def MOEX_find_secid(**kwargs) -> str:
secid = ''
data = []
if 'reg_number' in kwargs:
url = f"https://iss.moex.com/iss/securities.json?q={kwargs['reg_number']}&iss.meta=off&limit=10"
asset_data = json.loads(get_web_data(url))
securities = asset_data['securities']
columns = securities['columns']
data = [
x for x in securities['data']
if x[columns.index('regnumber')] == kwargs['reg_number']
or x[columns.index('regnumber')] is None
]
if not data and 'isin' in kwargs:
url = f"https://iss.moex.com/iss/securities.json?q={kwargs['isin']}&iss.meta=off&limit=10"
asset_data = json.loads(get_web_data(url))
securities = asset_data['securities']
columns = securities['columns']
data = securities[
'data'] # take the whole list if we search by isin
if data:
if len(data) > 1:
# remove not traded assets if there are any outdated doubles present
data = [x for x in data if x[columns.index('is_traded')] == 1]
if len(data) > 1: # and then check again
logging.info(
QApplication.translate(
"MOEX", "Multiple MOEX assets found for: ") +
f"{kwargs}")
return secid
asset_data = dict(zip(columns, data[0]))
secid = asset_data['secid'] if 'secid' in asset_data else ''
return secid
def CBR_DataReader(self, _asset_id, currency_code, _currency, _isin,
start_timestamp, end_timestamp):
date1 = datetime.utcfromtimestamp(start_timestamp).strftime('%d/%m/%Y')
# add 1 day to end_timestamp as CBR sets rate are a day ahead
date2 = (datetime.utcfromtimestamp(end_timestamp) +
timedelta(days=1)).strftime('%d/%m/%Y')
try:
code = str(
self.CBR_codes.loc[self.CBR_codes["ISO_name"] == currency_code,
"CBR_code"].values[0]).strip()
except IndexError:
logging.error(
self.tr("Failed to get CBR data for: " + f"{currency_code}"))
return None
url = f"http://www.cbr.ru/scripts/XML_dynamic.asp?date_req1={date1}&date_req2={date2}&VAL_NM_RQ={code}"
xml_root = xml_tree.fromstring(get_web_data(url))
rows = []
for node in xml_root:
s_date = node.attrib['Date'] if node is not None else None
s_val = node.find("Value").text if node is not None else None
rows.append({"Date": s_date, "Rate": s_val})
data = pd.DataFrame(rows, columns=["Date", "Rate"])
data['Date'] = pd.to_datetime(data['Date'], format="%d.%m.%Y")
data['Rate'] = [x.replace(',', '.') for x in data['Rate']]
data['Rate'] = data['Rate'].astype(float)
rates = data.set_index("Date")
return rates
def get_shop_name_by_inn(self, inn):
if len(inn) != 10 and len(inn) != 12:
logging.warning(
self.tr("Incorrect length of INN. Can't get company name."))
return inn
region_list = "77,78,01,02,03,04,05,06,07,08,09,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,"\
"30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,"\
"61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,79,83,86,87,89,91,92,99"
params = {
'vyp3CaptchaToken': '',
'page': '',
'query': inn,
'region': region_list,
'PreventChromeAutocomplete': ''
}
token_data = json.loads(
post_web_data('https://egrul.nalog.ru/', params))
if 't' not in token_data:
return inn
result = json.loads(
get_web_data('https://egrul.nalog.ru/search-result/' +
token_data['t']))
try:
return result['rows'][0]['c'] # Return short name if exists
except:
pass
try:
return result['rows'][0]['n'] # Return long name if exists
except:
logging.warning(self.tr("Can't get company name from: ") + result)
return inn
def MOEX_DataReader(self,
asset_id,
asset_code,
isin,
start_timestamp,
end_timestamp,
update_symbol=True):
asset = self.MOEX_info(symbol=asset_code, isin=isin, special=True)
if (asset['engine'] is None) or (asset['market'] is
None) or (asset['board'] is None):
logging.warning(f"Failed to find {asset_code} on moex.com")
return None
if (asset['market'] == 'bonds') and (asset['board'] == 'TQCB'):
asset_code = isin # Corporate bonds are quoted by ISIN
if (asset['market'] == 'shares') and (asset['board'] == 'TQIF'):
asset_code = isin # ETFs are quoted by ISIN
isin = asset['isin'] if 'isin' in asset else ''
reg_code = asset['reg_code'] if 'reg_code' in asset else ''
expiry = asset['expiry'] if 'expiry' in asset else 0
if update_symbol:
JalDB().update_asset_data(asset_id,
new_isin=isin,
new_reg=reg_code,
expiry=expiry)
# Get price history
date1 = datetime.utcfromtimestamp(start_timestamp).strftime('%Y-%m-%d')
date2 = datetime.utcfromtimestamp(end_timestamp).strftime('%Y-%m-%d')
url = f"http://iss.moex.com/iss/history/engines/{asset['engine']}/markets/{asset['market']}/" \
f"boards/{asset['board']}/securities/{asset_code}.xml?from={date1}&till={date2}"
xml_root = xml_tree.fromstring(get_web_data(url))
history_rows = xml_root.findall("data[@id='history']/rows/*")
quotes = []
for row in history_rows:
if row.attrib['CLOSE']:
if 'FACEVALUE' in row.attrib: # Correction for bonds
price = float(row.attrib['CLOSE']) * float(
row.attrib['FACEVALUE']) / 100.0
quotes.append({
"Date": row.attrib['TRADEDATE'],
