def load(self, datadir="../data/", start=None, end=None):
"""
Tries to load from csv first, then pulls from Yahoo!
"""
filepath = "{0}{1}.csv".format(datadir, self.ticker)
print("Checking {}".format(filepath))
if start is None:
start = self.start
else:
start = standard_date_format(last_trading_day(start))
if end is None:
end = self.end
else:
end = standard_date_format(last_trading_day(end))
if path.isfile(filepath):
self.data = read_yahoo_csv(path=filepath)
csv_start = standard_date_format(self.data.index.min())
csv_end = standard_date_format(self.data.index.max())
if (pd.to_datetime(csv_end) < pd.to_datetime(end)) | (
pd.to_datetime(csv_start) > pd.to_datetime(start)
):
_refresh_success = self.refresh(
datadir=datadir, start=min(start, csv_start), end=max(end, csv_end)
)
else:
_refresh_success = 1
if _refresh_success:
self.data = read_yahoo_csv(path=filepath, startdate=start, enddate=end)
else:
self.data = retrieve_yahoo_data(
ticker=self.ticker, startdate=start, enddate=end
)
self.save(filename="{}.csv".format(self.ticker), datadir=datadir)
def load(self, datadir="../data/", start="2000-01-01", end="2100-01-01"):
"""
Tries to load from csv first, then pulls from Yahoo!
"""
start = standard_date_format(start)
end = standard_date_format(end)
filepath = "{0}{1}.csv".format(datadir, self.name)
print("Checking {}".format(filepath))
if path.isfile(filepath):
self.data = read_treasury_csv(path=filepath,
startdate=start,
enddate=end)
csv_start = standard_date_format(self.data.index.min())
csv_end = standard_date_format(self.data.index.max())
if (csv_end < end) | (csv_start > start):
_refresh_success = self.refresh(
url=self.url,
datadir=datadir,
start=min(start, csv_start),
end=max(end, csv_end),
)
if _refresh_success:
self.data = read_treasury_csv(path=filepath,
startdate=start,
enddate=end)
else:
self.data = retrieve_treasury_yield_curve_rates(url=self.url,
startdate=start,
enddate=end)
self.save(filename="{}.csv".format(self.name), datadir=datadir)
def read_treasury_csv(path=None, startdate="2000-01-01", enddate=None):
"""
Read locally stored csv with data from US Deparment of the Treasury.
"""
if enddate == None:
enddate = todays_date()
# convert dates to pandas format
startdate = standard_date_format(startdate)
enddate = standard_date_format(enddate)
_df = pd.read_csv(path, index_col="Date", parse_dates=True)
return _df.loc[(_df.index >= startdate) & (_df.index <= enddate)]
def read_yahoo_csv(path=None, startdate="2000-01-01", enddate=None):
"""
Read locally stored csv with data from Yahoo! Finance for a security.
"""
if enddate == None:
enddate = todays_date()
# convert dates to pandas format
startdate = standard_date_format(startdate)
enddate = standard_date_format(enddate)
df = pd.read_csv(path, index_col="Date", parse_dates=True)
return df.loc[(df.index >= startdate) & (df.index <= enddate)]
def refresh(self,
url,
datadir="../data/",
start="1900-01-01",
end="2100-01-01"):
"""
Tries to load from csv first, then pulls from Yahoo!
"""
start = standard_date_format(start)
end = standard_date_format(end)
try:
self.data = retrieve_treasury_yield_curve_rates(url=url,
startdate=start,
enddate=end)
self.save(filename="{}.csv".format(self.name), datadir=datadir)
return 1
except:
print("Refresh failed")
return 0
def __init__(self, name, start=None, end=None):
super().__init__(name)
if start is None:
self.start = standard_date_format(last_trading_day("2000-01-01"))
else:
self.start = standard_date_format(last_trading_day(start))
if end is None:
self.end = standard_date_format(last_trading_day(todays_date()))
else:
self.end = standard_date_format(last_trading_day(end))
self.ticker = name
self.set_name(name)
self.load(start=self.start, end=self.end)
self.get_last_price()
self.get_max_price()
self.get_min_price()
self.get_median_price()
self.get_mean_price()
self.get_std_price()
self.dividends = 0.0
self.benchmark_ticker = "sp500"
self.benchmark = None
def refresh(self, datadir="../data/", start=None, end=None):
"""
Tries to load from csv first, then pulls from Yahoo!
"""
if start is None:
start = self.start
else:
start = standard_date_format(last_trading_day(start))
if end is None:
end = self.end
else:
end = standard_date_format(last_trading_day(end))
try:
self.data = retrieve_yahoo_data(
ticker=self.ticker, startdate=start, enddate=end
)
self.save(filename="{}.csv".format(self.ticker), datadir=datadir)
return 1
except:
print("Refresh failed")
return 0
def retrieve_treasury_yield_curve_rates(
url="https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yieldAll",
startdate="20000101",
enddate=None,
):
"""
Download yield curve rates data from US Deparment of the Treasury.
"""
if enddate == None:
enddate = todays_date()
# convert dates to pandas format
startdate = standard_date_format(startdate)
enddate = standard_date_format(enddate)
_headers = {
"User-Agent":
"Mozilla/5.0 (X11; U; Linux i686) Gecko/20071127 Firefox/2.0.0.11"
}
# use request to retrieve data
req = urllib.request.Request(url, headers=_headers)
f = urllib.request.urlopen(req)
html_data = f.read().decode("utf-8")
soup = BeautifulSoup(html_data, "lxml")
table = soup.find("table", {"class": "t-chart"})
_df = pd.read_html(str(table),
header=0,
index_col="Date",
parse_dates=True)[0]
return _df.loc[(_df.index >= startdate) & (_df.index <= enddate)]
def __init__(self, name):
super().__init__(name)
self.securities = {}
self.securities_archive = {}
self.tickers = []
self.tickers_archive = []
self.dividends = pd.DataFrame(columns=["Date", "Ticker", "Amount"])
self.payments = pd.DataFrame(columns=["Date", "In", "Out"])
self.wallet = pd.DataFrame(columns=["Date", "Change"])
self.total_portfolio_value = 0.0
self.total_security_value = 0.0
self.cash = 0.0
self.return_value = 0.0
self.return_rate = 0.0
self.prices = {}
self.prices_fifo = {}
self.prices_lifo = {}
self.index = 0
self.benchmark_ticker = "sp500"
self.benchmark = None
self.transactions = pd.DataFrame(columns=[
"Date", "Transaction", "Ticker", "Currency", "Price", "Quantity"
])
self.date = standard_date_format(todays_date())
def get_cash(self, date="2100-01-01"):
date = standard_date_format(date)
return self.wallet.loc[(self.wallet.Date <= date), "Change"].sum()