def get_zacks_target_price_cnt(ticker: str, start_date: datetime,
end_date: datetime):
"""
retrieves the 'zacks_target_price_cnt' data point for the supplied date
range. see the '_get_company_historical_data()' pydoc for specific information
or parameters, return types and exceptions.
"""
return _aggregate_by_year_month(
_get_company_historical_data(ticker,
intrinio_util.date_to_string(start_date),
intrinio_util.date_to_string(end_date),
'zacks_target_price_cnt'))
def get_sma_indicator(ticker: str, start_date: datetime, end_date: datetime,
period_days: int):
'''
Returns a dictionary of SMA (simple moving average) indicators given a
ticker symbol, a date range and the period.
Currently only returns one page of 100 results
Parameters
----------
ticker : str
Ticker Symbol
start_date : object
The beginning price date as python date object
end_date : object
The end price date as python date object
period_days: int
The number of price days included in this average
Returns
-----------
a dictionary of date->price like this
{
"2020-05-29": 282.51779999999997,
"2020-05-28": 281.09239999999994,
"2020-05-27": 279.7845999999999,
"2020-05-26": 278.26659999999987,
"2020-05-22": 277.4913999999999,
"2020-05-21": 276.07819999999987,
"2020-05-20": 275.2497999999999
}
'''
start_date_str = intrinio_util.date_to_string(start_date).replace(
'-', '').replace('-', '')
end_date_str = intrinio_util.date_to_string(end_date).replace('-',
'').replace(
'-', '')
sma_dict = {}
cache_key = "%s-%s-%s-%s-%d-%s" % (INTRINIO_CACHE_PREFIX, ticker,
start_date_str, end_date_str,
period_days, "tech-sma")
api_response = cache.read(cache_key)
if api_response is None:
try:
api_response = SECURITY_API.get_security_price_technicals_sma(
ticker,
period=period_days,
price_key='close',
start_date=start_date,
end_date=end_date,
page_size=100)
cache.write(cache_key, api_response)
except ApiException as ae:
raise DataError(
"API Error while reading SMA indicator from Intrinio Security API: ('%s', %s - %s (%d))"
% (ticker, start_date_str, end_date_str, period_days), ae)
except Exception as e:
raise ValidationError(
"Unknown Error while reading SMA indicator from Intrinio Security API: ('%s', %s - %s (%d))"
% (ticker, start_date_str, end_date_str, period_days), e)
sma_list = api_response.technicals
if len(sma_list) == 0:
raise DataError(
"No SMA indicators returned from Intrinio Security API: ('%s', %s - %s (%d))"
% (ticker, start_date_str, end_date_str, period_days), None)
for sma in sma_list:
sma_dict[intrinio_util.date_to_string(sma.date_time)] = sma.sma
return sma_dict
def get_macd_indicator(ticker: str, start_date: datetime, end_date: datetime,
fast_period: int, slow_period: int, signal_period: int):
'''
Returns a dictionary of MACD indicators given a ticker symbol,
a date range and necessary MACD parameters.
Currently only returns one page of 100 results
Parameters
----------
ticker : str
Ticker Symbol
start_date : object
The beginning price date as python date object
end_date : object
The end price date as python date object
fast_period: int
the MACD fast period parameter
slow_perdiod: int
the MACD slow period parameter
signal_period:
the MACD signal period parameter
Returns
-----------
a dictionary of date->price like this
{
"2020-05-29": {
"macd_histogram": -0.5565262759342229,
"macd_line": 9.361568685377279,
"signal_line": 9.918094961311501
},
"2020-05-28": {
"macd_histogram": -0.3259226480613542,
"macd_line": 9.731303882233703,
"signal_line": 10.057226530295058
}
}
'''
start_date_str = intrinio_util.date_to_string(start_date).replace(
'-', '').replace('-', '')
end_date_str = intrinio_util.date_to_string(end_date).replace('-',
'').replace(
'-', '')
macd_dict = {}
cache_key = "%s-%s-%s-%s-%d.%d.%d-%s" % (
INTRINIO_CACHE_PREFIX, ticker, start_date_str, end_date_str,
fast_period, slow_period, signal_period, "tech-macd")
api_response = cache.read(cache_key)
if api_response is None:
try:
api_response = SECURITY_API.get_security_price_technicals_macd(
ticker,
fast_period=fast_period,
slow_period=slow_period,
signal_period=signal_period,
price_key='close',
start_date=start_date,
end_date=end_date,
page_size=100)
cache.write(cache_key, api_response)
except ApiException as ae:
raise DataError(
"API Error while reading MACD indicator from Intrinio Security API: ('%s', %s - %s (%d, %d, %d))"
% (ticker, start_date_str, end_date_str, fast_period,
slow_period, signal_period), ae)
except Exception as e:
raise ValidationError(
"Unknown Error while reading MACD indicator from Intrinio Security API: ('%s', %s - %s (%d, %d, %d))"
% (ticker, start_date_str, end_date_str, fast_period,
slow_period, signal_period), e)
macd_list = api_response.technicals
if len(macd_list) == 0:
raise DataError(
"No MACD indicators returned from Intrinio Security API: ('%s', %s - %s (%d, %d, %d))"
% (ticker, start_date_str, end_date_str, fast_period, slow_period,
signal_period), None)
for macd in macd_list:
macd_dict[intrinio_util.date_to_string(macd.date_time)] = {
"macd_histogram": macd.macd_histogram,
"macd_line": macd.macd_line,
"signal_line": macd.signal_line
}
return macd_dict
def get_daily_stock_close_prices(ticker: str, start_date: datetime,
end_date: datetime):
'''
Returns a list of historical daily stock prices given a ticker symbol and
a range of dates. Currently only returns one page of 100 results
Parameters
----------
ticker : str
Ticker Symbol
start_date : object
The beginning price date as python date object
end_date : object
The end price date as python date object
Returns
-----------
a dictionary of date->price like this
{
'2019-10-01': 100,
'2019-10-02': 101,
'2019-10-03': 102,
'2019-10-04': 103,
}
'''
start_date_str = intrinio_util.date_to_string(start_date).replace('-', '')
end_date_str = intrinio_util.date_to_string(end_date).replace('-', '')
price_dict = {}
cache_key = "%s-%s-%s-%s-%s" % (INTRINIO_CACHE_PREFIX, ticker,
start_date_str, end_date_str,
"closing-prices")
api_response = cache.read(cache_key)
if api_response is None:
try:
api_response = SECURITY_API.get_security_stock_prices(
ticker,
start_date=start_date_str,
end_date=end_date_str,
frequency='daily',
page_size=100)
cache.write(cache_key, api_response)
except ApiException as ae:
raise DataError(
"API Error while reading price data from Intrinio Security API: ('%s', %s - %s)"
% (ticker, start_date_str, end_date_str), ae)
except Exception as e:
raise ValidationError(
"Unknown Error while reading price data from Intrinio Security API: ('%s', %s - %s)"
% (ticker, start_date_str, end_date_str), e)
price_list = api_response.stock_prices
if len(price_list) == 0:
raise DataError(
"No prices returned from Intrinio Security API: ('%s', %s - %s)" %
(ticker, start_date_str, end_date_str), None)
for price in price_list:
price_dict[intrinio_util.date_to_string(price.date)] = price.close
return price_dict