From b0e88b1be6931f5731784497fdbae4f168d36720 Mon Sep 17 00:00:00 2001
From: Tom Dunietz <dunietzt@umich.edu>
Date: Mon, 22 Apr 2024 15:33:42 -0400
Subject: [PATCH 1/6] qualanalysis
---
qualAnalysis.py | 90 +++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 90 insertions(+)
create mode 100644 qualAnalysis.py
diff --git a/qualAnalysis.py b/qualAnalysis.py
new file mode 100644
index 0000000..6bce780
--- /dev/null
+++ b/qualAnalysis.py
@@ -0,0 +1,90 @@
+import nltk
+from nltk.sentiment.vader import SentimentIntensityAnalyzer
+import requests
+import logging
+import json
+from functools import lru_cache
+
+# Initialize logging
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+@lru_cache(maxsize=128)
+def get_sentiment_score(article):
+ """
+ Function to get sentiment score of a news article using NLTK Vader sentiment analysis.
+ """
+ try:
+ sid = SentimentIntensityAnalyzer()
+ sentiment_score = sid.polarity_scores(article)['compound']
+ return sentiment_score
+ except Exception as e:
+ logger.error("Error getting sentiment score: %s", str(e))
+ return 0
+
+@lru_cache(maxsize=128)
+def get_news_articles(symbol, news_sources, news_api_key):
+ """
+ Function to get news articles related to a given symbol from News API.
+ """
+ try:
+ url = f'https://newsapi.org/v2/everything?q={symbol}&sources={news_sources}&apiKey={news_api_key}'
+ response = requests.get(url)
+ data = response.json()
+ if 'articles' in data:
+ articles = [article['description'] for article in data['articles']]
+ return articles
+ else:
+ return []
+ except Exception as e:
+ logger.error("Error getting news articles: %s", str(e))
+ return []
+
+@lru_cache(maxsize=128)
+def get_analyst_recommendations(symbol, api_key):
+ """
+ Function to get analyst recommendations for a given symbol from Alpha Vantage.
+ """
+ try:
+ url = f'https://www.alphavantage.co/query?function=OVERVIEW&symbol={symbol}&apikey={api_key}'
+ response = requests.get(url)
+ data = response.json()
+ if 'AnalystRating' in data:
+ return int(data['AnalystRating']) # Convert to int
+ else:
+ return 0
+ except Exception as e:
+ logger.error("Error getting analyst recommendations: %s", str(e))
+ return 0
+
+def get_financial_sentiment(symbol, news_sources, news_api_key, api_key):
+ """
+ Function to compute the overall strength value based on sentiment analysis of news articles and analyst recommendations.
+ """
+ try:
+ articles = get_news_articles(symbol, news_sources, news_api_key)
+ if not articles:
+ logger.warning("No news articles found for symbol %s", symbol)
+ return 0
+
+ total_sentiment_score = sum(get_sentiment_score(article) for article in articles) / len(articles)
+ analyst_recommendations = get_analyst_recommendations(symbol, api_key)
+ overall_strength = total_sentiment_score + analyst_recommendations
+ return overall_strength
+ except Exception as e:
+ logger.error("Error computing overall strength: %s", str(e))
+ return 0
+
+if __name__ == "__main__":
+ try:
+ # Configuration
+ company = 'AAPL' # Specify the company symbol
+ news_sources = 'bbc-news, bloomberg, cnn, reuters' # Specify news sources
+ news_api_key = 'YOUR_NEWS_API_KEY'
+ api_key = 'YOUR_ALPHA_VANTAGE_API_KEY'
+
+ # Get overall strength
+ strength = get_financial_sentiment(company, news_sources, news_api_key, api_key)
