TradingAgents/tradingagents/dataflows/y_finance.py

1138 lines
48 KiB
Python

from typing import Annotated
from datetime import datetime
from dateutil.relativedelta import relativedelta
import yfinance as yf
import pandas as pd
import os
from .stockstats_utils import StockstatsUtils
def get_YFin_data_online(
symbol: Annotated[str, "ticker symbol of the company"],
start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
end_date: Annotated[str, "End date in yyyy-mm-dd format"],
):
datetime.strptime(start_date, "%Y-%m-%d")
datetime.strptime(end_date, "%Y-%m-%d")
# Create ticker object
ticker = yf.Ticker(symbol.upper())
# Fetch historical data for the specified date range
data = ticker.history(start=start_date, end=end_date)
# Check if data is empty
if data.empty:
return (
f"No data found for symbol '{symbol}' between {start_date} and {end_date}"
)
# Remove timezone info from index for cleaner output
if data.index.tz is not None:
data.index = data.index.tz_localize(None)
# Round numerical values to 2 decimal places for cleaner display
numeric_columns = ["Open", "High", "Low", "Close", "Adj Close"]
for col in numeric_columns:
if col in data.columns:
data[col] = data[col].round(2)
# Convert DataFrame to CSV string
csv_string = data.to_csv()
# Add header information
header = f"# Stock data for {symbol.upper()} from {start_date} to {end_date}\n"
header += f"# Total records: {len(data)}\n"
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
return header + csv_string
def get_stock_stats_indicators_window(
symbol: Annotated[str, "ticker symbol of the company"],
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
curr_date: Annotated[
str, "The current trading date you are trading on, YYYY-mm-dd"
],
look_back_days: Annotated[int, "how many days to look back"],
) -> str:
best_ind_params = {
# Moving Averages
"close_50_sma": (
"50 SMA: A medium-term trend indicator. "
"Usage: Identify trend direction and serve as dynamic support/resistance. "
"Tips: It lags price; combine with faster indicators for timely signals."
),
"close_200_sma": (
"200 SMA: A long-term trend benchmark. "
"Usage: Confirm overall market trend and identify golden/death cross setups. "
"Tips: It reacts slowly; best for strategic trend confirmation rather than frequent trading entries."
),
"close_10_ema": (
"10 EMA: A responsive short-term average. "
"Usage: Capture quick shifts in momentum and potential entry points. "
"Tips: Prone to noise in choppy markets; use alongside longer averages for filtering false signals."
),
# MACD Related
"macd": (
"MACD: Computes momentum via differences of EMAs. "
"Usage: Look for crossovers and divergence as signals of trend changes. "
"Tips: Confirm with other indicators in low-volatility or sideways markets."
),
"macds": (
"MACD Signal: An EMA smoothing of the MACD line. "
"Usage: Use crossovers with the MACD line to trigger trades. "
"Tips: Should be part of a broader strategy to avoid false positives."
),
"macdh": (
"MACD Histogram: Shows the gap between the MACD line and its signal. "
"Usage: Visualize momentum strength and spot divergence early. "
"Tips: Can be volatile; complement with additional filters in fast-moving markets."
),
# Momentum Indicators
"rsi": (
"RSI: Measures momentum to flag overbought/oversold conditions. "
"Usage: Apply 70/30 thresholds and watch for divergence to signal reversals. "
"Tips: In strong trends, RSI may remain extreme; always cross-check with trend analysis."
),
# Volatility Indicators
"boll": (
"Bollinger Middle: A 20 SMA serving as the basis for Bollinger Bands. "
"Usage: Acts as a dynamic benchmark for price movement. "
"Tips: Combine with the upper and lower bands to effectively spot breakouts or reversals."
),
"boll_ub": (
"Bollinger Upper Band: Typically 2 standard deviations above the middle line. "
"Usage: Signals potential overbought conditions and breakout zones. "
"Tips: Confirm signals with other tools; prices may ride the band in strong trends."
),
"boll_lb": (
"Bollinger Lower Band: Typically 2 standard deviations below the middle line. "
"Usage: Indicates potential oversold conditions. "
"Tips: Use additional analysis to avoid false reversal signals."
),
"atr": (
"ATR: Averages true range to measure volatility. "
"Usage: Set stop-loss levels and adjust position sizes based on current market volatility. "
"Tips: It's a reactive measure, so use it as part of a broader risk management strategy."
),
# Volume-Based Indicators
"vwma": (
"VWMA: A moving average weighted by volume. "
"Usage: Confirm trends by integrating price action with volume data. "
"Tips: Watch for skewed results from volume spikes; use in combination with other volume analyses."
),
"mfi": (
"MFI: The Money Flow Index is a momentum indicator that uses both price and volume to measure buying and selling pressure. "
"Usage: Identify overbought (>80) or oversold (<20) conditions and confirm the strength of trends or reversals. "
"Tips: Use alongside RSI or MACD to confirm signals; divergence between price and MFI can indicate potential reversals."
