def __init__(self):
self.KEY = os.environ["ALLY_CONSUMER_KEY"]
self.SECRET = os.environ["ALLY_CONSUMER_SECRET"]
self.TOKEN = os.environ["ALLY_OAUTH_TOKEN"]
self.OATH_SECRET = os.environ["ALLY_OAUTH_SECRET"]
self.ACCT = os.environ['ALLY_ACCOUNT_NBR']
self.a = ally.Ally()
def get_balances() -> pd.DataFrame:
"""Gets balance details for the account."
Returns
-------
pd.DataFrame
Dataframe of transaction history
"""
a = ally.Ally()
return a.balances(dataframe=True)
def get_history() -> pd.DataFrame:
"""Gets transaction history for the account."
Returns
-------
pd.DataFrame
Dataframe of transaction history
"""
a = ally.Ally()
return a.history(dataframe=True)
def get_holdings() -> pd.DataFrame:
"""Get holdings from Ally account in pandas df
Returns
-------
pd.DataFrame
Dataframe of positions
"""
a = ally.Ally()
return ally_positions_to_df(a.holdings(dataframe=True))
def initAlly():
ALLY_CONSUMER_KEY = os.getenv("ALLY_CONSUMER_KEY")
ALLY_CONSUMER_SECRET = os.getenv("ALLY_CONSUMER_SECRET")
ALLY_OAUTH_TOKEN = os.getenv("ALLY_OAUTH_TOKEN")
ALLY_OAUTH_SECRET = os.getenv("ALLY_OAUTH_SECRET")
if not (ALLY_CONSUMER_KEY and ALLY_CONSUMER_SECRET and ALLY_OAUTH_TOKEN
and ALLY_OAUTH_SECRET):
print("No Ally credentials given, skipping")
return None
a = ally.Ally()
# Wow, that was easy!
return a
def get_stock_quote(ticker: str) -> pd.DataFrame:
"""Gets quote for stock ticker
Parameters
----------
ticker : str
Ticker to get. Can be in form of 'tick1,tick2...'
Returns
-------
pd.DataFrame
Dataframe of ticker quote
"""
a = ally.Ally()
return a.quote(
ticker,
fields=["last", "bid", "ask", "opn", "dollar_value", "chg", "vl"],
dataframe=True,
)
def get_top_movers(list_type: str, exchange: str) -> pd.DataFrame:
"""
Gets top lists from ally Invest API. Documentation for parameters below:
https://www.ally.com/api/invest/documentation/market-toplists-get/
Parameters
----------
list_type : str
Which list to get data for
exchange : str
Which exchange to look at
Returns
-------
pd.DataFrame
DataFrame of top movers
"""
a = ally.Ally()
return a.toplists(list_type, exchange, dataframe=True)
def Test(t):
t = int(t)
print("TEST " + str(t))
a = ally.Ally()
if t == 1:
instrument = ally.instrument.Equity('TSLA')
print(instrument)
op = ally.instrument.Put(instrument, "2019-10-18", 55)
print(op)
orders = [
ally.order.Order(instrument=ally.instrument.Equity('spy'),
quantity=ally.order.Quantity(100),
timespan=ally.order.Timespan('day'),
type=ally.order.Buy(),
price=ally.order.Market())
]
for order in orders:
print(a.submit_order(order))
elif t == 2:
print(ally.utils.option_format("ibm", "2014-01-18", 200.00, "call"))
print(ally.utils.option_format())
print(a.account_history())
elif t == 3:
print(a.holdings_chart('graph.png'))
elif t == 4:
print(a.get_quote('nvda', 'bid,ask'))
print(a.get_quote('nvda,chk,brk.b', 'bid,ask,vol'))
print(a.get_quote(['nvda', 'chk,brk.b'], ['bid', 'ask', 'vol']))
def show_holdings():
a = ally.Ally()
hold = a.holdings()
stonks = list(hold.sym)
last_prices = np.asarray(list(hold.lastprice.astype(float))).round(2)
equity = list(round(hold.marketvalue.astype(float), 2))
# Loop to get previous close (ally api does not provide that)
tickers = yf.Tickers(" ".join(stonks))
prev_closes = np.array([t.info["previousClose"] for t in tickers.tickers])
pct_changes = ((last_prices - prev_closes) / prev_closes).round(3)
print("Stonk\t last price \t prev close \t equity \t % Change")
