def test_fundamentals(self):
quote = r.get_fundamentals(self.single_stock, info=None)
assert (len(quote) == 1)
assert (quote[0]['symbol'] == self.single_stock)
quote = quote[0]
assert ('open' in quote)
assert isinstance(quote["open"], float)
assert ('high' in quote)
assert isinstance(quote["high"], float)
assert ('low' in quote)
assert isinstance(quote["low"], float)
assert ('volume' in quote)
assert isinstance(quote["volume"], int)
assert ('average_volume_2_weeks' in quote)
assert isinstance(quote["average_volume_2_weeks"], float)
assert ('average_volume' in quote)
assert isinstance(quote["average_volume"], float)
assert ('high_52_weeks' in quote)
assert isinstance(quote["high_52_weeks"], float)
assert ('dividend_yield' in quote)
assert isinstance(quote["dividend_yield"], float)
assert ('float' in quote)
assert isinstance(quote["float"], int)
assert ('low_52_weeks' in quote)
assert isinstance(quote["low_52_weeks"], float)
assert ('market_cap' in quote)
assert isinstance(quote["market_cap"], float)
assert ('pb_ratio' in quote)
assert isinstance(quote["pb_ratio"], float)
assert ('pe_ratio' in quote)
assert isinstance(quote["pe_ratio"], float)
assert ('shares_outstanding' in quote)
assert isinstance(quote["shares_outstanding"], float)
assert ('description' in quote)
assert isinstance(quote["description"], str)
assert ('instrument' in quote)
assert isinstance(quote["instrument"], str)
assert ('ceo' in quote)
assert isinstance(quote["ceo"], str)
assert ('headquarters_city' in quote)
assert isinstance(quote["headquarters_city"], str)
assert ('headquarters_state' in quote)
assert isinstance(quote["headquarters_state"], str)
assert ('sector' in quote)
assert isinstance(quote["sector"], str)
assert ('industry' in quote)
assert isinstance(quote["industry"], str)
assert ('num_employees' in quote)
assert isinstance(quote["num_employees"], int)
assert ('year_founded' in quote)
assert isinstance(quote["year_founded"], int)
assert ('symbol' in quote)
assert isinstance(quote["symbol"], str)
#
more_quotes = r.get_fundamentals(self.list_stocks, info=None)
assert (len(more_quotes) == len(self.list_stocks))
#
fake_quotes = r.get_fundamentals(self.fake_stocks, info=None)
assert (len(fake_quotes) == 1)
assert (fake_quotes[0] is None)
def test_instruments(self):
quote = r.get_instruments_by_symbols(self.single_stock)
assert (len(quote) == 1)
assert (quote[0]['symbol'] == self.single_stock)
quote = quote[0]
assert ('id' in quote)
assert isinstance(quote["id"], str)
assert ('url' in quote)
assert isinstance(quote["url"], str)
assert ('quote' in quote)
assert isinstance(quote["quote"], str)
assert ('fundamentals' in quote)
assert isinstance(quote["fundamentals"], str)
assert ('splits' in quote)
assert isinstance(quote["splits"], str)
assert ('state' in quote)
assert isinstance(quote["state"], str)
assert ('market' in quote)
assert isinstance(quote["market"], str)
assert ('simple_name' in quote)
assert isinstance(quote["simple_name"], str)
assert ('name' in quote)
assert isinstance(quote["name"], str)
assert ('tradeable' in quote)
assert isinstance(quote["tradeable"], bool)
assert ('tradability' in quote)
assert isinstance(quote["tradability"], str)
assert ('symbol' in quote)
assert isinstance(quote["symbol"], str)
assert ('bloomberg_unique' in quote)
assert isinstance(quote["bloomberg_unique"], str)
assert ('margin_initial_ratio' in quote)
assert isinstance(quote["margin_initial_ratio"], float)
assert ('maintenance_ratio' in quote)
assert isinstance(quote["maintenance_ratio"], float)
assert ('country' in quote)
assert isinstance(quote["country"], str)
assert ('day_trade_ratio' in quote)
assert isinstance(quote["day_trade_ratio"], float)
assert ('list_date' in quote)
assert isinstance(quote["list_date"], str)
assert ('min_tick_size' in quote)
assert ('type' in quote)
assert isinstance(quote["type"], str)
assert ('tradable_chain_id' in quote)
assert isinstance(quote["tradable_chain_id"], str)
assert ('rhs_tradability' in quote)
assert isinstance(quote["rhs_tradability"], str)
assert ('fractional_tradability' in quote)
assert isinstance(quote["fractional_tradability"], str)
assert ('default_collar_fraction' in quote)
assert isinstance(quote["default_collar_fraction"], float)
#
more_quotes = r.get_fundamentals(self.list_stocks, info=None)
assert (len(more_quotes) == len(self.list_stocks))
#
fake_quotes = r.get_fundamentals(self.fake_stocks, info=None)
assert (len(fake_quotes) == 1)
assert (fake_quotes[0] == None)
def get_fundamentals(tickers):
fundamentals = []
sets_of_100 = len(tickers) // 100
for i in range(sets_of_100):
print('Call #' + str(i + 1))
fundamentals += r.get_fundamentals(tickers[i * 100:(i + 1) * 100])
fundamentals += r.get_fundamentals(tickers[sets_of_100 * 100:])
return fundamentals
def get_rel_volume(self): try: fund = r.get_fundamentals(self.tick) return float(fund['volume'])/float(fund['average_volume_2_weeks']) except: # be default, assume normal rel volume return 1
def grabIntradayHL(stock):
"""Returns intra-day low/high of the day.