+ print("Overall Strength:", strength)
+ except Exception as e:
+ logger.error("Error in main: %s", str(e))
\ No newline at end of file
From 40ff898f93e47e77aa16b1d11ccd5611ecac743d Mon Sep 17 00:00:00 2001
From: Tom Dunietz <dunietzt@umich.edu>
Date: Mon, 22 Apr 2024 15:41:02 -0400
Subject: [PATCH 2/6] blackschoels
---
....0.0, Culture=neutral, PublicKeyToken=null | 6 +++
black-scholes.py | 38 +++++++++++++++++++
2 files changed, 44 insertions(+)
create mode 100644 TLD%/AppData/Local/Temp/system-commandline-sentinel-files/dotnet-suggest-registration-git-credential-manager-core, Version=2.0.0.0, Culture=neutral, PublicKeyToken=null
create mode 100644 black-scholes.py
diff --git a/TLD%/AppData/Local/Temp/system-commandline-sentinel-files/dotnet-suggest-registration-git-credential-manager-core, Version=2.0.0.0, Culture=neutral, PublicKeyToken=null b/TLD%/AppData/Local/Temp/system-commandline-sentinel-files/dotnet-suggest-registration-git-credential-manager-core, Version=2.0.0.0, Culture=neutral, PublicKeyToken=null
new file mode 100644
index 0000000..4e9fcae
--- /dev/null
+++ b/TLD%/AppData/Local/Temp/system-commandline-sentinel-files/dotnet-suggest-registration-git-credential-manager-core, Version=2.0.0.0, Culture=neutral, PublicKeyToken=null
@@ -0,0 +1,6 @@
+Exception during registration:
+System.ComponentModel.Win32Exception (0x80004005): The system cannot find the file specified
+ at System.Diagnostics.Process.StartWithCreateProcess(ProcessStartInfo startInfo)
+ at System.Diagnostics.Process.Start()
+ at System.CommandLine.Invocation.Process.StartProcess(String command, String args, String workingDir, Action`1 stdOut, Action`1 stdErr, ValueTuple`2[] environmentVariables)
+ at System.CommandLine.Builder.CommandLineBuilderExtensions.<>c.<<RegisterWithDotnetSuggest>b__10_1>d.MoveNext()
\ No newline at end of file
diff --git a/black-scholes.py b/black-scholes.py
new file mode 100644
index 0000000..8825d51
--- /dev/null
+++ b/black-scholes.py
@@ -0,0 +1,38 @@
+import requests
+from scipy.stats import norm
+from math import log, sqrt, exp
+
+# Function to fetch real-time stock price from Alpha Vantage API
+def get_stock_price(symbol, api_key):
+ url = f"https://www.alphavantage.co/query?function=GLOBAL_QUOTE&symbol={symbol}"
+ response = requests.get(url)
+ if response.status_code == 200:
+ data = response.json()
+ return float(data['Global Quote']['05. price'])
+ else:
+ print(f"Failed to fetch stock price for {symbol}.")
+ return None
+
+# Function to calculate the Black-Scholes call option price
+def black_scholes_call(S, K, r, sigma, T):
+ d1 = (log(S / K) + (r + 0.5 * sigma**2) * T) / (sigma * sqrt(T))
+ d2 = d1 - sigma * sqrt(T)
+ return S * norm.cdf(d1) - K * exp(-r * T) * norm.cdf(d2)
+
+# Function to calculate the Black-Scholes put option price
+def black_scholes_put(S, K, r, sigma, T):
+ d1 = (log(S / K) + (r + 0.5 * sigma**2) * T) / (sigma * sqrt(T))
+ d2 = d1 - sigma * sqrt(T)
+ return K * exp(-r * T) * norm.cdf(-d2) - S * norm.cdf(-d1)
+
+# Example usage
+if __name__ == "__main__":
+ symbol = "AAPL" # Stock symbol
+ K = 200 # Strike price
+ r = 0.05 # Risk-free interest rate
+ sigma = 0.2 # Volatility
+ T = 1 # Time to expiration (in years)
+ api_key = "YOUR_API_KEY" # Your Alpha Vantage API key
+
+ S = get_stock_price(symbol, api_key)
+
