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make_day_bars_all_assets.py
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make_day_bars_all_assets.py
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import requests
import os
import pandas as pd
from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday
import time
import datetime
from datetime import datetime
from datetime import timedelta
import mysql.connector
import sys
import telegram_send
import signal
import argparse
import subprocess
import linecache
def PrintException():
exc_type, exc_obj, tb = sys.exc_info()
f_err = tb.tb_frame
lineno = tb.tb_lineno
filename = f_err.f_code.co_filename
linecache.checkcache(filename)
line = linecache.getline(filename, lineno, f_err.f_globals)
print ('EXCEPTION IN ({}, LINE {} "{}"): {}'.format(filename, lineno, line.strip(), exc_obj))
#connect to database
#con = mydb = mysql.connector.connect(user='root', password='waWWii21156!', host='127.0.0.1', database='pts', allow_local_infile=True)
global polygon_api_key
timestamp = int(time.time())
localtime = time.ctime(timestamp)
print("Local time:", localtime)
polygon = "SDpnrBpiRzONMJdl48r6dOo0_mjmCu6r" #angry_hoover
starttime = time.time()
ux = (timestamp - (86400 * 30))
uxs = str(ux)
ux1 = timestamp
x = 1
xs = str(x)
con = mydb = mysql.connector.connect(user='root', password='waWWii21156!', host='127.0.0.1', database='ticker_prices', allow_local_infile=True)
sql = "select distinct symbol from all_assets"
#sql = "select distinct symbol from all_assets where symbol = 'AAPL'"
print(sql)
cursor = con.cursor()
cursor.execute(sql)
result = cursor.fetchall()
for y in result:
t = (y[0])
symbol = str(t)
print("Symbol 30days: ",symbol)
pathstr = "/Volumes/ext_drive/get_ticker_data/30_daily_bars/" +symbol
ux1s = str(ux1)
ux2 = ux
ux2s = str(ux2)
dt1 = datetime.utcfromtimestamp(ux1).strftime('%Y-%m-%d')
dt2 = datetime.utcfromtimestamp(ux2).strftime('%Y-%m-%d')
filenamesvtr = pathstr+ "_30daily_bars.csv"
#print("create file:", filenamesvtr)
try:
f = open(str(filenamesvtr), "w")
except:
PrintException()
getstring=f'https://api.polygon.io/v2/aggs/ticker/{t}/range/1/day/{dt2}/{dt1}?sort=asc&limit=30000&apiKey={polygon}'
#print(getstring)
resp = requests.get(getstring)
#print(resp)
r=resp.json()
# print(r)
try:
results = r['results']
# map = r['map']
ticker = r['ticker']
queryCount = r['queryCount']
resultsCount = r['resultsCount']
adjusted = r['adjusted']
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
#print("ticker:",ticker, queryCount,resultsCount,adjusted)
# return results
import csv
try:
for item in results:
#print(item)
vwap = str(item['vw'])
open_s = str(item['o'])
close_s = str(item['c'])
high = str(item['h'])
low = str(item['l'])
unixtime = str(item['t'])
volume = str(item['v'])
out = t+ ", " +unixtime+ ", " +volume+ "," +vwap+ "," +open_s+ "," +close_s+ "," +high+ "," +low+ "\n"
#print(out)
f.write(out)
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
try:
f.close()
except:
PrintException()
pass
filename = pathstr+ "_30daily_bars.csv"
#print("open file:", filename)
try:
df = pd.read_csv(filename)
df.columns = ['ticker', 'unixtime', 'volume', 'vwap', 'open', 'close', 'high', 'low']
#print(df.head)
start = df.iloc[0,5]
#print(start)
df['change'] = (df['close'] / start )
