def _fetch_tpex_data_history(self, code):
"""
get specific stock monthly trading data from tpex website
:param code:
:return:
"""
trading_dict = dict()
url = f'{Domain.TAIPEI_EXCHANGE}/web/stock/aftertrading/daily_trading_info/st43_result.php'
query_date = StockTools.ad_to_republic_era(date_=self.date_).replace('-', '/'),
params = {
'l': 'zh-tw',
'd': query_date,
'stkno': code
}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
data_list = json_data['aaData']
if not data_list:
return None
columns = ['trading_volume', 'trade_value', 'opening_price', 'highest_price', 'lowest_price',
'closing_price', 'change', 'transaction']
for data in data_list:
date_ = StockTools.republic_era_to_ad(data[0])
date_ = datetime.strptime(date_, '%Y/%m/%d').date()
stock_trading = TpexTradingObject(**(dict(zip(columns, data[1:]))))
for attr in stock_trading.__dict__.copy():
if attr not in columns:
delattr(stock_trading, attr)
trading_dict[date_] = stock_trading
return trading_dict
def _fetch_tpex_data_history(self, code):
"""
get specific stock monthly p/e ratio, dividend yield and p/b ratio data from tpex website
:param code:
:return:
"""
p_e_ratio_dict = dict()
url = f'{Domain.TAIPEI_EXCHANGE}/web/stock/aftertrading/peratio_stk/pera_result.php?'
query_date = StockTools.ad_to_republic_era(date_=self.date_).replace(
'-', '/'),
params = {'l': 'zh-tw', 'd': query_date, 'stkno': code}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
data_list = json_data['aaData']
if not data_list:
return None
columns = ['per', 'yield_ratio', 'dividend_year', 'pbr']
for data in data_list:
date_ = StockTools.republic_era_to_ad(data[0])
date_ = datetime.strptime(date_, '%Y/%m/%d').date()
p_e_ratio = StockPERatioObject(**(dict(zip(columns, data[1:]))))
for attr in p_e_ratio.__dict__.copy():
if attr not in columns:
delattr(p_e_ratio, attr)
p_e_ratio_dict[date_] = p_e_ratio
return p_e_ratio_dict
def _fetch_tpex_data_all(self):
"""
fetch all margin trading data in specific date from tpex website
:return:
"""
margin_trading_dict = dict()
url = f'{Domain.TAIPEI_EXCHANGE}/web/stock/margin_trading/margin_balance/margin_bal_result.php'
query_date = StockTools.ad_to_republic_era(date_=self.date_).replace('-', '/'),
params = {
'l': 'zh-tw',
'o': 'json',
'd': query_date
}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
data_list = json_data['aaData']
if not data_list:
return None
columns = ['code', 'name', 'cash_balance_of_previous_day', 'margin_purchase', 'margin_sells', 'cash_redemption',
'cash_balance_of_the_day', 'cash_belong_to_securities_finance', 'cash_utilization_rate',
'cash_quota', 'stock_balance_of_previous_day', 'short_covering', 'short_sale', 'stock_redemption',
'stock_balance_of_the_day', 'stock_belong_to_securities_finance', 'stock_utilization_rate',
'stock_quota', 'offset', 'note']
for data in data_list:
stock_margin_trading = TpexMarginTradingObject(**dict(zip(columns, data)))
margin_trading_dict[stock_margin_trading.code] = stock_margin_trading
return margin_trading_dict
def _fetch_tpex_data_all(self):
"""
fetch all trading data in specific date from tpex website
:return:
"""
trading_dict = dict()
url = f'{Domain.TAIPEI_EXCHANGE}/web/stock/aftertrading/otc_quotes_no1430/stk_wn1430_result.php'
query_date = StockTools.ad_to_republic_era(date_=self.date_).replace('-', '/'),
params = {
'l': 'zh-tw',
'd': query_date,
'se': 'EW'
}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
data_list = json_data['aaData']
if not data_list:
return None
columns = ['code', 'name', 'closing_price', 'change', 'opening_price', 'highest_price', 'lowest_price',
'trading_volume', 'trade_value', 'transaction', 'last_best_bid_price', 'last_best_bid_volume',
'last_best_ask_price', 'last_best_ask_volume', 'issued_shares', 'next_limit_up', 'next_limit_down']
for data in data_list:
stock_trading = TpexTradingObject(**dict(zip(columns, data)))
trading_dict[stock_trading.code] = stock_trading
return trading_dict
def _fetch_twse_data_history(self, code):
"""
get specific stock monthly trading data from twse website