\ No newline at end of file
From 57508bb3296bfd96aa86030a300e852346ddfb96 Mon Sep 17 00:00:00 2001
From: Tom Dunietz <dunietzt@umich.edu>
Date: Mon, 22 Apr 2024 15:53:03 -0400
Subject: [PATCH 3/6] test
---
testing.py | 102 +++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 102 insertions(+)
create mode 100644 testing.py
diff --git a/testing.py b/testing.py
new file mode 100644
index 0000000..fa17663
--- /dev/null
+++ b/testing.py
@@ -0,0 +1,102 @@
+import unittest
+from your_module import black_scholes_call, black_scholes_put, get_sentiment_score, get_stock_price
+
+class TestBlackScholes(unittest.TestCase):
+ def test_black_scholes_call(self):
+ # Test case for call option pricing
+ S = 100 # Stock price
+ K = 100 # Strike price
+ r = 0.05 # Risk-free interest rate
+ sigma = 0.2 # Volatility
+ T = 1 # Time to expiration
+ call_price = black_scholes_call(S, K, r, sigma, T)
+ self.assertIsNotNone(call_price)
+
+ def test_black_scholes_put(self):
+ # Test case for put option pricing
+ S = 100 # Stock price
+ K = 100 # Strike price
+ r = 0.05 # Risk-free interest rate
+ sigma = 0.2 # Volatility
+ T = 1 # Time to expiration
+ put_price = black_scholes_put(S, K, r, sigma, T)
+ self.assertIsNotNone(put_price)
+
+class TestSentimentAnalysis(unittest.TestCase):
+ def test_get_sentiment_score(self):
+ # Test case for sentiment analysis
+ article = "This is a positive article about the company."
+ sentiment_score = get_sentiment_score(article)
+ print("Sentiment Score:", sentiment_score)
+ self.assertIsNotNone(sentiment_score)
+
+class TestLiveness(unittest.TestCase):
+ def test_get_stock_price(self):
+ # Test case for liveness of get_stock_price function
+ symbol = "AAPL" # Stock symbol
+ api_key = "YOUR_API_KEY" # Your Alpha Vantage API key
+ stock_price = get_stock_price(symbol, api_key)
+ self.assertIsNotNone(stock_price)
+
+ def test_get_financial_sentiment(self):
+ # Test case for liveness of get_financial_sentiment function
+ company = 'AAPL' # Specify the company symbol
+ news_sources = 'bbc-news, bloomberg, cnn, reuters' # Specify news sources
+ news_api_key = 'YOUR_NEWS_API_KEY'
+ api_key = 'YOUR_ALPHA_VANTAGE_API_KEY'
+ overall_strength = get_financial_sentiment(company, news_sources, news_api_key, api_key)
+ self.assertIsNotNone(overall_strength)
+
+if __name__ == '__main__':
+ unittest.main()
+import unittest
+from your_module import black_scholes_call, black_scholes_put, get_sentiment_score, get_stock_price
+
+class TestBlackScholes(unittest.TestCase):
+ def test_black_scholes_call(self):
+ # Test case for call option pricing
+ S = 100 # Stock price
+ K = 100 # Strike price
+ r = 0.05 # Risk-free interest rate
+ sigma = 0.2 # Volatility
+ T = 1 # Time to expiration
+ call_price = black_scholes_call(S, K, r, sigma, T)
+ self.assertIsNotNone(call_price)
+
+ def test_black_scholes_put(self):
+ # Test case for put option pricing
+ S = 100 # Stock price
+ K = 100 # Strike price
+ r = 0.05 # Risk-free interest rate
+ sigma = 0.2 # Volatility
+ T = 1 # Time to expiration
+ put_price = black_scholes_put(S, K, r, sigma, T)
+ self.assertIsNotNone(put_price)
+
+class TestSentimentAnalysis(unittest.TestCase):
+ def test_get_sentiment_score(self):
+ # Test case for sentiment analysis
+ article = "This is a positive article about the company."
