def get_stock_intraday_info(cls, stock_symbol: str) -> list:
''' return stock intraday info as a dict retrieved from url json,
key 'intraday'
'''
intraday_url = cls.intraday_url + '/'.join(
[cls.time_interval, stock_symbol])
params = {'apikey': cls.api_token}
_intraday_trades = []
try:
res = requests.get(intraday_url, params=params)
if res:
_intraday_trades = res.json()
else:
pass
except requests.exceptions.ConnectionError:
logger.info(
f'connection error: {intraday_url} {stock_symbol} {params}')
# if there is intraday info, convert date string and provide time and
# create list of trade_info tuples
trade_tuple = namedtuple('trade_tuple',
'date open close low high volume')
intraday_trades = []
min_low = None
max_high = None
if _intraday_trades:
date_trade = datetime.datetime.strptime(
_intraday_trades[0].get('date'), "%Y-%m-%d %H:%M:%S").date()
for i, _trade in enumerate(_intraday_trades):
_tradetime = datetime.datetime.strptime(
_trade.get('date'), "%Y-%m-%d %H:%M:%S")
if _tradetime.date() != date_trade:
break
# adjust cumulative volumes
try:
volume = _trade.get('volume') - _intraday_trades[
i + 1].get('volume')
if volume < 0:
volume = 0
except IndexError:
volume = 0
intraday_trades.append(
trade_tuple(
date=_tradetime,
open=_trade.get('open'),
close=_trade.get('close'),
low=_trade.get('low'),
high=_trade.get('high'),
volume=volume,
))
min_low = get_min(_trade.get('low'), min_low)
max_high = get_max(_trade.get('high'), max_high)
intraday_trades = sorted(intraday_trades, key=lambda k: k.date)
# add start and end time
initial_open = intraday_trades[0].open
last_close = intraday_trades[-1].close
start_time = intraday_trades[0].date.strftime(
"%Y-%m-%d") + ' 08:00:00'
intraday_trades.insert(
0,
trade_tuple(date=datetime.datetime.strptime(
start_time, "%Y-%m-%d %H:%M:%S"),
open=None,
close=None,
low=None,
high=None,
volume=None))
end_time = intraday_trades[-1].date.strftime(
"%Y-%m-%d") + ' 18:00:00'
intraday_trades.append(
trade_tuple(
date=datetime.datetime.strptime(end_time,
"%Y-%m-%d %H:%M:%S"),
open=initial_open,
close=last_close,
low=min_low,
high=max_high,
volume=None,
))
else:
# if not succeeded try with fallback site on marketstack
intraday_trades = get_intraday_marketstack(stock_symbol)
# or (last resort) try alpha vantage
if not intraday_trades:
intraday_trades = get_intraday_alpha_vantage(stock_symbol)
return intraday_trades
def get(self, request, source, symbol):
if not Stock.objects.filter(symbol=symbol):
return redirect(reverse('stock_quotes'))
intraday_trades = self.wtd.get_stock_intraday_info(symbol)
chart_data = []
min_price, max_price, max_volume = None, None, None
date_format = '%d-%m-%Y %H:%M'
for trade in intraday_trades:
chart_data.append([
trade.date.strftime(date_format),
trade.open,
trade.close,
trade.low,
trade.high,
trade.volume,
])
min_price = get_min(trade.low, min_price)
max_price = get_max(trade.high, max_price)
max_volume = get_max(trade.volume, max_volume)
if not min_price or not max_price:
min_price, max_price = 0, 0
if not max_volume:
max_volume = 0
try:
initial_open = intraday_trades[1].open
latest_close = intraday_trades[-2].close
prc_change = 100 * (float(latest_close) -
float(initial_open)) / float(initial_open)
except IndexError:
initial_open, latest_close, prc_change = None, None, None
if initial_open and latest_close and prc_change:
if abs(float(prc_change)) < 0.01:
txt_color = 'txt_normal'
caret = CARET_NO_CHANGE
elif float(prc_change) < 0:
txt_color = 'txt_red'
caret = CARET_DOWN
else:
txt_color = 'txt_green'
caret = CARET_UP
subcaption = ''.join([
Stock.objects.get(symbol=symbol).currency.currency,
f' {float(latest_close):.2f} ({prc_change:.1f}%)', f' {caret}'
])
else:
subcaption = ''
txt_color = 'txt_normal'
caption = ''.join(
[Stock.objects.get(symbol=symbol).company, ' (', symbol, ')'])
schema = json.dumps(self.wtd.get_schema(date_format))
chart_data = json.dumps(chart_data)
time_series = TimeSeries(FusionTable(schema, chart_data))
time_series.AddAttribute(
'styleDefinition', {
'txt_red': {
'fill': font_red,
'font-weight': font_weight,
'font-size': font_size
},
'txt_green': {
