Exemplo n.º 1
0
def import_yahoofinance2():
    # import stock_info module from yahoo_fin
    from yahoo_fin import stock_info as si

    # get live price of Apple
    si.get_live_price("aapl")
    
    # or Amazon
    si.get_live_price("amzn")
    
    # or any other ticker
    si.get_live_price(ticker)

    # get quote table back as a data frame
    si.get_quote_table("aapl", dict_result = False)
    
    # or get it back as a dictionary (default)
    si.get_quote_table("aapl")

    si.get_top_crypto()
    # get most active stocks on the day
    si.get_day_most_active()
    
    # get biggest gainers
    si.get_day_gainers()
    
    # get worst performers
    si.get_day_losers()
Exemplo n.º 2
0
def getTickerData(stocks):

    tickerData = {}

    for c in stocks:
        #td[c]=si.get_quote_table(c, dict_result=False)
        price = si.get_quote_table(c)["Quote Price"]
        pc = si.get_quote_table(c)["Previous Close"]
        pct_ch = "%.2f" % ((price / pc - 1) * 100) + '%'
        tickerData[c] = {'price': "{:.0f}".format(price), 'pct_ch': pct_ch}

    return tickerData
Exemplo n.º 3
0
def indices_v2():
    dow_quote = get_quote_table('^dji')
    sp_500_quote = get_quote_table('^gspc')
    nasdaq_quote = get_quote_table('^ixic')
    # russell_2000_quote = get_quote_table('^rut')
    # vix = get_quote_table('^vix')

    return jsonify({
        'dow': _transform_data(dow_quote),
        'nasdaq': _transform_data(nasdaq_quote),
        'sp500': _transform_data(sp_500_quote),
        # 'russell2000': _transform_data(russell_2000_quote),
        # 'vix': _transform_data(vix)
    }), 200
Exemplo n.º 4
0
def get_precos():
    acoes = Acao.objects.all()
    for acao in acoes:
        try:
            print(str(acao))
            preco = get_quote_table(str(acao))
            #print(preco)
            p = acao.preco_set.create(preco=preco["Quote Price"])
            p.save()
            #print("limites")
            try:
                limite = Perfil.objects.get(pk=acao.id)
            except Perfil.DoesNotExist:
                limite = False
            #print(getattr(limite, "limInf"))
            if limite:
                lSup = float(getattr(limite, "limSup"))
                lInf = float(getattr(limite, "limInf"))
                print(str(lInf) + ' \ ' + str(lSup))
                if float(preco["Quote Price"]) >= float(lSup):
                    manda_email("sup", str(acao), lSup, preco["Quote Price"])
                if float(preco["Quote Price"]) <= float(lInf):
                    manda_email("inf", str(acao), lInf, preco["Quote Price"])
            else:
                print("Limite de {} não adicionado".format(str(acao)))
        except Exception as e:
            print("Error")
            pass
    atualizar()
def get_yahoo_quotes():
    """
    [
        {'52 Week Range': '157.13 - 186.99', 'Ask': '0.00 x 4000', 'Avg. Volume': 8064500.0, 'Beta (5Y Monthly)': 0.09, 'Bid': '0.00 x 1300', "Day's Range": '166.90 - 170.19', 'Expense Ratio (net)': '0.40%', 'Inception Date': '2004-11-18', 'NAV': 166.84, 'Net Assets': '59.26B', 'Open': 167.58, 'PE Ratio (TTM)': 28.63, 'Previous Close': 167.67, 'Quote Price': 170.19000244140625, 'Volume': 10036431.0, 'YTD Daily Total Return': '-6.43%', 'Yield': '0.00%'},
        {'52 Week Range': '319.80 - 450.65', 'Ask': '0.00 x 1200', 'Avg. Volume': 61116292.0, 'Beta (5Y Monthly)': 1.0, 'Bid': '0.00 x 3100', "Day's Range": '447.07 - 450.65', 'Expense Ratio (net)': '0.09%', 'Inception Date': '1993-01-22', 'NAV': 439.23, 'Net Assets': '374.03B', 'Open': 447.12, 'PE Ratio (TTM)': 3.12, 'Previous Close': 446.26, 'Quote Price': 450.25, 'Volume': 77235113.0, 'YTD Daily Total Return': '19.94%', 'Yield': '1.30%'},
        {'52 Week Range': '133.19 - 167.24', 'Ask': '0.00 x 1100', 'Avg. Volume': 15720817.0, 'Beta (5Y Monthly)': 3.36, 'Bid': '0.00 x 2200', "Day's Range": '148.34 - 149.48', 'Expense Ratio (net)': '0.15%', 'Inception Date': '2002-07-22', 'NAV': 149.23, 'Net Assets': '15.15B', 'Open': 148.57, 'PE Ratio (TTM)': nan, 'Previous Close': 148.45, 'Quote Price': 149.4600067138672, 'Volume': 15384740.0, 'YTD Daily Total Return': '-5.12%', 'Yield': '1.50%'}
    ]
    """