+ sentiment_score = get_sentiment_score(article)
+ print("Sentiment Score:", sentiment_score)
+ self.assertIsNotNone(sentiment_score)
+
+class TestLiveness(unittest.TestCase):
+ def test_get_stock_price(self):
+ # Test case for liveness of get_stock_price function
+ symbol = "AAPL" # Stock symbol
+ api_key = "YOUR_API_KEY" # Your Alpha Vantage API key
+ stock_price = get_stock_price(symbol, api_key)
+ self.assertIsNotNone(stock_price)
+
+ def test_get_financial_sentiment(self):
+ # Test case for liveness of get_financial_sentiment function
+ company = 'AAPL' # Specify the company symbol
+ news_sources = 'bbc-news, bloomberg, cnn, reuters' # Specify news sources
+ news_api_key = 'YOUR_NEWS_API_KEY'
+ api_key = 'YOUR_ALPHA_VANTAGE_API_KEY'
+ overall_strength = get_financial_sentiment(company, news_sources, news_api_key, api_key)
+ self.assertIsNotNone(overall_strength)
+
+if __name__ == '__main__':
+ unittest.main()
From 690aace10f6a7f41a600061e52e18a546885d67e Mon Sep 17 00:00:00 2001
From: dunietzt <71984721+dunietzt@users.noreply.github.com>
Date: Mon, 22 Apr 2024 16:03:38 -0400
Subject: [PATCH 4/6] Update testing.py
---
testing.py | 17 +++++++----------
1 file changed, 7 insertions(+), 10 deletions(-)
diff --git a/testing.py b/testing.py
index fa17663..ea27647 100644
--- a/testing.py
+++ b/testing.py
@@ -34,17 +34,15 @@ class TestLiveness(unittest.TestCase):
def test_get_stock_price(self):
# Test case for liveness of get_stock_price function
symbol = "AAPL" # Stock symbol
- api_key = "YOUR_API_KEY" # Your Alpha Vantage API key
- stock_price = get_stock_price(symbol, api_key)
+
+ stock_price = get_stock_price(symbol)
self.assertIsNotNone(stock_price)
def test_get_financial_sentiment(self):
# Test case for liveness of get_financial_sentiment function
company = 'AAPL' # Specify the company symbol
news_sources = 'bbc-news, bloomberg, cnn, reuters' # Specify news sources
- news_api_key = 'YOUR_NEWS_API_KEY'
- api_key = 'YOUR_ALPHA_VANTAGE_API_KEY'
- overall_strength = get_financial_sentiment(company, news_sources, news_api_key, api_key)
+ overall_strength = get_financial_sentiment(company, news_sources)
self.assertIsNotNone(overall_strength)
if __name__ == '__main__':
@@ -85,17 +83,16 @@ class TestLiveness(unittest.TestCase):
def test_get_stock_price(self):
# Test case for liveness of get_stock_price function
symbol = "AAPL" # Stock symbol
- api_key = "YOUR_API_KEY" # Your Alpha Vantage API key
- stock_price = get_stock_price(symbol, api_key)
+
+ stock_price = get_stock_price(symbol)
self.assertIsNotNone(stock_price)
def test_get_financial_sentiment(self):
# Test case for liveness of get_financial_sentiment function
company = 'AAPL' # Specify the company symbol
news_sources = 'bbc-news, bloomberg, cnn, reuters' # Specify news sources
- news_api_key = 'YOUR_NEWS_API_KEY'
- api_key = 'YOUR_ALPHA_VANTAGE_API_KEY'
- overall_strength = get_financial_sentiment(company, news_sources, news_api_key, api_key)
+
+ overall_strength = get_financial_sentiment(company, news_sources)
self.assertIsNotNone(overall_strength)
if __name__ == '__main__':
From 3adc92a9adf994f13e125a7c7f9f0556cb115a6b Mon Sep 17 00:00:00 2001
From: dunietzt <71984721+dunietzt@users.noreply.github.com>
Date: Mon, 22 Apr 2024 16:08:18 -0400
Subject: [PATCH 5/6] Update qualAnalysis.py
---
qualAnalysis.py | 20 +++++++++-----------
1 file changed, 9 insertions(+), 11 deletions(-)
diff --git a/qualAnalysis.py b/qualAnalysis.py
index 6bce780..04459dc 100644
--- a/qualAnalysis.py
+++ b/qualAnalysis.py
@@ -23,12 +23,12 @@ def get_sentiment_score(article):
return 0
@lru_cache(maxsize=128)
-def get_news_articles(symbol, news_sources, news_api_key):
+def get_news_articles(symbol, news_sources):
"""
Function to get news articles related to a given symbol from News API.
