def get_stockdata(symbols):
'''Get stock data (key stats and previous) from IEX.
Just deal with IEX's 99 stocks limit per request.
'''
partlen = 99
result = {}
for i in range(0, len(symbols), partlen):
part = symbols[i:i + partlen]
kstats = iex.Stock(part).get_key_stats()
previous = iex.Stock(part).get_previous()
for symbol in part:
kstats[symbol].update(previous[symbol])
result.update(kstats)
return pd.DataFrame(result)
def get_quote(self, ticker):
if ticker in self.quotes:
return self.quotes[ticker]
else:
quote = iexfinance.Stock(ticker).get_quote()
self.quotes[ticker] = quote
return quote
def fetch(symbols):
charts = _ensure_dict(
iexfinance.Stock(symbols).get_chart(range=chart_range), symbols)
result = {}
for symbol, obj in charts.items():
df = pd.DataFrame(
obj,
columns=('date', 'open', 'high', 'low', 'close', 'volume'),
).set_index('date')
df.index = pd.to_datetime(df.index, utc=True)
result[symbol] = df
return result
def iex_charts(symbols):
partlen = 99
result = {}
for i in range(0, len(symbols), partlen):
charts = iexfinance.Stock(symbols[i:i+partlen]).get_chart(range='1m')
if type(charts) == list:
charts = {symbols[i]: charts}
for symbol, data in charts.items():
df = pd.DataFrame(data)
df.date = pd.to_datetime(df.date)
df.set_index('date', inplace=True)
df.index.names = ['epoch']
df.index = df.index.tz_localize('America/New_York')
result[symbol] = df
return result
def getOpenPrice(ticker):
'''
Returns the most recent open price of passed ticker
'''
return iex.Stock(ticker).get_open()
def getCurrentPrice(ticker):
'''
Returns the current price of passed ticker
'''
return iex.Stock(ticker).get_price()
import pandas as pd
import iexfinance as iex
from datetime import datetime
start = datetime(2017, 2, 9)
end = datetime(2017, 5, 24)
msft = iex.Stock("MSFT", output_format='json')
msftEarnings = msft.get_earnings()
msftFinance = msft.get_financials()
dfEarn = pd.DataFrame(msftEarnings)
dfFin = pd.DataFrame(msftFinance)
df = iex.get_historical_data("MSFT", start, end, output_format="pandas")
df
test = iex.StockReader.get_earnings.get_market_book("msft",
output_format="json")
import iexfinance
import pandas as pd
import datetime
all_symbols = [stock['symbol'] for stock in iexfinance.get_available_symbols()]
volumes = {}
data = iexfinance.get_historical_data('FB', datetime.datetime(2018, 4, 29),
datetime.datetime(2018, 4, 30))
volume = list(list(data.values())[0].values())[0]['volume']
iexfinance.Stock('FB')
for i in range(0, len(all_symbols), 99):
print('{}/{}'.format(i, len(all_symbols)))
stock = iexfinance.Stock(all_symbols[i:i + 99])
volumes.update(stock.get_volume())
volumes.update(
iexfinance.Stock(all_symbols[-(len(all_symbols) % 99):]).get_volume())
volumes = pd.Series(volumes)
volumes.sort_values(inplace=True, ascending=False)
volumes = volumes.iloc[:1000]
volumes.to_csv('out.csv')
def fetch(symbols):
return _ensure_dict(
getattr(iexfinance.Stock(symbols), method_name)(), symbols)
def get_past_prices(self):
### Fix ###
stk = iex.Stock(self.selectedStock).chart_table(range="1y")
return stk
def get_price(self):
stk = iex.Stock(self.selectedStock)
stk.get_open()
print(self.selectedStock)
return stk.get_price()
import iexfinance
import pandas as pd
import numpy as np
import datetime
uForm = pd.read_excel('Garrison Project.xlsm', 'User Form')
