def get_stock_moving_average():
msft = yf.Ticker("MSFT")
day_to_day_price = []
day_to_day_sell = []
day_to_day_buy = []
buy_day_price = []
sell_day_price = []
days = []
buy_limit = 20
buy = 0
sell = 0
coin = 0
profit = 0
value = msft.history(period="max")["Open"]
bank = 2000
n = 50
day = 0
total_for_n = 0
days_from_start = 0
while (days_from_start < len(msft.history(period="max")["Open"])):
price = value[days_from_start]
if days_from_start >= n:
front_window_price = value[days_from_start - n]
day_to_day_price.append(front_window_price)
days.append(days_from_start - n)
average = total_for_n / n
total_for_n = total_for_n - front_window_price
if average > price:
buy = buy + 1
profit = profit - buy_limit
bank = bank - buy_limit
if profit > 0:
print("price: " + str(price))
print("buy profit: " + str(profit))
elif average < price:
sell = sell + 1
profit = profit + buy_limit
bank = bank + buy_limit
if profit > 0:
print("price: " + str(price))
print("sell profit: " + str(profit))
total_for_n = total_for_n + price
days_from_start = days_from_start + 1
print("this is the profit using this algorithm: " + str(profit))
print("shares bought: " + str(coin))
print("coins value: " +
str(coin * r.json()['bpi'][str(today - timedelta(days=1))]))
print("total over all value: " +
str(profit +
(coin * r.json()['bpi'][str(today - timedelta(days=1))])))
print("bank: " + str(bank))
print("sell: " + str(sell))
print("buy: " + str(buy))
items = {"prices": day_to_day_price, "days": days}
return items
def simple_quotes(av_key, filePath, symbol_list):
import requests
import csv
import sys
import time
from datetime import datetime
processed_count = 0
total_symbols = len(symbol_list)
symbols_remaining = total_symbols
print("")
print("Total number of symbols to update: ", total_symbols)
print("")
try:
for symbol in symbol_list:
oldepoch = time.time()
start_time = datetime.now()
processed_count_continuous = 0
rate_limit_begin_time = time.time()
processed_count = processed_count+1
processed_count_continuous = processed_count_continuous+1
payload = {'function': 'GLOBAL_QUOTE', 'symbol': symbol, 'apikey': av_key}
r = requests.get('https://www.alphavantage.co/query', params=payload)
data_json = r.json()
_open = str(data_json['Global Quote']['02. open'])
high = data_json['Global Quote']['03. high']
low = data_json['Global Quote']['04. low']
close = data_json['Global Quote']['05. price']
volume = data_json['Global Quote']['06. volume']
#latest_trading_day = data_json['Global Quote']['07. latest trading day']
#previous_close = data_json['Global Quote']['08. previous close']
change = data_json['Global Quote']['09. change']
change_percentage = data_json['Global Quote']['10. change percent']
print(symbol, ": ", change, " ", change_percentage)
fileName = symbol + ".csv"
_date = datetime.today().strftime('%Y-%m-%d')
with open(filePath + fileName, mode='w') as csv_file:
csv_writer = csv.writer(csv_file, delimiter=',', quotechar='"', quoting=csv.QUOTE_MINIMAL)
csv_writer.writerow(['date', '1. open', '2. high', '3. low', '4. close', '5. volume'])
csv_writer.writerow([_date, _open, high, low, close, volume])
symbols_remaining = symbols_remaining-1
if minute_passed(oldepoch) or processed_count == 5:
rate_limit_end_time = time.time()
time_passed = rate_limit_end_time - rate_limit_begin_time
pause_time = 60 - time_passed
processed_count = 0
print("*** Pausing for ", pause_time, " seconds.")
print("*** ", symbols_remaining, " symbols remain.")
time_passed = datetime.now() - start_time
print("*** This download has been running for ", time_passed)
download_rate = time_passed / processed_count_continuous
estimated_time_remaining = symbols_remaining * download_rate
print("*** Estimated time remaining: ", estimated_time_remaining)
est_end_time = datetime.now() + estimated_time_remaining
print("*** Estimated end time: ", est_end_time)
print("")
time.sleep(pause_time)
oldepoch = time.time()
except Exception as e:
sys.exit(e)
def get_watchlist_symbols(email, password, rh_watchlist):
import sys
import csv
import requests
import robin_stocks as r
try:
r.login(email, password)
watchlist = r.get_watchlist_by_name(name=rh_watchlist, info=None)
watchlistsymbols = []
for item in watchlist:
url = item['instrument']
r = requests.get(url)
data_json = r.json()
