295 lines
10 KiB
Python
295 lines
10 KiB
Python
from benzinga import financial_data
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import requests
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from datetime import datetime, timedelta, date
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from collections import defaultdict
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import numpy as np
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from scipy.stats import norm
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import time
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import sqlite3
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import ujson
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import os
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from dotenv import load_dotenv
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from tqdm import tqdm
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import pandas as pd
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from collections import Counter
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load_dotenv()
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api_key = os.getenv('BENZINGA_API_KEY')
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fin = financial_data.Benzinga(api_key)
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headers = {"accept": "application/json"}
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# Define a function to remove duplicates based on a key
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def remove_duplicates(data, key):
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seen = set()
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new_data = []
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for item in data:
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if item[key] not in seen:
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seen.add(item[key])
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new_data.append(item)
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return new_data
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def extract_sector(ticker, con):
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query_template = f"""
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SELECT
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sector
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FROM
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stocks
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WHERE
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symbol = ?
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"""
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try:
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df = pd.read_sql_query(query_template, con, params=(ticker,))
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sector = df['sector'].iloc[0]
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except:
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sector = None
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return sector
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def calculate_rating(data):
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overall_average_return = float(data['avgReturn'])
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overall_success_rate = float(data['successRate'])
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total_ratings = int(data['totalRatings'])
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last_rating = data['lastRating']
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try:
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last_rating_date = datetime.strptime(last_rating, "%Y-%m-%d")
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difference = (datetime.now() - last_rating_date).days
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except:
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difference = 1000 # In case of None
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if total_ratings == 0 or difference >= 600:
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return 0
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else:
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# Define weights for each factor
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weight_return = 0.4
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weight_success_rate = 0.3
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weight_total_ratings = 0.1
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weight_difference = 0.2 # Reduced weight for difference
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# Calculate weighted sum
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weighted_sum = (weight_return * overall_average_return +
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weight_success_rate * overall_success_rate +
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weight_total_ratings * total_ratings +
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weight_difference * (1 / (1 + difference))) # Adjusted weight for difference
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# Normalize the weighted sum to get a rating between 0 and 5
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min_rating = 0
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max_rating = 5
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normalized_rating = min(max(weighted_sum / (weight_return + weight_success_rate + weight_total_ratings + weight_difference), min_rating), max_rating)
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if normalized_rating >= 4:
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if total_ratings < 10:
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normalized_rating -= 2.4
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elif total_ratings < 15:
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normalized_rating -= 2.5
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elif total_ratings < 20:
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normalized_rating -= 0.75
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elif total_ratings < 30:
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normalized_rating -= 1
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elif overall_average_return <=10:
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normalized_rating -=1.1
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'''
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if overall_average_return <= 0 and overall_average_return >= -5:
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normalized_rating = min(normalized_rating - 2, 0)
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elif overall_average_return < -5 and overall_average_return >= -10:
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normalized_rating = min(normalized_rating - 3, 0)
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else:
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normalized_rating = min(normalized_rating - 4, 0)
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'''
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if overall_average_return <= 0:
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normalized_rating = min(normalized_rating - 2, 0)
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normalized_rating = max(normalized_rating, 0)
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return round(normalized_rating, 2)
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def get_analyst_ratings(analyst_id):
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url = "https://api.benzinga.com/api/v2.1/calendar/ratings"
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res_list = []
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for page in range(0,5):
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try:
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querystring = {"token":api_key,"parameters[analyst_id]": analyst_id, "page": str(page), "pagesize":"1000"}
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response = requests.request("GET", url, headers=headers, params=querystring)
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data = ujson.loads(response.text)['ratings']
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res_list +=data
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time.sleep(2)
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except:
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break
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return res_list
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def get_all_analyst_stats():
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url = "https://api.benzinga.com/api/v2.1/calendar/ratings/analysts"
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res_list = []
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for _ in range(0,20): #Run the api N times because not all analyst are counted Bug from benzinga
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for page in range(0,100):
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try:
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querystring = {"token":api_key,"page": f"{page}", 'pagesize': "1000"}
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response = requests.request("GET", url, headers=headers, params=querystring)
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data = ujson.loads(response.text)['analyst_ratings_analyst']
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res_list+=data
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except:
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break
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time.sleep(5)
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res_list = remove_duplicates(res_list, 'id') # remove duplicates of analyst
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res_list = [item for item in res_list if item.get('ratings_accuracy', {}).get('total_ratings', 0) != 0]
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final_list = []
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for item in res_list:
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analyst_dict = {
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'analystName': item['name_full'],
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'companyName': item['firm_name'],
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'analystId': item['id'],
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'firmId': item['firm_id']
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}
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stats_dict = {
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'avgReturn': item['ratings_accuracy'].get('overall_average_return', 0),
