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steven-cutting/mktdotpy.py

Created October 15, 2014 08:20
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mktdotpy.py
# -*- coding: utf-8 -*-
"""
Created on Thu Oct 9 21:41:08 2014
@author: Steven Cutting
@author email: steven.e.cutting@gmail.com
@project site: https://github.com/steven-cutting/Misc.git
Notes on formatting:
**Triple quote uses**
+ docstrings use doule quotes
+ commented out code use single quotes.
"""
# TODO (Steven): need to update/do doc strings
# TODO (Steven): need to add the ability to define date points
# TODO (Steven) Continue switch to using dictionaries to hold 'options'
# --dictionaries of list/arrays.
import numpy as np
import pandas as pd
# ---------------------------------------------------------------------
# Options classes and subclasses
class Options(object):
def __init__(self, argsList):
if any(ea_tokens['default']) in argsList:
pass
api = 'http://finance.yahoo.com/d/quotes'
tickers = np.array([('S&P 500', '^GSPC'),
('NASDAQ', '^IXIC'),
('Russell 2000', '^RUT'),
('Nikkei 225', '^N225'),
('Crude Oil', 'CLX14.NYM'),
('10-Yr Bond', '^TNX'),
('EUR/USD', 'EURUSD=X'),
('USD/JPY', 'USDJPY=X')
])
data_codes = np.array([('Name', 'n'),
('LTrade', 'l1'),
('DaysValueChg', 'w4')
])
temporal_option = 'rt'
_arrays = {'keys': ['yahoof', 'tickers', 'data_codes', 'temporal_option'],
'yahoof': api,
'tickers': tickers,
'data_codes': data_codes,
'temporal_option': temporal_option
}
# ---------------------------------------------------------------------
# Getting the data and providing it in a more usable format
class URL(object):
"""Creats an url object to be used to make requests from Yahoo Finances API.
$ ex = yahoo_url(mkt.index)
$ print ex._url()
"""
def __init__(self, options_dict):
if options_dict in ['df', 'default']:
options_dict = Options._arrays
self.keys = options_dict['keys']
if 'yahoof' is self.keys[0]: # non agnostic term -----------!!!
self._baseUrl = options_dict[self.keys[0]]
self._urlPrtOne = '.csv?s='
self._tickerSet = options_dict[self.keys[1]]
self._utlPrtTwo = '&f='
self._optionSet = options_dict[self.keys[2]]
def _compile_string_list_from_options(self, options, delimiter):
"""Pulls the tickers from a numpy array and/or list of tickers and
places them in a single string delmited by plus signs ('+') for the
url builder to use.
**This version is for tickers stored in the secound column of a numpy
array.
"""
option_string = ''
if type(options) == np.ndarray:
for i in range(len(options) - 1):
option_string += options[i][1] + delimiter
option_string += options[-1][1]
elif type(options) == list:
for i in range(len(options) - 1):
option_string += options[i] + delimiter
option_string += options[-1]
else:
# TODO (Steven): change to an actual error thing
print "blerg!"
return option_string
# TODO (Steven): figure out the historical api shit
def _build_yahoof_url(self): # non agnostic term -----------!!!
url_tickers = self._compile_string_list_from_options(self._tickerSet,
'+')
url_options = self._compile_string_list_from_options(self._optionSet,
'')
url = (self._baseUrl + self._urlPrtOne + url_tickers +
self._utlPrtTwo + url_options)
return url
def url_(self):
# TODO (Steven): Make it not specific to one api
"""
builds the url
calls the correct url builder based on api selected
and passes relevant info to the url builder
"""
if self.keys[0] is 'yahoof': # non agnostic term -----------!!!
url = self._build_yahoof_url() # non agnostic term -----------!!!
return url
class DataTable(object):
def __init__(self, options_dict):
if options_dict in ['df', 'default', '']:
options_dict = Options._arrays
self.keys = options_dict['keys']
if 'yahoof' is self.keys[0]:
self._ticker_set = options_dict[self.keys[1]]
self._option_set = options_dict[self.keys[2]]
self._temporal_option = options_dict[self.keys[3]]
self._url = URL(options_dict).url_()
def _headers(self):
headers = []
for i in range(len(self._option_set)):
headers.append((self._option_set[i][0]) + ':')
return headers
def print_table(self):
if self._temporal_option is 'rt':
table = pd.read_csv(self._url,
names=(self._headers()), header=None,
index_col=0)
return table
# ---------------------------------------------------------------------
# Testing
# need to move to a dedicated doc at somepoint
def test():
"""Using this to test code, remove before final"""
'''df = DefaultOptions()'''