    try:
        quotes = []
        for quote in ['gld', 'spy', 'tlt', 'tqqq', 'upro', 'tmf']:
            quote_table = si.get_quote_table(quote)
            quotes.append({
                "symbol":
                quote,
                "previousClose":
                quote_table.get('Previous Close'),
                "open":
                quote_table.get('Open'),
                "latestPrice":
                quote_table.get('Quote Price'),
                "week52Low":
                float(quote_table.get('52 Week Range').split(" - ")[0]),
                "week52High":
                float(quote_table.get('52 Week Range').split(" - ")[1]),
                "ytdChange":
                quote_table.get('YTD Daily Total Return'),
            })

        with open('static/quote.json', 'w') as fp:
            json.dump(quotes, fp, sort_keys=True, indent=4)
    except:
        return
Exemplo n.º 6
0
def check_stock(stock, row):
    print("check_stock->" + stock)
    print("will update row->" + str(row))
    try:
        price = get_live_price(stock)
    except:
        stock_mx[row][0] = 0
        stock_mx[row][1] = 0
        return
    try:
        prev_price = get_quote_table(stock)['Previous Close']
    except:
        stock_mx[row][0] = 0
        stock_mx[row][1] = 0

    if price > prev_price:
        print(stock + " up")
        stock_mx[row][0] = 0
        stock_mx[row][1] = 1
        return (True)
    else:
        print(stock + " down")
        stock_mx[row][0] = 1
        stock_mx[row][1] = 0
        return (False)
Exemplo n.º 7
0
def queryPrices(symbs, cur, conn):
    # query the prices from api and push to database
    # symbs : list of ticker symbols
    # cur : cursor
    # conn : connection

    symb_cnt = len(symbs)
    new_sks = getPriceSK(cur, conn, symbCount)  # pull list of fresh SKs

    for indx, tickerSymb in enumerate(symbs):
        ticker = tickerSymb.rstrip().replace('.', '')

        try:
            qt = si.get_quote_table(ticker)

        except:
            print("[error] Cannot pull quot table for %s." % ticker)

        if qt is not None:
            pushPrice(
                cur,  # cursor
                conn,  # connection
                int(newSKs[indx]),  # new price SK
                ticker,  # ticker symbol
                str(qt["Quote Price"]).replace(',', ''),  # quote price
                str(qt["Ask"]).replace(',', '').split(' ', 1)[0],  # ask price
                str(qt["Bid"]).replace(',', '').split(' ', 1)[0],  # bid price
                qt["Volume"])  # cumulative day volume
def current_stock_price(stock, value):
    ''' Takes company's Yahoo Finance ticker and intrinsic value of company
        Returns Value per share '''

    df = si.get_quote_table(stock)
    cmp = df['Quote Price']
    market_cap = df['Market Cap']
    if market_cap[-1] == 'T':
        market_cap = float(market_cap[:-1]) * 10**12 / 10**7
    elif market_cap[-1] == 'B':
        market_cap = float(market_cap[:-1]) * 10**9 / 10**7
    elif market_cap[-1] == 'M':
        market_cap = float(market_cap[:-1]) * 10**6 / 10**7
    else:
        market_cap = float(market_cap)
    print('Market Capitalisation (in Crs):', market_cap)
    share_out = market_cap / cmp
    print('Shares Outstanding (in Crs):', round(share_out, 3))
    print('-----------------------------------------------------')
    print('CMP : Rs ', round(cmp, 3))
    value_per_share = value / share_out
    print('Value per share: Rs ', round(value_per_share, 3))
    print('-----------------------------------------------------')

