TradingAgents/tradingagents/dataflows/finnhub_api.py

330 lines
11 KiB
Python

from datetime import datetime
from typing import Annotated, Any, Dict
import finnhub
from dotenv import load_dotenv
from tradingagents.config import config
from tradingagents.utils.logger import get_logger
load_dotenv()
logger = get_logger(__name__)
def get_finnhub_client():
"""Get authenticated Finnhub client."""
api_key = config.validate_key("finnhub_api_key", "Finnhub")
return finnhub.Client(api_key=api_key)
def get_recommendation_trends(ticker: Annotated[str, "Ticker symbol of the company"]) -> str:
"""
Get analyst recommendation trends for a stock.
Shows the distribution of buy/hold/sell recommendations over time.
Args:
ticker: Stock ticker symbol (e.g., "AAPL", "TSLA")
Returns:
str: Formatted report of recommendation trends
"""
try:
client = get_finnhub_client()
data = client.recommendation_trends(ticker.upper())
if not data:
return f"No recommendation trends data found for {ticker}"
# Format the response
result = f"## Analyst Recommendation Trends for {ticker.upper()}\n\n"
for entry in data:
period = entry.get("period", "N/A")
strong_buy = entry.get("strongBuy", 0)
buy = entry.get("buy", 0)
hold = entry.get("hold", 0)
sell = entry.get("sell", 0)
strong_sell = entry.get("strongSell", 0)
total = strong_buy + buy + hold + sell + strong_sell
result += f"### {period}\n"
result += f"- **Strong Buy**: {strong_buy}\n"
result += f"- **Buy**: {buy}\n"
result += f"- **Hold**: {hold}\n"
result += f"- **Sell**: {sell}\n"
result += f"- **Strong Sell**: {strong_sell}\n"
result += f"- **Total Analysts**: {total}\n\n"
# Calculate sentiment
if total > 0:
bullish_pct = ((strong_buy + buy) / total) * 100
bearish_pct = ((sell + strong_sell) / total) * 100
result += (
f"**Sentiment**: {bullish_pct:.1f}% Bullish, {bearish_pct:.1f}% Bearish\n\n"
)
return result
except Exception as e:
return f"Error fetching recommendation trends for {ticker}: {str(e)}"
def get_earnings_calendar(
from_date: Annotated[str, "Start date in yyyy-mm-dd format"],
to_date: Annotated[str, "End date in yyyy-mm-dd format"],
return_structured: Annotated[bool, "Return list of dicts instead of markdown"] = False,
):
"""
Get earnings calendar for stocks with upcoming earnings announcements.
Args:
from_date: Start date in yyyy-mm-dd format
to_date: End date in yyyy-mm-dd format
return_structured: If True, returns list of earnings dicts instead of markdown
Returns:
If return_structured=True: list of earnings dicts with symbol, date, epsEstimate, etc.
If return_structured=False: Formatted markdown report
"""
try:
client = get_finnhub_client()
data = client.earnings_calendar(
_from=from_date,
to=to_date,
symbol="", # Empty string returns all stocks
international=False,
)
if not data or "earningsCalendar" not in data:
if return_structured:
return []
return f"No earnings data found for period {from_date} to {to_date}"
earnings = data["earningsCalendar"]
if not earnings:
if return_structured:
return []
return f"No earnings scheduled between {from_date} and {to_date}"
# Return structured data if requested
if return_structured:
return earnings
# Format the response
result = f"## Earnings Calendar ({from_date} to {to_date})\n\n"
result += f"**Total Companies**: {len(earnings)}\n\n"
# Group by date
by_date = {}
for entry in earnings:
date = entry.get("date", "Unknown")
if date not in by_date:
by_date[date] = []
by_date[date].append(entry)
# Format by date
for date in sorted(by_date.keys()):
result += f"### {date}\n\n"
for entry in by_date[date]:
symbol = entry.get("symbol", "N/A")
eps_estimate = entry.get("epsEstimate", "N/A")
eps_actual = entry.get("epsActual", "N/A")
revenue_estimate = entry.get("revenueEstimate", "N/A")
revenue_actual = entry.get("revenueActual", "N/A")
hour = entry.get("hour", "N/A")
result += f"**{symbol}**"
if hour != "N/A":
result += f" ({hour})"
result += "\n"
if eps_estimate != "N/A":
result += (
f" - EPS Estimate: ${eps_estimate:.2f}"
if isinstance(eps_estimate, (int, float))
else f" - EPS Estimate: {eps_estimate}"
)
if eps_actual != "N/A":
result += (
f" | Actual: ${eps_actual:.2f}"
if isinstance(eps_actual, (int, float))
else f" | Actual: {eps_actual}"
)
result += "\n"
if revenue_estimate != "N/A":
result += (
f" - Revenue Estimate: ${revenue_estimate:,.0f}M"
if isinstance(revenue_estimate, (int, float))
else f" - Revenue Estimate: {revenue_estimate}"
)
if revenue_actual != "N/A":
result += (
f" | Actual: ${revenue_actual:,.0f}M"
if isinstance(revenue_actual, (int, float))
else f" | Actual: {revenue_actual}"
)
result += "\n"
result += "\n"
return result
except Exception as e:
if return_structured:
return []
return f"Error fetching earnings calendar: {str(e)}"
def get_ticker_earnings_estimate(
ticker: str,
from_date: str,
to_date: str,
) -> Dict[str, Any]:
"""
Get upcoming earnings estimate for a single ticker.