# print(str(data_json)) # print this to see more symbol info.
watchlistsymbols.append(data_json['symbol'])
# put watchlist into a file if
return(watchlistsymbols)
except Exception as e:
sys.exit(e)
def bitcoin_moving_average_historical():
items = {}
day_to_day_bc_price = []
day_to_day_bc_sell = []
day_to_day_bc_buy = []
buy_day_price = []
sell_day_price = []
days = []
coinbase_key = os.environ['COINBASE_API_KEY']
coinbase_secret = os.environ['COINBASE_API_SECRET']
print(coinbase_key)
print(coinbase_secret)
client = Client(coinbase_key, coinbase_secret)
account = client.get_primary_account()
total = 0
count = 0
averagePrice = 0
dayEstimate = 0
currentPrice = client.get_buy_price(currency_pair='BTC-USD')
currentPrice = currentPrice.get("amount")
#If this is too large it'll throw 404
time_to_track = 500
today = datetime.today().date()
print("this is today: " + str(today))
end = today - timedelta(days=time_to_track)
print("this is end: " + str(end))
"Coindesk API get request to query legacy information on day scale"
r = requests.get(
"https://api.coindesk.com/v1/bpi/historical/close.json?start=" +
str(end) + "&end=" + str(today) + "")
print("this is response: " + str(r))
dates = r.json()['bpi'][str(end)]
print("this is the date:" + str(dates))
buy_limit = 20
buy = 0
sell = 0
coin = 0
profit = 0
bank = 2000
n = 50
total_for_n = 0
days_from_start = 0
while (end != today):
days.append(end)
price = r.json()['bpi'][str(end)]
day_to_day_bc_price.append(price)
if days_from_start >= n:
front_window_price = r.json()['bpi'][str(end - timedelta(days=n))]
# print("yikes: "+str(front_window_price))
average = total_for_n / n
# print("this is n: "+str(n))
total_for_n = total_for_n - front_window_price
# print("running_average_n: "+str(total_for_n))
# print("running average: "+str(average))
if average > price:
buy = buy + 1
coin = coin + price / (price - buy_limit)
profit = profit - buy_limit
bank = bank - buy_limit
day_to_day_bc_buy.append(end)
buy_day_price.append(price)
if profit > 0:
print("price: " + str(price))
print("buy profit: " + str(profit))
elif average < price and coin > 0:
sell = sell + 1
coin = coin - price / (price - buy_limit)
profit = profit + buy_limit
bank = bank + buy_limit
day_to_day_bc_sell.append(end)
sell_day_price.append(price)
if profit > 0:
print("price: " + str(price))
print("sell profit: " + str(profit))
total_for_n = total_for_n + price
end = end + timedelta(days=1)
days_from_start = days_from_start + 1
print("this is the profit using this algorithm: " + str(profit))
print("coins bought: " + str(coin))
print("coins value: " +
str(coin * r.json()['bpi'][str(today - timedelta(days=1))]))
print("total over all value: " +
str(profit +
(coin * r.json()['bpi'][str(today - timedelta(days=1))])))
print("bank: " + str(bank))
print("sell: " + str(sell))
print("buy: " + str(buy))
items = {
"prices": day_to_day_bc_price,
"days": days,
"buy": day_to_day_bc_buy,
"buy_day_prices": buy_day_price,
"sell": day_to_day_bc_sell,
"sell_day_prices": sell_day_price
}
return items
def dlquotes(avKey, filePath, email, password, rh_watchlist):
from datetime import datetime
import os
import sys
import requests
import robin_stocks as r
import time
from alpha_vantage.timeseries import TimeSeries
ts = TimeSeries(key=avKey, output_format='pandas', indexing_type='date')
processed_count = 0
failed_symbols = []
wlFile = filePath + 'Watchlist.csv'
if os.path.exists(wlFile):
os.remove(wlFile)
f = open(wlFile, 'a')
try:
print("Logging into Robinhood to fetch watchlist symbols ... ")
print("")
rh_li_starttime = time.time()
r.login(email, password)
rh_li_endtime = time.time()
rh_li_time = rh_li_endtime - rh_li_starttime
print("Logged in. Time to complete login:"******"")
print("Fetching watchlist symbols ...")
