Merge pull request #24 from 6ahodir/master

Added major assets, indexes, currencies for showing on the dashboard.

quantpy/gui/settings.py

@@ -0,0 +1,108 @@
+import os
+
+DATA_DIR = os.path.join(os.path.dirname(__file__), 'data')
+
+# database file location
+DB_FILE = os.path.join(DATA_DIR, 'db.sqlite3')
+
+# indexes that are displayed on the dashboard
+DASHBOARD_INDEXES = {
+    #symbol, short name, long name
+    '^DJI': ('DJIA', 'Dow Jones Industrial Average'),  # unfortunately, no data
+    '^GSPC': ('S&P', 'S&P 500'),
+    '^IXIC': ('NASDAQ', 'NASDAQ Composite'),
+    'eurusd=x': ('EUR/USD', 'EUR/USD'),
+    '^TNX': ('10-Year Bond', 'CBOE Interest Rate 10-Year T-No'),
+    'gcq13.cmx': ('Gold', 'Gold Aug 13'),
+    'CLN13.NYM': ('Oil', 'Crude Oil Jul 13'),
+}
+
+
+# http://www.gummy-stuff.org/Yahoo-data.htm
+YAHOO_SYMBOL_TAGS = {
+    "a": "Ask",
+    "a2": "Average Daily Volume",
+    "a5": "Ask Size",
+    "b": "Bid",
+    "b2": "Ask (Real-time)",
+    "b3": "Bid (Real-time)",
+    "b4": "Book Value",
+    "b6": "Bid Size",
+    "c": "Change & Percent Change",
+    "c1": "Change",
+    "c3": "Commission",
+    "c6": "Change (Real-time)",
+    "c8": "After Hours Change (Real-time)",
+    "d": "Dividend/Share",
+    "d1": "Last Trade Date",
+    "d2": "Trade Date",
+    "e": "Earnings/Share",
+    "e1": "Error Indication (returned for symbol changed / invalid)",
+    "e7": "EPS Estimate Current Year",
+    "e8": "EPS Estimate Next Year",
+    "e9": "EPS Estimate Next Quarter",
+    "f6": "Float Shares",
+    "g": "Day's Low",
+    "g1": "Holdings Gain Percent",
+    "g3": "Annualized Gain",
+    "g4": "Holdings Gain",
+    "g5": "Holdings Gain Percent (Real-time)",
+    "g6": "Holdings Gain (Real-time)",
+    "h": "Day's High",
+    "i": "More Info",
+    "i5": "Order Book (Real-time)",
+    "j": "52-week Low",
+    "j1": "Market Capitalization",
+    "j3": "Market Cap (Real-time)",
+    "j4": "EBITDA",
+    "j5": "Change From 52-week Low",
+    "j6": "Percent Change From 52-week Low",
+    "k": "52-week High",
+    "k1": "Last Trade (Real-time) With Time",
+    "k2": "Change Percent (Real-time)",
+    "k3": "Last Trade Size",
+    "k4": "Change From 52-week High",
+    "k5": "Percebt Change From 52-week High",
+    "l": "Last Trade (With Time)",
+    "l1": "Last Trade (Price Only)",
+    "l2": "High Limit",
+    "l3": "Low Limit",
+    "m": "Day's Range",
+    "m2": "Day's Range (Real-time)",
+    "m3": "50-day Moving Average",
+    "m4": "200-day Moving Average",
+    "m5": "Change From 200-day Moving Average",
+    "m6": "Percent Change From 200-day Moving Average",
+    "m7": "Change From 50-day Moving Average",
+    "m8": "Percent Change From 50-day Moving Average",
+    "n": "Name",
+    "n4": "Notes",
+    "o": "Open",
+    "p": "Previous Close",
+    "p1": "Price Paid",
+    "p2": "Change in Percent",
+    "p5": "Price/Sales",
+    "p6": "Price/Book",
+    "q": "Ex-Dividend Date",
+    "r": "P/E Ratio",
+    "r1": "Dividend Pay Date",
+    "r2": "P/E Ratio (Real-time)",
+    "r5": "PEG Ratio",
+    "r6": "Price/EPS Estimate Current Year",
+    "r7": "Price/EPS Estimate Next Year",
+    "s": "Symbol",
+    "s1": "Shares Owned",
+    "s7": "Short Ratio",
+    "t1": "Last Trade Time",
+    "t6": "Trade Links",
+    "t7": "Ticker Trend",
+    "t8": "1 yr Target Price",
+    "v": "Volume",
+    "v1": "Holdings Value",
+    "v7": "Holdings Value (Real-time)",
+    "w": "52-week Range",
+    "w1": "Day's Value Change",
+    "w4": "Day's Value Change (Real-time)",
+    "x": "Stock Exchange",
+    "y": "Dividend Yield"
+}