    if value_per_share <= cmp:
        print('The Stock is OVER PRICED')
    else:
        print('The Stock is UNDER PRICED')
    return value_per_share, market_cap, share_out, cmp
Exemplo n.º 9
0
def get():
    sym = {}
    batch_id = 0
    batch_size = 1
    small_dict = {}
    mid_dict = {}
    large_dict = {}

    while batch_id < len(companies):
        sym = companies[batch_id:batch_id + batch_size]
        if sym[0]['marketCap'] < 20000000:
            small_dict[sym[0]['symbol']] = sym[0]['marketCap']
        elif sym[0]['marketCap'] < 100000000 and sym[0]['marketCap'] > 20000000:
            mid_dict[sym[0]['symbol']] = sym[0]['marketCap']
        else:
            large_dict[sym[0]['symbol']] = sym[0]['marketCap']
        batch_id = batch_id + batch_size
    small_dict = dict(itertools.islice(small_dict.items(), 5))
    mid_dict = dict(itertools.islice(mid_dict.items(), 5))
    large_dict = dict(itertools.islice(large_dict.items(), 5))
    #m = (input)("Enter cap : ")
    m = request.args.get('cap')
    comp = {}
    if m == "smallcap":
        for key, value in small_dict.items():
            comp[key] = filterfunc(key)
        comp = dict(
            sorted(comp.items(), key=operator.itemgetter(1), reverse=True))
    elif m == "midcap":
        for key in mid_dict.items():
            comp[key] = filterfunc(key)
        comp = dict(
            sorted(comp.items(), key=operator.itemgetter(1), reverse=True))

    elif m == "largecap":
        for key in large_dict.items():
            comp[key] = filterfunc(key)
        comp = dict(
            sorted(comp.items(), key=operator.itemgetter(1), reverse=True))

    print("filtered")
    print(comp)
    Com = []
    for key, value in comp.items():
        quote = si.get_quote_table(key)

        c = Company(key, quote.get('1y Target Est'),
                    quote.get('52 Week Range'), quote.get('Ask'),
                    quote.get('Avg. Volume'), quote.get('Beta (5Y Monthly)'),
                    quote.get('Bid'), quote.get("Day's Range"),
                    quote.get('EPS (TTM)'), quote.get('Earnings Date'),
                    quote.get('Ex-Dividend Date'),
                    quote.get('Forward Dividend & Yield'),
                    quote.get('Market Cap'), quote.get('Open'),
                    quote.get('PE Ratio (TTM)'), quote.get('Previous Close'),
                    quote.get('Price'), quote.get('Volume'))
        Com.append(c.toJSON())
        print(c.toJSON())

    return jsonify(Com)
    def getCurrentMarketData(self, tickerList):
        """
        get real-time market data, you can use this with my two reporters
        :param tickerList: list of tickers, like: ["AAPL","IBM","JPM"]
        :return: dataframe of accessed data
        """
        ans = pd.DataFrame(columns=[
            "Best Ask Price", "Best Ask Amount", "Best Bid Price",
            "Best Bid Amount", "Quote Price", "Open", "Previous Close",
            "Volume"
        ])
        temp_dict = {}
        keys = [
            "Ask", "Bid", "Open", "Previous Close", "Quote Price", "Volume"
        ]

        for ticker in tickerList:
            try:
                temp_dict[ticker] = si.get_quote_table(ticker)
            except:
                warnings.warn("{}'s market data not found!".format(ticker))

        for ticker, data in temp_dict.items():
            values = list(itemgetter(*keys)(data))
            organized_values = list(map(float, values[0].split("x"))) + \
                               list(map(float, values[1].split("x"))) + \
                               [round(values[4], 4)] + \
                               values[2:4] + \
                               values[5:]
            ans.loc[ticker] = organized_values
        with pd.option_context('display.max_rows', None, 'display.max_columns',
                               None):
            print(ans)
        return ans
def priceDiv(ticker):
    try:
        price = si.get_live_price(ticker)
        div = si.get_quote_table(ticker)['Forward Dividend & Yield'][:4]
        return price, div
    except:
        raise Exception('There was a problem updating %s...' % (ticker))
Exemplo n.º 12
0
    def update1(self):
        input_stocklv = self.lineEditlive.text()

        df = si.get_quote_table(input_stocklv, dict_result=False)
        a = df['value'][15] - df['value'][14]
        #print(round(a, 2))
        b = (a / df['value'][15]) * 100
        #print(round(b, 2), "%")
        c = "(" + str(round(b, 2)) + "%" + ")"

