def regress(scores, pub_dates, symbol):
pp = pprint.PrettyPrinter(indent=4)
hist_data = stockretriever.get_historical_info(symbol)
y = [] # prices two days after each article was published
x = []
for i in range(len(pub_dates)):
dt = two_days_later(pub_dates[i])
p = get_price_on_date(hist_data, dt)
if p is None or get_price_on_date(hist_data, pub_dates[i]) is None:
print("missing price information")
continue
if get_price_on_date(hist_data, pub_dates[i]) is None:
print("missing price information")
continue
p = p - get_price_on_date(hist_data, pub_dates[i])
y.append(p)
x.append(scores[i])
x = np.array(x) / norm(np.array(x))
y = np.array(y) / norm(np.array(y))
if len(x) < 2:
return False
slope, intercept, r_value, p_value, std_err = stats.linregress(x, y)
print("slope:\t%f\tintercept:\t%f\nr:\t%f\tp:\t%f\tstd_err:\t%f" %
(slope, intercept, r_value, p_value, std_err))
return slope, intercept, r_value, p_value, std_err
def regress(scores, pub_dates, symbol):
pp = pprint.PrettyPrinter(indent=4)
hist_data = stockretriever.get_historical_info(symbol)
y = [] # prices two days after each article was published
x = []
for i in range(len(pub_dates)):
dt = two_days_later(pub_dates[i])
p = get_price_on_date(hist_data, dt)
if p is None or get_price_on_date(hist_data, pub_dates[i]) is None:
print("missing price information")
continue
if get_price_on_date(hist_data, pub_dates[i]) is None:
print("missing price information")
continue
p = p - get_price_on_date(hist_data, pub_dates[i])
y.append(p)
x.append(scores[i])
x = np.array(x) / norm(np.array(x))
y = np.array(y) / norm(np.array(y))
if len(x) < 2:
return False
slope, intercept, r_value, p_value, std_err = stats.linregress(x, y)
print("slope:\t%f\tintercept:\t%f\nr:\t%f\tp:\t%f\tstd_err:\t%f" % (slope, intercept, r_value, p_value, std_err))
return slope, intercept, r_value, p_value, std_err
def fetchStockData(ticker):
stock_data = {}
try:
print("Fetching for:" + ticker)
stock_data[ticker] = stocks.get_historical_info(ticker)
# pprint.pprint(stock_data[ticker])
except KeyError:
print("Key not found:" + ticker)
except stocks.NoResultsError:
print("No Results found for:" + ticker)
return stock_data
def fetchStockData(ticker):
stock_data = {}
try:
print("Fetching for:" + ticker)
stock_data[ticker] = stocks.get_historical_info(ticker)
# pprint.pprint(stock_data[ticker])
except KeyError:
print("Key not found:" + ticker)
except stocks.NoResultsError:
print("No Results found for:" + ticker)
return stock_data
for stock in stock_info:
stock_data.append({"symbol":stock["Symbol"], "date":stock["LastTradeDate"], "price":float(stock["LastTradePriceOnly"])})
#print stock_data
for i in range(len(stock_data)):
print json.dumps(stock_data[i])
outfile.write(json.dumps(stock_data[i]))
outfile.write("\n")
#json.dumps(stock_data[i], outfile) # sort_keys = True, indent = 4, ensure_ascii=False, default=date_handler)
outfile.close()
print "wrote data to %s" % out_path
elif resp == 'historical':
path = raw_input('Path: ')
start_date = raw_input('Start Date (in mm/dd/yy format): ')
end_date = raw_input('End Date (in mm/dd/yy format): ')
for stock_symb in dj_30:
out_path = path + "/historical_stocks_" + stock_symb + "_" + start_date.replace("/",".") + "_to_" + end_date.replace("/",".") + ".txt"
try:
with open(out_path, 'w') as outfile:
stock_info = st.get_historical_info(stock_symb, start_date, end_date)
stock_data = []
for stock in stock_info:
stock_data.append({"symbol":stock_symb, "date": stock['Date'], "price":float(stock["Close"])})
print stock_data
for i in range(len(stock_data)):
outfile.write(json.dumps(stock_data[i]))
outfile.write("\n")
#json.dump(stock_data[i], outfile, sort_keys = True, indent = 4, ensure_ascii=False, default=date_handler)
except Exception as e:
print e
print "wrote data to files located at: %s" % path
print json.dumps(stock_data[i])
outfile.write(json.dumps(stock_data[i]))
outfile.write("\n")
#json.dumps(stock_data[i], outfile) # sort_keys = True, indent = 4, ensure_ascii=False, default=date_handler)
outfile.close()
print "wrote data to %s" % out_path
elif resp == 'historical':
path = raw_input('Path: ')
start_date = raw_input('Start Date (in mm/dd/yy format): ')
end_date = raw_input('End Date (in mm/dd/yy format): ')
for stock_symb in dj_30:
out_path = path + "/historical_stocks_" + stock_symb + "_" + start_date.replace(
"/", ".") + "_to_" + end_date.replace("/", ".") + ".txt"
try:
with open(out_path, 'w') as outfile:
stock_info = st.get_historical_info(
stock_symb, start_date, end_date)
stock_data = []
for stock in stock_info:
stock_data.append({
"symbol": stock_symb,
"date": stock['Date'],
"price": float(stock["Close"])
})
print stock_data
for i in range(len(stock_data)):
outfile.write(json.dumps(stock_data[i]))
outfile.write("\n")
#json.dump(stock_data[i], outfile, sort_keys = True, indent = 4, ensure_ascii=False, default=date_handler)
except Exception as e:
print e
print "wrote data to files located at: %s" % path
