Пример #1
0
    def get_period(self):
        sql_statement = f"SELECT ticker FROM finance_quant.{self.stock_table_list_name};"

        period_dict = {
            "1d" : [],
            "5d" : [],
            "1mo" : [],
            "3mo" : [],
            "6mo" : [],
            "1y" : []
        }

        try:
            cursor = self.conn.cursor()
            cursor.execute(sql_statement)
            temp_data = cursor.fetchall()
        except connect.errors as err:
            database().insert_error_log(f"ERROR FETCHING ALL SYMBOLS FOR PERIOD LENGTH SEARCH")
        print("Finding Ideal Period Length for each Symbol...")

        # temp_data = [('GOOG',),('AAPL',),('AACG',),('BGCP',)]

        l = len(temp_data)
        utility.printProgressBar(0, l, prefix='Progress:', suffix='Complete', length=50)
        for z, ticker in enumerate(temp_data):

            if ticker[0] == "ZXYZ.A":
                continue
            sql_statement = f"SELECT dt FROM {ticker[0]}_STK ORDER BY dt DESC LIMIT 1;"
            recent_date = None
            try:
                cursor = self.conn.cursor()
                cursor.execute(sql_statement)
                recent_date = cursor.fetchone()
            except connect.errors as error:
                database().insert_error_log(f"ERROR FINDING IDEAL PERIOD FOR TECHNICAL DATA INTO DATABASE FOR {ticker[0]}")

            current_date = datetime.datetime.now()

            if recent_date == None or recent_date == "":
                period_dict["1y"].append(ticker[0])
            else:
                difference = current_date - recent_date[0]
                if difference.days < 1:
                    continue
                elif difference.days < 2:
                    period_dict["1d"].append(ticker[0])
                elif difference.days < 6:
                    period_dict["5d"].append(ticker[0])
                elif difference.days <32:
                    period_dict["1mo"].append(ticker[0])
                elif difference.days < 94:
                    period_dict["3mo"].append(ticker[0])
                elif difference.days < 190:
                    period_dict["6mo"].append(ticker[0])
                elif difference.days < 366:
                    period_dict["1y"].append(ticker[0])

            utility.printProgressBar(z + 1, l, prefix='Progress:', suffix='Complete', length=50)
        return period_dict
Пример #2
0
    def insert_data(self, data):
        # Organize data, make sure it will fit into table
        for i in range(data.shape[0]):
            date = data.iloc[i].get('date')
            time = data.iloc[i].get('time')
            ticker = data.iloc[i].get('ticker')
            headline = str(data.iloc[i].get('headline')).replace("'",
                                                                 "\'")[:500]
            link = str(data.iloc[i].get('link'))[:350]
            neg = self.flt_num(data.iloc[i].get('neg'))
            neu = self.flt_num(data.iloc[i].get('neu'))
            pos = self.flt_num(data.iloc[i].get('pos'))
            compound = self.flt_num(data.iloc[i].get('compound'))

            exists = self.check_if_exists(date, time, ticker, headline, link)
            values = (date, headline, link, neg, neu, pos, compound)
            if exists:
                continue
            else:
                try:
                    sql_statement = f"INSERT INTO {ticker[0]}_SENT (dt, headline, url, sent_neg, sent_neutral, sent_pos, sent_compound) " \
                                    "VALUES (%s, %s, %s, %s, %s, %s, %s)"
                    cursor = self.conn.cursor()
                    cursor.execute(sql_statement, values)
                    self.conn.commit()
                except connect.errors as err:
                    database().insert_error_log(
                        f"ERROR INSERTING VALUES INTO DATABASE FOR {ticker[0]} AT {date}"
                    )
Пример #3
0
    def gather_headlines(self):

        l = len(self.tickers)
        utility.printProgressBar(0,
                                 l,
                                 prefix='Progress:',
                                 suffix='Complete',
                                 length=50)
        for z, ticker in enumerate(self.tickers):
            response = None
            data = None
            url = self.finwiz_url + "=" + ticker[0]

            try:
                req = Request(url=url, headers={'user-agent': 'my-app/0.0.1'})
                response = urlopen(req)
                # Read the contents of the file into 'html'
                html = BeautifulSoup(response, features='lxml')

                # Find 'news-table' in the Soup and load it into 'news_table'
                news_table = html.find(id='news-table')

                parsed_news = []

                if news_table == None:
                    continue
                for x in news_table.findAll('tr'):
                    # read the text from each tr tag into text
                    # get text from a only
                    text = x.a.get_text()

                    link = x.a['href']
                    # splite text in the td tag into a list
                    date_scrape = x.td.text.split()