        if df['value'][14] > df['value'][15]:
            self.qplabel.setStyleSheet('color:red')
            self.ndlabel.setStyleSheet('color:red')
            self.nplabel.setStyleSheet('color:red')
            self.qplabel.setText(str(df['value'][15]))
            self.ndlabel.setText(str(round(a, 2)))
            self.nplabel.setText(c)
        elif df['value'][14] < df['value'][15]:
            self.qplabel.setStyleSheet('color:green')
            self.ndlabel.setStyleSheet('color:green')
            self.nplabel.setStyleSheet('color:green')
            self.qplabel.setText(str(df['value'][15]))
            self.ndlabel.setText(str(round(a, 2)))
            self.nplabel.setText(c)

        self.model = pandasModel(df)
        self.tableViewcd.setModel(self.model)
        self.tableViewcd.show()
Exemplo n.º 13
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def base(request, symbol):
    liveval = si.get_quote_table(symbol)
    template = loader.get_template('base.html')
    cnx = sqlite3.connect('db.sqlite3')
    df = pd.read_sql_query("SELECT * FROM mainapp_" + symbol.lower(), cnx)
    x_date = {}
    for i in range(len(df['price_date'])):
        key = str(i)
        x_date[key] = df['price_date'][i]
    json_data = json.dumps(x_date)
    with open('static/data.json', 'w') as outfile:
        json.dump(json_data, outfile)

    df.price_date = pd.to_datetime(df.price_date)
    df = df.sort_values('price_date')
    #DISPLAY GRAPH
    # graph(symbol,df)
    secondlast_price, last_price = find_price(symbol, df)
    dt = df['price_date'].values
    close_date = pd.Timestamp(dt[len(dt) - 1]).date()
    change = last_price - secondlast_price
    sign = 0
    if (change > 0):
        sign = 1
    per = (change / last_price) * 100
    change = '%.2f' % (change)
    per = '%.2f' % (per)
    if change[0] != '-':
        change = "+" + change
    last_price = '%.2f' % (last_price)
    context = {
        'symbol': symbol,
        'sign': sign,
        'temp': df,
        'change': change,
        'last_price': last_price,
        'per': per,
        'close_date': close_date,
        'close': list(df['close_price'].values),
        'open': list(df['open_price'].values),
        'high': list(df['high_price'].values),
        'low': list(df['low_price'].values),
        'val1': liveval['1y Target Est'],
        'val2': liveval['52 Week Range'],
        'val3': liveval['Ask'],
        'val4': liveval['Avg. Volume'],
        'val5': liveval['Beta (3Y Monthly)'],
        'val6': liveval['Bid'],
        'val7': liveval['EPS (TTM)'],
        'val8': liveval['Earnings Date'],
        'val9': liveval['Ex-Dividend Date'],
        'val10': liveval['Forward Dividend & Yield'],
        'val11': liveval['Market Cap'],
        'val12': liveval['Open'],
        'val13': liveval['PE Ratio (TTM)'],
        'val14': liveval['Previous Close'],
        'val15': '%.2f' % (liveval['Quote Price']),
        'val16': liveval['Volume'],
    }
    return HttpResponse(template.render(context, request))
Exemplo n.º 14
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 def obtenerCotizacion(self, event):  #hace la consulta a la API
     self.busquedaCot = last_price = si.get_quote_table(
         self.lb1.GetStringSelection())["Quote Price"]
     cartel = MessageBox("Ultima cotizacion de " +
                         self.lb1.GetStringSelection() +
                         " en el mercado: $" +
                         str(round(self.busquedaCot, 2)))
Exemplo n.º 15
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def _get_price_yahoo(symbol, mysettings):
    """
    Return current price for given stock, 0 if hit an error.
    Note that am using Yahoo Finance to retrieve prices.
    Also note that appears that if request a symbol that they don't recognize, they return
    an empty Global Quote object.
    """

    time.sleep(mysettings.yahooCallDelay)
    yahooSymbol = get_yahoo_ticker(symbol)
    priceInfo = security.PriceInfo()

