def scrape(self,symbol,start_date,end_date): if ohlc.query.filter(ohlc.symbol==symbol).count() == 0: link = self.first_part + symbol + self.full +self.last_part else: link = self.first_part + symbol + self.last_part r = requests.get(link) av_stock_json = r.json() s=stock.query.filter_by(symbol=symbol).first() try: # print datetime.datetime(int(i[0:4]),int(i[5:7]),int(i[8:10])) for i in av_stock_json['Time Series (Daily)']: o = ohlc(oCode=symbol+str(i) , symbol = symbol , Date=datetime.datetime(int(i[0:4]),int(i[5:7]),int(i[8:10])) , Open = av_stock_json['Time Series (Daily)'][i]['1. open'] , High = av_stock_json['Time Series (Daily)'][i]['2. high'] , Low = av_stock_json['Time Series (Daily)'][i]['3. low'] , Close = av_stock_json['Time Series (Daily)'][i]['4. close'] , Volume =av_stock_json['Time Series (Daily)'][i]['6. volume'] , AdjClose = av_stock_json['Time Series (Daily)'][i]['5. adjusted close'] , stock_symbol = s) db.session.add(o) db.session.commit() except Exception,e: db.session.rollback() print str(e) s.exists_av = False db.session.add(s) db.session.commit() return False
def scrape_date_range(self, symbol, start_date, end_date):
link = self.first_part + symbol + self.mid_part + start_date + self.mid_part2 + end_date + self.last_part
r = requests.get(link)
quandl_stock_json = r.json()
s = stock.query.filter_by(symbol=symbol).first()
try:
data = quandl_stock_json['dataset_data']['data']
for i in range(0, len(data)):
o = ohlc(oCode=symbol + str(data[i][0]),
symbol=symbol,
Date=datetime.datetime(int(data[i][0][0:4]),
int(data[i][0][5:7]),
int(data[i][0][8:10])),
Open=data[i][1],
High=data[i][2],
Low=data[i][3],
Close=data[i][4],
Volume=data[i][5],
AdjClose=data[i][11],
stock_symbol=s)
db.session.add(o)
try:
db.session.commit()
s.exists_quandl = True
except Exception, e:
db.session.rollback()
print str(e)
pass
except Exception, e:
print str(e)
s.exists_quandl = False
print("stock doesn't exist with quandl")
return False
)
av_stock_json = r.json()
symbol = av_stock_json['Meta Data']['2. Symbol']
d = datetime.datetime(int(2017), int(11), int(01))
s = stock(symbol=symbol, maxDate=d, minDate=d)
db.session.add(s)
db.session.commit()
for i in av_stock_json['Time Series (Daily)']:
print i
o = ohlc(
oCode=symbol + str(i),
symbol=symbol,
Date=datetime.datetime(int(i[0:4]), int(i[5:7]), int(i[8:10])),
Open=av_stock_json['Time Series (Daily)'][i]['1. open'],
High=av_stock_json['Time Series (Daily)'][i]['2. high'],
Low=av_stock_json['Time Series (Daily)'][i]['3. low'],
Close=av_stock_json['Time Series (Daily)'][i]['4. close'],
Volume=av_stock_json['Time Series (Daily)'][i]['6. volume'],
AdjClose=av_stock_json['Time Series (Daily)'][i]['5. adjusted close'],
stock_symbol=s)
db.session.add(o)
db.session.commit()
print av_stock_json['Time Series (Daily)'][i]['1. open']
print av_stock_json['Time Series (Daily)'][i]['2. high']
print av_stock_json['Time Series (Daily)'][i]['3. low']
print av_stock_json['Time Series (Daily)'][i]['4. close']
print av_stock_json['Time Series (Daily)'][i]['5. adjusted close']
print av_stock_json['Time Series (Daily)'][i]['6. volume']