df.to_csv(filename, header=False, index=False)
except:
PrintException()
pass
con.close()
# 90 DAY
ux = (timestamp - (86400 * 90))
uxs = str(ux)
ux1 = timestamp
x = 1
xs = str(x)
con = mydb = mysql.connector.connect(user='root', password='waWWii21156!', host='127.0.0.1', database='ticker_prices', allow_local_infile=True)
sql = "select distinct symbol from all_assets"
#sql = "select distinct symbol from all_assets where symbol = 'AAPL'"
print(sql)
cursor = con.cursor()
cursor.execute(sql)
result = cursor.fetchall()
for y in result:
t = (y[0])
symbol = str(t)
print("Symbol 90days: ",symbol)
pathstr = "/Volumes/ext_drive/get_ticker_data/90_daily_bars/" +symbol
ux1s = str(ux1)
ux2 = ux
ux2s = str(ux2)
dt1 = datetime.utcfromtimestamp(ux1).strftime('%Y-%m-%d')
dt2 = datetime.utcfromtimestamp(ux2).strftime('%Y-%m-%d')
filenamesvtr = pathstr+ "_daily_bars.csv"
#print("create file:", filenamesvtr)
try:
f = open(str(filenamesvtr), "w")
except:
PrintException()
getstring=f'https://api.polygon.io/v2/aggs/ticker/{t}/range/1/day/{dt2}/{dt1}?sort=asc&limit=30000&apiKey={polygon}'
#print(getstring)
resp = requests.get(getstring)
#print(resp)
r=resp.json()
# print(r)
try:
results = r['results']
# map = r['map']
ticker = r['ticker']
queryCount = r['queryCount']
resultsCount = r['resultsCount']
adjusted = r['adjusted']
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
#print("ticker:",ticker, queryCount,resultsCount,adjusted)
# return results
import csv
try:
for item in results:
#print(item)
vwap = str(item['vw'])
open_s = str(item['o'])
close_s = str(item['c'])
high = str(item['h'])
low = str(item['l'])
unixtime = str(item['t'])
volume = str(item['v'])
out = t+ ", " +unixtime+ ", " +volume+ "," +vwap+ "," +open_s+ "," +close_s+ "," +high+ "," +low+ "\n"
#print(out)
f.write(out)
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
try:
f.close()
except:
PrintException()
pass
filename = pathstr+ "_daily_bars.csv"
#print("open file:", filename)
try:
df = pd.read_csv(filename)
df.columns = ['ticker', 'unixtime', 'volume', 'vwap', 'open', 'close', 'high', 'low']
#print(df.head)
start = df.iloc[0,5]
#print(start)
df['change'] = (df['close'] / start )
df.to_csv(filename, header=False, index=False)
except:
PrintException()
pass
con.close()
# 180 Day
ux = (timestamp - (86400 * 180))
uxs = str(ux)
ux1 = timestamp
x = 1
xs = str(x)
con = mydb = mysql.connector.connect(user='root', password='waWWii21156!', host='127.0.0.1', database='ticker_prices', allow_local_infile=True)
sql = "select distinct symbol from all_assets"
#sql = "select distinct symbol from all_assets where symbol = 'AAPL'"
print(sql)
cursor = con.cursor()
cursor.execute(sql)
result = cursor.fetchall()
for y in result:
t = (y[0])
symbol = str(t)
print("Symbol: 180day",symbol)
pathstr = "/Volumes/ext_drive/get_ticker_data/180_daily_bars/" +symbol
ux1s = str(ux1)
ux2 = ux
ux2s = str(ux2)
dt1 = datetime.utcfromtimestamp(ux1).strftime('%Y-%m-%d')
dt2 = datetime.utcfromtimestamp(ux2).strftime('%Y-%m-%d')
filenamesvtr = pathstr+ "_daily_bars.csv"
#print("create file:", filenamesvtr)
try:
f = open(str(filenamesvtr), "w")
except:
PrintException()
getstring=f'https://api.polygon.io/v2/aggs/ticker/{t}/range/1/day/{dt2}/{dt1}?sort=asc&limit=30000&apiKey={polygon}'
#print(getstring)
resp = requests.get(getstring)
#print(resp)
