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stock.py
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stock.py
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import os
import datetime
import dateutil.relativedelta
from alpha_vantage.timeseries import TimeSeries # python access to alpha vantage api
AV_KEY = os.getenv('ALPHAVANTAGE_API_KEY')
# get data for give ticker for give timeframe using alpha vantage api plotting closing prices
# using pyplot to plot pandas dataframe
def get_chart_data(ticker, timeframe):
ts = TimeSeries(key=AV_KEY, output_format='pandas') # creating new instance of TimeSeries class
current_time = datetime.datetime.now()
data, meta_data = [], []
labeling_flag = False
adjusted_flag = False # flag to determine if adjusted prices are needed for the dataset
# get only the relevant data for the given timeframe
if timeframe == '1M':
data, meta_data = get_month_data(ticker, ts, current_time)
elif timeframe == '3M':
data, meta_data = get_three_month_data(ticker, ts, current_time)
elif timeframe == '6M':
data, meta_data = get_six_month_data(ticker, ts, current_time)
elif timeframe == 'YTD':
data, meta_data = get_ytd_data(ticker, ts, current_time)
elif timeframe == '1Y':
data, meta_data = get_year_data(ticker, ts, current_time)
elif timeframe == '2Y':
data, meta_data = get_two_year_data(ticker, ts, current_time)
adjusted_flag = True
else:
data, meta_data = get_five_year_data(ticker, ts, current_time)
adjusted_flag = True
index = data.index
new_index = []
closing_prices = []
closing_reversed = []
# need to get adjusted weekly data for timeframes greater than or equal to 2 years (2Y)
if adjusted_flag:
closing_prices = data['5. adjusted close']
else:
closing_prices = data['4. close']
updated_timeframe = timeframe
# if a stock hasn't been traded as long as the given timeframe, we need to adjust the timeframe to show in the chart
if timeframe == '2Y' or timeframe == '5Y':
month_delta = (current_time.date() - data.index[-1].date()).days / 30
if month_delta < 24:
if month_delta <= 1:
updated_timeframe = '1M'
elif month_delta <= 3:
updated_timeframe = '3M'
elif month_delta <= 6:
updated_timeframe = '6M'
elif month_delta <= 12:
updated_timeframe = '1Y'
else:
updated_timeframe = '2Y'
# by default the indexing is formatted like YYYY-MM-DD which is unnecessary
# we will change the date format to index depending on the timeframe
if updated_timeframe == '1M' or updated_timeframe == '3M' or updated_timeframe == '6M' or \
updated_timeframe == 'YTD':
for date in index:
month = date.date().month
day = date.date().day
date_index = f'{month}-{day}'
new_index.append(date_index)
else:
for date in index:
month = date.date().month
year = str(date.date().year)[2:]
date_index = f'{month}-{year}'
new_index.append(date_index)
for price in closing_prices:
closing_reversed.append(price)
# applying reformatted indices and reversed closing prices
new_index.reverse()
closing_reversed.reverse()
data.index = new_index
if adjusted_flag:
data['5. adjusted close'] = closing_reversed
else:
data['4. close'] = closing_reversed
return data, adjusted_flag
# returns a slice of the original dataset relevant for the past month
def get_month_data(ticker, ts, current_time):
data, meta_data = ts.get_daily(symbol=ticker, outputsize='full')
data = get_shortened_data(data, current_time + dateutil.relativedelta.relativedelta(months=-1))
return data, meta_data
# returns a slice of the original dataset relevant for the past three months
def get_three_month_data(ticker, ts, current_time):
data, meta_data = ts.get_daily(symbol=ticker, outputsize='full')
data = get_shortened_data(data, current_time + dateutil.relativedelta.relativedelta(months=-3))
return data, meta_data
# returns a slice of the original dataset relevant for the past six months
def get_six_month_data(ticker, ts, current_time):
data, meta_data = ts.get_daily(symbol=ticker, outputsize='full')
data = get_shortened_data(data, current_time + dateutil.relativedelta.relativedelta(months=-6))
return data, meta_data
# returns a slice of the original dataset relevant for the year-to-date
def get_ytd_data(ticker, ts, current_time):
data, meta_data = ts.get_daily(symbol=ticker, outputsize='full')
data = get_shortened_data(data, datetime.datetime(current_time.year, 1, 1))
return data, meta_data
# returns a slice of the original dataset relevant for the past year
def get_year_data(ticker, ts, current_time):
data, meta_data = ts.get_daily(symbol=ticker, outputsize='full')
data = get_shortened_data(data, current_time + dateutil.relativedelta.relativedelta(years=-1))
return data, meta_data
# returns a slice of the original dataset relevant for the past two years
def get_two_year_data(ticker, ts, current_time):
data, meta_data = ts.get_weekly_adjusted(symbol=ticker)
data = get_shortened_data(data, current_time + dateutil.relativedelta.relativedelta(years=-2))
return data, meta_data
# returns a slice of the original dataset relevant for the past 5 years
def get_five_year_data(ticker, ts, current_time):
data, meta_data = ts.get_weekly_adjusted(symbol=ticker)
data = get_shortened_data(data, current_time + dateutil.relativedelta.relativedelta(years=-5))
return data, meta_data
# goes through the data and keeps track of all the rows that have a date index >= limit
def get_shortened_data(data, limit):
counter = 0
dates = data.index
if dates[-1].date() > limit.date():
limit = dates[-1]
for date in dates:
if date.date() >= limit.date():
counter += 1
elif date.date().year == limit.date().year and date.date().month == limit.date().month and \
date.date().day == limit.date().day:
counter += 1
else:
break
return data[:counter]
# gets the price of the given ticker, reformats the json, and return it as a dictionary
def get_price(ticker):
ts = TimeSeries(key=AV_KEY)
data, meta_data = ts.get_quote_endpoint(symbol=ticker)
# json_file = json.loads(data)
json_dict = {}
for key in data:
k = key.split(' ')[1:]
k = ' '.join(k)
v = data[key]
json_dict[k] = v
return json_dict