                    # if the length of 'date_scrape' is 1, load 'time' as the only element
                    if len(date_scrape) == 1:
                        time = date_scrape[0]
                    # else load 'date' as the 1st element and 'time' as the second
                    else:
                        date = date_scrape[0]
                        time = date_scrape[1]

                    # Append ticker, date, time and headline as a list to the 'parsed_news' list
                    parsed_news.append([ticker, date, time, text, link])
            except:
                database().insert_error_log(
                    f"ERROR GATHERING HEADLINES FOR {ticker} AT {date}")
                self.time.sleep(1)

            data = self.sentiment_analysis(parsed_news)
            self.insert_data(data)
            utility.printProgressBar(z + 1,
                                     l,
                                     prefix='Progress:',
                                     suffix='Complete',
                                     length=50)
Пример #4
0
 def __init__(self):
     con = config.config()
     self.conn_utility = database().conn_utility
     self.conn = database().conn_finance
     self.crud = crud()
     self.host = con.db_host
     self.root_user = con.db_user_root
     self.root_pass = con.db_pass_root
     self.sentiment_db_name = con.sentiment_db_name
     self.stock_db_name = con.stock_db_name
Пример #5
0
 def __init__(self):
     config = get_values()
     self.conn = database().conn_finance
     self.error = database()
     self.tables = tables.build_tables()
     self.directory = config.file_location
     self.stock_table_list_name = "STOCK_LIST_TBL"
     self.exchange = {
         "nasdaq.txt": config.nasdaq_listed_url,
         "nyse.csv": config.nyse_listed_url,
         "amex.csv": config.amex_listed_url
     }
Пример #6
0
    def build_tables(self):
        result = True

        if self.create_error_log_table():
            print("Error Log table created successfully")
        else:
            print("FAILED CREATING ERROR LOG TABLE")
            result = False
        if self.create_status_table():
            print("Status table created successfully")
        else:
            print("FAILED CREATING STATUS TABLE")
            result = False
        if self.create_stock_list_table():
            print("Stock List table created successfully")
        else:
            print("FAILED CREATING STOCK LIST TABLE")
            result = False
        if stk_list.stock_list().list_to_db():
            print("Stock List loaded into the database\n")
        else:
            print("FAILED LOADING STOCK LIST INTO DATABASE")
            result = False

        if result == False:
            print(
                "ERROR IN TABLE CREATION - DID NOT COMPLETE BUILD TABLE TASKS")
            database().insert_error_log(
                "ERROR IN TABLE BUILD - DID NOT COMPLETE BUILD TABLE TASKS")
            input("PRESS")
            return
        else:
            if self.create_all_stock_tables():
                print("All Stock tables created successfully")
            else:
                print("FAILED CREATING ALL STOCK TABLES")
                result = False
            if self.create_all_sentiment_tables():
                print("All Sentiment tables created successfully")
            else:
                print("FAILED CREATING ALL SENTIMENT TABLES")
                result = False

        if result == True:
            print("""
            ------------------
            ALL TABLES CREATED
            ------------------
            """)
Пример #7
0
    def check_if_exists(self, symbol, date, adj_close, volume, open, close):
        # returns 1 if exists, 0 if not
        sql_statement = f"SELECT IF( EXISTS( SELECT * FROM {symbol}_STK WHERE dt = '{date}' AND volume = '{volume}'), 1, 0);";

        data = None
        try:
            cursor = self.conn.cursor(buffered=True)
            cursor.execute(sql_statement)
            exists = cursor.fetchone()
        except connect.errors as error:
            database().insert_error_log(f"ERROR CHECKING TECHNICAL DATA FOR DATABASE FOR {symbol} AT {date}")
        if exists[0] == 1:
            return True
        else:
            return False
Пример #8
0
    def check_if_exists(self, date, time, ticker, headline, link):
        # returns 1 if exists, 0 if not
        sql_statement = f"SELECT IF( EXISTS( SELECT * FROM {ticker[0]}_SENT WHERE dt = '{date}' AND url = '{link}'), 1, 0);"

