def import_prices(self, limit: int = 100) -> int:
results: Dict = {
'stock_prices': [],
'etf_prices': [],
'missing_symbols': [],
'errors': []
}
try:
symbol_masters: List[SymbolMaster] = self.__stock_service.get_symbols(instrument='', exclude_status=[AppConsts.SYMBOL_STATUS_ARCHIVED])
symbols: List[str] = [s.symbol for s in symbol_masters]
price_set: BarSet = self.__alpaca_client.get_prices(symbols, limit)
if not price_set:
raise NotFoundException('BarSet', 'symbols', '')
for symbol in symbol_masters:
LogUtils.debug('start {0}'.format(symbol.symbol))
prices: Bars = price_set[symbol.symbol]
if not prices:
LogUtils.warning('{0} price not found.'.format(symbol))
results['missing_symbols'].append(symbol.symbol)
continue
for price in prices:
price_date: datetime = price.t.to_pydatetime()
data: tuple = (
symbol.id,
price_date,
NumberUtils.to_float(price.o),
NumberUtils.to_float(price.h),
NumberUtils.to_float(price.l),
NumberUtils.to_float(price.c),
NumberUtils.to_int(price.v),
)
if symbol.instrument == AppConsts.INSTRUMENT_STOCK:
org: StockPriceDaily = self.__stock_service.get_single_stock_price_daily(symbol.id, price_date)
if not org:
results['stock_prices'].append(data)
else:
org: EtfPriceDaily = self.__stock_service.get_single_etf_price_daily(symbol.id, price_date)
if not org:
results['etf_prices'].append(data)
if results['stock_prices']:
BaseService._insert_bulk(StockPriceDaily, results['stock_prices'])
if results['etf_prices']:
BaseService._insert_bulk(EtfPriceDaily, results['etf_prices'])
except NotFoundException as ex:
results['errors'].append(ex)
except Exception as ex:
results['errors'].append(ex)
finally:
self.__email_client.send_html(
subject=AppConsts.EMAIL_SUBJECT_IMPORT_PRICES,
template_path=AppConsts.TEMPLATE_PATH_IMPORT_PRICES,
model=results)
if results['errors']:
for error in results['errors']:
LogUtils.error('Import Price Error', error)
return 1
def import_from_csv_yahoo(self) -> str:
BaseService._truncate(EPD)
files: List[str] = FileUtils.get_files(AppConsts.ETF_PRICE_FOLDER,
is_full=True)
for file in files:
symbol: str = FileUtils.get_wo_ext(FileUtils.get_base_name(file))
org_symbol: SM = self.__stock_service.get_symbol(
symbol, AppConsts.INSTRUMENT_ETF)
if not org_symbol:
continue
records: List[Dict] = CsvUtils.parse_as_dict(file)
models: List[Any] = []
for record in records:
models.append((
org_symbol.id,
DateUtils.get_date(record.get(AppConsts.YAHOO_KEY_DATE),
AppConsts.YAHOO_DATE_FORMAT),
NumberUtils.to_float(record.get(AppConsts.YAHOO_KEY_OPEN)),
NumberUtils.to_float(record.get(AppConsts.YAHOO_KEY_HIGH)),
NumberUtils.to_float(record.get(AppConsts.YAHOO_KEY_LOW)),
NumberUtils.to_float(record.get(
AppConsts.YAHOO_KEY_CLOSE)),
NumberUtils.to_int(record.get(AppConsts.YAHOO_KEY_VOLUME)),
))
BaseService._insert_bulk(EPD, models)
return "1"
def import_from_csv_prices(self) -> str:
BaseService._truncate(SPD)
files: List[str] = FileUtils.get_files(AppConsts.STOCK_PRICE_FOLDER,
is_full=True)
for file in files:
symbol: str = FileUtils.get_wo_ext(FileUtils.get_base_name(file))
org_symbol: SM = self.__stock_service.get_symbol(
symbol, AppConsts.INSTRUMENT_STOCK)
if not org_symbol:
continue
records: List[List[str]] = CsvUtils.parse_as_list(file)
if not records:
continue
for record in records:
record[AppConsts.KIBOT_IDX_DATE] = DateUtils.get_date(
record[AppConsts.KIBOT_IDX_DATE],
AppConsts.KIBOT_DATE_FORMAT)
record.insert(0, org_symbol.id)
BaseService._insert_bulk(SPD, records)
return "1"
def import_from_csv_incomestatements(self) -> str:
BaseService._truncate(FN)
file: str = FileUtils.get_file(AppConsts.INCOME_STMT_FILE)
records: List[Dict] = CsvUtils.parse_as_dict(file)
models: List[Any] = []
for record in records:
if not self.__is_valid_intrinio_record(record):
continue
symbol: str = record.get(AppConsts.INTRINIO_KEY_INC_STMT_TICKER)
fiscal_period: str = record.get(
AppConsts.INTRINIO_KEY_INC_STMT_FISC_PD)
org_symbol: SM = self.__stock_service.get_symbol(
symbol, AppConsts.INSTRUMENT_STOCK)
if not org_symbol:
continue
quarter_end_dte: date = DateUtils.get_date(
record.get(AppConsts.INTRINIO_KEY_INC_STMT_END_DTE),
AppConsts.INTRINIO_END_DTE_FMT)
file_date: date = DateUtils.get_date(
record.get(AppConsts.INTRINIO_KEY_INC_STMT_FILE_DTE),
AppConsts.INTRINIO_FILE_DTE_FMT)
models.append(
(org_symbol.id,
record.get(AppConsts.INTRINIO_KEY_INC_STMT_FISC_YR),
self.__get_quarter(fiscal_period), quarter_end_dte, file_date,
None,
NumberUtils.to_float(
record.get(AppConsts.INTRINIO_KEY_INC_STMT_TTLREV)),
NumberUtils.to_float(
record.get(AppConsts.INTRINIO_KEY_INC_STMT_TTLPROF)),
NumberUtils.to_float(
record.get(AppConsts.INTRINIO_KEY_INC_STMT_TTLOPINC)),
NumberUtils.to_float(
record.get(AppConsts.INTRINIO_KEY_INC_STMT_NETINC)), None,
None, None, None, None, None, None, None, None, None, None,
None, None, None, None, None, None, None, None))
BaseService._insert_bulk(FN, models)
return "1"