stockdata77 0.0.2

Interface to providers of securities trading data

Python interface to stock quotes providers

stockdata77 provides the Stocks class which facilitates interfacing with real-time information providers of securities trading data. Currently it supports APIs of Financial Modeling Prep, Alpha Vantage, Yahoo Finance and MOEX. Please note that FMP and AV providers will require an API key. It is designed primarily to be used with stock and ETF symbols, though FMP will also provide FOREX data.

Usage summary

Stocks class creates and maintains a dictionary of traded securities quotes. Currently supported API providers are Yahoo Finance API and MOEX. Stored values are the current price and the change to previous close. The price is stored in the currency of the security for a nominal of 1. The change is stored as a fraction of the price, i.e. a change of 2% will be stored as 0.02.

Use append(ticker, api) method to fill it with individual stock quotes.

Once you have all the quotes you need, you can use Stocks[key] to obtain trading data as a list of values. Alternatively, call individual getXXXXXX() methods to obtain various components of the list. Prior to calling any of these you can use the in operator to check if a key has a corresponding record.

The key is composed out of the stock ticker and the name of the API provider. makeKey(ticker, api) will get you the key. Or you can simply store the value returned by append() or update(). Use splitKey() to reverse makeKey().

The instances of the Stocks class are iterable. Trying this code

import stockdata77

stocks = Stocks()
stocks.append("AAPL")
stocks.append("U")
for entry in stocks:
	print(entry)

will print tuples of (key, [name, price, change]) like this:

('AAPL:YF', ['Apple Inc.', 155.74, 0.0755525])
('U:YF', ['Unity Software Inc.', 29.23, 0.048421822])

Attempting to cast the whole instance to str type will get you a formatted table with the current quotes. For instance appending

print(stocks)

to the example above will get you this:

TICKER      NAME                PRICE    CHANGE 
----------- ------------------- -------- ---------
AAPL:YF     Apple Inc.            155.74     7.56%
U:YF        Unity Software ...     29.23     4.84%

Use maintain(interval) to fork a thread that updates the quotes at the given intervals in seconds. Invoking desist() will stop the updates. See the included sample_cli.py script for an example.

Stocks class methods

Stocks class does not expose any fields. Use the methods described below to obtain the necessary. In addition to these you can iterate through an instance of Stocks, read individual records by indexing it with a key (see append() for the explanation of keys), and cast it to str type which returns a table with full stored data.

append(ticker:str, api:str, api_key:str = "", forceUpdate = False) - appends the internal dictionary with the current trading data for the ticker. It must be a valid symbol like "AAPL", api must be one of "FMP, "AV", "YF" or "MOEX". The information is appended only in case the internal dictionary does not yet have an entry with the same key. Otherwise, it is neither appended nor updated, which allows skipping the web API calls. To force the update set forceUpdate to True. It is mandatory to provide api_key if either "FMP" or "AV" is used.

It is the recommended way to fill up the Stocks instance initially. The tickers in this case can come from a source that might contain duplicates. Skiping the web API calls for duplicate tickers will optimise your code for speed and minimise the impact on the API providers.

The returned value is the key to the the internal dictionary for the record of this ticker/api pair. If the returned key is not stored in the calling code it can be constructed again by calling the makeKey() menthod. If either the supplied ticker or the api names are invalid, append() returns None.

update(ticker:str, api:str, api_key:str = "") - same as append() but with forceUpdate set to True.

remove(ticker:str, api:str) - removes the quote for the ticker. ticker and api are the same as when calling append(). If there is no entry for the ticker/api pair in the internal database, remove() returns silently.

maintain(interval:int) - start updating stock quotes at regular intervals (in seconds). This method forks a thread that keeps calling the relevant APIs and updating the internal dictionary with new data. Use desist() to stop.

desist() - stop updating stock quotes.

makeKey(ticker:str, api:str) - makes a key used in the internal dictionary maintained by Stocks to address the trading data records. Returns a str value of the key.

splitKey(key:str) - reverses makeKey() and returns a tuple of (ticker, api).

getCompanyName(key:str) - obtains a long company name for the ticker used to make the key.

getPrice(key:str) - obtains a float value of the current price for the ticker used to make the key.

getPriceChng(key:str) - obtains a float value of the current price change from previous close for the ticker used to make the key.

Final notes

Usage scenarios

Note: As of October 2023 Yahoo Finance provider was not operational. The examples below use "YF" simply to avoid using api_key paramater.

There are at least two scenarios the Stocks class was designed for.

Static

Add quotes with append() and then use them without updating. Sample code:

import stockdata77

stocks = Stocks()
key = stocks.append("AAPL", "YF")

print("Stock quote for AAPL")
print("Name   = " + stocks.getCompanyName(key))
print("Price  = {0:.2f}".format(stocks.getPrice(key)))
print("Change = {0:.2f}%".format(stocks.getPriceChng(key)*100))

Dynamic

Add quotes with append() and then keep them alive to use in some dymnamic way like plotting real-time price graphs or directing business logic. Sample code:

from time import sleep
from stockdata77 import Stocks

stocks = Stocks()
stocks.append("AAPL", "YF")
stocks.append("U", "YF")
stocks.append("MSFT", "YF")

stocks.maintain(2) # start updating the quotes at 2 second intervals

for i in range(4):
	sleep(2)       # wait for updates
	if i == 2:     # replace a symbol at some point for some reason
		stocks.remove("U", "YF")
		stocks.append("GOOGL", "YF")
	print(stocks)  # display updated quotes

stocks.desist()    # stop updating the quotes

Thread safety

Stocks class iterator is not thread-safe.

Avoid iterating through an instance of Stocks class in more than one thread at a time. Use barrier objects or other means of resource mutual exclusion to contol this in your code.

The methods of the Stocks class itself do not use the implemented iterator. For instance, maintain() or __str__() methods though iterating through the records in the internal dictionary, use other means for this. You can use these methods (almost) safely in your multi-threaded applications as long as you avoid remove()-ing. If you need to remove() a quote while maintain()-ing, call desist() first to pause the updates, then call remove() and invoke maintain() again.