),
}
if indicator not in best_ind_params:
raise ValueError(
f"Indicator {indicator} is not supported. Please choose from: {list(best_ind_params.keys())}"
)
end_date = curr_date
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
before = curr_date_dt - relativedelta(days=look_back_days)
# Optimized: Get stock data once and calculate indicators for all dates
try:
indicator_data = _get_stock_stats_bulk(symbol, indicator, curr_date)
# Generate the date range we need
current_dt = curr_date_dt
date_values = []
while current_dt >= before:
date_str = current_dt.strftime('%Y-%m-%d')
# Look up the indicator value for this date
if date_str in indicator_data:
indicator_value = indicator_data[date_str]
else:
indicator_value = "N/A: Not a trading day (weekend or holiday)"
date_values.append((date_str, indicator_value))
current_dt = current_dt - relativedelta(days=1)
# Build the result string
ind_string = ""
for date_str, value in date_values:
ind_string += f"{date_str}: {value}\n"
except Exception as e:
print(f"Error getting bulk stockstats data: {e}")
# Fallback to original implementation if bulk method fails
ind_string = ""
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
while curr_date_dt >= before:
indicator_value = get_stockstats_indicator(
symbol, indicator, curr_date_dt.strftime("%Y-%m-%d")
)
ind_string += f"{curr_date_dt.strftime('%Y-%m-%d')}: {indicator_value}\n"
curr_date_dt = curr_date_dt - relativedelta(days=1)
result_str = (
f"## {indicator} values from {before.strftime('%Y-%m-%d')} to {end_date}:\n\n"
+ ind_string
+ "\n\n"
+ best_ind_params.get(indicator, "No description available.")
)
return result_str
def _get_stock_stats_bulk(
symbol: Annotated[str, "ticker symbol of the company"],
indicator: Annotated[str, "technical indicator to calculate"],
curr_date: Annotated[str, "current date for reference"]
) -> dict:
"""
Optimized bulk calculation of stock stats indicators.
Fetches data once and calculates indicator for all available dates.
Returns dict mapping date strings to indicator values.
"""
from .config import get_config
import pandas as pd
from stockstats import wrap
import os
config = get_config()
online = config["data_vendors"]["technical_indicators"] != "local"
if not online:
# Local data path
try:
data = pd.read_csv(
os.path.join(
config.get("data_cache_dir", "data"),
f"{symbol}-YFin-data-2015-01-01-2025-03-25.csv",
)
)
df = wrap(data)
except FileNotFoundError:
raise Exception("Stockstats fail: Yahoo Finance data not fetched yet!")
else:
# Online data fetching with caching
today_date = pd.Timestamp.today()
curr_date_dt = pd.to_datetime(curr_date)
end_date = today_date
start_date = today_date - pd.DateOffset(years=2)
start_date_str = start_date.strftime("%Y-%m-%d")
end_date_str = end_date.strftime("%Y-%m-%d")
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")
# Calculate the indicator for all rows at once
df[indicator] # This triggers stockstats to calculate the indicator
# Create a dictionary mapping date strings to indicator values
result_dict = {}
for _, row in df.iterrows():
date_str = row["Date"]
indicator_value = row[indicator]
# Handle NaN/None values
if pd.isna(indicator_value):
result_dict[date_str] = "N/A"
else:
result_dict[date_str] = str(indicator_value)
return result_dict
def get_stockstats_indicator(
symbol: Annotated[str, "ticker symbol of the company"],
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
curr_date: Annotated[
str, "The current trading date you are trading on, YYYY-mm-dd"
],
) -> str:
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
curr_date = curr_date_dt.strftime("%Y-%m-%d")
try:
indicator_value = StockstatsUtils.get_stock_stats(
symbol,
indicator,
curr_date,
)
except Exception as e:
print(
f"Error getting stockstats indicator data for indicator {indicator} on {curr_date}: {e}"
)
return ""
return str(indicator_value)
def get_technical_analysis(
symbol: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str, "The current trading date, YYYY-mm-dd"],
) -> str:
"""
Get a concise technical analysis summary with key indicators, signals, and trend interpretation.
Returns analysis-ready output instead of verbose day-by-day data.
