def __init__(self, option="latest"):
"""initiate module"""
if option == "latest":
self.soup = web_scrap(INSIDER_URL)
elif option == "latest buys":
self.soup = web_scrap(INSIDER_URL + "?tc=1")
elif option == "latest sales":
self.soup = web_scrap(INSIDER_URL + "?tc=2")
elif option == "top week":
self.soup = web_scrap(
INSIDER_URL + "?or=-10&tv=100000&tc=7&o=-transactionValue"
)
elif option == "top week buys":
self.soup = web_scrap(
INSIDER_URL + "?or=-10&tv=100000&tc=1&o=-transactionValue"
)
elif option == "top week sales":
self.soup = web_scrap(
INSIDER_URL + "?or=-10&tv=100000&tc=2&o=-transactionValue"
)
elif option == "top owner trade":
self.soup = web_scrap(
INSIDER_URL + "?or=10&tv=1000000&tc=7&o=-transactionValue"
)
elif option == "top owner buys":
self.soup = web_scrap(
INSIDER_URL + "?or=10&tv=1000000&tc=1&o=-transactionValue"
)
elif option == "top owner sales":
self.soup = web_scrap(
INSIDER_URL + "?or=10&tv=1000000&tc=2&o=-transactionValue"
)
elif option.isdigit():
self.soup = web_scrap(INSIDER_URL + "?oc=" + option + "&tc=7")
self.df = None
def screener_view(self, limit=-1, verbose=1):
"""Get screener table.
Args:
verbose(int): choice of visual the progress. 1 for visualize progress.
Returns:
tickers(list): get all the tickers as list.
"""
soup = web_scrap(self.url)
page = self._get_page(soup)
if page == 0:
if verbose == 1:
print("No ticker found.")
return None
if limit != -1:
if page > (limit - 1) // 1000 + 1:
page = (limit - 1) // 1000 + 1
if verbose == 1:
progress_bar(1, page)
tickers = []
tickers = self._screener_helper(0, page, soup, tickers, limit)
for i in range(1, page):
if verbose == 1:
progress_bar(i + 1, page)
soup = web_scrap(self.url + "&r={}".format(i * 1000 + 1))
tickers = self._screener_helper(i, page, soup, tickers, limit)
return tickers
def performance(self, timeframe="D"):
"""Get forex performance table.
Args:
timeframe (str): choice of timeframe(D, W, M, Q, HY, Y)
Returns:
df(pandas.DataFrame): forex performance table
"""
params = None
if timeframe == "D":
params = ""
elif timeframe == "W":
params = "?v=12"
elif timeframe == "M":
params = "?v=13"
elif timeframe == "Q":
params = "?v=14"
elif timeframe == "HY":
params = "?v=15"
elif timeframe == "Y":
params = "?v=16"
else:
raise ValueError("Invalid timeframe '{}'".format(timeframe))
soup = web_scrap("https://finviz.com/futures_performance.ashx" + params)
data = soup.text[
soup.text.find("var rows = ")
+ 11 : soup.text.find("FinvizInitFuturesPerformance(rows);")
]
data = json.loads(data.strip()[:-1])
df = pd.DataFrame(data)
return df
def screener_view(self, group="Sector", order="Name", out_dir=""):
"""Get screener table.
Args:
group(str): choice of group option.
order(str): sort the table by the choice of order.
"""
if group not in self.group_dict:
raise ValueError()
if order not in self.order_dict:
raise ValueError()
self.url = (self.BASE_URL.format(group=self.group_dict[group]) + "&" +
self.order_dict[order])
soup = web_scrap(self.url)
url = "https://finviz.com/" + soup.findAll("img")[5]["src"]
image_scrap(url, group, "")
def calendar(self):
"""Get economic calendar table.
Returns:
df(pandas.DataFrame): economic calendar table
"""
soup = web_scrap("https://finviz.com/calendar.ashx")
tables = soup.findAll("table", class_="calendar")
columns = [
"Datetime",
"Release",
"Impact",
"For",
"Actual",
"Expected",
"Prior",
]
df = pd.DataFrame([], columns=columns)
for table in tables:
rows = table.findAll("tr")
# check row
if rows[1].findAll("td")[2].text != "No economic releases":
# parse date
date = rows[0].find("td").text
for row in rows[1:]:
cols = row.findAll("td")
info_dict = {
"Datetime":
"{}, {}".format(date, cols[0].text),
"Release":
cols[2].text,
"Impact":
re.findall("gfx/calendar/impact_(.*).gif",
cols[3].find("img")["src"])[0],
"For":
cols[4].text,
"Actual":
cols[5].text,
"Expected":
cols[6].text,
"Prior":
cols[7].text,
}
df = df.append(info_dict, ignore_index=True)
return df
def screener_view(
self, group="Sector", order="Name", columns=[0, 1, 2, 3, 10, 22, 24, 25, 26]
):
"""Get screener table.
