59 lines
1.7 KiB
Python
59 lines
1.7 KiB
Python
from datetime import datetime, timedelta
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import ujson
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import time
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import sqlite3
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import pandas as pd
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import numpy as np
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from collections import defaultdict
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import time
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import asyncio
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import aiohttp
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from faker import Faker
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from tqdm import tqdm
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from dotenv import load_dotenv
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import os
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load_dotenv()
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api_key = os.getenv('FMP_API_KEY')
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async def get_data(session, symbol):
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url = f"https://financialmodelingprep.com/api/v4/institutional-ownership/symbol-ownership?symbol={symbol}&includeCurrentQuarter=true&apikey={api_key}"
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async with session.get(url) as response:
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data = await response.json()
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if len(data) > 0:
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await save_json(symbol, data[0]) #return only the latest ownership stats
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async def save_json(symbol, data):
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with open(f"json/ownership-stats/{symbol}.json", 'w') as file:
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ujson.dump(data, file)
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async def run():
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con = sqlite3.connect('stocks.db')
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cursor = con.cursor()
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cursor.execute("PRAGMA journal_mode = wal")
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cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
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symbols = [row[0] for row in cursor.fetchall()]
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con.close()
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async with aiohttp.ClientSession() as session:
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tasks = []
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i = 0
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for symbol in tqdm(symbols):
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tasks.append(get_data(session, symbol))
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i += 1
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if i % 400 == 0:
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await asyncio.gather(*tasks)
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tasks = []
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print('sleeping mode: ', i)
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await asyncio.sleep(60) # Pause for 60 seconds
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if tasks:
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await asyncio.gather(*tasks)
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loop = asyncio.get_event_loop()
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loop.run_until_complete(run())
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