:param stock: {1-5} character stock-ticker
:return: [float] low, [float] high
"""
quote = r.get_fundamentals(stock)[0]
low = '{:.2f}'.format(round(float(quote['low']), 2))
high = '{:.2f}'.format(round(float(quote['high']), 2))
return low, high
def test_fundamentals(self):
quote = r.get_fundamentals(self.single_stock, info=None)
assert (len(quote) == 1)
assert (quote[0]['symbol'] == self.single_stock)
quote = quote[0]
assert ('open' in quote)
assert ('high' in quote)
assert ('low' in quote)
assert ('volume' in quote)
assert ('average_volume_2_weeks' in quote)
assert ('average_volume' in quote)
assert ('high_52_weeks' in quote)
assert ('dividend_yield' in quote)
assert ('float' in quote)
assert ('low_52_weeks' in quote)
assert ('market_cap' in quote)
assert ('pb_ratio' in quote)
assert ('pe_ratio' in quote)
assert ('shares_outstanding' in quote)
assert ('description' in quote)
assert ('instrument' in quote)
assert ('ceo' in quote)
assert ('headquarters_city' in quote)
assert ('headquarters_state' in quote)
assert ('sector' in quote)
assert ('industry' in quote)
assert ('num_employees' in quote)
assert ('year_founded' in quote)
assert ('symbol' in quote)
#
more_quotes = r.get_fundamentals(self.list_stocks, info=None)
assert (len(more_quotes) == len(self.list_stocks))
#
fake_quotes = r.get_fundamentals(self.fake_stocks, info=None)
assert (len(fake_quotes) == 1)
assert (fake_quotes[0] == None)
def test_fundamentals(self):
quote = r.get_fundamentals(self.single_stock, info=None)
self.assertEqual(len(quote), 1)
self.assertEqual(quote[0]['symbol'], self.single_stock)
quote = quote[0]
self.assertIn('open', quote)
self.assertIn('high', quote)
self.assertIn('low', quote)
self.assertIn('volume', quote)
self.assertIn('average_volume_2_weeks', quote)
self.assertIn('average_volume', quote)
self.assertIn('high_52_weeks', quote)
self.assertIn('dividend_yield', quote)
self.assertIn('float', quote)
self.assertIn('low_52_weeks', quote)
self.assertIn('market_cap', quote)
self.assertIn('pb_ratio', quote)
self.assertIn('pe_ratio', quote)
self.assertIn('shares_outstanding', quote)
self.assertIn('description', quote)
self.assertIn('instrument', quote)
self.assertIn('ceo', quote)
self.assertIn('headquarters_city', quote)
self.assertIn('headquarters_state', quote)
self.assertIn('sector', quote)
self.assertIn('industry', quote)
self.assertIn('num_employees', quote)
self.assertIn('year_founded', quote)
self.assertIn('symbol', quote)
#
more_quotes = r.get_fundamentals(self.list_stocks, info=None)
self.assertEqual(len(more_quotes), len(self.list_stocks))
#
fake_quotes = r.get_fundamentals(self.fake_stocks, info=None)
self.assertEqual(len(fake_quotes), 1)
self.assertEqual(fake_quotes[0], None)
def test_instruments(self):
quote = r.get_instruments_by_symbols(self.single_stock)
self.assertEqual(len(quote), 1)
self.assertEqual(quote[0]['symbol'], self.single_stock)
quote = quote[0]
self.assertIn('id', quote)
self.assertIn('url', quote)
self.assertIn('quote', quote)
self.assertIn('fundamentals', quote)
self.assertIn('splits', quote)
self.assertIn('state', quote)
self.assertIn('market', quote)
self.assertIn('simple_name', quote)
self.assertIn('name', quote)
self.assertIn('tradeable', quote)
self.assertIn('tradability', quote)
self.assertIn('symbol', quote)
self.assertIn('bloomberg_unique', quote)
self.assertIn('margin_initial_ratio', quote)
self.assertIn('maintenance_ratio', quote)
self.assertIn('country', quote)
self.assertIn('day_trade_ratio', quote)
self.assertIn('list_date', quote)
self.assertIn('min_tick_size', quote)
self.assertIn('type', quote)
self.assertIn('tradable_chain_id', quote)
self.assertIn('rhs_tradability', quote)
self.assertIn('fractional_tradability', quote)
self.assertIn('default_collar_fraction', quote)
#
more_quotes = r.get_fundamentals(self.list_stocks, info=None)
self.assertEqual(len(more_quotes), len(self.list_stocks))
#
fake_quotes = r.get_fundamentals(self.fake_stocks, info=None)