"""
from .config import get_config
from stockstats import wrap
# Default indicators to analyze
indicators = ["rsi", "stoch", "macd", "adx", "close_20_ema", "close_50_sma", "close_200_sma", "boll", "atr", "obv", "vwap", "fib"]
# Fetch price data (last 60 days for indicator calculation)
curr_date_dt = pd.to_datetime(curr_date)
start_date = curr_date_dt - pd.DateOffset(days=200) # Need enough history for 200 SMA
try:
data = yf.download(
symbol,
start=start_date.strftime("%Y-%m-%d"),
end=curr_date_dt.strftime("%Y-%m-%d"),
multi_level_index=False,
progress=False,
auto_adjust=True,
)
if data.empty:
return f"No data found for {symbol}"
data = data.reset_index()
df = wrap(data)
# Get latest values
latest = df.iloc[-1]
prev = df.iloc[-2] if len(df) > 1 else latest
prev_5 = df.iloc[-5] if len(df) > 5 else latest
current_price = float(latest['close'])
# Build analysis
analysis = []
analysis.append(f"# Technical Analysis for {symbol.upper()}")
analysis.append(f"**Date:** {curr_date}")
analysis.append(f"**Current Price:** ${current_price:.2f}")
analysis.append("")
# Price action summary
daily_change = ((current_price - float(prev['close'])) / float(prev['close'])) * 100
weekly_change = ((current_price - float(prev_5['close'])) / float(prev_5['close'])) * 100
analysis.append(f"## Price Action")
analysis.append(f"- **Daily Change:** {daily_change:+.2f}%")
analysis.append(f"- **5-Day Change:** {weekly_change:+.2f}%")
analysis.append("")
# RSI Analysis
if 'rsi' in indicators:
try:
df['rsi'] # Trigger calculation
rsi = float(df.iloc[-1]['rsi'])
rsi_prev = float(df.iloc[-5]['rsi']) if len(df) > 5 else rsi
if rsi > 70:
rsi_signal = "OVERBOUGHT ⚠️"
elif rsi < 30:
rsi_signal = "OVERSOLD ⚡"
elif rsi > 50:
rsi_signal = "Bullish"
else:
rsi_signal = "Bearish"
rsi_trend = "" if rsi > rsi_prev else ""
analysis.append(f"## RSI (14)")
analysis.append(f"- **Value:** {rsi:.1f} {rsi_trend}")
analysis.append(f"- **Signal:** {rsi_signal}")
analysis.append("")
except Exception as e:
pass
# MACD Analysis
if 'macd' in indicators:
try:
df['macd']
df['macds']
df['macdh']
macd = float(df.iloc[-1]['macd'])
signal = float(df.iloc[-1]['macds'])
histogram = float(df.iloc[-1]['macdh'])
hist_prev = float(df.iloc[-2]['macdh']) if len(df) > 1 else histogram
if macd > signal and histogram > 0:
macd_signal = "BULLISH CROSSOVER ⚡" if histogram > hist_prev else "Bullish"
elif macd < signal and histogram < 0:
macd_signal = "BEARISH CROSSOVER ⚠️" if histogram < hist_prev else "Bearish"
else:
macd_signal = "Neutral"
momentum = "Strengthening ↑" if abs(histogram) > abs(hist_prev) else "Weakening ↓"
analysis.append(f"## MACD")
analysis.append(f"- **MACD Line:** {macd:.3f}")
analysis.append(f"- **Signal Line:** {signal:.3f}")
analysis.append(f"- **Histogram:** {histogram:.3f} ({momentum})")
analysis.append(f"- **Signal:** {macd_signal}")
analysis.append("")
except Exception as e:
pass
# Moving Averages
if 'close_50_sma' in indicators or 'close_200_sma' in indicators:
try:
df['close_50_sma']
df['close_200_sma']
sma_50 = float(df.iloc[-1]['close_50_sma'])
sma_200 = float(df.iloc[-1]['close_200_sma'])
# Trend determination
if current_price > sma_50 > sma_200:
trend = "STRONG UPTREND ⚡"
elif current_price > sma_50:
trend = "Uptrend"
elif current_price < sma_50 < sma_200:
trend = "STRONG DOWNTREND ⚠️"
elif current_price < sma_50:
trend = "Downtrend"
else:
trend = "Sideways"
# Golden/Death cross detection
sma_50_prev = float(df.iloc[-5]['close_50_sma']) if len(df) > 5 else sma_50
sma_200_prev = float(df.iloc[-5]['close_200_sma']) if len(df) > 5 else sma_200
cross = ""
if sma_50 > sma_200 and sma_50_prev < sma_200_prev:
cross = " (GOLDEN CROSS ⚡)"
elif sma_50 < sma_200 and sma_50_prev > sma_200_prev:
cross = " (DEATH CROSS ⚠️)"
analysis.append(f"## Moving Averages")
analysis.append(f"- **50 SMA:** ${sma_50:.2f} ({'+' if current_price > sma_50 else ''}{((current_price - sma_50) / sma_50 * 100):.1f}% from price)")
analysis.append(f"- **200 SMA:** ${sma_200:.2f} ({'+' if current_price > sma_200 else ''}{((current_price - sma_200) / sma_200 * 100):.1f}% from price)")
analysis.append(f"- **Trend:** {trend}{cross}")
analysis.append("")
except Exception as e:
pass
# Bollinger Bands
if 'boll' in indicators:
try:
df['boll']
df['boll_ub']
df['boll_lb']
middle = float(df.iloc[-1]['boll'])
