import pandas as pd import yfinance as yf from stockstats import wrap from typing import Annotated import os from .config import get_config class StockstatsUtils: @staticmethod def get_stock_stats( symbol: Annotated[str, "ticker symbol for the company"], indicator: Annotated[ str, "quantitative indicators based off of the stock data for the company" ], curr_date: Annotated[ str, "curr date for retrieving stock price data, YYYY-mm-dd" ], ): config = get_config() today_date = pd.Timestamp.today() curr_date_dt = pd.to_datetime(curr_date) end_date = today_date start_date = today_date - pd.DateOffset(years=15) start_date_str = start_date.strftime("%Y-%m-%d") end_date_str = end_date.strftime("%Y-%m-%d") # Ensure cache directory exists os.makedirs(config["data_cache_dir"], exist_ok=True) data_file = os.path.join( config["data_cache_dir"], f"{symbol}-YFin-data-{start_date_str}-{end_date_str}.csv", ) if os.path.exists(data_file): data = pd.read_csv(data_file) data["Date"] = pd.to_datetime(data["Date"]) else: data = yf.download( symbol, start=start_date_str, end=end_date_str, multi_level_index=False, progress=False, auto_adjust=True, ) data = data.reset_index() data.to_csv(data_file, index=False) df = wrap(data) df["Date"] = df["Date"].dt.strftime("%Y-%m-%d") curr_date_str = curr_date_dt.strftime("%Y-%m-%d") df[indicator] # trigger stockstats to calculate the indicator matching_rows = df[df["Date"].str.startswith(curr_date_str)] if not matching_rows.empty: indicator_value = matching_rows[indicator].values[0] return indicator_value else: return "N/A: Not a trading day (weekend or holiday)"