'fill': font_green,
'font-weight': font_weight,
'font-size': font_size
},
'txt_normal': {
'fill': font_white,
'font-weight': font_weight,
'font-size': font_size
},
})
time_series.AddAttribute('chart', {
'multicanvas': '0',
'theme': chart_theme,
'showlegend': '0',
})
time_series.AddAttribute('caption', {
'text': caption,
})
time_series.AddAttribute('subcaption', {
'text': subcaption,
'style': {
'text': txt_color
},
})
time_series.AddAttribute('navigator', {'enabled': '0'})
time_series.AddAttribute('extensions',
{'customrangeselector': {
'enabled': '0'
}})
time_series.AddAttribute('yaxis', [
{
'plot': [{
'value': {
'open': 'open',
'high': 'high',
'low': 'low',
'close': 'close'
},
'type': 'candlestick'
}],
'title':
'Stock Value',
'min':
min_price * 0.99,
'max':
max_price * 1.01,
},
{
'plot': [{
'value': 'volume',
'type': 'column'
}],
'title': 'Volume',
'max': max_volume * 3,
},
])
trade_series = FusionCharts(
'timeseries',
'trades',
width,
height,
'chart-container',
'json',
time_series,
)
context = {
'chart_js': trade_series.render(),
'data_provider_url': self.data_provider_url,
'stock_symbol': symbol,
'source': source,
}
logger.info(
f'user {request.user} [ip: {get_client_ip(request)}] is looking '
f'intraday trades for {symbol}')
return render(request, self.template_name, context)
def get_stock_intraday_info(cls, stock_symbol):
''' return stock intraday info as a dict retrieved from url json,
key 'intraday'
'''
if alpha_vantage_enabled:
return get_intraday_alpha_vantage(stock_symbol)
# range: number of days (1-30), interval: in minutes
params = {'symbol': stock_symbol.upper(),
'range': '1',
'interval': '5',
'sort': 'asc',
'api_token': cls.api_token}
intraday_info = {}
try:
res = requests.get(cls.intraday_url, params=params)
if res:
intraday_info = res.json().get('intraday', {})
else:
pass
except requests.exceptions.ConnectionError:
logger.info(f'connection error: {cls.intraday_url} {params}')
# if there is intraday info, convert date string and provide time and
# create list of trade_info tuples
trade = namedtuple('trade', 'date open close low high volume')
intraday_trades = []
min_low = None
max_high = None
if intraday_info:
for time_stamp, trade_info in intraday_info.items():
intraday_trades.append(
trade(date=datetime.datetime.strptime(
time_stamp, "%Y-%m-%d %H:%M:%S"),
open=trade_info.get('open'),
close=trade_info.get('close'),
low=trade_info.get('low'),
high=trade_info.get('high'),
volume=trade_info.get('volume'),
)
)
min_low = get_min(trade_info.get('low'), min_low)
max_high = get_max(trade_info.get('high'), max_high)
initial_open = intraday_trades[0].open
last_close = intraday_trades[-1].close
# add start and end time
start_time = intraday_trades[0].date.strftime("%Y-%m-%d") + ' 08:00:00'
intraday_trades.insert(
0, trade(date=datetime.datetime.strptime(start_time, "%Y-%m-%d %H:%M:%S"),
open=None, close=None, low=None, high=None, volume=None
))
end_time = intraday_trades[-1].date.strftime("%Y-%m-%d") + ' 18:00:00'
intraday_trades.append(
trade(date=datetime.datetime.strptime(end_time, "%Y-%m-%d %H:%M:%S"),
open=initial_open, close=last_close, low=min_low,
high=max_high, volume=None,
))
else:
logger.info(f'unable to get stock intraday data for '
f'{cls.intraday_url} {params}')
return intraday_trades
def get(self, request, source, symbol, period):
if period not in periods:
return redirect(reverse('stock_quotes'))
elif period == 'max':
period = '1000'
if not Stock.objects.filter(symbol=symbol):
return redirect(reverse('stock_quotes'))
history_trades = self.wtd.get_stock_history_info(symbol)
if history_trades:
start_period = history_trades[0].date -\
datetime.timedelta(days=int(period) * 365)
chart_data = []
min_price, max_price, max_volume = None, None, None
date_format = '%d-%m-%Y'
for trade in history_trades:
if trade.date > start_period:
chart_data.append([
trade.date.strftime(date_format),
trade.open,
trade.close,
trade.low,
trade.high,
trade.volume,
])
min_price = get_min(trade.low, min_price)
max_price = get_max(trade.high, max_price)
max_volume = get_max(trade.volume, max_volume)
if not min_price or not max_price:
min_price, max_price = 0, 0
