261 lines
9.4 KiB
Python
Executable File
261 lines
9.4 KiB
Python
Executable File
import aiohttp
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import asyncio
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import sqlite3
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import certifi
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import json
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import pandas as pd
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from tqdm import tqdm
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import re
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import pandas as pd
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from datetime import datetime
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import subprocess
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import time
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import warnings
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from dotenv import load_dotenv
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import os
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# Filter out the specific RuntimeWarning
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warnings.filterwarnings("ignore", category=RuntimeWarning, message="invalid value encountered in scalar divide")
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conn = sqlite3.connect('stocks.db')
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cursor = conn.cursor()
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# Execute the SQL query
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cursor.execute("SELECT symbol FROM stocks")
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# Fetch all the results into a list
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symbol_list = [row[0] for row in cursor.fetchall()]
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conn.close()
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load_dotenv()
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api_key = os.getenv('FMP_API_KEY')
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quarter_date = '2024-3-31'
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if os.path.exists("backup_db/institute.db"):
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os.remove('backup_db/institute.db')
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def get_jsonparsed_data(data):
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try:
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return json.loads(data)
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except json.JSONDecodeError:
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return {}
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class InstituteDatabase:
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def __init__(self, db_path):
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self.db_path = db_path
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self.conn = sqlite3.connect(db_path)
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self.cursor = self.conn.cursor()
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self.cursor.execute("PRAGMA journal_mode = wal")
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self.conn.commit()
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self._create_table()
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def close_connection(self):
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self.cursor.close()
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self.conn.close()
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def _create_table(self):
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self.cursor.execute("""
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CREATE TABLE IF NOT EXISTS institutes (
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cik TEXT PRIMARY KEY,
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name TEXT
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)
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""")
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def get_column_type(self, value):
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column_type = ""
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if isinstance(value, str):
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column_type = "TEXT"
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elif isinstance(value, int):
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column_type = "INTEGER"
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elif isinstance(value, float):
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column_type = "REAL"
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else:
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# Handle other data types or customize based on your specific needs
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column_type = "TEXT"
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return column_type
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def remove_null(self, value):
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if isinstance(value, str) and value == None:
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value = 'n/a'
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elif isinstance(value, int) and value == None:
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value = 0
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elif isinstance(value, float) and value == None:
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value = 0
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else:
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# Handle other data types or customize based on your specific needs
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pass
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return value
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async def save_portfolio_data(self, session, cik):
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try:
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urls = [
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f"https://financialmodelingprep.com/api/v4/institutional-ownership/industry/portfolio-holdings-summary?cik={cik}&date={quarter_date}&page=0&apikey={api_key}",
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f"https://financialmodelingprep.com/api/v4/institutional-ownership/portfolio-holdings?cik={cik}&date={quarter_date}&page=0&apikey={api_key}",
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f"https://financialmodelingprep.com/api/v4/institutional-ownership/portfolio-holdings-summary?cik={cik}&date={quarter_date}&page=0&apikey={api_key}"
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]
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portfolio_data = {}
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for url in urls:
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async with session.get(url) as response:
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data = await response.text()
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parsed_data = get_jsonparsed_data(data)
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try:
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if isinstance(parsed_data, list) and "industry/portfolio-holdings-summary" in url:
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# Handle list response, save as JSON object
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portfolio_data['industry'] = json.dumps(parsed_data)
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if isinstance(parsed_data, list) and "https://financialmodelingprep.com/api/v4/institutional-ownership/portfolio-holdings?cik=" in url:
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# Handle list response, save as JSON object
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parsed_data = [item for item in parsed_data if 'symbol' in item and item['symbol'] is not None and item['symbol'] in symbol_list] #symbol must be included in the database
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portfolio_data['holdings'] = json.dumps(parsed_data)
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number_of_stocks = len(parsed_data)