for stonk, last_price, prev_close, eq, pct_change in zip(
stonks, last_prices, prev_closes, equity, pct_changes):
to_print = f"{stonk}\t {last_price}\t\t {prev_close}\t\t {eq}\t\t {pct_change}"
if last_price >= prev_close:
print(colored(to_print, "green"))
else:
print(colored(to_print, "red"))
print("")
import concurrent.futures
import logging
import ally
logger = logging.getLogger(__name__)
a = ally.Ally()
def job():
logger.info("Submitting job")
return a.timesales("spy",
startdate="2020-06-19",
enddate="2020-06-19",
block=False)
with concurrent.futures.ThreadPoolExecutor(max_workers=5) as executor:
logger.info("Submitting requests")
# Submit all our orders
futures = {executor.submit(job): i for i in range(200)}
logger.info("Submitted!")
logger.info("Getting results...")
for future in concurrent.futures.as_completed(futures):
logger.info("%s #%s", future.result(), futures[future])
def Test(t):
t = int(t)
print("TEST " + str(t))
a = ally.Ally()
if t == 1:
instrument = ally.instrument.Equity('TSLA')
print(instrument)
op = ally.instrument.Put(instrument, "2019-10-18", 55)
print(op)
orders = [
ally.order.Order(instrument=ally.instrument.Equity('spy'),
quantity=ally.order.Quantity(100),
timespan=ally.order.Timespan('day'),
type=ally.order.Buy(),
price=ally.order.Market())
]
for order in orders:
print(a.submit_order(order, verbose=True))
elif t == 2:
print(ally.utils.option_format("ibm", "2014-01-18", 200.00, "call"))
print(ally.utils.option_format())
print(json.dumps(a.account_history(), indent=4))
elif t == 3:
print(a.holdings_chart('graph.png'))
elif t == 4:
print(a.get_quote('nvda', 'bid,ask'))
print(a.get_quote('nvda,chk,brk.b', 'bid,ask,vol'))
print(a.get_quote(['nvda', 'chk,brk.b'], ['bid', 'ask', 'vol']))
elif t == 5:
print(a.get_quote('ally'))
help(a.get_holdings)
elif t == 6:
orders = [
ally.order.Order(instrument=ally.instrument.Equity('nflx'),
quantity=ally.order.Quantity(20),
timespan=ally.order.Timespan('day'),
type=ally.order.Sell(),
price=ally.order.Limit(400))
]
ids = [
a.submit_order(order, preview=True, verbose=False)
for order in orders
]
for i in ids:
# ensure we're only considering 200's
if i['response']:
print(json.dumps(i['response'], indent=4, sort_keys=True))
elif t == 7:
# View prior orders
o = ally.order.Cancel(sys.argv[2])
print(json.dumps(o, indent=4))
x = a.submit_order(o, verbose=True)
print(json.dumps(x, indent=4))
elif t == 8:
ts = a.timesales('spy', interval='1min', startdate='2020-03-26')
print(json.dumps(ts, indent=4, sort_keys=True))
elif t == 9:
print("Attempting market streaming")
print(a.quote_stream(symbols='SPY'))
elif t == 10:
print("market info:", json.dumps(a.market_clock(), indent=4))
print("api server info:", json.dumps(a.api_status(), indent=4))
elif t == 11:
print("timesales")
n_pages = 10
for i in range(n_pages):
print(i)
x = a.timesales(symbols='spy',
rpp=str(n_pages),
interval='1min',
index=str(i),
startdate='2020-03-26')
print("Found ", len(x), "ticks")
print(json.dumps(x, indent=4))
df = pd.DataFrame(x)
df['datetime'] = pd.to_datetime(df['datetime'])
df = df.set_index('datetime')
df.to_csv('/tmp/df.csv' + str(i))
elif t == 12:
print("Get member information:")
easyPrint(a.get_member())
elif t == 13:
print("Get all watchlists")
easyPrint(a.get_watchlists())
elif t == 14:
print(
"Add new watchlist: make sure to specify tests.py 14 NAME symbol1,symbol2,..."