print("")
rh_wl_starttime = time.time()
watchlist = r.get_watchlist_by_name(name=rh_watchlist, info=None)
rh_wl_endtime = time.time()
rh_wl_time = rh_wl_endtime - rh_wl_starttime
print("Got the watchlist. Time to complete:", rh_wl_time)
print("")
watchlistDict = {}
print("Putting watchlist symbols into file at", filePath+'Watchlist.csv ...')
print("")
for item in watchlist:
url = item['instrument']
r = requests.get(url)
data_json = r.json()
# print(str(data_json)) # print this to see more symbol info.
watchlistDict[data_json['symbol']] = data_json['simple_name']
print("Processing", str(watchlistDict[data_json['symbol']]))
f.write(str(data_json['simple_name'])+",")
f.close()
except Exception as e:
sys.exit(e)
start_time = datetime.now()
oldepoch = time.time()
print("")
print("Starting Quotes Download ...")
print("Total number of symbols to update: ", len(watchlistDict))
print("")
total_symbols = len(watchlistDict)
symbols_remaining = total_symbols
processed_count_continuous = 0
for _symbol, name in watchlistDict.items():
try:
rate_limit_begin_time = time.time()
processed_count = processed_count+1
processed_count_continuous = processed_count_continuous+1
print(_symbol,": ",name)
data, meta = ts.get_daily(_symbol,outputsize='full')
fileName = _symbol + ".csv"
fh = open(filePath + fileName, "w")
fh.write( data.to_csv() )
fh.close()
symbols_remaining = symbols_remaining-1
# Adjustments for AlphaVantage's Rate Limit, 5 symbols per minute
if minute_passed(oldepoch) or processed_count==5:
rate_limit_end_time = time.time()
time_passed = rate_limit_end_time - rate_limit_begin_time
pause_time = 60 - time_passed
processed_count=0
print("*** Pausing for ",pause_time," seconds.")
print("*** ",symbols_remaining," symbols remain.")
time_passed = datetime.now() - start_time
print("*** Quotes Download has been running for ",time_passed)
download_rate = time_passed / processed_count_continuous
estimated_time_remaining = symbols_remaining * download_rate
print("*** Estimated time remaining: ",estimated_time_remaining)
est_end_time = datetime.now() + estimated_time_remaining
print("*** Estimated end time: ",est_end_time)
print("")
time.sleep(pause_time)
oldepoch = time.time()
except Exception as e:
print("Error on "+_symbol+": ", e)
failed_symbols.append(_symbol)
if len(failed_symbols) > 0:
print("Initial download complete. Pausing 1 minute before downloading ", len(failed_symbols) ," failed symbols.")
print("Failed symbols: "+str(failed_symbols))
print("Please wait 1 minute ...")
time.sleep(60)
print("Now downloading failed symbols ...")
name="Failed Symbol"
symbols_remaining = len(failed_symbols)
for _symbol in failed_symbols:
try:
rate_limit_begin_time = time.time()
processed_count = processed_count+1
processed_count_continuous = processed_count_continuous+1
print(_symbol,": ",name)
data, meta = ts.get_daily(_symbol,outputsize='full')
fileName = _symbol + ".csv"
fh = open(filePath + fileName, "w")
fh.write( data.to_csv() )
fh.close()
symbols_remaining = symbols_remaining-1
# Adjustments for AlphaVantage's Rate Limit, 5 symbols per minute
if minute_passed(oldepoch) or processed_count==5:
rate_limit_end_time = time.time()
time_passed = rate_limit_end_time - rate_limit_begin_time
pause_time = 60 - time_passed
processed_count=0
print("*** Pausing for ",pause_time," seconds.")
print("*** ",symbols_remaining," symbols remain.")
time_passed = datetime.now() - start_time
print("*** This download has been running for ",time_passed)
download_rate = time_passed / processed_count_continuous
estimated_time_remaining = symbols_remaining * download_rate
print("*** Estimated time remaining: ",estimated_time_remaining)
est_end_time = datetime.now() + estimated_time_remaining
print("*** Estimated end time: ",est_end_time)
time.sleep(pause_time)
oldepoch = time.time()
except Exception as e:
print("***************************")
print("Error on "+_symbol+": ",e)
print(_symbol," quotes will not be downloaded on this run. Please try again.")
print("***************************")
else:
end_time = datetime.now()
print("**************************")
print("")
print("There were no failed symbols.")
print("Time Elapsed: "+ str(end_time - start_time) )
print("Completed at ",end_time)