upper = float(df.iloc[-1]['boll_ub'])
lower = float(df.iloc[-1]['boll_lb'])
# Position within bands (0 = lower, 1 = upper)
band_position = (current_price - lower) / (upper - lower) if upper != lower else 0.5
if band_position > 0.95:
bb_signal = "AT UPPER BAND - Potential reversal ⚠️"
elif band_position < 0.05:
bb_signal = "AT LOWER BAND - Potential bounce ⚡"
elif band_position > 0.8:
bb_signal = "Near upper band"
elif band_position < 0.2:
bb_signal = "Near lower band"
else:
bb_signal = "Within bands"
bandwidth = ((upper - lower) / middle) * 100
analysis.append(f"## Bollinger Bands (20,2)")
analysis.append(f"- **Upper:** ${upper:.2f}")
analysis.append(f"- **Middle:** ${middle:.2f}")
analysis.append(f"- **Lower:** ${lower:.2f}")
analysis.append(f"- **Band Position:** {band_position:.0%}")
analysis.append(f"- **Bandwidth:** {bandwidth:.1f}% (volatility indicator)")
analysis.append(f"- **Signal:** {bb_signal}")
analysis.append("")
except Exception as e:
pass
# ATR (Volatility)
if 'atr' in indicators:
try:
df['atr']
atr = float(df.iloc[-1]['atr'])
atr_pct = (atr / current_price) * 100
if atr_pct > 5:
vol_level = "HIGH VOLATILITY ⚠️"
elif atr_pct > 2:
vol_level = "Moderate volatility"
else:
vol_level = "Low volatility"
analysis.append(f"## ATR (Volatility)")
analysis.append(f"- **ATR:** ${atr:.2f} ({atr_pct:.1f}% of price)")
analysis.append(f"- **Level:** {vol_level}")
analysis.append(f"- **Suggested Stop-Loss:** ${current_price - (1.5 * atr):.2f} (1.5x ATR)")
analysis.append("")
except Exception as e:
pass
# Stochastic Oscillator
if 'stoch' in indicators:
try:
df['kdjk'] # Stochastic %K
df['kdjd'] # Stochastic %D
stoch_k = float(df.iloc[-1]['kdjk'])
stoch_d = float(df.iloc[-1]['kdjd'])
stoch_k_prev = float(df.iloc[-2]['kdjk']) if len(df) > 1 else stoch_k
if stoch_k > 80 and stoch_d > 80:
stoch_signal = "OVERBOUGHT ⚠️"
elif stoch_k < 20 and stoch_d < 20:
stoch_signal = "OVERSOLD ⚡"
elif stoch_k > stoch_d and stoch_k_prev < stoch_d:
stoch_signal = "Bullish crossover ⚡"
elif stoch_k < stoch_d and stoch_k_prev > stoch_d:
stoch_signal = "Bearish crossover ⚠️"
elif stoch_k > 50:
stoch_signal = "Bullish"
else:
stoch_signal = "Bearish"
analysis.append(f"## Stochastic (14,3,3)")
analysis.append(f"- **%K:** {stoch_k:.1f}")
analysis.append(f"- **%D:** {stoch_d:.1f}")
analysis.append(f"- **Signal:** {stoch_signal}")
analysis.append("")
except Exception as e:
pass
# ADX (Trend Strength)
if 'adx' in indicators:
try:
df['adx']
df['dx']
adx = float(df.iloc[-1]['adx'])
adx_prev = float(df.iloc[-5]['adx']) if len(df) > 5 else adx
if adx > 50:
trend_strength = "VERY STRONG TREND ⚡"
elif adx > 25:
trend_strength = "Strong trend"
elif adx > 20:
trend_strength = "Trending"
else:
trend_strength = "WEAK/NO TREND (range-bound) ⚠️"
adx_direction = "Strengthening ↑" if adx > adx_prev else "Weakening ↓"
analysis.append(f"## ADX (Trend Strength)")
analysis.append(f"- **ADX:** {adx:.1f} ({adx_direction})")
analysis.append(f"- **Interpretation:** {trend_strength}")
analysis.append("")
except Exception as e:
pass
# 20 EMA (Short-term trend)
if 'close_20_ema' in indicators:
try:
df['close_20_ema']
ema_20 = float(df.iloc[-1]['close_20_ema'])
pct_from_ema = ((current_price - ema_20) / ema_20) * 100
if current_price > ema_20:
ema_signal = "Price ABOVE 20 EMA (short-term bullish)"
else:
ema_signal = "Price BELOW 20 EMA (short-term bearish)"
analysis.append(f"## 20 EMA")
analysis.append(f"- **Value:** ${ema_20:.2f} ({pct_from_ema:+.1f}% from price)")
analysis.append(f"- **Signal:** {ema_signal}")
analysis.append("")
except Exception as e:
pass
# OBV (On-Balance Volume)
if 'obv' in indicators:
try:
# Calculate OBV manually since stockstats may not have it
obv = 0
obv_values = [0]
for i in range(1, len(df)):
if float(df.iloc[i]['close']) > float(df.iloc[i-1]['close']):
obv += float(df.iloc[i]['volume'])
elif float(df.iloc[i]['close']) < float(df.iloc[i-1]['close']):
obv -= float(df.iloc[i]['volume'])
obv_values.append(obv)
current_obv = obv_values[-1]
obv_5_ago = obv_values[-5] if len(obv_values) > 5 else obv_values[0]
if current_obv > obv_5_ago and current_price > float(df.iloc[-5]['close']):
obv_signal = "Confirmed uptrend (price & volume rising)"
elif current_obv < obv_5_ago and current_price < float(df.iloc[-5]['close']):
obv_signal = "Confirmed downtrend (price & volume falling)"