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total_market_value = sum(item['marketValue'] for item in parsed_data)
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avg_performance_percentage = sum(item['performancePercentage'] for item in parsed_data) / len(parsed_data)
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performance_percentages = [item.get("performancePercentage", 0) for item in parsed_data]
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positive_performance_count = sum(1 for percentage in performance_percentages if percentage > 0)
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win_rate = round(positive_performance_count / len(performance_percentages) * 100,2)
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data_dict = {
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'winRate': win_rate,
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'numberOfStocks': number_of_stocks,
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'marketValue': total_market_value,
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'avgPerformancePercentage': avg_performance_percentage,
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}
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portfolio_data.update(data_dict)
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elif isinstance(parsed_data, list) and "https://financialmodelingprep.com/api/v4/institutional-ownership/portfolio-holdings-summary" in url:
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# Handle list response, save as JSON object
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data_dict = {
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#'numberOfStocks': parsed_data[0]['portfolioSize'],
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#'marketValue': parsed_data[0]['marketValue'],
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'averageHoldingPeriod': parsed_data[0]['averageHoldingPeriod'],
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'turnover': parsed_data[0]['turnover'],
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#'performancePercentage': parsed_data[0]['performancePercentage']
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}
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portfolio_data.update(data_dict)
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except:
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pass
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# Check if columns already exist in the table
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self.cursor.execute("PRAGMA table_info(institutes)")
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columns = {column[1]: column[2] for column in self.cursor.fetchall()}
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holdings_list = json.loads(portfolio_data['holdings'])
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symbols_to_check = {holding['symbol'] for holding in holdings_list[:3]} # Extract the first two symbols
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symbols_not_in_list = not any(symbol in symbol_list for symbol in symbols_to_check)
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if symbols_not_in_list or 'industry' not in portfolio_data or len(json.loads(portfolio_data['industry'])) == 0:
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# If 'industry' is not a list, delete the row and return
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#print(f"Deleting row for cik {cik} because 'industry' is not a list.")
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self.cursor.execute("DELETE FROM institutes WHERE cik = ?", (cik,))
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self.conn.commit()
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return
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# Update column definitions with keys from portfolio_data
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column_definitions = {
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key: (self.get_column_type(portfolio_data.get(key, None)), self.remove_null(portfolio_data.get(key, None)))
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for key in portfolio_data
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}
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for column, (column_type, value) in column_definitions.items():
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if column not in columns and column_type:
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self.cursor.execute(f"ALTER TABLE institutes ADD COLUMN {column} {column_type}")
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self.cursor.execute(f"UPDATE institutes SET {column} = ? WHERE cik = ?", (value, cik))
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self.conn.commit()
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except Exception as e:
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print(f"Failed to fetch portfolio data for cik {cik}: {str(e)}")
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async def save_insitute(self, institutes):
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institute_data = []
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for item in institutes:
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cik = item.get('cik', '')
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name = item.get('name', '')
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institute_data.append((cik, name))
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self.cursor.execute("BEGIN TRANSACTION") # Begin a transaction
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for data in institute_data:
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cik, name = data
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self.cursor.execute("""
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INSERT OR IGNORE INTO institutes (cik, name)
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VALUES (?, ?)
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""", (cik, name))
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self.cursor.execute("""
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UPDATE institutes SET name = ?
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WHERE cik = ?
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""", (name, cik))
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self.cursor.execute("COMMIT") # Commit the transaction
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self.conn.commit()
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# Save OHLC data for each ticker using aiohttp
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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 item in tqdm(institute_data):
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cik, name = item
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tasks.append(self.save_portfolio_data(session, cik))
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i += 1
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if i % 700 == 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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url = f"https://financialmodelingprep.com/api/v4/institutional-ownership/list?apikey={api_key}"
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async def fetch_tickers():
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async with aiohttp.ClientSession() as session:
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async with session.get(url) as response:
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data = await response.text()
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return get_jsonparsed_data(data)
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db = InstituteDatabase('backup_db/institute.db')
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loop = asyncio.get_event_loop()
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all_tickers = loop.run_until_complete(fetch_tickers())
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loop.run_until_complete(db.save_insitute(all_tickers))
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db.close_connection() |