feat: Use Polygon.io API for fetching current stock prices
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parent
744d717938
commit
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@ -1,10 +1,10 @@
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import os
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import os
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import pandas as pd
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import pandas as pd
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import yfinance as yf
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from datetime import datetime, timedelta
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from datetime import datetime, timedelta
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from trading.position_calculator import PositionCalculator
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from trading.position_calculator import PositionCalculator
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from utils.common_utils import get_user_input, get_stock_data, get_qualified_stocks
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from utils.common_utils import get_user_input, get_stock_data, get_qualified_stocks
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from typing import Optional
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from typing import Optional
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import requests
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def get_float_input(prompt: str) -> Optional[float]:
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def get_float_input(prompt: str) -> Optional[float]:
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return get_user_input(prompt, float)
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return get_user_input(prompt, float)
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@ -13,79 +13,56 @@ def get_current_prices(tickers: list) -> dict:
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"""Get current prices for multiple tickers using yfinance"""
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"""Get current prices for multiple tickers using yfinance"""
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if not tickers:
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if not tickers:
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return {}
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return {}
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polygon_api_key = os.environ.get("POLYGON_API_KEY")
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if not polygon_api_key:
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print("Error: POLYGON_API_KEY environment variable not set.")
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return {}
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prices = {}
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prices = {}
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try:
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try:
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# Create a space-separated string of tickers
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for ticker in tickers:
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ticker_str = " ".join(tickers)
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url = f"https://api.polygon.io/v2/last/trade/{ticker}?apiKey={polygon_api_key}"
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# Get data for all tickers at once with more reliable settings
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response = requests.get(url)
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data = yf.download(
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ticker_str,
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if response.status_code == 200:
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period="1d", # Just today's data
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data = response.json()
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interval="1d", # Daily interval
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group_by='ticker',
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progress=False,
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prepost=True # Include pre/post market prices
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)
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# Handle single ticker case
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if len(tickers) == 1:
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if isinstance(data, pd.DataFrame) and 'Close' in data.columns:
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prices[tickers[0]] = float(data['Close'].iloc[-1])
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else:
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# Try alternative method
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try:
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try:
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stock = yf.Ticker(tickers[0])
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prices[ticker] = data['results']['price']
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price = stock.info.get('regularMarketPrice', 0.0)
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except KeyError:
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prices[tickers[0]] = float(price)
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except:
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prices[tickers[0]] = 0.0
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else:
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# Handle multiple tickers
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for ticker in tickers:
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try:
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if isinstance(data, pd.DataFrame) and (ticker, 'Close') in data.columns:
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prices[ticker] = float(data[ticker]['Close'].iloc[-1])
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else:
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# Try alternative method
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stock = yf.Ticker(ticker)
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price = stock.info.get('regularMarketPrice', 0.0)
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prices[ticker] = float(price)
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except:
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prices[ticker] = 0.0
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prices[ticker] = 0.0
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else:
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# Verify we have prices for all tickers
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print(f"Error fetching price for {ticker}: {response.status_code} - {response.text}")
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prices[ticker] = 0.0
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# Verify that we have prices for all tickers
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for ticker in tickers:
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for ticker in tickers:
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if ticker not in prices or prices[ticker] == 0:
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if ticker not in prices or prices[ticker] == 0:
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try:
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print(f"Could not fetch price for {ticker}")
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stock = yf.Ticker(ticker)
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prices[ticker] = 0.0
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price = stock.info.get('regularMarketPrice', 0.0)
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if price:
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prices[ticker] = float(price)
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except:
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if ticker not in prices:
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prices[ticker] = 0.0
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except Exception as e:
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except Exception as e:
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print(f"Error in batch price fetch: {e}")
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print(f"Error fetching prices: {e}")
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# Fall back to individual ticker fetching
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# If there's an error, fall back to setting price to 0.0
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for ticker in tickers:
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for ticker in tickers:
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if ticker not in prices:
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prices[ticker] = 0.0
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try:
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try:
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stock = yf.Ticker(ticker)
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stock = yf.Ticker(ticker)
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price = stock.info.get('regularMarketPrice', 0.0)
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price = stock.info.get('regularMarketPrice', 0.0)
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prices[ticker] = float(price)
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prices[ticker] = float(price)
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except:
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except:
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prices[ticker] = 0.0
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prices[ticker] = 0.0
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return prices
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return prices
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def validate_signal_date(signal_date: datetime) -> datetime:
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def validate_signal_date(signal_date: datetime) -> datetime:
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"""
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"""
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Validate and adjust signal date if needed
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Validate and adjust signal date if needed
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Args:
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Args:
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signal_date (datetime): Signal date to validate
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signal_date (datetime): Signal date to validate
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Returns:
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Returns:
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datetime: Valid signal date (not in future)
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datetime: Valid signal date (not in future)
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"""
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"""
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@ -94,10 +71,10 @@ def validate_signal_date(signal_date: datetime) -> datetime:
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return current_date
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return current_date
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return signal_date
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return signal_date
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def print_signal(signal_data: dict, signal_type: str = "🔍") -> None:
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def print_signal(signal_ dict, signal_type: str = "🔍") -> None:
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"""
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"""
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Print standardized signal output
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Print standardized signal output
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Args:
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Args:
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signal_data (dict): Dictionary containing signal information
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signal_data (dict): Dictionary containing signal information
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signal_type (str): Emoji indicator for signal type (default: 🔍)
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signal_type (str): Emoji indicator for signal type (default: 🔍)
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@ -117,7 +94,7 @@ def print_signal(signal_data: dict, signal_type: str = "🔍") -> None:
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def save_signals_to_csv(signals: list, scanner_name: str) -> None:
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def save_signals_to_csv(signals: list, scanner_name: str) -> None:
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"""
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"""
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Save signals to CSV file with standardized format and naming
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Save signals to CSV file with standardized format and naming
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Args:
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Args:
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signals (list): List of signal dictionaries
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signals (list): List of signal dictionaries
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scanner_name (str): Name of the scanner for file naming
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scanner_name (str): Name of the scanner for file naming
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@ -125,14 +102,12 @@ def save_signals_to_csv(signals: list, scanner_name: str) -> None:
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if not signals:
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if not signals:
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print("\nNo signals found")
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print("\nNo signals found")
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return
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return
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output_dir = 'reports'
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output_dir = 'reports'
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os.makedirs(output_dir, exist_ok=True)
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os.makedirs(output_dir, exist_ok=True)
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output_date = datetime.now().strftime("%Y%m%d_%H%M")
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output_date = datetime.now().strftime("%Y%m%d_%H%M")
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output_file = f'{output_dir}/{scanner_name}_{output_date}.csv'
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output_file = f'{output_dir}/{scanner_name}_{output_date}.csv'
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df_signals = pd.DataFrame(signals)
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df_signals = pd.DataFrame(signals)
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df_signals.to_csv(output_file, index=False)
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df_signals.to_csv(output_file, index=False)
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print(f"\nSaved {len(signals)} signals to {output_file}")
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print(f"\nSaved {len(signals)} signals to {output_file}")
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