start_date, end_date = '01-01-1900', '01-01-1900'
else:
end_date = history_trades[0].date
start_date = end_date - datetime.timedelta(days=365)
start_date = start_date.strftime(date_format)
end_date = end_date.strftime(date_format)
if not max_volume:
max_volume = 0
subcaption = ''
caption = ''.join(
[Stock.objects.get(symbol=symbol).company, ' (', symbol, ')'])
schema = json.dumps(self.wtd.get_schema(date_format))
chart_data = json.dumps(chart_data)
time_series = TimeSeries(FusionTable(schema, chart_data))
time_series.AddAttribute('chart', {
'multicanvas': '0',
'theme': chart_theme,
'showlegend': '0',
})
time_series.AddAttribute('caption', {
'text': caption,
})
time_series.AddAttribute('subcaption', {
'text': subcaption,
})
time_series.AddAttribute(
'navigator',
{'enabled': '1'},
)
time_series.AddAttribute('extensions',
{'customrangeselector': {
'enabled': '1'
}})
time_series.AddAttribute(
'xaxis', {'initialinterval': {
'from': start_date,
'to': end_date
}})
time_series.AddAttribute('yaxis', [
{
'plot': [{
'value': {
'open': 'open',
'high': 'high',
'low': 'low',
'close': 'close'
},
'type': 'candlestick'
}],
'title':
'Stock Value (' +
Stock.objects.get(symbol=symbol).currency.currency + ')',
'min':
min_price * 0.99,
'max':
max_price * 1.01,
},
{
'plot': [{
'value': 'volume',
'type': 'column'
}],
'title': 'Volume',
'max': max_volume * 3,
},
])
trade_series = FusionCharts(
'timeseries',
'trades',
width,
height,
'chart-container',
'json',
time_series,
)
context = {
'chart_js': trade_series.render(),
'data_provider_url': self.data_provider_url,
'stock_symbol': symbol,
'source': source,
}
logger.info(
f'user {request.user} [ip: {get_client_ip(request)}] is looking '
f'historic trades for {symbol}')
return render(request, self.template_name, context)
def get_intraday_alpha_vantage(symbol):
symbol = symbol.upper()
params = {
'symbol': symbol,
'function': 'TIME_SERIES_INTRADAY',
'interval': '5min',
'apikey': api_token
}
meta_data = {}
time_series = {}
try:
res = requests.get(alpha_vantage_api_url, params=params)
if res:
meta_data = res.json().get('Meta Data', {})
time_series = res.json().get('Time Series (5min)', {})
except requests.exceptions.ConnectionError:
logger.info(f'connection error: {alpha_vantage_api_url} {params}')
if not meta_data or not time_series:
return []
try:
stock_db = Stock.objects.get(symbol=symbol)
except Stock.DoesNotExist:
return []
timezone_stock = convert_timezone(stock_db.exchange.time_zone_name.upper())
timezone_EST = 'EST'
trade_tuple = namedtuple('trade', 'date open close low high volume')
intraday_trades = []
min_low = None
max_high = None
last_trade = datetime.datetime.strptime(
meta_data.get('3. Last Refreshed'), '%Y-%m-%d %H:%M:%S').replace(
tzinfo=pytz.timezone(timezone_EST)).astimezone(
pytz.timezone(timezone_stock))
for time_stamp, trade_info in time_series.items():
time_stamp = datetime.datetime.strptime(
time_stamp, '%Y-%m-%d %H:%M:%S').replace(
tzinfo=pytz.timezone(timezone_EST)).astimezone(
pytz.timezone(timezone_stock))
if time_stamp.date() == last_trade.date():
trade = trade_tuple(
date=time_stamp.replace(tzinfo=None),
open=trade_info.get('1. open'),
high=trade_info.get('2. high'),
low=trade_info.get('3. low'),
close=trade_info.get('4. close'),
volume=trade_info.get('5. volume'),
)
intraday_trades.append(trade)
min_low = get_min(trade.low, min_low)
max_high = get_max(trade.high, max_high)
# reverse sorting on timestamp
intraday_trades = sorted(intraday_trades, key=lambda k: k.date)
# add start and end time
initial_open = intraday_trades[0].open
last_close = intraday_trades[-1].close
start_time = intraday_trades[0].date.strftime("%Y-%m-%d") + ' 08:00:00'
intraday_trades.insert(
0,
trade_tuple(date=datetime.datetime.strptime(start_time,
"%Y-%m-%d %H:%M:%S"),
open=None,
close=None,
low=None,
high=None,
volume=None))
end_time = intraday_trades[-1].date.strftime("%Y-%m-%d") + ' 18:00:00'
intraday_trades.append(
trade_tuple(
date=datetime.datetime.strptime(end_time, "%Y-%m-%d %H:%M:%S"),
open=initial_open,
close=last_close,
low=min_low,
high=max_high,
volume=None,
))
return intraday_trades