def upsert_yahoo_recommend(symbol: str):
yahoo_ts = yFinanceData()
try:
df = yahoo_ts.recommendations(symbol_to_yahoo_symbol(symbol))
logger.info(f"upsert_yahoo_recommend : {symbol}-{df.shape}")
for t, row in df.iterrows():
firm = GlobalEntity(entity_id=row["Firm"])
dict_info = {
"t":
t,
"symbol":
FinancialInstrumentSymbol(symbol=symbol),
"firm":
firm,
"uid":
md5_str(f"{t.isoformat()}-{symbol}-{row['Firm']}"),
"to_grade":
None if row["To Grade"] == "" else row["To Grade"],
"from_grade":
None if row["From Grade"] == "" else row["From Grade"],
"action":
None if row["Action"] == "" else row["Action"]
}
upsert_document(firm)
upsert_document(FinancialInstrumentRecommendInYahoo(**dict_info),
False)
except Exception as ex:
logger.error(ex)
return
def upsert_chn_stock_info_in_yahoo():
set_http_proxy()
tushare = TuShareProData()
df = tushare.stock_basic(exchange="SSE", cols=["ts_code", "name"])
for idx, row in df.iterrows():
symbol = row["ts_code"].replace("SH", "SS") # YAHOO 上海股市的后缀是 SS
logger.info(f"[{idx}] {symbol}({row['name']}) symbol data in yahoo")
upsert_yahoo_financial_instrument_info(symbol, True)
df = tushare.stock_basic(exchange="SZSE", cols=["ts_code", "name"])
for idx, row in df.iterrows():
symbol = row["ts_code"] # 深圳股市的后缀是相同的
logger.info(f"[{idx}] {symbol}({row['name']}) symbol data in yahoo")
upsert_yahoo_financial_instrument_info(symbol, True)
def upsert_splits(symbol: str, start_t: datetime):
yahoo_ts = yFinanceData()
try:
df = yahoo_ts.splits(symbol_to_yahoo_symbol(symbol), start=start_t)
logger.info(f"upsert_splits : {symbol}-{df.shape}")
for t, row in df.iterrows():
dict_info = {
"t": t,
"split": row["Stock Splits"],
"symbol": FinancialInstrumentSymbol(symbol=symbol),
"uid": md5_str(f"{t.isoformat()}-{symbol}")
}
upsert_document(FinancialInstrumentDividends(**dict_info))
except:
return
def upsert_us_stock_nametable_and_chn_name():
akshare_data = akshareData()
df_us_stocks = akshare_data.get_us_stock_name()
logger.info(f"table shape:{df_us_stocks.shape}")
for idx, row in df_us_stocks.iterrows():
if idx <= 9425:
continue
symbol = row["symbol"]
chn_name = row["cname"]
eng_name = row["name"]
logger.info(f"[{idx}] {symbol} - {chn_name} - {eng_name}")
fin_data = FinancialInstrumentSymbol(symbol=symbol,
full_name=eng_name,
eng_name=eng_name,
chn_name=chn_name)
upsert_document(fin_data)
upsert_yahoo_financial_instrument_info(symbol, True)
def upsert_yahoo_symbol_holder(symbol: str):
import yfinance as yf
symbol_data = yf.Ticker(symbol_to_yahoo_symbol(symbol))
try:
df = symbol_data.institutional_holders
logger.info(f"upsert_yahoo_symbol_holder : {symbol} {df.shape}")
for idx, row in df.iterrows():
t = row["Date Reported"]
dict_info = {
"t": t,
"symbol": FinancialInstrumentSymbol(symbol=symbol),
"holder": GlobalEntity(entity_id=row["Holder"]),
"shares": row["Shares"],
"value": row["Value"],
"percentage_out": row["% Out"],
"uid": md5_str(f"{t.isoformat()}-{symbol}-{row['Holder']}")
}
upsert_document(FinancialInstrumentHolders(**dict_info), True)
except Exception as ex:
logger.error(f"api exception when get data , {ex}")
def upsert_daily_market_data(symbol: str, start_t: datetime):
yahoo_ts = yFinanceData()
df = yahoo_ts.history(symbol_to_yahoo_symbol(symbol), start=start_t)
logger.info(f"upsert_daily_market_data : {symbol}-{df.shape}")
df["fifty_two_week_high"] = df["Close"].rolling(window=244).max()
df["fifty_two_week_low"] = df["Close"].rolling(window=244).min()
for t, row in df.iterrows():
dict_info = {
"t": t,
"open": row["Open"],
"high": row["High"],
"low": row["Low"],
"close": row["Close"],
"volume": row["Volume"],
"dividends": row["Dividends"],
"splits": row["Stock Splits"],
"fifty_two_week_low": row["fifty_two_week_low"],
"fifty_two_week_high": row["fifty_two_week_high"],
"symbol": FinancialInstrumentSymbol(symbol=symbol),
"uid": md5_str(f"{t.isoformat()}-{symbol}")
}
upsert_document(FinancialInstrumentDailyMarketData(**dict_info))
def upsert_yahoo_earning_analysis(symbol: str):
"""see https://finance.yahoo.com/quote/MSFT/analysis?p=MSFT"""
import yfinance as yf
symbol_data = yf.Ticker(symbol_to_yahoo_symbol(symbol))
try:
df = symbol_data.calendar.T
logger.info(f"upsert_yahoo_earning_analysis : {symbol} {df.shape}")
for idx, row in df.iterrows():
t = row["Earnings Date"]
dict_info = {
"t": t,
"symbol": FinancialInstrumentSymbol(symbol=symbol),
"earnings_average": _convert_non_t_v(row["Earnings Average"]),
"earnings_low": _convert_non_t_v(row["Earnings Low"]),
"earnings_high": _convert_non_t_v(row["Earnings High"]),
"revenue_average": _convert_non_t_v(row["Revenue Average"]),
"revenue_low": _convert_non_t_v(row["Revenue Low"]),
"revenue_high": _convert_non_t_v(row["Revenue High"]),
"uid": md5_str(f"{t.isoformat()}-{symbol}")
}
upsert_document(FinancialInstrumentCalendarFromYahoo(**dict_info),
True)
except Exception as ex:
logger.error(f"api exception when get data , {ex}")
