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https://github.com/robertdavidwest/automated_stock_data_downloads

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Host: GitHub
URL: https://github.com/robertdavidwest/automated_stock_data_downloads
Owner: robertdavidwest
Created: 2013-12-13T01:08:31.000Z (almost 11 years ago)
Default Branch: master
Last Pushed: 2014-04-18T00:02:17.000Z (over 10 years ago)
Last Synced: 2024-04-19T16:13:54.379Z (7 months ago)
Language: Python
Size: 12.2 MB
Stars: 1
Watchers: 2
Forks: 4
Open Issues: 0
Metadata Files:
- Readme: README.md

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README

        automated_stock_data_downloads

=============================

##Installation

To install the `automated_stock_data_downloads` module onto your computer, go into

your desired folder of choice (say `Downloads`), and:

1. Clone the repository

	    $ cd ~/Downloads

	    $ git clone https://github.com/robertdavidwest/automated_stock_data_downloads

2. `cd` into the `automated_stock_data_downloads` directory

        $ cd automated_stock_data_downloads

3. Install the package

        $python setup.py install

4. Check your install.  From anywhere on your machine, be able to open

   `iPython` and import the library, for example:

	    $ cd ~/

	    $ ipython

        IPython 1.1.0 -- An enhanced Interactive Python.

        ?         -> Introduction and overview of IPython's features.

        %quickref -> Quick reference.

        help      -> Python's own help system.

        object?   -> Details about 'object', use 'object??' for extra details.

	

        In [1]: import automated_stock_data_downloads

##Documentation 

The module 'get_stock_data' contains three functions: `adj_close()`, `sp500_tickers()` and 

`russell3000_tickers()`.

* `adjclose()`

		def adj_close(interface_filename='get_stocks_for_tsr.xlsx', assumptions_first_row=4, ticker_first_row=8, assumptions_columns='B:C', ticker_columns='C'):

	

	Given a Vaulation Date, Lookback Period and a list of tickers, this function will output a matrix of adjusted daily close stock 

price data for each ticker provided, as well as the annualised volatility of the log returns of each ticker. 

	All user inputs are entered via the interface file

	

		default interface_filename:	 get_stock_data.xlsx

		sheet name:	Assumptions

		

			|	A	|			B				|		C			|

		--------------------------------------------------------------------------

		1	|		|							|					|

		2	|		|							|					|

		3	|		|							|					|

		4	|		|	Valuation Date	 		|	MM/DD/YYYY	|

		5	|		|	Lookback Period (years)	|	3				|

		6	|		|							|					|

		7	|		|							|	Tickers			|

													----------------

		8	|		|						1	|	A				|

		9	|		|						2	|	AA				|

		10	|		|						3	|	AAPL			|		

		:									:		:

		

				

		:ARGS:

		

			interface_filename: :meth:`str` The name of the excel interface file. The default name is 

		

			assumptions_first_row :meth: `int` The first row in the excel interface of input data. Do not change from the default 

			value unless the interface file has been modified

			

			ticker_first_row  :meth: `int` The first row in the excel interface of ticker data. Do not change from the default 

			value unless the interface file has been modified

			

			 assumptions_columns :meth:`str` A string showing the columns within the excel interface file holding the general

			 assumptions. Do not change from the default value unless the interface file has been modified

			 

			 ticker_columns  :meth:`str` A string showing the column within the excel interface file holding the tickers. Do not

			 change from the default value unless the interface file has been modified

		

		:RETURNS:

		

		The function will add 3 new sheets to the existing interface file

		1. 	Adj Close data: 	Adjusted close daily stock price data over the 

					specified period for all tickers

		2. 	Volatility:		The volatility of every ticker

		3.	No Data: 		A list of tickers that do not have any stock price 

					history over specified period 

		.. warning:: Requires Internet Connectivity

		Because the function calls the `Yahoo! API ` internet connectivity is required for the function to work

* `sp500_tickers()`

	

		def sp500_tickers():

	

	Obtain all current S&P contituent tickers from wikipedia.

	

	The results will be output into a csv file

	

* `russell3000_tickers()`

	

		def russell3000_tickers():

		

	Obtain all current Russell 3000 contituent tickers from www.marketvolume.com.

	 

	The results will be output into a csv file