        try:
            cursor = self.conn.cursor(buffered=True)
            cursor.execute(sql_statement)
            exists = cursor.fetchone()
        except connect.errors as error:
            database().insert_error_log(
                f"ERROR CHECKING VALUES INTO DATABASE FOR {ticker[0]} AT {date}"
            )
        print(exists)
        if exists[0] == 1:
            return True
        else:
            return False
Пример #9
0
 def __init__(self):
     config = get_values()
     self.conn = database().conn_sentiment
     self.news_tables = {}
     self.tickers = [('VRCA', ), ('AAPL', ), ('SG', ), ('SFT', ),
                     ('PBTS', ), ('IMAC', ), ('HOLI', ), ('AACG', )]
     # https://chromedriver.chromium.org/downloads
     # self.tickers = crud().get_list_of_stocks()
     self.finwiz_url = config.finwiz_url
     self.time = time
Пример #10
0
    def get_date_range(self):
        sql_statement = f"SELECT dt FROM {self.symbol}_TBL ORDER BY dt DESC LIMIT 1;"
        recent_date = None

        try:
            cursor = self.sql.conn_finance.cursor()
            cursor.execute(sql_statement)
            recent_date = cursor.fetchone()
        except:
            database().insert_error_log(f"ERROR GETTING DATE RANGE FOR YFINANCE {self.symbol}")

        current_date = datetime.datetime.now()
          # Grab most recent date on the table and compare with current date
        if recent_date == None:
            return 'max'
        else:
            difference = current_date - recent_date[0]
            if difference.days > 99:
                return 'max'
            else:
                return (recent_date[0], current_date)
Пример #11
0
 def __init__(self):
     self.conn = database().conn_finance
     self.market = None
     self.date_range = None
     self.validate = False
     self.stock_table_list_name = "STOCK_LIST_TBL"
     self.tickers = crud().get_list_of_stocks()
     self.sample_data = {
         "1d" : [],
         "5d" : ['GOOG', 'AAPL'],
         "1mo" : [],
         "3mo" : [],
         "6mo" : [],
         "1y" : []
     }
Пример #12
0
    def create_stock_list_table(self):
        table_name = "STOCK_LIST_TBL"

        sql_statement = f"CREATE TABLE IF NOT EXISTS {table_name} (id INT AUTO_INCREMENT PRIMARY KEY, " \
                        f"ticker VARCHAR(8), description VARCHAR(255), sector VARCHAR(60), industry VARCHAR(60), market VARCHAR(6));"

        try:
            cursor = self.conn.cursor()
            cursor.execute(sql_statement)
            return True
        except:
            db = database()
            db.insert_error_log(
                f"ERROR CREATING TABLE [{table_name}]: {self.conn.get_warnings}"
            )
            return False
Пример #13
0
    def create_all_stock_tables(self):
        result = True
        stock_list = self.crud.get_list_of_stocks()

        l = len(stock_list)
        utility.printProgressBar(0,
                                 l,
                                 prefix='Progress:',
                                 suffix='Complete',
                                 length=50)
        for i, stock in enumerate(stock_list):

            # Look into data types for indicator values and certain metrics that could be added in
            sql_statement = f"CREATE TABLE IF NOT EXISTS {stock[0]}_STK (id INT AUTO_INCREMENT PRIMARY KEY, " \
                            f"dt DATETIME, open FLOAT(8,4), close FLOAT(8,4), high FLOAT(8,4), low FLOAT(8,4), adj_close FLOAT(8,4), " \
                            f"volume INT, split VARCHAR(25), dividend FLOAT(8,4), ma FLOAT(8,4), ema FLOAT(8,4), stoch FLOAT(8,4), " \
                            f"macd FLOAT(8,4), boll_bands FLOAT(8,4), rsi FLOAT(8,4), fibo_retrac FLOAT(8,4), ichimoku FLOAT(8,4), " \
                            f"std_dev FLOAT(8,4), avg_dir_idx FLOAT(8,4));"

            try:
                conn = connect.connect(host=self.host,
                                       user=self.root_user,
                                       password=self.root_pass,
                                       database=self.stock_db_name)
                cursor = self.conn.cursor()
                cursor.execute(sql_statement)
                conn.close()
                utility.printProgressBar(i + 1,
                                         l,
                                         prefix='Progress:',
                                         suffix='Complete',
                                         length=50)
            except:
                db = database()
                db.insert_error_log(
                    f"ERROR CREATING TABLE PRICES {stock}: {self.conn.get_warnings}"
                )
                print(
                    f"ERROR CREATING TABLE {stock}: {self.conn.get_warnings}")
                result = False
        return result
Пример #14
0
    def create_all_sentiment_tables(self):
        result = True
        stock_list = self.crud.get_list_of_stocks()

