
|
await file.write(ujson.dumps(res))
|
|
|
|
async with aiofiles.open(f"json/historical-price/one-year/{ticker}.json", 'w') as file:
|
|
res = ujson.loads(df_1y.to_json(orient="records"))
|
|
await file.write(ujson.dumps(res))
|
|
|
|
async with aiofiles.open(f"json/historical-price/max/{ticker}.json", 'w') as file:
|
|
res = ujson.loads(df_max.to_json(orient="records"))
|
|
await file.write(ujson.dumps(res))
|
|
|
|
except Exception as e:
|
|
print(f"Failed to fetch data for {ticker}: {e}")
|
|
|
|
async def run():
|
|
total_symbols = []
|
|
try:
|
|
cursor = con.cursor()
|
|
cursor.execute("PRAGMA journal_mode = wal")
|
|
cursor.execute("SELECT DISTINCT symbol FROM stocks")
|
|
stock_symbols = [row[0] for row in cursor.fetchall()]
|
|
|
|
etf_cursor = etf_con.cursor()
|
|
etf_cursor.execute("PRAGMA journal_mode = wal")
|
|
etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
|
|
etf_symbols = [row[0] for row in etf_cursor.fetchall()]
|
|
|
|
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()]
|
|
|
|
total_symbols = stock_symbols + etf_symbols + crypto_symbols
|
|
except Exception as e:
|
|
print(f"Failed to fetch symbols: {e}")
|
|
return
|
|
|
|
try:
|
|
connector = aiohttp.TCPConnector(limit=100) # Adjust the limit as needed
|
|
async with aiohttp.ClientSession(connector=connector) as session:
|
|
for i in range(0, len(total_symbols), chunk_size):
|
|
symbols_chunk = total_symbols[i:i + chunk_size]
|
|
await fetch_and_save_symbols_data(symbols_chunk, etf_symbols, crypto_symbols, session)
|
|
print('sleeping for 60 sec')
|
|
await asyncio.sleep(60) # Wait for 60 seconds between chunks
|
|
except Exception as e:
|
|
print(f"Failed to run fetch and save data: {e}")
|
|
|
|
try:
|
|
con = sqlite3.connect('stocks.db')
|
|
etf_con = sqlite3.connect('etf.db')
|
|
crypto_con = sqlite3.connect('crypto.db')
|
|
|
|
berlin_tz = pytz.timezone('Europe/Berlin')
|
|
end_date = datetime.now(berlin_tz)
|
|
start_date_1w = (end_date - timedelta(days=7)).strftime("%Y-%m-%d")
|
|
start_date_1m = (end_date - timedelta(days=30)).strftime("%Y-%m-%d")
|
|
start_date_6m = (end_date - timedelta(days=180)).strftime("%Y-%m-%d")
|
|
start_date_1y = (end_date - timedelta(days=365)).strftime("%Y-%m-%d")
|
|
start_date_max = datetime(1970, 1, 1).strftime("%Y-%m-%d")
|
|
end_date = end_date.strftime("%Y-%m-%d")
|
|
|
|
print(start_date_max, end_date)
|
|
|
|
chunk_size = 250
|
|
asyncio.run(run())
|
|
con.close()
|
|
etf_con.close()
|
|
crypto_con.close()
|
|
except Exception as e:
|
|
print(e)
|
|
|