Args:
group(str): choice of group option.
order(str): sort the table by the choice of order.
columns(list): columns of your choice. Default index: 0, 1, 2, 3, 10, 22, 24, 25, 26.
Returns:
df(pandas.DataFrame): group information table.
"""
if group not in self.group_dict:
raise ValueError()
if order not in self.order_dict:
raise ValueError()
self.url = (
self.BASE_URL.format(group=self.group_dict[group])
+ "&"
+ self.order_dict[order]
)
columns = [str(i) for i in columns]
self.url += "&c=" + ",".join(columns)
soup = web_scrap(self.url)
table = soup.findAll("table")[6]
rows = table.findAll("tr")
table_header = [i.text for i in rows[0].findAll("td")][1:]
df = pd.DataFrame([], columns=table_header)
rows = rows[1:]
num_col_index = list(range(2, len(table_header)))
for row in rows:
cols = row.findAll("td")[1:]
info_dict = {}
for i, col in enumerate(cols):
# check if the col is number
if i not in num_col_index:
info_dict[table_header[i]] = col.text
else:
info_dict[table_header[i]] = number_covert(col.text)
df = df.append(info_dict, ignore_index=True)
return df
def _load_setting(self):
"""load all the groups."""
soup = web_scrap(self.url)
selects = soup.findAll("select")
# group
options = selects[0].findAll("option")
key = [i.text for i in options]
value = []
for option in options:
temp = option["value"].split("?")[1].split("&")
if len(temp) == 4:
temp = "&".join(temp[:2])
else:
temp = temp[0]
value.append(temp)
self.group_dict = dict(zip(key, value))
# order
options = selects[1].findAll("option")
key = [i.text for i in options]
value = [i["value"].split("&")[-1] for i in options]
self.order_dict = dict(zip(key, value))
def screener_view(self,
order="ticker",
limit=-1,
select_page=None,
verbose=1,
ascend=True):
"""Get screener table.
Args:
order(str): sort the table by the choice of order.
limit(int): set the top k rows of the screener.
select_page(int): set the page of the screener.
verbose(int): choice of visual the progress. 1 for visualize progress.
ascend(bool): if True, the order is ascending.
Returns:
df(pandas.DataFrame): screener information table
"""
url = self.url
if order != "ticker":
if order not in self.order_dict:
order_keys = list(self.order_dict.keys())
raise ValueError(
"Invalid order '{}'. Possible order: {}".format(
order, order_keys))
url = self.url + "&" + self.order_dict[order]
if not ascend:
url = url.replace("o=", "o=-")
soup = web_scrap(url)
page = self._get_page(soup)
if page == 0:
print("No ticker found.")
return None
start_page = 1
end_page = page
if select_page:
if select_page > page:
raise ValueError("Invalid page {}".format(select_page))
if limit != -1:
limit = -1
warnings.warn(
"Limit parameter is ignored when page is selected.")
start_page = select_page - 1
end_page = select_page
if limit != -1:
if page > (limit - 1) // 20 + 1:
page = (limit - 1) // 20 + 1
if verbose == 1:
if not select_page:
progress_bar(start_page, end_page)
else:
progress_bar(1, 1)
table = soup.findAll("table")[18]
rows = table.findAll("tr")
table_header = [i.text for i in rows[0].findAll("td")][1:]
num_col_index = [
table_header.index(i) for i in table_header if i in NUMBER_COL
]
df = pd.DataFrame([], columns=table_header)
if not select_page or select_page == 1:
df = self._screener_helper(0, page, rows, df, num_col_index,
table_header, limit)
if select_page != 1:
for i in range(start_page, end_page):
if verbose == 1:
if not select_page:
progress_bar(i + 1, page)
else:
progress_bar(1, 1)
url = self.url
if order == "ticker":
url += "&r={}".format(i * 20 + 1)
else:
url += "&r={}".format(i * 20 +
1) + "&" + self.order_dict[order]
if not ascend:
url = url.replace("o=", "o=-")
soup = web_scrap(url)
table = soup.findAll("table")[18]
rows = table.findAll("tr")
df = self._screener_helper(i, page, rows, df, num_col_index,
table_header, limit)
return df