self.assertEqual(len(fake_quotes), 1)
self.assertEqual(fake_quotes[0], None)
def getstockinfo(watchlistname):
# fetch data from robinhood and parse data into a dictionary structure that stockcontainer can accept
for stock in watchlist:
week = r.get_historicals(stock, span='week', bounds="regular")
month = r.get_historicals(stock, span='month', bounds="regular")
year = r.get_historicals(stock, span='year', bounds="regular")
fiveyear = r.get_historicals(stock, span='5year', bounds="regular")
data = {}
data['name'] = str(stock)
data[
'price'] = "Stock created using secondary method - price not supported"
data['earnings'] = r.get_earnings(stock)
data['events'] = r.get_events(stock)
data['fundamentals'] = r.get_fundamentals(stock)
x = stockcontainer(stock, data, "f**k off", week, month, year,
fiveyear)
traj = trajectory(x)
x.addtrajectory(traj)
stocksArray.append(x)
def rh_pull_portfolio_data(user_id, passwd):
r.login(username=user_id, password=passwd)
if DbAccess.is_update_needed():
obj = portfolio_summary.objects.all()
if not obj:
obj = portfolio_summary()
obj.timestamp = timezone.now()
else:
obj = obj[0]
obj.portfolio_cash = float(profiles.load_account_profile()['portfolio_cash'])
obj.save()
# remove current entries
stocks_held.objects.all().delete()
# get current owned securites and save to db
positions_data = r.get_open_stock_positions()
for item in positions_data:
quantity = float(item['quantity'])
if not quantity:
continue
# check if instrument is present in robinhood_traded_stocks table
obj = stocks_held()
obj.symbol, obj.name = RhWrapper.rh_pull_symbol_from_instrument_url(item['instrument'])
obj.quantity = quantity
obj.average_price = float(item['average_buy_price'])
obj.latest_price = float(r.get_latest_price(obj.symbol)[0])
obj.open_price = float(r.get_fundamentals(obj.symbol)[0]['open'])
try:
obj.prev_close_price = float(StockUtils.getStockInfo(obj.symbol)['previousClose'])
except Exception as e:
logging.error(str(e) + ' encountered when fetching yahoo data for ' + obj.symbol)
obj.prev_close_price = obj.open_price
obj.save()
# remove current entries
options_held.objects.all().delete()
# get current owned securites and save to db
options_position_data = r.get_open_option_positions()
for item in options_position_data:
quantity = float(item['quantity'])
if not quantity:
continue
obj = options_held()
obj.option_id = item['option_id']
contract_into = r.get_option_instrument_data_by_id(obj.option_id)
obj.strike_price = float(contract_into['strike_price'])
obj.expiration_date = contract_into['expiration_date']
obj.option_type = contract_into['type']
obj.symbol = item['chain_symbol']
obj.trade_value_multiplier = float(item['trade_value_multiplier'])
obj.average_price = float(item['average_price']) / obj.trade_value_multiplier
obj.quantity = float(item['quantity'])
# adjust value for sold calls
if obj.average_price < 0:
obj.average_price = (-1) * obj.average_price
obj.quantity = (-1) * obj.quantity
market_data = r.get_option_market_data_by_id(obj.option_id)
obj.previous_close_price = float(market_data['previous_close_price'])
obj.current_price = float(market_data['adjusted_mark_price'])
# print('symbol: %5s strike_price: %7.2f option_type: %4s expiration_date: %12s trade_value_multiplier: %d average_price: %7.2f quantity: %d previous_close_price: %7.2f current_price: %7.2f' % (obj.symbol, obj.strike_price, obj.option_type, obj.expiration_date, obj.trade_value_multiplier, obj.average_price, obj.quantity, obj.previous_close_price, obj.current_price))
obj.save()
def write_volume(data_frame):
for index, new_share_info in data_frame.iterrows():
print('Writing volume for: ', new_share_info['Symbol'])
closing_prices = stonks.get_fundamentals(new_share_info['Symbol'], info='average_volume')
data_frame.loc[index, 'Volume'] = volume
def searchSymbol(self, symbol):
return self.masterFormat(robin_stocks.get_fundamentals(symbol),
"search")