elif current_obv > obv_5_ago and current_price < float(df.iloc[-5]['close']):
obv_signal = "BULLISH DIVERGENCE ⚡ (accumulation)"
elif current_obv < obv_5_ago and current_price > float(df.iloc[-5]['close']):
obv_signal = "BEARISH DIVERGENCE ⚠️ (distribution)"
else:
obv_signal = "Neutral"
obv_formatted = f"{current_obv/1e6:.1f}M" if abs(current_obv) > 1e6 else f"{current_obv/1e3:.1f}K"
analysis.append(f"## OBV (On-Balance Volume)")
analysis.append(f"- **Value:** {obv_formatted}")
analysis.append(f"- **5-Day Trend:** {'Rising ↑' if current_obv > obv_5_ago else 'Falling ↓'}")
analysis.append(f"- **Signal:** {obv_signal}")
analysis.append("")
except Exception as e:
pass
# VWAP (Volume Weighted Average Price)
if 'vwap' in indicators:
try:
# Calculate VWAP for today (simplified - using recent data)
typical_price = (float(df.iloc[-1]['high']) + float(df.iloc[-1]['low']) + float(df.iloc[-1]['close'])) / 3
# Calculate cumulative VWAP (last 20 periods approximation)
recent_df = df.tail(20)
tp_vol = ((recent_df['high'] + recent_df['low'] + recent_df['close']) / 3) * recent_df['volume']
vwap = float(tp_vol.sum() / recent_df['volume'].sum())
pct_from_vwap = ((current_price - vwap) / vwap) * 100
if current_price > vwap:
vwap_signal = "Price ABOVE VWAP (institutional buying)"
else:
vwap_signal = "Price BELOW VWAP (institutional selling)"
analysis.append(f"## VWAP (20-period)")
analysis.append(f"- **VWAP:** ${vwap:.2f}")
analysis.append(f"- **Current vs VWAP:** {pct_from_vwap:+.1f}%")
analysis.append(f"- **Signal:** {vwap_signal}")
analysis.append("")
except Exception as e:
pass
# Fibonacci Retracement Levels
if 'fib' in indicators:
try:
# Get high and low from last 50 periods
recent_high = float(df.tail(50)['high'].max())
recent_low = float(df.tail(50)['low'].min())
diff = recent_high - recent_low
fib_levels = {
"0.0% (High)": recent_high,
"23.6%": recent_high - (diff * 0.236),
"38.2%": recent_high - (diff * 0.382),
"50.0%": recent_high - (diff * 0.5),
"61.8%": recent_high - (diff * 0.618),
"78.6%": recent_high - (diff * 0.786),
"100% (Low)": recent_low,
}
# Find nearest support and resistance
support = None
resistance = None
for level_name, level_price in fib_levels.items():
if level_price < current_price and (support is None or level_price > support[1]):
support = (level_name, level_price)
if level_price > current_price and (resistance is None or level_price < resistance[1]):
resistance = (level_name, level_price)
analysis.append(f"## Fibonacci Levels (50-period)")
analysis.append(f"- **Recent High:** ${recent_high:.2f}")
analysis.append(f"- **Recent Low:** ${recent_low:.2f}")
if resistance:
analysis.append(f"- **Next Resistance:** ${resistance[1]:.2f} ({resistance[0]})")
if support:
analysis.append(f"- **Next Support:** ${support[1]:.2f} ({support[0]})")
analysis.append("")
except Exception as e:
pass
# Overall Summary
analysis.append("## Summary")
signals = []
# Collect all signals for summary
try:
rsi = float(df.iloc[-1]['rsi'])
if rsi > 70:
signals.append("RSI overbought")
elif rsi < 30:
signals.append("RSI oversold")
except:
pass
try:
if current_price > float(df.iloc[-1]['close_50_sma']):
signals.append("Above 50 SMA")
else:
signals.append("Below 50 SMA")
except:
pass
if signals:
analysis.append(f"- **Key Signals:** {', '.join(signals)}")
return "\n".join(analysis)
except Exception as e:
return f"Error analyzing {symbol}: {str(e)}"
def get_balance_sheet(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date (not used for yfinance)"] = None
):
"""Get balance sheet data from yfinance."""
try:
ticker_obj = yf.Ticker(ticker.upper())
if freq.lower() == "quarterly":
data = ticker_obj.quarterly_balance_sheet
else:
data = ticker_obj.balance_sheet
if data.empty:
return f"No balance sheet data found for symbol '{ticker}'"
# Convert to CSV string for consistency with other functions
csv_string = data.to_csv()
# Add header information
header = f"# Balance Sheet data for {ticker.upper()} ({freq})\n"
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
return header + csv_string
except Exception as e:
return f"Error retrieving balance sheet for {ticker}: {str(e)}"
def get_cashflow(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date (not used for yfinance)"] = None
):
"""Get cash flow data from yfinance."""
