def robinbot(buy, sell):
totp = pyotp.TOTP(config.robin_totp).now()
print("Current OTP: ", totp)
login = robin_stocks.login(config.robin_user, config.robin_pwd, mfa_code=totp)
holdings = robin_stocks.get_open_stock_positions()
print(buy)
print(sell)
for stock in sell:
stock = stock.strip()
if stock in holdings:
quantity = holdings[stock]["quantity"]
robin_stocks.order_sell_fractional_by_quantity(stock, quantity, 'gfd')
acc = robin_stocks.load_account_profile()
print(acc)
bp = acc["portfolio_cash"]
print(bp)
bp = float(bp)
if bp > 0:
bpps = bp/len(buy)
print(bpps)
for stock in buy:
order = robin_stocks.order_buy_fractional_by_price(stock, bpps, 'gfd')
print(order)
else:
print("not enough buying power")
robin_stocks.logout()
def get_current_positions(self):
data = r.get_open_stock_positions()
holdings = list()
for item in data:
item['symbol'] = r.get_symbol_by_url(item['instrument'])
# Returns current_price object for a give symbol
helperFunction = Helpers(item['symbol'])
currentData = helperFunction.currentPrices()
current_equity = float(item['quantity']) * float(
currentData['ask_price'])
price_paid = float(item['quantity']) * float(
item['average_buy_price'])
singleHolding = {
"symbol": item['symbol'],
"quantity": item['quantity'],
"current_price": currentData['ask_price'],
"average_buy_price": item['average_buy_price'],
"price_paid": round(price_paid, 2),
"current_equity": round(current_equity, 2),
"profit": round(float(current_equity) - float(price_paid), 2)
}
holdings.append(singleHolding)
return holdings
def get_modified_holdings():
"""Retrieves same dictionary as with robin.build_holdings but includes
information when the stock was purchased
- useful for the read_trade_history() method in tradingstats.py """
holdings = robin.build_holdings()
holdings_data = robin.get_open_stock_positions()
for symbol, dict in holdings.items():
bought_at = get_position_creation_date(symbol, holdings_data)
bought_at = str(pd.to_datetime(bought_at))
holdings[symbol].update({'bought_at': bought_at})
return holdings
def get_portfolio_symbols():
"""
Returns: the symbol for each stock in your portfolio as a list of strings
"""
symbols = []
holdings_data = r.get_open_stock_positions()
for item in holdings_data:
if not item:
continue
instrument_data = r.get_instrument_by_url(item.get('instrument'))
symbol = instrument_data['symbol']
symbols.append(symbol)
return symbols
def get_modified_holdings():
""" Retrieves the same dictionary as r.build_holdings, but includes data about
when the stock was purchased, which is useful for the read_trade_history() method
in tradingstats.py
Returns:
the same dict from r.build_holdings, but with an extra key-value pair for each
position you have, which is 'bought_at': (the time the stock was purchased)
"""
holdings = r.build_holdings()
holdings_data = r.get_open_stock_positions()
for symbol, dict in holdings.items():
bought_at = get_position_creation_date(symbol, holdings_data)
bought_at = str(pd.to_datetime(bought_at))
holdings[symbol].update({'bought_at': bought_at})
return holdings
import robin_stocks as r
import os
login = r.login('*****@*****.**', 'password')
## Query AAPL
positions_data = r.get_open_stock_positions()
prof = r.profiles.load_account_profile(info=None)
# print(prof)
inputSymbols = ["AAPL"]
aapl = r.stocks.get_fundamentals(inputSymbols, info=None)
print(aapl)
## Shit shit out
file1 = open('symbols.txt', 'r')
lines = file1.readlines()
strip_lines = []
for line in lines:
strip_lines.append(line.strip())
print("S******g out information for")
print(strip_lines)
market_caps = {}
for symbol in strip_lines:
info = r.stocks.get_fundamentals(symbol, info=None)
def rh_pull_portfolio_data(user_id, passwd):
r.login(username=user_id, password=passwd)
if DbAccess.is_update_needed():
obj = portfolio_summary.objects.all()
if not obj:
