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import copy
import json
import time
import requests
import bs4
import re
def load_yahoo(base, ticker):
url = f'{base}/{ticker}/history/'
x = requests.get(url).content
soup = bs4.BeautifulSoup(x, features='html.parser')
script = soup.find("script",text=re.compile("root.App.main")).text
j = json.loads("root.App.main\s+=\s+(\{.*\})", script).group(1), parse_float=lambda x: x)
return j
def to_time(t):
if t is None:
return None
return time.gmtime(t)
def parse_dividend(x):
p = copy.deepcopy(x)
if p['type'] == 'DIVIDEND':
p['date'] = to_time(p['date'])
p['amount'] = p['amount']
p['data'] = p['data']
p['datetime'] = p.pop('date')
p['dividend_amount'] = p.pop('amount')
p['dividend_data'] = p.pop('data')
return p
return None
except KeyError:
return None
def parse_price(x):
p = copy.deepcopy(x)
p['date'] = to_time(p['date'])
p['open'] = p['open']
p['high'] = p['high']
p['low'] = p['low']
p['close'] = p['close']
p['volume'] = p['volume']
p['adjclose'] = p['adjclose']
p['datetime'] = p.pop('date')
p['type'] = 'PRICE'
return p
except KeyError:
return None
def load_fixing(base, ticker):
history = load_yahoo(base, ticker)
x = history['context']['dispatcher']['stores']['StreamDataStore']['quoteData'][ticker]
exchange_timezone_longname = x['exchangeTimezoneName']
close = x['regularMarketPreviousClose']
regular_market_time_fmt = x['regularMarketTime']['fmt']
return(ticker, exchange_timezone_longname, regular_market_time_fmt, float(close['raw']))
def load_prices(base, ticker):
history = load_yahoo(base, ticker)
prices = history['context']['dispatcher']['stores']['HistoricalPriceStore']['prices']
good = []
bad = []
for p in prices:
as_dividend = parse_dividend(p)
as_price = parse_price(p)
if as_dividend is not None:
if as_price is not None:
page = history['context']['dispatcher']['stores']['PageStore']['pageData']
ccy = history['context']['dispatcher']['stores']['StreamDataStore']['quoteData'][ticker]['currency']
fmt = history['context']['dispatcher']['stores']['StreamDataStore']['quoteData'][ticker]['regularMarketOpen']['fmt'] # e.g. '1.1940'
fmt = '%.' + str(len(fmt.split('.')[1])) + 'f'
if bad != []:
print('Some failures:', bad)
for g in good:
g['ticker'] = page['symbol']
g['title'] = page['title']
g['ccy'] = ccy
g['fmt'] = fmt
good = sorted(good, key=lambda x: x['datetime'])
return good
if __name__ == '__main__':
base = ''
print('AUD to SGD:', load_fixing(base, 'AUDSGD=X'))
tickers = ['BHP.AX', 'ES3.SI']
for ticker in tickers:
prices = load_prices(base, ticker)
for p in prices:
if p['type'] == 'PRICE' and p['close'] is not None:
print(p['ticker'], p['ccy'], time.strftime('%F', p['datetime']), p['fmt'] % float(p['close']))
for p in prices:
if p['type'] == 'DIVIDEND':
print(p['ticker'], p['ccy'], time.strftime('%F', p['datetime']), p['dividend_amount'], p['dividend_data'])
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