def updateDB(symb):
bday=BDay()
today_date = pd.Timestamp.now().strftime("%Y-%m-%d").split("-")
is_business_day = bday.is_on_offset(datetime(int(today_date[0]),int(today_date[1]),int(today_date[2])))
# if not is_business_day:
# return
td = TDAPI()
# td.pullHistPriceForAll()
# td.pullTodayPriceForAllBatch()
# td.pullOptionDfForAll()
# td.pullTodayPrice()
symb = 'WMT'
# plotKChart(datapath, figpath, symb, saving=False)
# visOptionsDist(datapath, figpath, ['VXRT'])
visOptionsDist(datapath, figpath, [symb])
def initial_fetch():
# check and see if we dont already have the information
# make a list with 4 of the initial fetches in there (I plan to add more)
# append to the list if the system detects we have already gathered that information
bdays = BDay()
is_business_day = bdays.is_on_offset(dt.datetime.today())
if is_business_day and market_closed_bool:
last_business_day = dt.datetime.today()
else:
last_business_day = dt.datetime.today() - BDay(1)
# reason for this confusingness is because the us treasury department puts out new rates at 3pm CST every day,
# libor does not update todays rates until the next day
tbond_business_day = dt.datetime.strftime(last_business_day, '%Y-%m-%d')
libor_business_day = dt.datetime.strftime(dt.datetime.today() - BDay(1),
'%Y-%m-%d')
cwd = os.getcwd()
fetched_information = []
libor_yields = None
libor_files = glob.glob(
cwd +
r"\Daily Stock Analysis\Bonds\LIBOR Yields (last updated *).xlsx")
if len(libor_files) > 0:
for file in libor_files:
try:
libor_df = pd.read_excel(
cwd + fr"\Daily Stock Analysis\Bonds\LIBOR Yields "
fr"(last updated {libor_business_day}).xlsx")
libor_list = libor_df[libor_business_day].tolist()
libor_yields = []
for element in libor_list:
if element == '-':
continue
libor_yields.append(element[:-2])
fetched_information.append('LIBOR')
except FileNotFoundError:
os.remove(file)
bond_files = glob.glob(
cwd +
r"\Daily Stock Analysis\Bonds\US T-Bond Yields (last updated *).xlsx")
if len(bond_files) > 0:
for file in bond_files:
try:
bond_df = pd.read_excel(
cwd + f"\\Daily Stock Analysis\\Bonds\\US T-Bond Yields "
f"(last updated {tbond_business_day}).xlsx")
bond_df = bond_df.set_index(['Unnamed: 0'])
bond_list = bond_df.loc[
tbond_business_day,
['1 Mo', '2 Mo', '3 Mo', '6 Mo', '1 Yr', '2 Yr']].tolist()
fetched_information.append('T-Bond')
except FileNotFoundError:
os.remove(file)
with sqlite3.connect(cwd + r'\Databases\quotes.db') as db:
cursor = db.cursor()
initial_quote_fetch = {}
for stock in stock_tickers:
# check if initial quotes exist
cursor.execute(
f"select name from sqlite_master where type = 'table' and name = 'initial_quote_{stock}'"
)
table_name = cursor.fetchall()
if len(table_name) == 1:
cursor.execute(f"select * from initial_quote_{stock}")
initial_data = cursor.fetchall()[0]
if len(initial_data) > 0:
quote = {
'time': initial_data[0],
'beta': initial_data[1],
'dividend': initial_data[2],
"day's range": initial_data[3],
'52 week range': initial_data[4],
'one year target': initial_data[5],
'previous close': initial_data[6],
'open': initial_data[7],
'P/E ratio': initial_data[8],
'average volume': initial_data[9]
}
initial_quote_fetch[stock] = [quote]
if len(initial_quote_fetch) == len(stock_tickers):
fetched_information.append(f'Initial Quote')
logging.debug(f"information already fetched: {fetched_information}")
# initial fetches
with concurrent.futures.ThreadPoolExecutor(max_workers=5) as executor:
if 'Initial Quote' not in fetched_information:
initial_quote_fetch = executor.submit(
stock_data_bootstrap.initial_quote_data_fetch).result()
else:
logging.debug(
f"Initial Quote information for {dt.date.today()} already exists"
)
stock_quotes = executor.submit(
stock_data_bootstrap.quote_data_processor).result()
if 'T-Bond' not in fetched_information:
t_bond_yields = executor.submit(
bond_bootstrap.treasury_bond_yields).result()
else:
logging.debug(
f"T-bond information for {tbond_business_day} already exists")
if 'LIBOR' not in fetched_information:
libor_yields = executor.submit(
bond_bootstrap.LIBOR_yields).result()
else:
logging.debug(
f"LIBOR information for the previous business day {libor_business_day} already exists"
)
ti_fetch = executor.submit(
finnhub_tech_bootstrap.tech_indicator).result()
try:
if 'Initial Quote' not in fetched_information:
db_bootstrap.initial_quote_insertion(
file='quotes.db', initial_data=initial_quote_fetch)
logging.debug("Options gathering started")
options_bootstrapper = Options(stock_tickers=stock_tickers,
initial_data=initial_quote_fetch,
quote_data=stock_quotes,
rate=libor_yields,
bbond=bond_bootstrap)
# function changed to a yield from in order to wait and make sure everything is done and priced
options_bootstrapper.thread_marshaller()
logging.debug("Options gathering completed")
return options_bootstrapper, initial_quote_fetch, stock_quotes, libor_yields, ti_fetch
except Exception as error:
logging.error(f"Exception occurred {error}", exc_info=True)