#ex = URL('df')
#print ex.url_()
#print '\n'
terst = DataTable('df')
print terst.print_table()
test()
# ---------------------------------------------------------------------
# Yahoo Finance data options cheatsheet (short list)
'''
http://finance.yahoo.com/d/quotes
http://ichart.finance.yahoo.com/table
c6: Change (Realtime)
k2: Change Percent (Realtime)
c8: After Hours Change (Realtime)
k1: Last Trade (Realtime) With Time
l: Last Trade (With Time)
l1: Last Trade (Price Only)
w4: Day’s Value Change (Realtime)
m2: Day’s Range (Realtime)
**Symbol Info**
v: More Info
j1: Market Capitalization
j3: Market Cap (Realtime)
f6: Float Shares
n: Name
n4: Notes
s: Symbol
s1: Shares Owned
x: Stock Exchange
j2: Shares Outstanding
**Averages:**
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
m3: 50 Day Moving Average
m4: 200 Day Moving Average
'''
# ---------------------------------------------------------------------
# easyAnalysis Token dictionaries
"""ea = easyAnalysis"""
ea_tokens = {'default': ['df', 'defaul', ''],
}
# ---------------------------------------------------------------------
# mktdotpy Token dictionaries
dataCodeDict = {' Change (Realtime)': 'c6',
' Change Percent (Realtime)': 'k2',
' After Hours Change (Realtime)': 'c8',
' Last Trade (Realtime) With Time': 'k1',
' Last Trade (With Time)': 'l',
' Last Trade (Price Only)': 'l1',
' Day’s Value Change (Realtime)': 'w4',
' Day’s Range (Realtime)': 'm2',
' More Info': 'v',
' Market Capitalization': 'j1',
' Market Cap (Realtime)': 'j3',
' Float Shares': 'f6',
' Name': 'n',
' Notes': 'n4',
' Symbol': 's',
' Shares Owned': 's1',
' Stock Exchange': 'x',
' Shares Outstanding': 'j2',
' Change From 200 Day Moving Average': 'm5',
' Percent Change From 200 Day Moving Average': 'm6',
' Change From 50 Day Moving Average': 'm7',
' Percent Change From 50 Day Moving Average': 'm8',
' 50 Day Moving Average': 'm3',
' 200 Day Moving Average': 'm4',
}
tickerDict = {'S&P 500': '^GSPC',
'^GSPC': '^GSPC',
'NASDAQ': '^IXIC',
'^IXIC': '^IXIC',
'Russell 2000': '^RUT',
'^RUT': '^RUT',
'Nikkei 225': '^N225',
'^N225': '^N225',
'Crude Oil': 'CLX14.NYM',
'CLX14.NYM': 'CLX14.NYM',
'10-Yr Bond': '^TNX',
'^TNX': '^TNX',
'EUR/USD': 'EURUSD=X',
'EURUSD=X': 'ERUUSD=X',
'USD/JPY': 'USDJPY=X',
'USDJPY=X': 'USDJPY=X'
}
tickerDict_extended = {'S&P 500': '^GSPC',
'S&P500': '^GSPC',
's&p 500': '^GSPC',
's&p500': '^GSPC',
'^GSPC': '^GSPC',
'^Gspc': '^GSPC',
'^gspc': '^GSPC',
'NASDAQ': '^IXIC',
'nasdaq': '^IXIC',
'Nasdaq': '^IXIC',
'^IXIC': '^IXIC',
'^ixic': '^IXIC',
'^Ixic': '^IXIC',
'NASDAQ Composite': '^IXIC',
'nasdaq Composite': '^IXIC',
'Nasdaq Composite': '^IXIC',
'NASDAQ Composite': '^IXIC',
'nasdaq composite': '^IXIC',
'Nasdaq composite': '^IXIC',
'Russell 2000': '^RUT',
'Russell2000': '^RUT',
'RUSSELL 2000': '^RUT',
'RUSSELL2000': '^RUT',
'russell 2000': '^RUT',
'russell2000': '^RUT',
'^RUT': '^RUT',
'^Rut': '^RUT',
'^rut': '^RUT',
'Nikkei 225': '^N225',
'Nikkei225': '^N225',
'Nikkei 225': '^N225',
'NIKKEI225': '^N225',
'NIKKEI 225': '^N225',
'nikkei225': '^N225',
'nikkei 225': '^N225',
'^N225': '^N225',
'^n225': '^N225',
'Crude Oil': 'CLX14.NYM',
'crude oil': 'CLX14.NYM',
'CRUDE OIL': 'CLX14.NYM',
'Crude Oil Nov 14': 'CLX14.NYM',
'CrudeOil': 'CLX14.NYM',
'crudeoil': 'CLX14.NYM',
'CRUDEOIL': 'CLX14.NYM',
'CLX14.NYM': 'CLX14.NYM',
'Clx14.Nym': 'CLX14.NYM',
'clx14.nym': 'CLX14.NYM',
'10-Yr Bond': '^TNX',
'10-yr bond': '^TNX',
'Bond 10yr': '^TNX',
'bond 10yr': '^TNX',
'Bond 10yr': '^TNX',
'CBOE Interest Rat': '^TNX',
'CBOE Interest Rate': '^TNX',
'cboe interest rate': '^TNX',
'^TNX': '^TNX',
'^Tnx': '^TNX',
'^tnx': '^TNX',
'EUR/USD': 'EURUSD=X',
'Eur/Usd': 'EURUSD=X',
'eur/usd': 'EURUSD=X',
'EUR to USD': 'EURUSD=X',
'Eur to Usd': 'EURUSD=X',
'eur to usd': 'EURUSD=X',
'Euro/USD': 'EURUSD=X',
'Euro/usd': 'EURUSD=X',
'euro/USD': 'EURUSD=X',
'euro/usd': 'EURUSD=X',
'Euro to USD': 'EURUSD=X',
'Euro to usd': 'EURUSD=X',
'euro to USD': 'EURUSD=X',
'euro to usd': 'EURUSD=X',
'EURUSD=X': 'EURUSD=X',
'EurUsd=x': 'EURUSD=X',
'eurusd=x': 'EURUSD=X',
'USD/JPY': 'USDJPY=X',
'usd/jpy': 'USDJPY=X',
'USD/YEN': 'USDJPY=X',
'USD/Yen': 'USDJPY=X',
'usd/yen': 'USDJPY=X',
'USD to JPY': 'USDJPY=X',
'usd to jpy': 'USDJPY=X',
'USD to YEN': 'USDJPY=X',
'USD to Yen': 'USDJPY=X',
'usd to yen': 'USDJPY=X',
'USDJPY=X': 'USDJPY=X',
'UsdJpy=x': 'USDJPY=X',
'usdjpy=x': 'USDJPY=X',
}
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