try:
ticker_obj = yf.Ticker(ticker.upper())
if freq.lower() == "quarterly":
data = ticker_obj.quarterly_cashflow
else:
data = ticker_obj.cashflow
if data.empty:
return f"No cash flow data found for symbol '{ticker}'"
# Convert to CSV string for consistency with other functions
csv_string = data.to_csv()
# Add header information
header = f"# Cash Flow data for {ticker.upper()} ({freq})\n"
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
return header + csv_string
except Exception as e:
return f"Error retrieving cash flow for {ticker}: {str(e)}"
def get_income_statement(
ticker: Annotated[str, "ticker symbol of the company"],
freq: Annotated[str, "frequency of data: 'annual' or 'quarterly'"] = "quarterly",
curr_date: Annotated[str, "current date (not used for yfinance)"] = None
):
"""Get income statement data from yfinance."""
try:
ticker_obj = yf.Ticker(ticker.upper())
if freq.lower() == "quarterly":
data = ticker_obj.quarterly_income_stmt
else:
data = ticker_obj.income_stmt
if data.empty:
return f"No income statement data found for symbol '{ticker}'"
# Convert to CSV string for consistency with other functions
csv_string = data.to_csv()
# Add header information
header = f"# Income Statement data for {ticker.upper()} ({freq})\n"
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
return header + csv_string
except Exception as e:
return f"Error retrieving income statement for {ticker}: {str(e)}"
def get_insider_transactions(
ticker: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str, "current date (not used for yfinance)"] = None
):
"""Get insider transactions data from yfinance with parsed transaction types."""
try:
ticker_obj = yf.Ticker(ticker.upper())
data = ticker_obj.insider_transactions
if data is None or data.empty:
return f"No insider transactions data found for symbol '{ticker}'"
# Parse the Text column to populate Transaction type
def classify_transaction(text):
if pd.isna(text) or text == '':
return 'Unknown'
text_lower = str(text).lower()
if 'sale' in text_lower:
return 'Sale'
elif 'purchase' in text_lower or 'buy' in text_lower:
return 'Purchase'
elif 'gift' in text_lower:
return 'Gift'
elif 'exercise' in text_lower or 'option' in text_lower:
return 'Option Exercise'
elif 'award' in text_lower or 'grant' in text_lower:
return 'Award/Grant'
elif 'conversion' in text_lower:
return 'Conversion'
else:
return 'Other'
# Apply classification
data['Transaction'] = data['Text'].apply(classify_transaction)
# Calculate summary statistics
transaction_counts = data['Transaction'].value_counts().to_dict()
total_sales_value = data[data['Transaction'] == 'Sale']['Value'].sum()
total_purchases_value = data[data['Transaction'] == 'Purchase']['Value'].sum()
# Determine insider sentiment
sales_count = transaction_counts.get('Sale', 0)
purchases_count = transaction_counts.get('Purchase', 0)
if purchases_count > sales_count:
sentiment = "BULLISH ⚡ (more buying than selling)"
elif sales_count > purchases_count * 2:
sentiment = "BEARISH ⚠️ (significant insider selling)"
elif sales_count > purchases_count:
sentiment = "Slightly bearish (more selling than buying)"
else:
sentiment = "Neutral"
# Build summary header
header = f"# Insider Transactions for {ticker.upper()}\n"
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
header += "## Summary\n"
header += f"- **Insider Sentiment:** {sentiment}\n"
for tx_type, count in sorted(transaction_counts.items(), key=lambda x: -x[1]):
header += f"- **{tx_type}:** {count} transactions\n"
if total_sales_value > 0:
header += f"- **Total Sales Value:** ${total_sales_value:,.0f}\n"
if total_purchases_value > 0:
header += f"- **Total Purchases Value:** ${total_purchases_value:,.0f}\n"
header += "\n## Transaction Details\n\n"
# Select key columns for output
output_cols = ['Start Date', 'Insider', 'Position', 'Transaction', 'Shares', 'Value', 'Ownership']
available_cols = [c for c in output_cols if c in data.columns]
csv_string = data[available_cols].to_csv(index=False)
return header + csv_string
except Exception as e:
return f"Error retrieving insider transactions for {ticker}: {str(e)}"
def validate_ticker(symbol: str) -> bool:
"""
Validate if a ticker symbol exists and has trading data.
"""
try:
ticker = yf.Ticker(symbol.upper())
# Use fast_info for lighter validation (no historical download needed)
# fast_info attributes are lazy-loaded
_ = ticker.fast_info.get("lastPrice")
return True
except Exception:
# Fallback to older method if fast_info fails or is missing
try:
return not ticker.history(period="1d", progress=False).empty
except:
return False
def get_fundamentals(
ticker: Annotated[str, "ticker symbol of the company"],
curr_date: Annotated[str, "current date (for reference)"] = None
) -> str:
"""
Get comprehensive fundamental data for a ticker using yfinance.
Returns data in a format similar to Alpha Vantage's OVERVIEW endpoint.
This is a FREE alternative to Alpha Vantage with no rate limits.