r=resp.json()
# print(r)
try:
results = r['results']
# map = r['map']
ticker = r['ticker']
queryCount = r['queryCount']
resultsCount = r['resultsCount']
adjusted = r['adjusted']
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
#print("ticker:",ticker, queryCount,resultsCount,adjusted)
# return results
import csv
try:
for item in results:
#print(item)
vwap = str(item['vw'])
open_s = str(item['o'])
close_s = str(item['c'])
high = str(item['h'])
low = str(item['l'])
unixtime = str(item['t'])
volume = str(item['v'])
out = t+ ", " +unixtime+ ", " +volume+ "," +vwap+ "," +open_s+ "," +close_s+ "," +high+ "," +low+ "\n"
#print(out)
f.write(out)
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
try:
f.close()
except:
PrintException()
pass
filename = pathstr+ "_daily_bars.csv"
#print("open file:", filename)
try:
df = pd.read_csv(filename)
df.columns = ['ticker', 'unixtime', 'volume', 'vwap', 'open', 'close', 'high', 'low']
#print(df.head)
start = df.iloc[0,5]
#print(start)
df['change'] = (df['close'] / start )
df.to_csv(filename, header=False, index=False)
except:
PrintException()
pass
con.close()
# 5 Years
ux = (timestamp - (86400 * 1500))
uxs = str(ux)
ux1 = timestamp
x = 1
xs = str(x)
con = mydb = mysql.connector.connect(user='root', password='waWWii21156!', host='127.0.0.1', database='ticker_prices', allow_local_infile=True)
sql = "select distinct symbol from all_assets"
#sql = "select distinct symbol from all_assets where symbol = 'AAPL'"
print(sql)
cursor = con.cursor()
cursor.execute(sql)
result = cursor.fetchall()
for y in result:
t = (y[0])
symbol = str(t)
print("Symbol-5 Yrs: ",symbol)
pathstr = "/Volumes/ext_drive/get_ticker_data/5_year_bars/" +symbol
ux1s = str(ux1)
ux2 = ux
ux2s = str(ux2)
dt1 = datetime.utcfromtimestamp(ux1).strftime('%Y-%m-%d')
dt2 = datetime.utcfromtimestamp(ux2).strftime('%Y-%m-%d')
filenamesvtr = pathstr+ "_daily_bars.csv"
#print("create file:", filenamesvtr)
try:
f = open(str(filenamesvtr), "w")
except:
PrintException()
getstring=f'https://api.polygon.io/v2/aggs/ticker/{t}/range/1/day/{dt2}/{dt1}?sort=asc&limit=50000&apiKey={polygon}'
#print(getstring)
resp = requests.get(getstring)
#print(resp)
r=resp.json()
# print(r)
try:
results = r['results']
# map = r['map']
ticker = r['ticker']
queryCount = r['queryCount']
resultsCount = r['resultsCount']
adjusted = r['adjusted']
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
#print("ticker:",ticker, queryCount,resultsCount,adjusted)
# return results
import csv
try:
for item in results:
#print(item)
vwap = str(item['vw'])
open_s = str(item['o'])
close_s = str(item['c'])
high = str(item['h'])
low = str(item['l'])
unixtime = str(item['t'])
volume = str(item['v'])
out = t+ ", " +unixtime+ ", " +volume+ "," +vwap+ "," +open_s+ "," +close_s+ "," +high+ "," +low+ "\n"
#print(out)
f.write(out)
except KeyError:
pass
except NameError:
pass
except:
PrintException()
pass
try:
f.close()
except:
PrintException()
pass
filename = pathstr+ "_daily_bars.csv"
#print("open file:", filename)
try:
df = pd.read_csv(filename)
df.columns = ['ticker', 'unixtime', 'volume', 'vwap', 'open', 'close', 'high', 'low']
#print(df.head)
start = df.iloc[0,5]
#print(start)
df['change'] = (df['close'] / start )
df.to_csv(filename, header=False, index=False)
except:
PrintException()
pass
con.close()
quit()