def main():
API_key=""
quandl.save_key(API_key) #API KEY
#print(quandl.ApiConfig.api_key)
start_date_str= "2001-12-31"
end_date_str= "2018-12-31"
start_date= datetime.date.fromisoformat(start_date_str)
end_date= datetime.date.fromisoformat(end_date_str)
register_matplotlib_converters()
data1= []
data1.append(get_data(start_date, end_date, "EOD/GOOGL")) #Google
data1.append(get_data(start_date, end_date, "EOD/AAPL")) #Apple
data1.append(get_data(start_date, end_date, "EOD/MSFT")) #Microsoft
keys1= inter_3keys(data1[0].index.tolist(),data1[1].index.tolist(),data1[2].index.tolist())
av1= average(data1, keys1)
data2= []
data2.append(get_data(start_date, end_date, "EOD/TM"))
data2.append(get_data(start_date, end_date, "EOD/GM"))
data2.append(get_data(start_date, end_date, "EOD/F"))
keys2= inter_3keys(data2[0].index.tolist(),data2[1].index.tolist(),data2[2].index.tolist())
av2= average(data2, keys2)
inter= {}
interkeys= []
with open('INTDSRUSM193N.csv', 'r') as csvFile:
reader = csv.reader(csvFile)
for row in reader:
if row[0]!="DATE":
key= pd.Timestamp(row[0])
inter[key]= float(row[1])
interkeys.append(key)
keyx1= inter_2keys(interkeys, keys1)
keyx2= inter_2keys(interkeys, keys2)
interest1= [ (av1["Close"][key] - av1["Open"][keyx1[0]])/av1["Open"][keyx1[0]] for key in keyx1]
interest2= [ (av2["Close"][key] - av2["Open"][keyx2[0]])/av2["Open"][keyx2[0]] for key in keyx2]
# plt.plot(keys1, interest1, keys2, interest2)
# plt.show()
# print(keyx)
df1= pd.DataFrame({"x": interest1, "y": [ inter[key] for key in keyx1]})
mod1 = smf.ols('y ~ x', data=df1)
res1 = mod1.fit()
print(res1.summary())
df2= pd.DataFrame({"x": interest2, "y": [ inter[key] for key in keyx2]})
mod2 = smf.ols('y ~ x', data=df2)
res2 = mod2.fit()
print(res2.summary())
def check_api_keys():
"""Check api keys and if they are supplied"""
key_dict = {}
if cfg.API_KEY_ALPHAVANTAGE == "REPLACE_ME": # pragma: allowlist secret
key_dict["ALPHA_VANTAGE"] = "Not defined"
else:
df = TimeSeries(
key=cfg.API_KEY_ALPHAVANTAGE, output_format="pandas"
).get_intraday(symbol="AAPL")
if df[0].empty:
key_dict["ALPHA_VANTAGE"] = "defined, test failed"
else:
key_dict["ALPHA_VANTAGE"] = "defined, test passed"
if cfg.API_KEY_FINANCIALMODELINGPREP == "REPLACE_ME": # pragma: allowlist secret
key_dict["FINANCIAL_MODELING_PREP"] = "Not defined"
else:
r = requests.get(
f"https://financialmodelingprep.com/api/v3/profile/AAPL?apikey={cfg.API_KEY_FINANCIALMODELINGPREP}"
)
if r.status_code in [403, 401]:
key_dict["FINANCIAL_MODELING_PREP"] = "defined, test failed"
elif r.status_code == 200:
key_dict["FINANCIAL_MODELING_PREP"] = "defined, test passed"
else:
key_dict["FINANCIAL_MODELING_PREP"] = "defined, test inconclusive"
if cfg.API_KEY_QUANDL == "REPLACE_ME": # pragma: allowlist secret
key_dict["QUANDL"] = "Not defined"
else:
try:
quandl.save_key(cfg.API_KEY_QUANDL)
quandl.get_table(
"ZACKS/FC",
paginate=True,
ticker=["AAPL", "MSFT"],
per_end_date={"gte": "2015-01-01"},
qopts={"columns": ["ticker", "per_end_date"]},
)
key_dict["QUANDL"] = "defined, test passed"
except quandl.errors.quandl_error.ForbiddenError:
key_dict["QUANDL"] = "defined, test failed"
if cfg.API_POLYGON_KEY == "REPLACE_ME":
key_dict["POLYGON"] = "Not defined"
else:
r = requests.get(