iForm = pd.read_excel('Garrison Project.xlsm', 'Companies by Industry')
userData = uForm['Response'].values
symbol = userData[1]
sector = userData[2]
industry = userData[3]
industryComp = iForm[industry].dropna(axis=0, how='all')
industryComp = industryComp.values
uData = iexfinance.Stock(symbol)
allUserData = uData.get_key_stats()
allUserData2 = uData.get_financials()[-1]
userCompanyData = {}
userCompanyData[symbol] = {}
userCompanyData[symbol]['Market Cap'] = allUserData['marketcap']
userCompanyData[symbol]['Beta'] = allUserData['beta']
userCompanyData[symbol]['Debt Equity Ratio'] = allUserData2[
'totalLiabilities'] / allUserData2['shareholderEquity']
userCompanyData[symbol]['PE Ratio'] = (allUserData['peRatioHigh'] +
allUserData['peRatioLow']) / 2
userCompanyData[symbol]['Price to Sales'] = allUserData['priceToSales']
userCompanyData[symbol]['Price to Book'] = allUserData['priceToBook']
userCompanyData[symbol]['Short Ratio'] = allUserData['shortRatio']
userCompanyData[symbol]['50 Day Moving Average'] = allUserData[
'day50MovingAvg']
userCompanyData[symbol]['200 Day Moving Average'] = allUserData[
def hist_prices(self, stock, end):
self.stock = stock.upper()
try:
self.stock_df = data.DataReader(self.stock, 'iex', self.start, end)
except:
print("ignore this stock 1---------------" + str(self.stock))
return True
self.row, col = self.stock_df.shape
if self.row < 100:
print("not enough data" + str(self.stock))
return True
if self.stock_df.index[self.row - 1] != str(end)[0:10]:
stock_quote = iex.Stock(self.stock)
try:
stock_pd = stock_quote.get_quote()
except:
print("ignore todays prices 2----------" + str(self.stock))
return True
stock_date = stock_pd['latestTime']
stock_date = str(parser.parse(stock_date))[0:10]
if stock_date == end:
stock_open = stock_pd['open']
stock_high = stock_pd['high']
stock_low = stock_pd['low']
stock_close = stock_pd['close']
stock_volume = stock_pd['latestVolume']
if stock_volume == None:
stock_volume = self.stock_df['volume'].mean()
print("here")
f_day = {
'open': [stock_open],
'high': [stock_high],
'low': [stock_low],
'close': [stock_close],
'volume': [stock_volume]
}
date_index = pd.date_range(stock_date, periods=1, freq='D')
f_day = pd.DataFrame(data=f_day, index=date_index)
f_day.index.name = 'date'
self.stock_df = self.stock_df.append(f_day.ix[0])
self.row, col = self.stock_df.shape
self.stock_df = self.stock_df.set_index(
pd.to_datetime(self.stock_df.index))
self.data_years = self.row - int(round(253 * self.pull_years, 0))
self.stock_df['date'] = self.stock_df.index.map(mdates.date2num)
self.stock_df['averaged_close'] = self.stock_df['close'].ewm(
span=4, adjust=False).mean()
# calculate MACD parameters
self.stock_df['ema26'] = self.stock_df['averaged_close'].ewm(
span=26, adjust=False).mean()
self.stock_df['ema12'] = self.stock_df['averaged_close'].ewm(
span=12, adjust=False).mean()
self.stock_df[
'daily_black'] = self.stock_df['ema12'] - self.stock_df['ema26']
self.stock_df['daily_red'] = self.stock_df['daily_black'].ewm(
span=18, adjust=False).mean()
self.stock_df['ema60'] = self.stock_df['averaged_close'].ewm(
span=60, adjust=False).mean()
self.stock_df['ema130'] = self.stock_df['averaged_close'].ewm(
span=130, adjust=False).mean()
self.stock_df[
'weekly_black'] = self.stock_df['ema60'] - self.stock_df['ema130']