"""
try:
- url = f'https://newsapi.org/v2/everything?q={symbol}&sources={news_sources}&apiKey={news_api_key}'
+ url = f'https://newsapi.org/v2/everything?q={symbol}&sources={news_sources}'
response = requests.get(url)
data = response.json()
if 'articles' in data:
@@ -41,12 +41,12 @@ def get_news_articles(symbol, news_sources, news_api_key):
return []
@lru_cache(maxsize=128)
-def get_analyst_recommendations(symbol, api_key):
+def get_analyst_recommendations(symbol):
"""
Function to get analyst recommendations for a given symbol from Alpha Vantage.
"""
try:
- url = f'https://www.alphavantage.co/query?function=OVERVIEW&symbol={symbol}&apikey={api_key}'
+ url = f'https://www.alphavantage.co/query?function=OVERVIEW&symbol={symbol}'
response = requests.get(url)
data = response.json()
if 'AnalystRating' in data:
@@ -57,18 +57,18 @@ def get_analyst_recommendations(symbol, api_key):
logger.error("Error getting analyst recommendations: %s", str(e))
return 0
-def get_financial_sentiment(symbol, news_sources, news_api_key, api_key):
+def get_financial_sentiment(symbol, news_sources):
"""
Function to compute the overall strength value based on sentiment analysis of news articles and analyst recommendations.
"""
try:
- articles = get_news_articles(symbol, news_sources, news_api_key)
+ articles = get_news_articles(symbol, news_sources)
if not articles:
logger.warning("No news articles found for symbol %s", symbol)
return 0
total_sentiment_score = sum(get_sentiment_score(article) for article in articles) / len(articles)
- analyst_recommendations = get_analyst_recommendations(symbol, api_key)
+ analyst_recommendations = get_analyst_recommendations(symbol)
overall_strength = total_sentiment_score + analyst_recommendations
return overall_strength
except Exception as e:
@@ -80,11 +80,9 @@ def get_financial_sentiment(symbol, news_sources, news_api_key, api_key):
# Configuration
company = 'AAPL' # Specify the company symbol
news_sources = 'bbc-news, bloomberg, cnn, reuters' # Specify news sources
- news_api_key = 'YOUR_NEWS_API_KEY'
- api_key = 'YOUR_ALPHA_VANTAGE_API_KEY'
# Get overall strength
- strength = get_financial_sentiment(company, news_sources, news_api_key, api_key)
+ strength = get_financial_sentiment(company, news_sources)
print("Overall Strength:", strength)
except Exception as e:
- logger.error("Error in main: %s", str(e))
\ No newline at end of file
+ logger.error("Error in main: %s", str(e))
From efba43474e0161cea05d8d6cc56fc345ccec9db6 Mon Sep 17 00:00:00 2001
From: dunietzt <71984721+dunietzt@users.noreply.github.com>
Date: Mon, 22 Apr 2024 16:09:01 -0400
Subject: [PATCH 6/6] Update black-scholes.py
---
black-scholes.py | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
diff --git a/black-scholes.py b/black-scholes.py
index 8825d51..a6d7305 100644
--- a/black-scholes.py
+++ b/black-scholes.py
@@ -3,7 +3,7 @@
from math import log, sqrt, exp
# Function to fetch real-time stock price from Alpha Vantage API
-def get_stock_price(symbol, api_key):
+def get_stock_price(symbol):
url = f"https://www.alphavantage.co/query?function=GLOBAL_QUOTE&symbol={symbol}"
response = requests.get(url)
if response.status_code == 200:
@@ -32,7 +32,7 @@ def black_scholes_put(S, K, r, sigma, T):
r = 0.05 # Risk-free interest rate
sigma = 0.2 # Volatility
T = 1 # Time to expiration (in years)
- api_key = "YOUR_API_KEY" # Your Alpha Vantage API key
- S = get_stock_price(symbol, api_key)
-
\ No newline at end of file
+
+ S = get_stock_price(symbol)
+