f"https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2020-06-01/2020-06-17?apiKey={cfg.API_POLYGON_KEY}"
)
if r.status_code in [403, 401]:
key_dict["POLYGON"] = "defined, test failed"
elif r.status_code == 200:
key_dict["POLYGON"] = "defined, test passed"
else:
key_dict["POLYGON"] = "defined, test inconclusive"
if cfg.API_FRED_KEY == "REPLACE_ME":
key_dict["FRED"] = "Not defined"
else:
r = requests.get(
f"https://api.stlouisfed.org/fred/series?series_id=GNPCA&api_key={cfg.API_FRED_KEY}"
)
if r.status_code in [403, 401, 400]:
key_dict["FRED"] = "defined, test failed"
elif r.status_code == 200:
key_dict["FRED"] = "defined, test passed"
else:
key_dict["FRED"] = "defined, test inconclusive"
if cfg.API_NEWS_TOKEN == "REPLACE_ME":
key_dict["NEWSAPI"] = "Not defined"
else:
r = requests.get(
f"https://newsapi.org/v2/everything?q=keyword&apiKey={cfg.API_NEWS_TOKEN}"
)
if r.status_code in [401, 403]:
key_dict["NEWSAPI"] = "defined, test failed"
elif r.status_code == 200:
key_dict["NEWSAPI"] = "defined, test passed"
else:
key_dict["NEWSAPI"] = "defined, test inconclusive"
if cfg.TRADIER_TOKEN == "REPLACE_ME":
key_dict["TRADIER"] = "Not defined"
else:
r = requests.get(
"https://sandbox.tradier.com/v1/markets/quotes",
params={"symbols": "AAPL"},
headers={
"Authorization": f"Bearer {cfg.TRADIER_TOKEN}",
"Accept": "application/json",
},
)
if r.status_code in [401, 403]:
key_dict["TRADIER"] = "defined, test failed"
elif r.status_code == 200:
key_dict["TRADIER"] = "defined, test passed"
else:
key_dict["TRADIER"] = "defined, test inconclusive"
if cfg.API_CMC_KEY == "REPLACE_ME":
key_dict["COINMARKETCAP"] = "Not defined"
else:
cmc = CoinMarketCapAPI(cfg.API_CMC_KEY)
try:
cmc.exchange_info()
key_dict["COINMARKETCAP"] = "defined, test passed"
except CoinMarketCapAPIError:
key_dict["COINMARKETCAP"] = "defined, test failed"
if cfg.API_FINNHUB_KEY == "REPLACE_ME":
key_dict["FINNHUB"] = "Not defined"
else:
r = r = requests.get(
f"https://finnhub.io/api/v1/quote?symbol=AAPL&token={cfg.API_FINNHUB_KEY}"
)
if r.status_code in [403, 401, 400]:
key_dict["FINNHUB"] = "defined, test failed"
elif r.status_code == 200:
key_dict["FINNHUB"] = "defined, test passed"
else:
key_dict["FINNHUB"] = "defined, test inconclusive"
if cfg.API_IEX_TOKEN == "REPLACE_ME":
key_dict["IEXCLOUD"] = "Not defined"
else:
try:
pyEX.Client(api_token=cfg.API_IEX_TOKEN, version="v1")
key_dict["IEXCLOUD"] = "defined, test passed"
except PyEXception:
key_dict["IEXCLOUD"] = "defined, test failed"
# Reddit
reddit_keys = [
cfg.API_REDDIT_CLIENT_ID,
cfg.API_REDDIT_CLIENT_SECRET,
cfg.API_REDDIT_USERNAME,
cfg.API_REDDIT_PASSWORD,
cfg.API_REDDIT_USER_AGENT,
]
if "REPLACE_ME" in reddit_keys:
key_dict["REDDIT"] = "Not defined"
else:
praw_api = praw.Reddit(
client_id=cfg.API_REDDIT_CLIENT_ID,
client_secret=cfg.API_REDDIT_CLIENT_SECRET,
username=cfg.API_REDDIT_USERNAME,
user_agent=cfg.API_REDDIT_USER_AGENT,
password=cfg.API_REDDIT_PASSWORD,
)
try:
praw_api.user.me()
key_dict["REDDIT"] = "defined, test passed"
except ResponseException:
key_dict["REDDIT"] = "defined, test failed"
# Twitter keys
twitter_keys = [
cfg.API_TWITTER_KEY,
cfg.API_TWITTER_SECRET_KEY,
cfg.API_TWITTER_BEARER_TOKEN,
]
if "REPLACE_ME" in twitter_keys:
key_dict["TWITTER"] = "Not defined"
else:
params = {
"query": "(\\$AAPL) (lang:en)",
"max_results": "10",
"tweet.fields": "created_at,lang",
}
r = requests.get(
"https://api.twitter.com/2/tweets/search/recent",
params=params, # type: ignore
headers={"authorization": "Bearer " + cfg.API_TWITTER_BEARER_TOKEN},
)
if r.status_code == 200:
key_dict["TWITTER"] = "defined, test passed"
elif r.status_code in [401, 403]:
key_dict["TWITTER"] = "defined, test failed"
else:
key_dict["TWITTER"] = "defined, test inconclusive"
# Robinhood keys
rh_keys = [cfg.RH_USERNAME, cfg.RH_PASSWORD]
if "REPLACE_ME" in rh_keys:
key_dict["ROBINHOOD"] = "Not defined"
else:
key_dict["ROBINHOOD"] = "defined, not tested"
# Degiro keys
dg_keys = [cfg.DG_USERNAME, cfg.DG_PASSWORD, cfg.DG_TOTP_SECRET]
if "REPLACE_ME" in dg_keys:
key_dict["DEGIRO"] = "Not defined"
else:
key_dict["DEGIRO"] = "defined, not tested"
# OANDA keys
oanda_keys = [cfg.OANDA_TOKEN, cfg.OANDA_ACCOUNT]
if "REPLACE_ME" in oanda_keys:
key_dict["OANDA"] = "Not defined"
else:
key_dict["OANDA"] = "defined, not tested"
# Binance keys
bn_keys = [cfg.API_BINANCE_KEY, cfg.API_BINANCE_SECRET]
if "REPLACE_ME" in bn_keys:
key_dict["BINANCE"] = "Not defined"
else:
key_dict["BINANCE"] = "defined, not tested"
# SentimentInvestor keys
si_keys = [cfg.API_SENTIMENTINVESTOR_KEY, cfg.API_SENTIMENTINVESTOR_TOKEN]
if "REPLACE_ME" in si_keys:
key_dict["SENTIMENT_INVESTOR"] = "Not defined"
else:
account = requests.get(
f"https://api.sentimentinvestor.com/v4/account"
f"?token={cfg.API_SENTIMENTINVESTOR_TOKEN}&key={cfg.API_SENTIMENTINVESTOR_KEY}"
)
if account.ok and account.json().get("success", False):
key_dict["SENTIMENT_INVESTOR"] = "Defined, test passed"
else:
key_dict["SENTIMENT_INVESTOR"] = "Defined, test unsuccessful"
print(
tabulate(
pd.DataFrame(key_dict.items()),
showindex=False,
headers=[],
tablefmt="fancy_grid",
),
"\n",
)
import argparse
parser = argparse.ArgumentParser(description='Saving Key to ARGS Parser')
parser.add_argument('--key', dest='key',
help='Enter you key here')
args = parser.parse_args()
import quandl
import os
home_path = os.getcwd()
quandl.save_key(args.key, filename=home_path+"/key/userkey")
print(quandl.ApiConfig.api_key)
import quandl
import pickle
import time
import pandas as pd
# quandl.ApiConfig.api_key = 'j2QGEgPyPhe-dGsNNtzE'
quandl.ApiConfig.api_version = '2015-04-09'
quandl.save_key("j2QGEgPyPhe-dGsNNtzE")
print(quandl.ApiConfig.api_key)
metadata = pd.read_csv("data/futures/CHRIS_metadata.csv")
codes = metadata['code'].tolist()
print(len(codes))
counter = 0
for code in codes:
if counter % 300 == 0 and counter != 0:
time.sleep(60)
futures = quandl.get("CHRIS/" + code)
futures.to_csv("data/futures/" + code + ".csv")
print("finished ", code)
counter += 1
# print("CHRIS/" + codes[2])
# futures = quandl.get("CHRIS/" + codes[2])
# futures = quandl.get("CHRIS/" + "CME_EM1")
# print(futures)
# pickle.dump(futures, open("data/fx_empirical_asset_pricing_via_ml/futures.pkl", "wb"))
## ## ## ##
update=1
os.makedirs('Qian',exist_ok=True)
if update:
quandl.save_key('w8WdHsCDd6zBPE-G2Pba')
QuandlGet()
QuandlProcess()
YahooGet()
YahooProcess()
DataMerge()
# MergeAll([]) # ['cpi','gold','misery','brent','wti','silver','spx','usd','unemployment','inflation']