self.stock_df['weekly_red'] = self.stock_df['weekly_black'].ewm(
span=45, adjust=False).mean()
#self.stock_df['weekly_black'] = self.stock_df['weekly_black'].ewm(span=5, adjust=False).mean()
env_percent = .04
self.stock_df['fit_env'] = 0
while self.stock_df['fit_env'].mean() <= .9:
self.stock_df['ema26_highenv'] = self.stock_df['ema26'] * (
1 + env_percent)
self.stock_df['ema26_lowenv'] = self.stock_df['ema26'] * (
1 - env_percent)
self.stock_df['fit_env'] = np.where(
(self.stock_df['ema26_highenv'] >= self.stock_df['high']) &
(self.stock_df['ema26_lowenv'] <= self.stock_df['low']), 1, 0)
env_percent += .005
pd.options.mode.chained_assignment = None
self.stock_df['obv_volume'] = 0
self.stock_df['obv_volume'][0] = self.stock_df['volume'][0]
for i in range(1, self.row):
if self.stock_df['close'][i] > self.stock_df['close'][i - 1]:
self.stock_df['obv_volume'][i] = self.stock_df['obv_volume'][
i - 1] + self.stock_df['volume'][i]
elif self.stock_df['close'][i] < self.stock_df['close'][i - 1]:
self.stock_df['obv_volume'][i] = self.stock_df['obv_volume'][
i - 1] - self.stock_df['volume'][i]
else:
self.stock_df['obv_volume'][i] = self.stock_df['obv_volume'][i
-
1]
self.stock_df['volume'] = self.stock_df['volume'] / self.stock_df[
'volume'].max()
self.stock_df['obv_volume'] = self.stock_df[
'obv_volume'] / self.stock_df['obv_volume'].max()
avg_volume = self.stock_df['volume'][self.row - 10:].mean()
self.stock_df['close_from_top_env'] = self.stock_df[
'ema26_highenv'] - self.stock_df['close']
if self.row > 5:
self.stock_df['weekly_black_deriv'] = np.gradient(
self.stock_df['weekly_black'])
self.stock_df['weekly_black_deriv'] = self.stock_df[
'weekly_black_deriv'] #.ewm(span=8, adjust=False).mean()
self.stock_df['weekly_black_deriv'] = self.stock_df[
'weekly_black_deriv']
self.stock_df['weekly_red_deriv'] = np.gradient(
self.stock_df['weekly_red'])
self.stock_df['weekly_red_deriv'] = self.stock_df[
'weekly_red_deriv'] #.ewm(span=8, adjust=False).mean()
self.stock_df['weekly_red_deriv'] = self.stock_df[
'weekly_red_deriv']
self.stock_df['decision'] = 0
self.stock_df['stock-name'] = stock
self.stock_df['performance'] = 0
self.short_stock_df = self.stock_df[self.data_years:]
self.short_norm_stock_df = self.stock_df[self.data_years:]
self.row, col = self.short_norm_stock_df.shape
self.short_norm_stock_df['open'] = self.short_norm_stock_df[
'open'] / self.short_norm_stock_df['open'].max()
self.short_norm_stock_df['high'] = self.short_norm_stock_df[
'high'] / self.short_norm_stock_df['high'].max()
self.short_norm_stock_df['low'] = self.short_norm_stock_df[
'low'] / self.short_norm_stock_df['low'].max()
self.short_norm_stock_df['close'] = self.short_norm_stock_df[
'close'] / self.short_norm_stock_df['close'].max()
self.short_norm_stock_df['averaged_close'] = self.short_norm_stock_df[
'averaged_close'] / self.short_norm_stock_df['averaged_close'].max(
)
self.short_norm_stock_df['ema26'] = self.short_norm_stock_df[
'close'].ewm(span=26, adjust=False).mean()
self.short_norm_stock_df['ema12'] = self.short_norm_stock_df[
'close'].ewm(span=12, adjust=False).mean()
daily_max = self.short_norm_stock_df['daily_black'].abs().max()
if daily_max < self.short_norm_stock_df['daily_red'].abs().max():
daily_max = self.short_norm_stock_df['daily_red'].abs().max()
self.short_norm_stock_df['daily_black'] = self.short_norm_stock_df[