:param code:
:return:
"""
trading_dict = dict()
url = f'{Domain.TAIWAN_STOCK_EXCHANGE_CORPORATION}/exchangeReport/STOCK_DAY'
query_date = self.date_.strftime('%Y%m%d')
params = {
'response': 'json',
'date': query_date,
'stockNo': code
}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
stats = json_data['stat']
if not stats == 'OK':
return None
data_list = json_data['data']
columns = ['trading_volume', 'trade_value', 'opening_price', 'highest_price', 'lowest_price',
'closing_price', 'change', 'transaction']
for data in data_list:
date_ = StockTools.republic_era_to_ad(data[0])
date_ = datetime.strptime(date_, '%Y/%m/%d').date()
stock_trading = TwseTradingObject(**(dict(zip(columns, data[1:]))))
for attr in stock_trading.__dict__.copy():
if attr not in columns:
delattr(stock_trading, attr)
trading_dict[date_] = stock_trading
return trading_dict
def _fetch_tpex_data_all(self):
"""
fetch all p/e ratio, dividend yield and p/b ratio data in specific date from tpex website
:return:
"""
p_e_ratio_dict = dict()
url = f'{Domain.TAIPEI_EXCHANGE}/web/stock/aftertrading/peratio_analysis/pera_result.php'
query_date = StockTools.ad_to_republic_era(date_=self.date_).replace(
'-', '/'),
params = {'l': 'zh-tw', 'o': 'json', 'd': query_date}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
data_list = json_data['aaData']
if not data_list:
return None
columns = [
'code', 'name', 'per', 'dividend_per_share', 'dividend_year',
'yield_ratio', 'pbr'
]
for data in data_list:
p_e_ratio = StockPERatioObject(**dict(zip(columns, data)))
p_e_ratio_dict[p_e_ratio.code] = p_e_ratio
return p_e_ratio_dict
def _fetch_twse_data_history(self, code):
"""
get specific stock monthly p/e ratio, dividend yield and p/b ratio data from twse website
:param code:
:return:
"""
p_e_ratio_dict = dict()
url = f'{Domain.TAIWAN_STOCK_EXCHANGE_CORPORATION}/exchangeReport/BWIBBU'
query_date = self.date_.strftime('%Y%m%d')
params = {'response': 'json', 'date': query_date, 'stockNo': code}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
stats = json_data['stat']
if not stats == 'OK':
return None
data_list = json_data['data']
columns = [
'yield_ratio', 'dividend_year', 'per', 'pbr', 'fiscal_year_quarter'
]
for data in data_list:
date_ = self._translate_date(data[0])
date_ = StockTools.republic_era_to_ad(date_)
date_ = datetime.strptime(date_, '%Y/%m/%d').date()
p_e_ratio = StockPERatioObject(**(dict(zip(columns, data[1:]))))
for attr in p_e_ratio.__dict__.copy():
if attr not in columns:
delattr(p_e_ratio, attr)
p_e_ratio_dict[date_] = p_e_ratio
return p_e_ratio_dict
def _fetch_tpex_data_all(self):
"""
fetch all institutional investors data in specific date from tpex website
:return:
"""
institutional_investors_dict = dict()
url = f'{Domain.TAIPEI_EXCHANGE}/web/stock/3insti/daily_trade/3itrade_hedge_result.php'
query_date = StockTools.ad_to_republic_era(date_=self.date_).replace(
'-', '/'),
params = {'l': 'zh-tw', 'd': query_date, 'se': 'EW', 't': 'D'}
response = ResponseHandler.get(url=url, params=params)
if not response:
return None
json_data = response.json()
data_list = json_data['aaData']
if not data_list:
return None
columns = [
'code', 'name', 'foreign_mainland_area_buy',
'foreign_mainland_area_sell', 'foreign_mainland_area_diff',
'foreign_buy', 'foreign_sell', 'foreign_diff', 'trust_buy',
'trust_sell', 'trust_diff', 'proprietary_dealers_buy',
'proprietary_dealers_sell', 'proprietary_dealers_diff',
'hedge_dealers_buy', 'hedge_dealers_sell', 'hedge_dealers_diff',
'total_diff'
]
removed_indices = {8, 9, 10, 20, 21, 22, 24}
for data in data_list:
data = [
value for index, value in enumerate(data)
if index not in removed_indices
]
if len(columns) != len(data):
print(f'{data[0]} MISSING INSTITUTIONAL INVESTORS MISSING')
continue
stock_institutional_investors = InstitutionalInvestorsObject(
**dict(zip(columns, data)))
institutional_investors_dict[stock_institutional_investors.
code] = stock_institutional_investors
return institutional_investors_dict