"""
import json
try:
ticker_obj = yf.Ticker(ticker.upper())
info = ticker_obj.info
if not info or info.get('regularMarketPrice') is None:
return f"No fundamental data found for symbol '{ticker}'"
# Build a structured response similar to Alpha Vantage
fundamentals = {
# Company Info
"Symbol": ticker.upper(),
"AssetType": info.get("quoteType", "N/A"),
"Name": info.get("longName", info.get("shortName", "N/A")),
"Description": info.get("longBusinessSummary", "N/A"),
"Exchange": info.get("exchange", "N/A"),
"Currency": info.get("currency", "USD"),
"Country": info.get("country", "N/A"),
"Sector": info.get("sector", "N/A"),
"Industry": info.get("industry", "N/A"),
"Address": f"{info.get('address1', '')} {info.get('city', '')}, {info.get('state', '')} {info.get('zip', '')}".strip(),
"OfficialSite": info.get("website", "N/A"),
"FiscalYearEnd": info.get("fiscalYearEnd", "N/A"),
# Valuation
"MarketCapitalization": str(info.get("marketCap", "N/A")),
"EBITDA": str(info.get("ebitda", "N/A")),
"PERatio": str(info.get("trailingPE", "N/A")),
"ForwardPE": str(info.get("forwardPE", "N/A")),
"PEGRatio": str(info.get("pegRatio", "N/A")),
"BookValue": str(info.get("bookValue", "N/A")),
"PriceToBookRatio": str(info.get("priceToBook", "N/A")),
"PriceToSalesRatioTTM": str(info.get("priceToSalesTrailing12Months", "N/A")),
"EVToRevenue": str(info.get("enterpriseToRevenue", "N/A")),
"EVToEBITDA": str(info.get("enterpriseToEbitda", "N/A")),
# Earnings & Revenue
"EPS": str(info.get("trailingEps", "N/A")),
"ForwardEPS": str(info.get("forwardEps", "N/A")),
"RevenueTTM": str(info.get("totalRevenue", "N/A")),
"RevenuePerShareTTM": str(info.get("revenuePerShare", "N/A")),
"GrossProfitTTM": str(info.get("grossProfits", "N/A")),
"QuarterlyRevenueGrowthYOY": str(info.get("revenueGrowth", "N/A")),
"QuarterlyEarningsGrowthYOY": str(info.get("earningsGrowth", "N/A")),
# Margins & Returns
"ProfitMargin": str(info.get("profitMargins", "N/A")),
"OperatingMarginTTM": str(info.get("operatingMargins", "N/A")),
"GrossMargins": str(info.get("grossMargins", "N/A")),
"ReturnOnAssetsTTM": str(info.get("returnOnAssets", "N/A")),
"ReturnOnEquityTTM": str(info.get("returnOnEquity", "N/A")),
# Dividend
"DividendPerShare": str(info.get("dividendRate", "N/A")),
"DividendYield": str(info.get("dividendYield", "N/A")),
"ExDividendDate": str(info.get("exDividendDate", "N/A")),
"PayoutRatio": str(info.get("payoutRatio", "N/A")),
# Balance Sheet
"TotalCash": str(info.get("totalCash", "N/A")),
"TotalDebt": str(info.get("totalDebt", "N/A")),
"CurrentRatio": str(info.get("currentRatio", "N/A")),
"QuickRatio": str(info.get("quickRatio", "N/A")),
"DebtToEquity": str(info.get("debtToEquity", "N/A")),
"FreeCashFlow": str(info.get("freeCashflow", "N/A")),
"OperatingCashFlow": str(info.get("operatingCashflow", "N/A")),
# Trading Info
"Beta": str(info.get("beta", "N/A")),
"52WeekHigh": str(info.get("fiftyTwoWeekHigh", "N/A")),
"52WeekLow": str(info.get("fiftyTwoWeekLow", "N/A")),
"50DayMovingAverage": str(info.get("fiftyDayAverage", "N/A")),
"200DayMovingAverage": str(info.get("twoHundredDayAverage", "N/A")),
"SharesOutstanding": str(info.get("sharesOutstanding", "N/A")),
"SharesFloat": str(info.get("floatShares", "N/A")),
"SharesShort": str(info.get("sharesShort", "N/A")),
"ShortRatio": str(info.get("shortRatio", "N/A")),
"ShortPercentOfFloat": str(info.get("shortPercentOfFloat", "N/A")),
# Ownership
"PercentInsiders": str(info.get("heldPercentInsiders", "N/A")),
"PercentInstitutions": str(info.get("heldPercentInstitutions", "N/A")),
# Analyst
"AnalystTargetPrice": str(info.get("targetMeanPrice", "N/A")),
"AnalystTargetHigh": str(info.get("targetHighPrice", "N/A")),
"AnalystTargetLow": str(info.get("targetLowPrice", "N/A")),
"NumberOfAnalysts": str(info.get("numberOfAnalystOpinions", "N/A")),
"RecommendationKey": info.get("recommendationKey", "N/A"),
"RecommendationMean": str(info.get("recommendationMean", "N/A")),
}
# Return as formatted JSON string
return json.dumps(fundamentals, indent=4)
except Exception as e:
return f"Error retrieving fundamentals for {ticker}: {str(e)}"
def get_options_activity(
ticker: Annotated[str, "ticker symbol of the company"],
num_expirations: Annotated[int, "number of nearest expiration dates to analyze"] = 3,
curr_date: Annotated[str, "current date (for reference)"] = None
) -> str:
"""
Get options activity for a specific ticker using yfinance.
Analyzes volume, open interest, and put/call ratios.