'daily_black'] / daily_max
self.short_norm_stock_df[
'daily_red'] = self.short_norm_stock_df['daily_red'] / daily_max
self.short_norm_stock_df['ema60'] = self.short_norm_stock_df[
'close'].ewm(span=60, adjust=False).mean()
self.short_norm_stock_df['ema130'] = self.short_norm_stock_df[
'close'].ewm(span=130, adjust=False).mean()
weekly_max = self.short_norm_stock_df['weekly_black'].abs().max()
if weekly_max < self.short_norm_stock_df['weekly_red'].abs().max():
weekly_max = self.short_norm_stock_df['weekly_red'].abs().max()
self.short_norm_stock_df['weekly_black'] = self.short_norm_stock_df[
'weekly_black'] / weekly_max
self.short_norm_stock_df[
'weekly_red'] = self.short_norm_stock_df['weekly_red'] / weekly_max
env_percent = .04
self.short_norm_stock_df['fit_env'] = 0
while self.short_norm_stock_df['fit_env'].mean() <= .95:
self.short_norm_stock_df[
'ema26_highenv'] = self.short_norm_stock_df['ema26'] * (
1 + env_percent)
self.short_norm_stock_df[
'ema26_lowenv'] = self.short_norm_stock_df['ema26'] * (
1 - env_percent)
self.short_norm_stock_df['fit_env'] = np.where(
(self.short_norm_stock_df['ema26_highenv'] >=
self.short_norm_stock_df['high']) &
(self.short_norm_stock_df['ema26_lowenv'] <=
self.short_norm_stock_df['low']), 1, 0)
env_percent += .0005
pd.options.mode.chained_assignment = None
avg_volume = self.short_norm_stock_df['volume'][self.row - 10:].mean()
self.short_norm_stock_df[
'close_from_top_env'] = self.short_norm_stock_df[
'ema26_highenv'] - self.short_norm_stock_df['close']
if self.row > 5:
self.short_norm_stock_df['weekly_black_deriv'] = np.gradient(
self.short_norm_stock_df['weekly_black'])
self.short_norm_stock_df['weekly_red_deriv'] = np.gradient(
self.short_norm_stock_df['weekly_red'])
self.short_norm_stock_df[
'weekly_black_double_deriv'] = np.gradient(
self.short_norm_stock_df['weekly_black_deriv'])
self.short_norm_stock_df[
'weekly_black_deriv'] = self.short_norm_stock_df[
'weekly_black_deriv'].ewm(span=6, adjust=False).mean()
#self.short_norm_stock_df['weekly_black_deriv'] = self.short_norm_stock_df['weekly_black_deriv'].rolling(window=5).mean()
#self.short_norm_stock_df['weekly_red_deriv'] = self.short_norm_stock_df['weekly_red_deriv'].ewm(span=2, adjust=False).mean()
weekly_slope_max = self.short_norm_stock_df[
'weekly_black_deriv'].abs().max()
if weekly_slope_max < self.short_norm_stock_df[
'weekly_red_deriv'].abs().max():
weekly_slope_max = self.short_norm_stock_df[
'weekly_red_deriv'].abs().max()
self.short_norm_stock_df[
'weekly_black_deriv'] = self.short_norm_stock_df[
'weekly_black_deriv'] / weekly_slope_max
self.short_norm_stock_df[
'weekly_red_deriv'] = self.short_norm_stock_df[
'weekly_red_deriv'] / weekly_slope_max
self.short_norm_stock_df[
'weekly_slope_histogram'] = self.short_norm_stock_df[
'weekly_black_deriv'] - self.short_norm_stock_df[
'weekly_red_deriv']
self.short_norm_stock_df[
'weekly_black_double_deriv'] = self.short_norm_stock_df[
'weekly_black_double_deriv'] / self.short_norm_stock_df[
'weekly_black_double_deriv'].abs().max()
self.short_norm_stock_df[
'weekly_black_double_deriv'] = self.short_norm_stock_df[
'weekly_black_double_deriv'].ewm(span=6,
adjust=False).mean()
#self.short_norm_stock_df['weekly_red_double_deriv'] = np.gradient(self.short_norm_stock_df['weekly_red_deriv'])
return False