    # Try up to three times if fail.
    for i in range(0, 3):
        try:
            quote_table = get_quote_table(yahooSymbol)
            priceInfo.currentPrice = quote_table['Quote Price']
            priceInfo.lastClosePrice = quote_table['Previous Close']
            priceInfo.low52Week, priceInfo.high52Week = _split_price_range(
                quote_table['52 Week Range'])
            break
        except (ValueError, IndexError, ImportError, HTTPError) as E:
            # E = sys.exc_info()[0]
            print("Failed to retrieve price for ", yahooSymbol)
            print(E)
            E = sys.exc_info()[0]
            print(E)

    return priceInfo
Exemplo n.º 16
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async def check(ctx, ticker):
    print('Price check command received')

    live_price = str(round(si.get_live_price(ticker), 2))
    today_range = si.get_quote_table(ticker).get("Day's Range")

    await ctx.send("Live price: " + live_price + "\nToday's range: " +
                   today_range)
def get_dividend_yield(symbol):
    data = si.get_quote_table(symbol , dict_result = True)
    begin = data['Forward Dividend & Yield'].index('(')
    try:
        end = data['Forward Dividend & Yield'].index('%')    
    except:
        return "N/A"
    return (float(data['Forward Dividend & Yield'][begin+1:end]))/100
Exemplo n.º 18
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def get_pe(share):
    try:
        ticker = si.get_quote_table(share)['PE Ratio (TTM)']
        if ticker == '' or pd.isnull(ticker):
            ticker = 0
        return ticker
    except:
        return 0
Exemplo n.º 19
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 def get(ticker):
     try:
         logging.debug("Retrieving quote for '%s'", ticker)
         data = stock_info.get_quote_table(ticker)
         data["ticker"] = ticker.upper()
         return StockQuote(data)
     except:
         logging.error("Error retrieving quote for ticker '%s'", ticker)
Exemplo n.º 20
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def fetch_stock(name):
    try:
        data = si.get_quote_table(name)
        return data
    except ValueError:
        print("Invalid stock name. Check and try again.")
        logging.debug("Invalid stock name.")
        return None
Exemplo n.º 21
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def indices():
    dow = get_quote_table('^dji')
    dow['Change'] = dow['Quote Price'] - dow['Previous Close']
    dow['Percent Change'] = dow['Change'] / dow['Previous Close'] * 100

    sp500 = get_quote_table('^gspc')
    sp500['Change'] = sp500['Quote Price'] - sp500['Previous Close']
    sp500['Percent Change'] = sp500['Change'] / sp500['Previous Close'] * 100

    nasdaq = get_quote_table('^ixic')
    nasdaq['Change'] = nasdaq['Quote Price'] - nasdaq['Previous Close']
    nasdaq['Percent Change'] = nasdaq['Change'] / \
        nasdaq['Previous Close'] * 100

    major_indices = {'dow': dow, 'sp500': sp500, 'nasdaq': nasdaq}

    return jsonify(major_indices), 200
def quotes_genrator(n_clicks, ticker):
    # info table
    current_stock = yf.get_quote_table(ticker, dict_result=False)
    columns = [{"name": i, "id": i} for i in current_stock.columns]
    t_data = current_stock.to_dict("records")

    # price

    return columns, t_data
Exemplo n.º 23
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def companyinfo():
    if request.method == 'POST':
        stock = ''
        try:
            stock = str(json.loads(request.data)["stock"])
        except Exception as ex:
            print(ex)

        try:
            stock = str(request.form["stock"])
        except Exception as ex:
            print(ex)

        obj = ''
        try:
            obj = Ticker(stock)
        except Exception as ex:
            print(ex)

        val = ''
        try:
            val = obj.info
        except Exception as ex:
            print(ex)

        data = dict()
        try:
            data["PEGratio"] = val["pegRatio"]
            data["futurePEGratio"] = val["pegRatio"]
        except Exception as ex:
            print(ex)
        try:
            data["futurePEratio"] = val["forwardPE"]
            data["PEratio"] = val["forwardPE"]
        except Exception as ex:
            print(ex)
        try:
            data["beta"] = val["beta"]
        except Exception as ex:
            print(ex)

        try:
            val = si.get_quote_table(stock)
        except Exception as ex:
            print(ex)
        try:
            data["PEratio"] = val["PE Ratio (TTM)"]
        except Exception as ex:
            print(ex)

        outputdata = jsonify(data)