obj = portfolio_summary()
obj.timestamp = timezone.now()
else:
obj = obj[0]
obj.portfolio_cash = float(profiles.load_account_profile()['portfolio_cash'])
obj.save()
# remove current entries
stocks_held.objects.all().delete()
# get current owned securites and save to db
positions_data = r.get_open_stock_positions()
for item in positions_data:
quantity = float(item['quantity'])
if not quantity:
continue
# check if instrument is present in robinhood_traded_stocks table
obj = stocks_held()
obj.symbol, obj.name = RhWrapper.rh_pull_symbol_from_instrument_url(item['instrument'])
obj.quantity = quantity
obj.average_price = float(item['average_buy_price'])
obj.latest_price = float(r.get_latest_price(obj.symbol)[0])
obj.open_price = float(r.get_fundamentals(obj.symbol)[0]['open'])
try:
obj.prev_close_price = float(StockUtils.getStockInfo(obj.symbol)['previousClose'])
except Exception as e:
logging.error(str(e) + ' encountered when fetching yahoo data for ' + obj.symbol)
obj.prev_close_price = obj.open_price
obj.save()
# remove current entries
options_held.objects.all().delete()
# get current owned securites and save to db
options_position_data = r.get_open_option_positions()
for item in options_position_data:
quantity = float(item['quantity'])
if not quantity:
continue
obj = options_held()
obj.option_id = item['option_id']
contract_into = r.get_option_instrument_data_by_id(obj.option_id)
obj.strike_price = float(contract_into['strike_price'])
obj.expiration_date = contract_into['expiration_date']
obj.option_type = contract_into['type']
obj.symbol = item['chain_symbol']
obj.trade_value_multiplier = float(item['trade_value_multiplier'])
obj.average_price = float(item['average_price']) / obj.trade_value_multiplier
obj.quantity = float(item['quantity'])
# adjust value for sold calls
if obj.average_price < 0:
obj.average_price = (-1) * obj.average_price
obj.quantity = (-1) * obj.quantity
market_data = r.get_option_market_data_by_id(obj.option_id)
obj.previous_close_price = float(market_data['previous_close_price'])
obj.current_price = float(market_data['adjusted_mark_price'])
# print('symbol: %5s strike_price: %7.2f option_type: %4s expiration_date: %12s trade_value_multiplier: %d average_price: %7.2f quantity: %d previous_close_price: %7.2f current_price: %7.2f' % (obj.symbol, obj.strike_price, obj.option_type, obj.expiration_date, obj.trade_value_multiplier, obj.average_price, obj.quantity, obj.previous_close_price, obj.current_price))
obj.save()
def positions():
result = rh.get_open_stock_positions()
ui.success(result)
def test_open_stock(self):
stock = r.get_open_stock_positions(info=None)
self.assertNotEqual(len(stock), 0)
ans = input(
"Press <Enter> when you have created rh_stock_data.json in the RHAST folder"
)
print("\nrh_stock_data.json in the RAT folder looks like...\n")
with open(stock_file) as json_data:
d = json.load(json_data)
print(json.dumps(d, indent=1))
input(
"\nYour stocks and the last trade prices of each on your account?\n\n<enter> if everything looks correct.\n"
)
numSymbols = len(d)
# print(numSymbols)
positions = r.get_open_stock_positions()
numPositions = len(positions)
quantities = {}
for i in range(0, numPositions):
# print(positions[i])
# print(json.dumps(positions[i],indent=1))
quantities[r.get_instrument_by_url(
positions[i]["instrument"])["symbol"]] = float(
positions[i]["quantity"])
index = 0
check = {}
#s is symbol, d is the whole rh_stock_data json dictionary
for s in d:
def getPortfolio(self):
self.portfolio = r.get_open_stock_positions()
self.simplifyList(self.portfolio)
def LOAD_OPEN_STOCKS():
func = r.get_open_stock_positions()
return func
def getStockPositions():
positions_data = rs.get_open_stock_positions()
for item in positions_data:
item['symbol'] = rs.get_symbol_by_url(item['instrument'])
print(item['symbols'])