        l = len(stock_list)
        utility.printProgressBar(0,
                                 l,
                                 prefix='Progress:',
                                 suffix='Complete',
                                 length=50)
        for i, stock in enumerate(stock_list):
            sql_statement_sentiment = f"CREATE TABLE IF NOT EXISTS {stock[0]}_SENT (id INT AUTO_INCREMENT PRIMARY KEY, " \
                                      f"dt DATETIME, headline VARCHAR(500), sent_neg FLOAT(8,4), sent_neutral FLOAT(8,4), " \
                                      f"sent_pos FLOAT(8,4), sent_compound FLOAT(8,4), url VARCHAR(350));"

            try:
                conn = connect.connect(host=self.host,
                                       user=self.root_user,
                                       password=self.root_pass,
                                       database=self.sentiment_db_name)
                cursor = conn.cursor()
                cursor.execute(sql_statement_sentiment)
                conn.close()
                utility.printProgressBar(i + 1,
                                         l,
                                         prefix='Progress:',
                                         suffix='Complete',
                                         length=50)
            except errors:
                db = database()
                db.insert_error_log(
                    f"ERROR CREATING TABLE PRICES {stock}: {self.conn.get_warnings}"
                )
                print(
                    f"ERROR CREATING TABLE SENTIMENT {stock[0]}: {conn.get_warnings}"
                )
                result = False

        return result
Пример #15
0
 def __init__(self):
     config = get_values()
     self.conn = database().conn_finance
     self.stock_table_list_name = "STOCK_LIST_TBL"
Пример #16
0
 def gather_data(self):
     print("Beginning update of all stock data tables...")
     yfinance.yfinance().update_data()
     database().insert_status_log("UPDATED ALL STOCK DATA TABLES")
Пример #17
0
    def update_data(self):
        period_dict = self.get_period()
        # period_dict = self.sample_data

        l = len(period_dict)
        utility.printProgressBar(0, l, prefix='Progress:', suffix='Complete', length=50)
        for x, period in enumerate(period_dict):
            ticker_list = ""

            if len(period_dict[period]) == 0:
                continue

            print(f"Beginning download for {period}")
            for ticker in period_dict[period]:
                ticker_list += ticker + " "

            try:
                data = yf.download(tickers=ticker_list, threads=False, group_by="ticker", period=period)
            except:
                print("ERROR")
                database().insert_error_log("YF001 - YFINANCE IS DOWN OR NOT WORKING")
                utility.restart_yfinance()
                break

            for symbol in period_dict[period]:

                stock_obj = data.get(symbol, None)

                if stock_obj is None:
                    continue

                for header in stock_obj.columns.values:
                    for i in range(0, len(stock_obj[header].index)):
                        if self.check_values(stock_obj, i):
                            dt = self.frmt_dt(stock_obj[header].index[i])
                            date = dt.strftime("%Y-%m-%d %H:%M:%S")
                            open = self.flt_num(stock_obj['Open'][i])
                            close = self.flt_num(stock_obj['Close'][i])
                            high = self.flt_num(stock_obj['High'][i])
                            low = self.flt_num(stock_obj['Low'][i])
                            adj_close = self.flt_num(stock_obj['Adj Close'][i])
                            volume = self.int_num(stock_obj['Volume'][i])

                            values = self.check_insert_values((date, open, close, high, low, adj_close, volume))
                            if values == False:
                                continue

                            try:
                                cursor = self.conn.cursor()
                                result = self.check_if_exists(symbol, date, adj_close, volume, open, close)
                                if result:
                                    sql_statement = f"UPDATE {symbol}_STK " \
                                                    f"SET dt='{date}', open='{open}', close='{close}', high='{high}', low='{low}', " \
                                                    f"adj_close='{adj_close}', volume='{volume}' " \
                                                    f"WHERE ID='{result}';"
                                    cursor.execute(sql_statement)
                                    self.conn.commit()
                                elif result == False:
                                    sql_statement = f"INSERT INTO {symbol}_STK (dt, open, close, high, low, adj_close, volume) " \
                                                    "VALUES (%s, %s, %s, %s, %s, %s, %s)"
                                    cursor.execute(sql_statement, values)
                                    self.conn.commit()
                            except connect.errors as err:
                                database().insert_error_log(f"ERROR INSERTING/UPDATING TECHNICAL DATA INTO DATABASE FOR {symbol} AT {date}")
        utility.printProgressBar(x + 1, l, prefix='Progress:', suffix='Complete', length=50)