        outputdata.headers.add("Access-Control-Allow-Origin", "*")
        outputdata.headers.add("Access-Control-Allow-Headers", "*")
        outputdata.headers.add("Access-Control-Allow-Methods", "*")

        return outputdata
Exemplo n.º 24
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def get_quote_table_field(field, stock_ticker):
    """
    This will get data from a field in the quote table.
    :param field: field you want data from.
    :param stock_ticker: stock you want data on.
    :return: data from field.
    """
    quote_table = si.get_quote_table(stock_ticker)
    return quote_table[field]
Exemplo n.º 25
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def index(request):

    version = Version.objects.all().first()
    ticker_hits = TickerHits.objects.filter(
        version=version.version).order_by("-hits").first()
    reddit = ticker_hits.tickers.symbol
    version = IHVersion.objects.all().first()
    ticker_weights = IHTickerWeights.objects.filter(
        version=version.version).order_by("-weight").first()
    ihub = ticker_weights.tickers.symbol

    twitter_tickers = Twitter.objects.all().order_by("-created_at").first()
    twitter = twitter_tickers.tickers.symbol

    reddit_data = si.get_quote_table(reddit, dict_result=True)
    twitter_data = si.get_quote_table(twitter, dict_result=True)
    ihub_data = si.get_quote_table(ihub, dict_result=True)

    now = datetime.datetime.now()
    then = start_date = datetime.datetime.now() - datetime.timedelta(30)
    month_data = si.get_data(reddit, then, now)
    open_data = []
    for data in month_data.open:
        open_data.append(data)
    start_dt = date(2019, 1, 21)
    end_dt = date(2019, 2, 4)

    data_date = []
    weekdays = [5, 6]
    for dt in daterange(then, now):
        if dt.weekday() not in weekdays:
            data_date.append(dt.strftime(str("%m-%d")))

    context = {
        'reddit': reddit,
        'ihub': ihub,
        'ihub_data': ihub_data,
        'twitter': twitter,
        'twitter_data': twitter_data,
        'reddit_data': reddit_data,
        'open_data': open_data,
        'data_date': data_date,
    }
    return render(request, "stock_data/screener.html", context)
Exemplo n.º 26
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def write_stock_info(tickers):
    for ticker in tickers:
        data = si.get_quote_table(ticker)
        output = "\r"
        price = str(data["Quote Price"])
        output += price
        output += "\n I love ice cream"
        output += "\0x1B[1A"
        sys.stdout.write(output)
        sys.stdout.flush()
Exemplo n.º 27
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def get_quote(ticker):
    stockinfo = {}
    stockinfo["symbol"] = ticker
    stockinfo["market_price"] = yf.get_live_price(ticker)

    stock_tmp = yf.get_quote_table(ticker)
    stockinfo["day_range"] = stock_tmp["Day's Range"]
    stockinfo["year_range"] = stock_tmp["52 Week Range"]

    return stockinfo
Exemplo n.º 28
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    async def outstanding_close_name(self) -> Dict[str, float]:
        """
        get the price and outstandings from yahoo API the unit of outstanding is 'M'
        """

        out = si.get_quote_data(self.symbol)['sharesOutstanding']
        out = out / 1000000
        close = round(si.get_quote_table(self.symbol)['Quote Price'], 2)
        name = self.symbol

        return {'out': round(out), 'close': close, 'name': name}
Exemplo n.º 29
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def stockform():
    form = StockForm(request.form)
    if form.validate_on_submit():
        global output
        output = si.get_quote_table(form.stockname.data, dict_result=False)
        return output

    return render_template('output.html',
                           title='Stock Details',
                           form=form,
                           output=output)
Exemplo n.º 30
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def _checkStock(stock_id):
    """ Checks price of stock from Yahoo! Finance """
    try:
        try:
            stock = si.get_quote_table(stock_id, dict_result=True)
        except:
            try:
                stock = si.get_quote_table(stock_id, dict_result=True)
            except:
                try:
                    stock = si.get_quote_table(stock_id, dict_result=True)
                except:
                    stock = si.get_quote_table(stock_id, dict_result=True)
        quote_price = round(stock['Quote Price'], 2)
        close_price = stock['Previous Close']
        percentage = round(((quote_price - close_price) / close_price) * 100, 2)
        day_range = stock["Day's Range"]
        volume = int(stock['Volume'])
        return (quote_price, percentage, volume, day_range)
    except:
        return (0,0,0,"")