quantpy/gui/utils.py

@@ -1,9 +1,14 @@
 import xml.etree.ElementTree as ET
 import urllib.request
 
+import numpy as np
+import pandas as pd
+
+from quantpy.gui import settings
+
 
 def fetch_news(tickers, kind='company'):
-    """Downloads company news headlines from yahoo
+    """Download company news headlines from yahoo
 
     'tickers' is a comma separated list of tickers: yhoo,msft,tivo
     or just one ticker symbol
@@ -30,12 +35,79 @@ def fetch_news(tickers, kind='company'):
 
     news = []
     for item in root.iter('item'):
-        news.append({
-            'description': item.find('description').text,
-            'link': item.find('link').text,
-            'pub_date': item.find('pubDate').text,
-            'title': item.find('title').text,
-        })
+        try:
+            news.append({
+                'description': item.find('description').text,
+                'link': item.find('link').text,
+                'pub_date': item.find('pubDate').text,
+                'title': item.find('title').text,
+            })
+        except AttributeError:
+            pass
 
     return news
 
+
+def get_market_updates(symbols, special_tags):
+    """
+    Get current yahoo quote.
+
+    'special_tags' is a list of tags. More info about tags can be found at
+    http://www.gummy-stuff.org/Yahoo-data.htm
+
+    Returns a DataFrame
+    """
+    if isinstance(symbols, str):
+        sym_list = symbols
+    elif not isinstance(symbols, pd.Series):
+        symbols = pd.Series(symbols)
+        sym_list = str.join('+', symbols)
+    else:
+        sym_list = str.join('+', symbols)
+
+    # Symbol must be in the special_tags for now
+    if not 's' in special_tags:
+        special_tags.insert(0, 's')
+    request = ''.join(special_tags)  # code request string
+    special_tag_names = [settings.YAHOO_SYMBOL_TAGS[x] for x in special_tags]
+    header = special_tag_names
+
+    data = dict(list(zip(
+        list(special_tag_names), [[] for i in range(len(special_tags))]
+    )))
+
+    urlStr = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (
+        sym_list, request)
+
+    try:
+        lines = urllib.request.urlopen(urlStr).readlines()
+    except Exception as e:
+        s = "Failed to download:\n{0}".format(e)
+        print(s)
+        return None
+
+    for line in lines:
+        fields = line.decode('utf-8').strip().split(',')
+        for i, field in enumerate(fields):
+            if field[-2:] == '%"':
+                data[header[i]].append(float(field.strip('"%')))
+            elif field[0] == '"':
+                data[header[i]].append(field.strip('"'))
+            else:
+                try:
+                    data[header[i]].append(float(field))
+                except ValueError:
+                    data[header[i]].append(np.nan)
+
+    idx = data.pop('Symbol')
+
+    return pd.DataFrame(data, index=idx)
+
+
+def get_dashboard_index_updates():
+    """Fetch updates for assets in the settings.DASHBOARD_INDEXES
+    Return a pandas data frame.
+    """
+    symbols = [x for x in settings.DASHBOARD_INDEXES.keys()]
+    special_tags = ['s', 'c6', 'd1', 'l1', 'p2']  # settings.YAHOO_SYMBOL_TAGS
+    return get_market_updates(symbols, special_tags)