Source code for analysis_engine.fetch

Dataset Fetch API

import os
import json
import analysis_engine.consts as ae_consts
import analysis_engine.utils as ae_utils
import analysis_engine.iex.consts as iex_consts
import analysis_engine.work_tasks.get_new_pricing_data as price_utils
import analysis_engine.iex.extract_df_from_redis as iex_extract_utils
import as yahoo_extract_utils
import as td_extract_utils
import analysis_engine.api_requests as api_requests
import spylunking.log.setup_logging as log_utils

log = log_utils.build_colorized_logger(name=__name__)

[docs]def fetch( ticker=None, tickers=None, fetch_mode=None, iex_datasets=None, redis_enabled=True, redis_address=None, redis_db=None, redis_password=None, redis_expire=None, s3_enabled=True, s3_address=None, s3_bucket=None, s3_access_key=None, s3_secret_key=None, s3_region_name=None, s3_secure=False, celery_disabled=True, broker_url=None, result_backend=None, label=None, verbose=False): """fetch Fetch all supported datasets for a stock ``ticker`` or a list of ``tickers`` and returns a dictionary. Once run, the datasets will all be cached in Redis and archived in Minio (S3) by default. Python example: .. code-block:: python from analysis_engine.fetch import fetch d = fetch(ticker='NFLX') print(d) for k in d['NFLX']: print(f'dataset key: {k}') By default, it synchronously automates: - fetching all datasets - caching all datasets in Redis - archiving all datasets in Minio (S3) - returns all datasets in a single dictionary This was created for reducing the amount of typying in Jupyter notebooks. It can be set up for use with a distributed engine as well with the optional arguments depending on your connectitivty requirements. .. note:: Please ensure Redis and Minio are running before trying to extract tickers **Stock tickers to fetch** :param ticker: single stock ticker/symbol/ETF to fetch :param tickers: optional - list of tickers to fetch **(Optional) Data sources, datafeeds and datasets to gather** :param fetch_mode: data sources - default is ``all`` (both IEX and Yahoo), ``iex`` for only IEX, ``yahoo`` for only Yahoo. :param iex_datasets: list of strings for gathering specific `IEX datasets <>`__ which are set as consts: ``analysis_engine.iex.consts.FETCH_*``. **(Optional) Redis connectivity arguments** :param redis_enabled: bool - toggle for auto-caching all datasets in Redis (default is ``True``) :param redis_address: Redis connection string format: ``host:port`` (default is ``localhost:6379``) :param redis_db: Redis db to use (default is ``0``) :param redis_password: optional - Redis password (default is ``None``) :param redis_expire: optional - Redis expire value (default is ``None``) **(Optional) Minio (S3) connectivity arguments** :param s3_enabled: bool - toggle for auto-archiving on Minio (S3) (default is ``True``) :param s3_address: Minio S3 connection string format: ``host:port`` (default is ``localhost:9000``) :param s3_bucket: S3 Bucket for storing the artifacts (default is ``dev``) which should be viewable on a browser: http://localhost:9000/minio/dev/ :param s3_access_key: S3 Access key (default is ``trexaccesskey``) :param s3_secret_key: S3 Secret key (default is ``trex123321``) :param s3_region_name: S3 region name (default is ``us-east-1``) :param s3_secure: Transmit using tls encryption (default is ``False``) **(Optional) Celery worker broker connectivity arguments** :param celery_disabled: bool - toggle synchronous mode or publish to an engine connected to the `Celery broker and backend <>`__ (default is ``True`` - synchronous mode without an engine or need for a broker or backend for Celery) :param broker_url: Celery broker url (default is ``redis://``) :param result_backend: Celery backend url (default is ``redis://``) :param label: tracking log label **(Optional) Debugging** :param verbose: bool - show fetch warnings and other debug logging (default is False) **Supported environment variables** :: export REDIS_ADDRESS="localhost:6379" export REDIS_DB="0" export S3_ADDRESS="localhost:9000" export S3_BUCKET="dev" export AWS_ACCESS_KEY_ID="trexaccesskey" export AWS_SECRET_ACCESS_KEY="trex123321" export AWS_DEFAULT_REGION="us-east-1" export S3_SECURE="0" export WORKER_BROKER_URL="redis://" export WORKER_BACKEND_URL="redis://" """ rec = {} extract_records = [] use_tickers = tickers if ticker: use_tickers = [ticker] else: if not use_tickers: use_tickers = [] default_iex_datasets = [ 'daily', 'minute', 'quote', 'stats', 'peers', 'news', 'financials', 'earnings', 'dividends', 'company' ] use_iex_datasets = iex_consts.FETCH_DATASETS if len(use_iex_datasets) == 0: use_iex_datasets = default_iex_datasets if not iex_datasets: iex_datasets = use_iex_datasets if not fetch_mode: fetch_mode = 'all' if redis_enabled: if not redis_address: redis_address = os.getenv( 'REDIS_ADDRESS', 'localhost:6379') if not redis_password: redis_password = os.getenv( 'REDIS_PASSWORD', None) if not redis_db: redis_db = int(os.getenv( 'REDIS_DB', '0')) if not redis_expire: redis_expire = os.getenv( 'REDIS_EXPIRE', None) if s3_enabled: if not s3_address: s3_address = os.getenv( 'S3_ADDRESS', 'localhost:9000') if not s3_access_key: s3_access_key = os.getenv( 'AWS_ACCESS_KEY_ID', 'trexaccesskey') if not s3_secret_key: s3_secret_key = os.getenv( 'AWS_SECRET_ACCESS_KEY', 'trex123321') if not s3_region_name: s3_region_name = os.getenv( 'AWS_DEFAULT_REGION', 'us-east-1') if not s3_secure: s3_secure = os.getenv( 'S3_SECURE', '0') == '1' if not s3_bucket: s3_bucket = os.getenv( 'S3_BUCKET', 'dev') if not broker_url: broker_url = os.getenv( 'WORKER_BROKER_URL', 'redis://') if not result_backend: result_backend = os.getenv( 'WORKER_BACKEND_URL', 'redis://') if not label: label = 'get-latest' num_tickers = len(use_tickers) last_close_str = ae_utils.get_last_close_str() if iex_datasets: f'{label} - getting latest for tickers={num_tickers} ' f'iex={json.dumps(iex_datasets)}') else:'{label} - getting latest for tickers={num_tickers}') for ticker in use_tickers: ticker_key = f'{ticker}_{last_close_str}' fetch_req = api_requests.build_get_new_pricing_request() fetch_req['base_key'] = ticker_key fetch_req['celery_disabled'] = celery_disabled fetch_req['ticker'] = ticker fetch_req['label'] = label fetch_req['fetch_mode'] = fetch_mode fetch_req['iex_datasets'] = iex_datasets fetch_req['s3_enabled'] = s3_enabled fetch_req['s3_bucket'] = s3_bucket fetch_req['s3_address'] = s3_address fetch_req['s3_secure'] = s3_secure fetch_req['s3_region_name'] = s3_region_name fetch_req['s3_access_key'] = s3_access_key fetch_req['s3_secret_key'] = s3_secret_key fetch_req['s3_key'] = ticker_key fetch_req['redis_enabled'] = redis_enabled fetch_req['redis_address'] = redis_address fetch_req['redis_password'] = redis_password fetch_req['redis_db'] = redis_db fetch_req['redis_key'] = ticker_key fetch_req['redis_expire'] = redis_expire fetch_req['redis_address'] = redis_address fetch_req['s3_address'] = s3_address f'{label} - fetching ticker={ticker} last_close={last_close_str} ' f'redis_address={fetch_req["redis_address"]} ' f's3_address={fetch_req["s3_address"]}') fetch_res = price_utils.run_get_new_pricing_data( work_dict=fetch_req) if fetch_res['status'] == ae_consts.SUCCESS: f'{label} - fetched ticker={ticker} ' 'preparing for extraction') extract_req = fetch_req extract_records.append(extract_req) else: log.warning( f'{label} - failed getting ticker={ticker} data ' f'status={ae_consts.get_status(status=fetch_res["status"])} ' f'err={fetch_res["err"]}') # end of if worked or not # end for all tickers to fetch """ Extract Datasets """ iex_daily_status = ae_consts.FAILED iex_minute_status = ae_consts.FAILED iex_quote_status = ae_consts.FAILED iex_stats_status = ae_consts.FAILED iex_peers_status = ae_consts.FAILED iex_news_status = ae_consts.FAILED iex_financials_status = ae_consts.FAILED iex_earnings_status = ae_consts.FAILED iex_dividends_status = ae_consts.FAILED iex_company_status = ae_consts.FAILED yahoo_news_status = ae_consts.FAILED yahoo_options_status = ae_consts.FAILED yahoo_pricing_status = ae_consts.FAILED td_calls_status = ae_consts.FAILED td_puts_status = ae_consts.FAILED iex_daily_df = None iex_minute_df = None iex_quote_df = None iex_stats_df = None iex_peers_df = None iex_news_df = None iex_financials_df = None iex_earnings_df = None iex_dividends_df = None iex_company_df = None yahoo_option_calls_df = None yahoo_option_puts_df = None yahoo_pricing_df = None yahoo_news_df = None td_calls_df = None td_puts_df = None extract_iex = True if fetch_mode not in ['all', 'iex']: extract_iex = False extract_yahoo = True if fetch_mode not in ['all', 'yahoo']: extract_yahoo = False extract_td = True if fetch_mode not in ['all', 'td']: extract_td = False