Merge pull request #119 from timkpaine/updates

Implement technicals, fix a few stock endpoints to support `period` and `last`, add field indexing for keyStats
tkp-archive · Aug 27, 2020 · 8a62284 · 8a62284
2 parents b396bf6 + f43caf7
commit 8a62284
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Showing 7 changed files with 736 additions and 35 deletions.
diff --git a/pyEX/client.py b/pyEX/client.py
@@ -156,6 +156,7 @@
     stockSplits, stockSplitsDF, \
     tenQ, tenK, \
     threshold, thresholdDF, \
+    technicals, technicalsDF, \
     timeSeriesInventory, timeSeries, \
     timeSeriesInventoryDF, timeSeriesDF, \
     upcomingEvents, upcomingEventsDF, \
@@ -360,6 +361,8 @@
     ('stockSplitsDF', stockSplitsDF),
     ('tenQ', tenQ),
     ('tenK', tenK),
+    ('technicals', technicals),
+    ('technicalsDF', technicalsDF),
     ('timeSeriesInventory', timeSeriesInventory),
     ('timeSeriesInventoryDF', timeSeriesInventoryDF),
     ('timeSeries', timeSeries),

diff --git a/pyEX/common.py b/pyEX/common.py
@@ -57,7 +57,38 @@
                 'next-week',
                 'next-month',
                 'next-quarter']
-
+_KEY_STATS = [
+    'companyName',
+    'marketcap',
+    'week52high',
+    'week52low',
+    'week52change',
+    'sharesOutstanding',
+    'float',
+    'avg10Volume',
+    'avg30Volume',
+    'day200MovingAvg',
+    'day50MovingAvg',
+    'employees',
+    'ttmEPS',
+    'ttmDividendRate',
+    'dividendYield',
+    'nextDividendDate',
+    'exDividendDate',
+    'nextEarningsDate',
+    'peRatio',
+    'beta',
+    'maxChangePercent',
+    'year5ChangePercent',
+    'year2ChangePercent',
+    'year1ChangePercent',
+    'ytdChangePercent',
+    'month6ChangePercent',
+    'month3ChangePercent',
+    'month1ChangePercent',
+    'day30ChangePercent',
+    'day5ChangePercent',
+]
 _USAGE_TYPES = ['messages', 'rules', 'rule-records', 'alerts', 'alert-records']
 _PYEX_PROXIES = None
 _PYEX_CACHE_FOLDER = os.path.abspath(os.path.join(tempfile.gettempdir(), "pyEX"))
@@ -122,6 +153,220 @@
                          'reportDate',
                          'report_date']
 
