def get_pricing_data(td: ameritrade.AmeritradeAPI, symbol: str):
"""Fetch and format the pricing data."""
hist = td.GetPriceHistory(symbol=symbol,
frequency=1,
frequencyType='daily',
period=2,
periodType='year')
if not isinstance(hist, dict) or hist['empty']:
return
buf = io.StringIO()
pr = functools.partial(print, file=buf)
pr("var data = [")
for candle in hist['candles']:
time = datetime.datetime.fromtimestamp(candle['datetime'] / 1000)
year = time.year
month = time.month
day = time.day
open = candle['open']
close = candle['close']
high = candle['high']
low = candle['low']
pr(f"{{ time: {{year: {year}, month: {month}, day: {day} }}, "
f"open: {open}, high: {high}, low: {low}, close: {close} }},")
pr("];")
return buf.getvalue()
def GetMainAccount(api: td.AmeritradeAPI, acctype: Optional[str]=None) -> str:
"""Returns the largest account of a particular type."""
matching_accounts = []
for acc in api.GetAccounts():
for accname, accvalue in acc.items():
if acctype and accvalue['type'] != acctype:
continue
liq_value = accvalue['currentBalances']['liquidationValue']
matching_accounts.append((liq_value, accvalue['accountId']))
if not matching_accounts:
raise ValueError("No matching accounts.")
return next(iter(sorted(matching_accounts, reverse=True)))[1]
def GetReturns(api: AmeritradeAPI, symbol: str,
periodType: str) -> Tuple[Array, Array]:
"""Get a series of returns for a particular period type."""
if periodType == 'daily1yr':
kwargs = dict(period=1,
periodType='year',
frequency=1,
frequencyType='daily')
elif periodType == 'weekly3yr':
kwargs = dict(period=3,
periodType='year',
frequency=1,
frequencyType='weekly')
elif periodType == 'monthly3yr':
kwargs = dict(period=3,
periodType='year',
frequency=1,
frequencyType='monthly')
elif periodType == 'experimental':
# Just searching around for parameters that would reproduce one of the
# four betas found in the UI.
kwargs = dict(period=3,
periodType='year',
frequency=1,
frequencyType='weekly')
elif periodType == 'recent':
kwargs = dict(period=5,
periodType='day',
frequency=1,
frequencyType='minute')
else:
raise ValueError("Invalid periodType: {}".format(periodType))
hist = api.GetPriceHistory(symbol=symbol, **kwargs)
if 'candles' not in hist:
print(hist, symbol, kwargs)
candles = hist.candles
time = numpy.fromiter((bar.datetime for bar in candles), dtype=int)
open = numpy.fromiter((bar.open for bar in candles), dtype=float)
close = numpy.fromiter((bar.close for bar in candles), dtype=float)
time = time[1:]
returns = (close[1:] - close[:-1]) / close[:-1]
#returns2 = (close - open) / open
return time, returns
def GetPositions(api: td.AmeritradeAPI, account_id: str) -> Any:
"""Fetch the account if of the main account. Return JSON."""
account = api.GetAccount(accountId=account_id, fields='positions')
acc = next(iter(account.items()))[1]
return acc['positions']
def GetBeta(api: AmeritradeAPI, symbol: str) -> float:
"""Get beta provided by portfolio fundamentals."""
inst = api.SearchInstruments(symbol=symbol, projection='fundamental')
value = next(iter(inst.values()))
return value.fundamental.beta