)
easyPrint(a.new_watchlist(sys.argv[2], sys.argv[3].split(',')))
elif t == 15:
print("view symbols in watchlist tests.py 15 NAME")
easyPrint(a.watchlist(sys.argv[2]))
elif t == 16:
print("delete watchlist tests.py 16 NAME")
easyPrint(a.delete_watchlist(sys.argv[2]))
elif t == 17:
print("delete symbol from watchlist test.py 17 NAME SYMBOL")
easyPrint(a.delete_symbol(sys.argv[2], sys.argv[3]))
elif t == 18:
print(
"Add symbol: make sure to specify tests.py 14 NAME symbol1,symbol2,..."
)
easyPrint(a.add_symbol(sys.argv[2], sys.argv[3].split(',')))
elif t == 20:
print("Search for news on several symbols")
print("Use like this: test.py 20 tsla,nvda,...")
easyPrint(
a.news_search(
sys.argv[2].split(','),
maxhits=10
# startdate = '03/18 00:00',
# enddate = '03/21 00:00'
))
elif t == 21:
print("Toplists (not top-less!)")
print("use like this: test.py 21 (toplist type) (exchange)")
x = a.toplist(sys.argv[2], sys.argv[3])
print("Found", len(x), "entries!")
easyPrint(x)
def return_holdings() -> pd.DataFrame:
a = ally.Ally()
hold = a.holdings()
return ally_positions_to_df(hold)
def login():
try:
ally.Ally()
except Exception as e:
print(e)
print("")
def Test(t):
t = int(t)
print("TEST " + str(t))
a = ally.Ally()
if t == 1:
instrument = ally.instrument.Equity('TSLA')
print(instrument)
op = ally.instrument.Put(instrument, "2019-10-18", 55)
print(op)
orders = [
ally.order.Order(
instrument=ally.instrument.Equity('spy'),
quantity=ally.order.Quantity(100),
timespan=ally.order.Timespan('day'),
type=ally.order.Buy(),
price=ally.order.Market()
)
]
for order in orders:
print(a.submit_order(order,verbose=True))
elif t == 2:
print(ally.utils.option_format("ibm", "2014-01-18", 200.00, "call"))
print(ally.utils.option_format())
print(a.account_history())
elif t == 3:
print(a.holdings_chart('graph.png'))
elif t == 4:
print(a.get_quote('nvda','bid,ask'))
print(a.get_quote('nvda,chk,brk.b','bid,ask,vol'))
print(a.get_quote(['nvda','chk,brk.b'],['bid','ask','vol']))
elif t == 5:
print(a.get_quote('ally'))
help(a.get_holdings)
elif t == 6:
orders = [
ally.order.Order(
instrument=ally.instrument.Equity('nflx'),
quantity=ally.order.Quantity(20),
timespan=ally.order.Timespan('day'),
type=ally.order.Sell(),
price=ally.order.Limit(400)
)
]
ids = [ a.submit_order(order, preview=True, verbose=False) for order in orders ]
for i in ids:
# ensure we're only considering 200's
if i['response']:
print(json.dumps(i['response'], indent=4, sort_keys=True))
elif t == 7:
# View prior orders
o = ally.order.Cancel(sys.argv[2])
print(json.dumps(o, indent=4))
x = a.submit_order(o,verbose=True)
print(json.dumps(x, indent=4))