+_INDICATORS = [
+    "abs",
+    "acos",
+    "ad",
+    "add",
+    "adosc",
+    "adx",
+    "adxr",
+    "ao",
+    "apo",
+    "aroon",
+    "aroonosc",
+    "asin",
+    "atan",
+    "atr",
+    "avgprice",
+    "bbands",
+    "bop",
+    "cci",
+    "ceil",
+    "cmo",
+    "cos",
+    "cosh",
+    "crossany",
+    "crossover",
+    "cvi",
+    "decay",
+    "dema",
+    "di",
+    "div",
+    "dm",
+    "dpo",
+    "dx",
+    "edecay",
+    "ema",
+    "emv",
+    "exp",
+    "fisher",
+    "floor",
+    "fosc",
+    "hma",
+    "kama",
+    "kvo",
+    "lag",
+    "linreg",
+    "linregintercept",
+    "linregslope",
+    "ln",
+    "log10",
+    "macd",
+    "marketfi",
+    "mass",
+    "max",
+    "md",
+    "medprice",
+    "mfi",
+    "min",
+    "mom",
+    "msw",
+    "mul",
+    "natr",
+    "nvi",
+    "obv",
+    "ppo",
+    "psar",
+    "pvi",
+    "qstick",
+    "roc",
+    "rocr",
+    "round",
+    "rsi",
+    "sin",
+    "sinh",
+    "sma",
+    "sqrt",
+    "stddev",
+    "stderr",
+    "stoch",
+    "stochrsi",
+    "sub",
+    "sum",
+    "tan",
+    "tanh",
+    "tema",
+    "todeg",
+    "torad",
+    "tr",
+    "trima",
+    "trix",
+    "trunc",
+    "tsf",
+    "typprice",
+    "ultosc",
+    "var",
+    "vhf",
+    "vidya",
+    "volatility",
+    "vosc",
+    "vwma",
+    "wad",
+    "wcprice",
+    "wilders",
+    "willr",
+    "wma",
+    "zlema",
+]
+
+_INDICATOR_RETURNS = {
+    "abs": ("abs",),
+    "acos": ("acos",),
+    "ad": ("ad",),
+    "add": ("add",),
+    "adosc": ("adosc",),
+    "adx": ("dx",),
+    "adxr": ("dx",),
+    "ao": ("ao",),
+    "apo": ("apo",),
+    "aroon": ("aroon_down", "aroon_up"),
+    "aroonosc": ("aroonosc",),
+    "asin": ("asin",),
+    "atan": ("atan",),
+    "atr": ("atr",),
+    "avgprice": ("avgprice",),
+    "bbands": ("bbands_lower", "bbands_middle", "bbands_upper",),
+    "bop": ("bop",),
+    "cci": ("cci",),
+    "ceil": ("ceil",),
+    "cmo": ("cmo",),
+    "cos": ("cos",),
+    "cosh": ("cosh",),
+    "crossany": ("crossany",),
+    "crossover": ("crossover",),
+    "cvi": ("cvi",),
+    "decay": ("decay",),
+    "dema": ("dema",),
+    "di": ("plus_di", "minus_di",),
+    "div": ("div",),
+    "dm": ("plus_dm", "minus_dm",),
+    "dpo": ("dop",),
+    "dx": ("dx",),
+    "edecay": ("edecay",),
+    "ema": ("ema",),
+    "emv": ("emv",),
+    "exp": ("exp",),
+    "fisher": ("fisher", "fisher_signal",),
+    "floor": ("floor",),
+    "fosc": ("fosc",),
+    "hma": ("hma",),
+    "kama": ("kama",),
+    "kvo": ("kvo",),
+    "lag": ("lag",),
+    "linreg": ("linreg",),
+    "linregintercept": ("linregintercept",),
+    "linregslope": ("linregslope",),
+    "ln": ("ln",),
+    "log10": ("log10",),
+    "macd": ("macd", "macd_signal", "macd_histogram",),
+    "marketfi": ("marketfi",),
+    "mass": ("mass",),
+    "max": ("max",),
+    "md": ("md",),
+    "medprice": ("medprice",),
+    "mfi": ("mfi",),
+    "min": ("min",),
+    "mom": ("mom",),
+    "msw": ("msw_sine", "msw_lead",),
+    "mul": ("mul",),
+    "natr": ("matr",),
+    "nvi": ("nvi",),
+    "obv": ("obv",),
+    "ppo": ("ppo",),
+    "psar": ("psar",),
+    "pvi": ("pvi",),
+    "qstick": ("qstick",),
+    "roc": ("roc",),
+    "rocr": ("rocr",),
+    "round": ("round",),
+    "rsi": ("rsi",),
+    "sin": ("sin",),
+    "sinh": ("sinh",),
+    "sma": ("sma",),
+    "sqrt": ("sqrt",),
+    "stddev": ("stddev",),
+    "stderr": ("stderr",),
+    "stoch": ("stock_k", "stock_d",),
+    "stochrsi": ("stochrsi",),
+    "sub": ("sub",),
+    "sum": ("sum",),
+    "tan": ("tan",),
+    "tanh": ("tanh",),
+    "tema": ("tema",),
+    "todeg": ("degrees",),
+    "torad": ("radians",),
+    "tr": ("tr",),
+    "trima": ("trima",),
+    "trix": ("trix",),
+    "trunc": ("trunc",),
+    "tsf": ("tsf",),
+    "typprice": ("typprice",),
+    "ultosc": ("ultosc",),
+    "var": ("var",),
+    "vhf": ("vhf",),
+    "vidya": ("vidya",),
+    "volatility": ("volatility",),
+    "vosc": ("vosc",),
+    "vwma": ("vwma",),
+    "wad": ("wad",),
+    "wcprice": ("wcprice",),
+    "wilders": ("wilders",),
+    "willr": ("willr",),
+    "wma": ("wma",),
+    "zlema": ("zlema",),
+}
+
 
 class PyEXception(Exception):
     pass
@@ -208,6 +453,18 @@ def _raiseIfNotStr(s):
         raise PyEXception('Cannot use type %s' % str(type(s)))
 
 
+def _checkPeriodLast(per, last):
+    '''check if period is ok with last'''
+    if per not in ("quarter", "annual"):
+        raise PyEXception("Period must be in {'quarter', 'annual'}")
+    if per == 'quarter':
+        if last < 1 or last > 12:
+            raise PyEXception("Last must be in [1, 12] for period 'quarter'")
+    else:
+        if last < 1 or last > 4:
+            raise PyEXception("Last must be in [1, 4] for period 'annual'")
+
+
 def _tryJson(data, raw=True):
     '''internal'''
     if raw:

diff --git a/pyEX/stocks/__init__.py b/pyEX/stocks/__init__.py
@@ -26,7 +26,8 @@
 from .research import (advancedStats, advancedStatsDF, analystRecommendations, analystRecommendationsDF,  # noqa: F401
                        estimates, estimatesDF, fundOwnership,  # noqa: F401
                        fundOwnershipDF, institutionalOwnership, institutionalOwnershipDF,  # noqa: F401
-                       keyStats, keyStatsDF, priceTarget, priceTargetDF)  # noqa: F401
+                       keyStats, keyStatsDF, priceTarget, priceTargetDF,
+                       technicals, technicalsDF)  # noqa: F401
 
 from .stocks import threshold, thresholdDF, shortInterest, shortInterestDF  # noqa: F401