def range_volatility(ticker, components):
# Parse and check: find components matching dates, ensure start and end are present, ensure dates are valid
today, dates = current_date(), []
for each in components:
if PATTERNS['valid_date'].match(each):
dates.append(each)
if len(dates)!=2:
return {"message": Response.vol_required_dates(ticker)}
for each in dates:
if each > today:
return {"message": Response.invalid_date(each)}
try:
date = datetime.datetime.strptime(each, '%Y-%m-%d')
except ValueError:
return {"message": Response.invalid_date(each)}
# Volatility Calculation
dates = sorted(dates)
start, end = dates[0], dates[1]
try:
quotes = data.DataReader(ticker, 'google')['Close'].loc[start:end]
if len(quotes) < 10:
return {"message": Response.vol_range_size(ticker)}
except Exception:
return {"message": Response.data_notfound(ticker)}
logreturns = np.log(quotes / quotes.shift(1))
vol = round(np.sqrt(252*logreturns.var()), 5)
return {"message" : Response.range_vol(ticker, start, end, vol)}
def name_exchange(ticker, components):
exchanges = {"NMS": "NASDAQ", "NGM": "NASDAQ", "NYQ":"NYSE"}
try:
info = data.get_components_yahoo(ticker)
except Exception:
return {"message": Response.data_notfound(ticker)}
name, symbol = info['name'][0], info['exchange'][0]
exchange = exchanges.get(symbol)
if not exchange:
exchange = symbol
return {"message": Response.name_exchange_response(ticker, name, exchange)}
def trailing_volatility(ticker, components):
days=None
for each in components:
if PATTERNS['tvol'].match(each):
days = int(each)
break
if days==None:
return {"message": Response.trailing_days(ticker)}
try:
quotes = data.DataReader(ticker, 'google')['Close'][-days:]
except Exception:
return {"message": Response.data_notfound(ticker)}
logreturns = np.log(quotes / quotes.shift(1))
vol = round(np.sqrt(252*logreturns.var()), 5)
return {"message" : Response.trailing_vol(days, ticker, vol)}
def historical_data(ticker, components):
# Prices adjusted for splits
today, dates = current_date(), []
for each in components:
if PATTERNS['valid_date'].match(each):
dates.append(each)
if not dates:
return {"message": Response.missing_dates(ticker)}
# Validate dates
for each in dates:
if each > today:
return {"message": Response.invalid_date(each)}
try:
date = datetime.datetime.strptime(each, '%Y-%m-%d')
except ValueError:
return {"message": Response.invalid_date(each)}
# Validate ticker and fetch data
try:
quotes = data.get_data_google(ticker)
except Exception:
return {"message": Response.data_notfound(ticker)}
# Return price data for one day
if len(dates)==1:
date = dates[0]
try:
quote = quotes.loc[date]
except KeyError:
return {"message": Response.no_data_for_date(date)}
return {"message": Response.historical_price(
ticker, date, quote['Open'], quote['High'], quote['Low'], quote['Close'], int(quote['Volume']))}
# If 2 dates are entered, returned the range during the given period
elif len(dates)==2:
dates = sorted(dates)
start, end = dates[0], dates[1]
quotes = quotes.loc[start:end]
high = round(quotes['High'].max(),2)
low = round(quotes['Low'].min(),2)
return {"message": Response.historical_range(ticker, start, end, high, low)}
else:
return {"message": Response.too_many_dates(ticker)}
def actions(ticker, components):
# Splits are quoted as decimals - convert to fraction ('7 for 1' vs .142857)
def split_ratio(dec):
frac = Fraction.from_float(dec).limit_denominator(10)
num, denom = frac.numerator, frac.denominator
return "{} for {}".format(denom, num)
try:
actions = data.get_data_yahoo_actions(ticker)
except Exception:
return {"message": Response.data_notfound(ticker)}
if len(actions)==0:
return {"message": Response.no_actions(ticker)}
actions.ix[actions.action=="SPLIT", 'value'] = actions.value.map(lambda x: split_ratio(x))
actions['action'] = actions.action.map(lambda x: x.lower())
actions.index = actions.index.map(lambda x: datetime.date(x.year, x.month, x.day).strftime('%Y-%m-%d'))
actions.iloc[::-1]
# Build message from DataFrame
message = Response.list_actions(ticker)
for date, action, value in zip(actions.index, actions.action, actions.value):
message += ("\n{} - {} `{}`".format(date, action, value))
return {"message": message}