"Close": price
})
else:
quotes.append({
"Date": row.attrib['TRADEDATE'],
"Close": row.attrib['CLOSE']
})
data = pd.DataFrame(quotes, columns=["Date", "Close"])
data['Date'] = pd.to_datetime(data['Date'], format="%Y-%m-%d")
data['Close'] = pd.to_numeric(data['Close'])
close = data.set_index("Date")
return close
def Yahoo_Downloader(self, _asset_id, asset_code, _currency, _isin,
start_timestamp, end_timestamp):
url = f"https://query1.finance.yahoo.com/v7/finance/download/{asset_code}?" \
f"period1={start_timestamp}&period2={end_timestamp}&interval=1d&events=history"
file = StringIO(get_web_data(url))
try:
data = pd.read_csv(file)
except ParserError:
return None
data['Date'] = pd.to_datetime(data['Date'], format="%Y-%m-%d")
data = data.drop(
columns=['Open', 'High', 'Low', 'Adj Close', 'Volume'])
close = data.set_index("Date")
return close
def PrepareRussianCBReader(self):
rows = []
try:
xml_root = xml_tree.fromstring(
get_web_data("http://www.cbr.ru/scripts/XML_valFull.asp"))
for node in xml_root:
code = node.find(
"ParentCode").text.strip() if node is not None else None
iso = node.find(
"ISO_Char_Code").text if node is not None else None
rows.append({"ISO_name": iso, "CBR_code": code})
except xml_tree.ParseError:
pass
self.CBR_codes = pd.DataFrame(rows, columns=["ISO_name", "CBR_code"])
def MOEX_find_secid(**kwargs) -> str:
secid = ''
try:
search_key = kwargs['regcode'] if 'regcode' in kwargs else kwargs[
'isin']
except KeyError:
return secid
if not search_key:
return secid
url = f"https://iss.moex.com/iss/securities.json?q={search_key}&iss.meta=off&limit=10"
asset_data = json.loads(get_web_data(url))
securities = asset_data['securities']
columns = securities['columns']
if 'regcode' in kwargs:
# Take only records that have given regnumber to get rid of additional issues
data = [
x for x in securities['data']
if x[columns.index('regnumber')] == search_key
or x[columns.index('regnumber')] is None
]
else:
data = securities[
'data'] # take the whole list if we search by isin
if data:
if len(data) > 1:
# remove not traded assets if there are any outdated doubles present
data = [x for x in data if x[columns.index('is_traded')] == 1]
if len(data) > 1: # and then check again
logging.info(
QApplication.translate(
"MOEX", "Multiple MOEX assets found for reg.number: ")
+ search_key)
return secid
asset_data = dict(zip(columns, data[0]))
secid = asset_data['secid'] if 'secid' in asset_data else ''
return secid
def MOEX_download_info(asset_code, currency='') -> dict:
mapping = {
'SECID': 'symbol',
'NAME': 'name',
'SHORTNAME': 'short_name',
'ISIN': 'isin',
'REGNUMBER': 'reg_number',
'FACEVALUE': 'principal',
'MATDATE': 'expiry',
'LSTDELDATE': 'expiry',
'GROUP': 'type'
}
asset_type = {
'stock_shares': PredefinedAsset.Stock,
'stock_dr': PredefinedAsset.Stock,
'stock_bonds': PredefinedAsset.Bond,
'stock_etf': PredefinedAsset.ETF,
'stock_ppif': PredefinedAsset.ETF,
'futures_forts': PredefinedAsset.Derivative
}
asset = {}
if not asset_code:
return asset
url = f"http://iss.moex.com/iss/securities/{asset_code}.xml"
xml_root = xml_tree.fromstring(get_web_data(url))
info_rows = xml_root.findall("data[@id='description']/rows/*")
boards = xml_root.findall("data[@id='boards']/rows/*")
if not boards: # can't find boards -> not traded asset
return asset
for info in info_rows:
asset.update({
mapping[field]: info.attrib['value']
for field in mapping if info.attrib['name'] == field
})
if 'isin' in asset:
# replace symbol with short name if we have isin in place of symbol
asset['symbol'] = asset['short_name'] if asset['symbol'] == asset[
'isin'] else asset['symbol']
del asset['short_name'] # drop short name as we won't use it further
if 'principal' in asset: # Convert principal into float if possible or drop otherwise
try:
asset['principal'] = float(asset['principal'])
except ValueError:
del asset['principal']
if 'expiry' in asset: # convert YYYY-MM-DD into timestamp
date_value = datetime.strptime(asset['expiry'], "%Y-%m-%d")
asset['expiry'] = int(
date_value.replace(tzinfo=timezone.utc).timestamp())
try:
asset['type'] = asset_type[asset['type']]
except KeyError:
logging.error(
QApplication.translate("MOEX",
"Unsupported MOEX security type: ") +
f"{asset['type']}")
return {}
boards_list = [board.attrib for board in boards]
primary_board = [
x for x in boards_list
if "is_primary" in x and x["is_primary"] == '1'
]
if primary_board:
if currency == 'USD':
board_id = primary_board[0]['boardid'][:-1] + 'D'
elif currency == 'EUR':
board_id = primary_board[0]['boardid'][:-1] + 'E'
else:
board_id = primary_board[0]['boardid']
board = [
x for x in boards_list
if "boardid" in x and x["boardid"] == board_id
]
if board:
asset.update({
'engine': board[0]['engine'],
'market': board[0]['market'],
'board': board[0]['boardid']
})
return asset