Anson/Simple-Telegram-Stock-Bot
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using iex api for symbol list

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This commit is contained in:
Anson 2020-04-15 07:32:36 -07:00
parent 1a7cfb71b6
commit 28a90b2472
1 changed files with 18 additions and 18 deletions
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34
functions.py
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@ -6,6 +6,7 @@ from datetime import datetime, timedelta
import pandas as pd
import requests as r
from fuzzywuzzy import fuzz
import schedule
class Symbol:
@ -14,14 +15,15 @@ class Symbol:
"""
SYMBOL_REGEX = "[$]([a-zA-Z]{1,4})"
LIST_URL = "http://oatsreportable.finra.org/OATSReportableSecurities-SOD.txt"
searched_symbols = {}
def __init__(self, IEX_TOKEN: str):
self.IEX_TOKEN = IEX_TOKEN
self.symbol_list, self.symbol_ts = self.get_symbol_list()
self.get_symbol_list()
schedule.every().day.do(self.get_symbol_list)
def get_symbol_list(self):
def get_symbol_list(self, return_df=False):
"""
Fetches a list of stock market symbols from FINRA
@ -29,14 +31,14 @@ class Symbol:
pd.DataFrame -- [DataFrame with columns: Symbol | Issue_Name | Primary_Listing_Mkt
datetime -- The time when the list of symbols was fetched. The Symbol list is updated every open and close of every trading day.
"""
raw_symbols = r.get(self.LIST_URL).text
symbols = pd.DataFrame(
[line.split("|") for line in raw_symbols.split("\n")][:-1]
)
symbols.columns = symbols.iloc[0]
symbols = symbols.drop(symbols.index[0])
symbols = symbols.drop(symbols.index[-1])
symbols["Description"] = symbols["Symbol"] + ": " + symbols["Issue_Name"]
raw_symbols = r.get(
f"https://cloud.iexapis.com/stable/ref-data/symbols?token={self.IEX_TOKEN}"
).json()
symbols = pd.DataFrame(data=raw_symbols)
symbols["description"] = symbols["symbol"] + ": " + symbols["name"]
self.symbol_list = symbols
if return_df:
return symbols, datetime.now()
def search_symbols(self, search: str):
@ -49,28 +51,26 @@ class Symbol:
Returns:
List of Tuples -- A list tuples of every stock sorted in order of how well they match. Each tuple contains: (Symbol, Issue Name).
"""
schedule.run_pending()
try: # https://stackoverflow.com/a/3845776/8774114
return self.searched_symbols[search]
except KeyError:
pass
if self.symbol_ts - datetime.now() > timedelta(hours=3):
self.symbol_list, self.symbol_ts = self.get_symbol_list()
symbols = self.symbol_list
symbols["Match"] = symbols.apply(
lambda x: fuzz.ratio(search.lower(), f"{x['Symbol']}".lower()), axis=1,
lambda x: fuzz.ratio(search.lower(), f"{x['symbol']}".lower()), axis=1,
)
symbols.sort_values(by="Match", ascending=False, inplace=True)
if symbols["Match"].head().sum() < 300:
symbols["Match"] = symbols.apply(
lambda x: fuzz.partial_ratio(search.lower(), x["Issue_Name"].lower()),
axis=1,
lambda x: fuzz.partial_ratio(search.lower(), x["name"].lower()), axis=1,
)
symbols.sort_values(by="Match", ascending=False, inplace=True)
symbols = symbols.head(10)
symbol_list = list(zip(list(symbols["Symbol"]), list(symbols["Description"])))
symbol_list = list(zip(list(symbols["symbol"]), list(symbols["description"])))
self.searched_symbols[search] = symbol_list
return symbol_list