for service_dict in extract_records: ticker_data = {} ticker = service_dict['ticker'] extract_req = api_requests.get_ds_dict( ticker=ticker, base_key=service_dict.get('base_key', None), ds_id=label, service_dict=service_dict) if 'daily' in iex_datasets or extract_iex: iex_daily_status, iex_daily_df = \ iex_extract_utils.extract_daily_dataset( extract_req) if iex_daily_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_daily={ticker}') if 'minute' in iex_datasets or extract_iex: iex_minute_status, iex_minute_df = \ iex_extract_utils.extract_minute_dataset( extract_req) if iex_minute_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_minute={ticker}') if 'quote' in iex_datasets or extract_iex: iex_quote_status, iex_quote_df = \ iex_extract_utils.extract_quote_dataset( extract_req) if iex_quote_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_quote={ticker}') if 'stats' in iex_datasets or extract_iex: iex_stats_df, iex_stats_df = \ iex_extract_utils.extract_stats_dataset( extract_req) if iex_stats_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_stats={ticker}') if 'peers' in iex_datasets or extract_iex: iex_peers_df, iex_peers_df = \ iex_extract_utils.extract_peers_dataset( extract_req) if iex_peers_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_peers={ticker}') if 'news' in iex_datasets or extract_iex: iex_news_status, iex_news_df = \ iex_extract_utils.extract_news_dataset( extract_req) if iex_news_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_news={ticker}') if 'financials' in iex_datasets or extract_iex: iex_financials_status, iex_financials_df = \ iex_extract_utils.extract_financials_dataset( extract_req) if iex_financials_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_financials={ticker}') if 'earnings' in iex_datasets or extract_iex: iex_earnings_status, iex_earnings_df = \ iex_extract_utils.extract_dividends_dataset( extract_req) if iex_earnings_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_earnings={ticker}') if 'dividends' in iex_datasets or extract_iex: iex_dividends_status, iex_dividends_df = \ iex_extract_utils.extract_dividends_dataset( extract_req) if iex_dividends_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_dividends={ticker}') if 'company' in iex_datasets or extract_iex: iex_company_status, iex_company_df = \ iex_extract_utils.extract_dividends_dataset( extract_req) if iex_company_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch iex_company={ticker}') # end of iex extracts if extract_yahoo: yahoo_options_status, yahoo_option_calls_df = \ yahoo_extract_utils.extract_option_calls_dataset( extract_req) yahoo_options_status, yahoo_option_puts_df = \ yahoo_extract_utils.extract_option_puts_dataset( extract_req) if yahoo_options_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch yahoo_options={ticker}') yahoo_pricing_status, yahoo_pricing_df = \ yahoo_extract_utils.extract_pricing_dataset( extract_req) if yahoo_pricing_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch yahoo_pricing={ticker}') yahoo_news_status, yahoo_news_df = \ yahoo_extract_utils.extract_yahoo_news_dataset( extract_req) if yahoo_news_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch yahoo_news={ticker}') # end of yahoo extracts if extract_td: td_calls_status, td_calls_df = \ td_extract_utils.extract_option_calls_dataset( extract_req) if td_calls_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch tdcalls={ticker}') td_puts_status, td_puts_df = \ td_extract_utils.extract_option_puts_dataset( extract_req) if td_puts_status != ae_consts.SUCCESS: if verbose: log.warning(f'unable to fetch tdputs={ticker}') # td extracts ticker_data['daily'] = iex_daily_df ticker_data['minute'] = iex_minute_df ticker_data['quote'] = iex_quote_df ticker_data['stats'] = iex_stats_df ticker_data['peers'] = iex_peers_df ticker_data['news1'] = iex_news_df ticker_data['financials'] = iex_financials_df ticker_data['earnings'] = iex_earnings_df ticker_data['dividends'] = iex_dividends_df ticker_data['company'] = iex_company_df ticker_data['calls'] = yahoo_option_calls_df ticker_data['puts'] = yahoo_option_puts_df ticker_data['pricing'] = yahoo_pricing_df ticker_data['news'] = yahoo_news_df ticker_data['tdcalls'] = td_calls_df ticker_data['tdputs'] = td_puts_df rec[ticker] = ticker_data # end of for service_dict in extract_records return rec
# end of fetch