198 lines
8.4 KiB
Python
198 lines
8.4 KiB
Python
import aiohttp
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import ujson
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import sqlite3
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import asyncio
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import pandas as pd
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from tqdm import tqdm
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import orjson
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from GetStartEndDate import GetStartEndDate
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from collections import defaultdict
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import os
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from dotenv import load_dotenv
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load_dotenv()
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api_key = os.getenv('FMP_API_KEY')
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with open(f"json/stock-screener/data.json", 'rb') as file:
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stock_screener_data = orjson.loads(file.read())
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# Convert stock_screener_data into a dictionary keyed by symbol
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stock_screener_data_dict = {item['symbol']: item for item in stock_screener_data}
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date, _ = GetStartEndDate().run()
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date = date.strftime('%Y-%m-%d')
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def save_as_json(data, filename):
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with open(f"json/industry/{filename}.json", 'w') as file:
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ujson.dump(data, file)
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# Function to fetch data from the API
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async def get_data(session, class_type='sector'):
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if class_type == 'sector':
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url = f"https://financialmodelingprep.com/api/v4/sector_price_earning_ratio?date={date}&exchange=NYSE&apikey={api_key}"
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else:
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url = f"https://financialmodelingprep.com/api/v4/industry_price_earning_ratio?date={date}&exchange=NYSE&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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return data
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async def run():
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# Initialize a dictionary to store stock count, market cap, and other totals for each industry
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sector_industry_data = defaultdict(lambda: defaultdict(lambda: {
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'numStocks': 0,
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'totalMarketCap': 0.0,
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'totalDividendYield': 0.0,
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'totalNetIncome': 0.0,
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'totalRevenue': 0.0,
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'totalChange1M': 0.0,
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'totalChange1Y': 0.0,
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'peCount': 0,
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'dividendCount': 0,
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'change1MCount': 0,
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'change1YCount': 0
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}))
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# Iterate through stock_screener_data to accumulate values
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for stock in stock_screener_data:
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sector = stock.get('sector')
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industry = stock.get('industry')
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market_cap = stock.get('marketCap')
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dividend_yield = stock.get('dividendYield')
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net_income = stock.get('netIncome')
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revenue = stock.get('revenue')
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change_1_month = stock.get('change1M')
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change_1_year = stock.get('change1Y')
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# Ensure both sector and industry are valid and that market cap is a valid number
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if sector and industry and market_cap is not None:
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# Update stock count and accumulate market cap
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sector_industry_data[sector][industry]['numStocks'] += 1
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sector_industry_data[sector][industry]['totalMarketCap'] += float(market_cap)
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# Accumulate dividend yield if available
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if dividend_yield is not None:
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sector_industry_data[sector][industry]['totalDividendYield'] += float(dividend_yield)
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sector_industry_data[sector][industry]['dividendCount'] += 1
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# Accumulate net income and revenue for profit margin calculation
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if net_income is not None and revenue is not None:
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sector_industry_data[sector][industry]['totalNetIncome'] += float(net_income)
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sector_industry_data[sector][industry]['totalRevenue'] += float(revenue)
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# Accumulate 1-month change if available
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if change_1_month is not None:
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sector_industry_data[sector][industry]['totalChange1M'] += float(change_1_month)
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sector_industry_data[sector][industry]['change1MCount'] += 1
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# Accumulate 1-year change if available
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if change_1_year is not None:
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sector_industry_data[sector][industry]['totalChange1Y'] += float(change_1_year)
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sector_industry_data[sector][industry]['change1YCount'] += 1
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# Prepare the final data in the requested format
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overview = {}
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for sector, industries in sector_industry_data.items():
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# Sort industries by stock count in descending order
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sorted_industries = sorted(industries.items(), key=lambda x: x[1]['numStocks'], reverse=True)
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# Add sorted industries with averages to the overview for each sector
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overview[sector] = [
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{
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'industry': industry,
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'numStocks': data['numStocks'],
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'totalMarketCap': data['totalMarketCap'],
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'avgDividendYield': round((data['totalDividendYield'] / data['dividendCount']),2) if data['dividendCount'] > 0 else None,
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'profitMargin': round((data['totalNetIncome'] / data['totalRevenue'])*100,2) if data['totalRevenue'] > 0 else None,
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'avgChange1M': round((data['totalChange1M'] / data['change1MCount']),2) if data['change1MCount'] > 0 else None,
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'avgChange1Y': round((data['totalChange1Y'] / data['change1YCount']),2) if data['change1YCount'] > 0 else None
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} for industry, data in sorted_industries
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]
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# Assign the P/E values from pe_industry to the overview
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async with aiohttp.ClientSession() as session:
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pe_industry = await get_data(session, class_type='industry')
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for sector, industries in overview.items():
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for industry_data in industries:
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industry_name = industry_data['industry']
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# Look for a matching industry in pe_industry to assign the P/E ratio
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matching_pe = next((item['pe'] for item in pe_industry if item['industry'] == industry_name), None)
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if matching_pe is not None:
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industry_data['pe'] = round(float(matching_pe), 2)
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save_as_json(overview, filename = 'overview')
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industry_overview = []
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for key in overview:
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industry_overview.extend(overview[key])
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industry_overview = sorted(industry_overview, key= lambda x: x['numStocks'], reverse=True)
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save_as_json(industry_overview, filename='industry-overview')
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sector_overview = []
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for sector, industries in sector_industry_data.items():
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total_market_cap = 0
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total_stocks = 0
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total_dividend_yield = 0
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total_net_income = 0
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total_revenue = 0
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total_change_1m = 0
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total_change_1y = 0
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dividend_count = 0
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change_1m_count = 0
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change_1y_count = 0
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for industry, data in industries.items():
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# Sum up values across industries for the sector summary
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total_market_cap += data['totalMarketCap']
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total_stocks += data['numStocks']
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total_net_income += data['totalNetIncome']
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total_revenue += data['totalRevenue']
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total_change_1m += data['totalChange1M']
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total_change_1y += data['totalChange1Y']
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dividend_count += data['dividendCount']
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change_1m_count += data['change1MCount']
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change_1y_count += data['change1YCount']
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total_dividend_yield += data['totalDividendYield']
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# Calculate averages and profit margin for the sector
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sector_overview.append({
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'sector': sector,
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'numStocks': total_stocks,
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'totalMarketCap': total_market_cap,
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'avgDividendYield': round((total_dividend_yield / dividend_count), 2) if dividend_count > 0 else None,
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'profitMargin': round((total_net_income / total_revenue) * 100, 2) if total_revenue > 0 else None,
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'avgChange1M': round((total_change_1m / change_1m_count), 2) if change_1m_count > 0 else None,
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'avgChange1Y': round((total_change_1y / change_1y_count), 2) if change_1y_count > 0 else None
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})
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# Assign the P/E values from pe_industry to the overview
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async with aiohttp.ClientSession() as session:
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pe_sector = await get_data(session, class_type='sector')
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# Loop through sector_overview to update P/E ratios from pe_sector
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for sector_data in sector_overview:
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sector_name = sector_data['sector']
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# Find the matching sector in pe_sector and assign the P/E ratio
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matching_pe = next((item['pe'] for item in pe_sector if item['sector'] == sector_name), None)
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if matching_pe is not None:
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sector_data['pe'] = round(float(matching_pe), 2)
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sector_overview = sorted(sector_overview, key= lambda x: x['numStocks'], reverse=True)
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save_as_json(sector_overview, filename='sector-overview')
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loop = asyncio.get_event_loop()
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sector_results = loop.run_until_complete(run()) |