This is a FREE alternative to Tradier with no API key required.
"""
try:
ticker_obj = yf.Ticker(ticker.upper())
# Get available expiration dates
expirations = ticker_obj.options
if not expirations:
return f"No options data available for {ticker}"
# Analyze the nearest N expiration dates
expirations_to_analyze = expirations[:min(num_expirations, len(expirations))]
report = f"## Options Activity for {ticker.upper()}\n\n"
report += f"**Available Expirations:** {len(expirations)} dates\n"
report += f"**Analyzing:** {', '.join(expirations_to_analyze)}\n\n"
total_call_volume = 0
total_put_volume = 0
total_call_oi = 0
total_put_oi = 0
unusual_activity = []
for exp_date in expirations_to_analyze:
try:
opt = ticker_obj.option_chain(exp_date)
calls = opt.calls
puts = opt.puts
if calls.empty and puts.empty:
continue
# Calculate totals for this expiration
call_vol = calls['volume'].sum() if 'volume' in calls.columns else 0
put_vol = puts['volume'].sum() if 'volume' in puts.columns else 0
call_oi = calls['openInterest'].sum() if 'openInterest' in calls.columns else 0
put_oi = puts['openInterest'].sum() if 'openInterest' in puts.columns else 0
# Handle NaN values
call_vol = 0 if pd.isna(call_vol) else int(call_vol)
put_vol = 0 if pd.isna(put_vol) else int(put_vol)
call_oi = 0 if pd.isna(call_oi) else int(call_oi)
put_oi = 0 if pd.isna(put_oi) else int(put_oi)
total_call_volume += call_vol
total_put_volume += put_vol
total_call_oi += call_oi
total_put_oi += put_oi
# Find unusual activity (high volume relative to OI)
for _, row in calls.iterrows():
vol = row.get('volume', 0)
oi = row.get('openInterest', 0)
if pd.notna(vol) and pd.notna(oi) and oi > 0 and vol > oi * 0.5 and vol > 100:
unusual_activity.append({
'type': 'CALL',
'expiration': exp_date,
'strike': row['strike'],
'volume': int(vol),
'openInterest': int(oi),
'vol_oi_ratio': round(vol / oi, 2) if oi > 0 else 0,
'impliedVolatility': round(row.get('impliedVolatility', 0) * 100, 1)
})
for _, row in puts.iterrows():
vol = row.get('volume', 0)
oi = row.get('openInterest', 0)
if pd.notna(vol) and pd.notna(oi) and oi > 0 and vol > oi * 0.5 and vol > 100:
unusual_activity.append({
'type': 'PUT',
'expiration': exp_date,
'strike': row['strike'],
'volume': int(vol),
'openInterest': int(oi),
'vol_oi_ratio': round(vol / oi, 2) if oi > 0 else 0,
'impliedVolatility': round(row.get('impliedVolatility', 0) * 100, 1)
})
except Exception as e:
report += f"*Error fetching {exp_date}: {str(e)}*\n"
continue
# Calculate put/call ratios
pc_volume_ratio = round(total_put_volume / total_call_volume, 3) if total_call_volume > 0 else 0
pc_oi_ratio = round(total_put_oi / total_call_oi, 3) if total_call_oi > 0 else 0
# Summary
report += "### Summary\n"
report += "| Metric | Calls | Puts | Put/Call Ratio |\n"
report += "|--------|-------|------|----------------|\n"
report += f"| Volume | {total_call_volume:,} | {total_put_volume:,} | {pc_volume_ratio} |\n"
report += f"| Open Interest | {total_call_oi:,} | {total_put_oi:,} | {pc_oi_ratio} |\n\n"
# Sentiment interpretation
report += "### Sentiment Analysis\n"
if pc_volume_ratio < 0.7:
report += "- **Volume P/C Ratio:** Bullish (more call volume)\n"
elif pc_volume_ratio > 1.3:
report += "- **Volume P/C Ratio:** Bearish (more put volume)\n"
else:
report += "- **Volume P/C Ratio:** Neutral\n"
if pc_oi_ratio < 0.7:
report += "- **OI P/C Ratio:** Bullish positioning\n"
elif pc_oi_ratio > 1.3:
report += "- **OI P/C Ratio:** Bearish positioning\n"
else:
report += "- **OI P/C Ratio:** Neutral positioning\n"
# Unusual activity
if unusual_activity:
# Sort by volume/OI ratio
unusual_activity.sort(key=lambda x: x['vol_oi_ratio'], reverse=True)
top_unusual = unusual_activity[:10]
report += "\n### Unusual Activity (High Volume vs Open Interest)\n"
report += "| Type | Expiry | Strike | Volume | OI | Vol/OI | IV |\n"
report += "|------|--------|--------|--------|----|---------|----|---|\n"
for item in top_unusual:
report += f"| {item['type']} | {item['expiration']} | ${item['strike']} | {item['volume']:,} | {item['openInterest']:,} | {item['vol_oi_ratio']}x | {item['impliedVolatility']}% |\n"
else:
report += "\n*No unusual options activity detected.*\n"
return report
except Exception as e:
return f"Error retrieving options activity for {ticker}: {str(e)}"