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'successRate': item['ratings_accuracy'].get('overall_success_rate', 0),
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'totalRatings': item['ratings_accuracy'].get('total_ratings', 0),
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}
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final_list.append({**analyst_dict,**stats_dict})
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return final_list
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def get_top_stocks():
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with open(f"json/analyst/all-analyst-data.json", 'r') as file:
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analyst_stats_list = ujson.load(file)
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filtered_data = [item for item in analyst_stats_list if item['analystScore'] >= 5]
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res_list = []
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for item in filtered_data:
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ticker_list = item['ratingsList']
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ticker_list = [{'ticker': i['ticker'], 'pt_current': i['pt_current']} for i in ticker_list if i['rating_current'] == 'Strong Buy']
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if len(ticker_list) > 0:
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#res_list += list(set(ticker_list))
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res_list += ticker_list
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# Create a dictionary to store ticker occurrences and corresponding pt_current values
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ticker_data = {}
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for item in res_list:
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ticker = item['ticker']
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pt_current_str = item['pt_current']
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if pt_current_str: # Skip empty strings
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pt_current = float(pt_current_str)
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if ticker in ticker_data:
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ticker_data[ticker]['sum'] += pt_current
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ticker_data[ticker]['counter'] += 1
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else:
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ticker_data[ticker] = {'sum': pt_current, 'counter': 1}
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for ticker, info in ticker_data.items():
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try:
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with open(f"json/quote/{ticker}.json", 'r') as file:
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res = ujson.load(file)
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info['price'] = res.get('price', None)
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info['name'] = res.get('name', None)
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info['marketCap'] = res.get('marketCap', None)
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except:
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info['price'] = None
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info['name'] = None
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info['marketCap'] = None
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# Calculate average pt_current for each ticker
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for ticker, info in ticker_data.items():
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info['average'] = round(info['sum'] / info['counter'],2)
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# Convert the dictionary back to a list format
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result = [{'ticker': ticker, 'upside': round((info['average']/info.get('price')-1)*100, 2) if info.get('price') else None, 'priceTarget': info['average'], 'price': info['price'], 'counter': info['counter'], 'name': info['name'], 'marketCap': info['marketCap']} for ticker, info in ticker_data.items()]
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result = [item for item in result if item['upside'] is not None and item['upside'] >= 5 and item['upside'] <= 250] #filter outliners
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result_sorted = sorted(result, key=lambda x: x['counter'] if x['counter'] is not None else float('-inf'), reverse=True)
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for rank, item in enumerate(result_sorted):
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item['rank'] = rank+1
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with open(f"json/analyst/top-stocks.json", 'w') as file:
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ujson.dump(result_sorted, file)
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if __name__ == "__main__":
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#Step1 get all analyst id's and stats
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analyst_list = get_all_analyst_stats()
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print('Number of analyst:', len(analyst_list))
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#Step2 get rating history for each individual analyst and score the analyst
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for item in tqdm(analyst_list):
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data = get_analyst_ratings(item['analystId'])
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item['ratingsList'] = data
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item['totalRatings'] = len(data) #true total ratings, which is important for the score
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item['lastRating'] = data[0]['date'] if len(data) > 0 else None
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item['numOfStocks'] = len({item['ticker'] for item in data})
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stats_dict = {
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'avgReturn': item.get('avgReturn', 0),
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'successRate': item.get('successRate', 0),
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'totalRatings': item.get('totalRatings', 0),
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'lastRating': item.get('lastRating', None),
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}
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item['analystScore'] = calculate_rating(stats_dict)
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try:
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con = sqlite3.connect('stocks.db')
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print('Start extracting main sectors')
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for item in tqdm(analyst_list):
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ticker_list = [entry['ticker'] for entry in item['ratingsList']]
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sector_list = []
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for ticker in ticker_list:
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sector = extract_sector(ticker, con)
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sector_list.append(sector)
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sector_counts = Counter(sector_list)
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main_sectors = sector_counts.most_common(3)
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main_sectors = [item[0] for item in main_sectors if item[0] is not None]
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item['mainSectors'] = main_sectors
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con.close()
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except Exception as e:
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print(e)
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analyst_list = sorted(analyst_list, key=lambda x: float(x['analystScore']), reverse=True)
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number_of_all_analysts = len(analyst_list)
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for rank, item in enumerate(analyst_list):
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item['rank'] = rank+1
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item['numOfAnalysts'] = number_of_all_analysts
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item['avgReturn'] = round(float(item['avgReturn']),2)
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item['successRate'] = round(float(item['successRate']),2)
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with open(f"json/analyst/analyst-db/{item['analystId']}.json", 'w') as file:
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ujson.dump(item, file)
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#Save top 100 analysts
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top_analysts_list = []
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#Drop the element ratingsList for the top 100 analysts list
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for item in analyst_list[0:100]:
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top_analysts_list.append({
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'analystName': item['analystName'],
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'analystId': item['analystId'],
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'rank': item['rank'],
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'analystScore': item['analystScore'],
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'companyName': item['companyName'],
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'successRate': item['successRate'],
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'avgReturn': item['avgReturn'],
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'totalRatings': item['totalRatings'],
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'lastRating': item['lastRating'],
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'mainSectors': item['mainSectors']
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})
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with open(f"json/analyst/top-analysts.json", 'w') as file:
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ujson.dump(top_analysts_list, file)
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#Save all analyst data in raw form for the next step
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with open(f"json/analyst/all-analyst-data.json", 'w') as file:
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ujson.dump(analyst_list, file)
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#Save top stocks with strong buys from 5 star analysts
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get_top_stocks() |