Returns dict with: has_upcoming_earnings, days_to_earnings,
eps_estimate, revenue_estimate, earnings_date, hour.
"""
result: Dict[str, Any] = {
"has_upcoming_earnings": False,
"days_to_earnings": None,
"eps_estimate": None,
"revenue_estimate": None,
"earnings_date": None,
"hour": None,
}
try:
client = get_finnhub_client()
data = client.earnings_calendar(
_from=from_date,
to=to_date,
symbol=ticker.upper(),
international=False,
)
if not data or "earningsCalendar" not in data:
return result
earnings = data["earningsCalendar"]
if not earnings:
return result
# Take the nearest upcoming entry
entry = earnings[0]
earnings_date = entry.get("date")
if earnings_date:
try:
ed = datetime.strptime(earnings_date, "%Y-%m-%d")
fd = datetime.strptime(from_date, "%Y-%m-%d")
result["days_to_earnings"] = (ed - fd).days
except ValueError:
pass
result["has_upcoming_earnings"] = True
result["earnings_date"] = earnings_date
result["eps_estimate"] = entry.get("epsEstimate")
result["revenue_estimate"] = entry.get("revenueEstimate")
result["hour"] = entry.get("hour")
return result
except Exception as e:
logger.warning(f"Could not fetch earnings estimate for {ticker}: {e}")
return result
def get_ipo_calendar(
from_date: Annotated[str, "Start date in yyyy-mm-dd format"],
to_date: Annotated[str, "End date in yyyy-mm-dd format"],
return_structured: Annotated[bool, "Return list of dicts instead of markdown"] = False,
):
"""
Get IPO calendar for upcoming and recent initial public offerings.
Args:
from_date: Start date in yyyy-mm-dd format
to_date: End date in yyyy-mm-dd format
return_structured: If True, returns list of IPO dicts instead of markdown
Returns:
If return_structured=True: list of IPO dicts with symbol, name, date, etc.
If return_structured=False: Formatted markdown report
"""
try:
client = get_finnhub_client()
data = client.ipo_calendar(_from=from_date, to=to_date)
if not data or "ipoCalendar" not in data:
if return_structured:
return []
return f"No IPO data found for period {from_date} to {to_date}"
ipos = data["ipoCalendar"]
if not ipos:
if return_structured:
return []
return f"No IPOs scheduled between {from_date} and {to_date}"
# Return structured data if requested
if return_structured:
return ipos
# Format the response
result = f"## IPO Calendar ({from_date} to {to_date})\n\n"
result += f"**Total IPOs**: {len(ipos)}\n\n"
# Group by date
by_date = {}
for entry in ipos:
date = entry.get("date", "Unknown")
if date not in by_date:
by_date[date] = []
by_date[date].append(entry)
# Format by date
for date in sorted(by_date.keys()):
result += f"### {date}\n\n"
for entry in by_date[date]:
symbol = entry.get("symbol", "N/A")
name = entry.get("name", "N/A")
exchange = entry.get("exchange", "N/A")
price = entry.get("price", "N/A")
shares = entry.get("numberOfShares", "N/A")
total_shares = entry.get("totalSharesValue", "N/A")
status = entry.get("status", "N/A")
result += f"**{symbol}** - {name}\n"
result += f" - Exchange: {exchange}\n"
if price != "N/A":
result += f" - Price: ${price}\n"
if shares != "N/A":
result += (
f" - Shares Offered: {shares:,}\n"
if isinstance(shares, (int, float))
else f" - Shares Offered: {shares}\n"
)
if total_shares != "N/A":
result += (
f" - Total Value: ${total_shares:,.0f}M\n"
if isinstance(total_shares, (int, float))
else f" - Total Value: {total_shares}\n"
)
result += f" - Status: {status}\n\n"
return result
except Exception as e:
if return_structured:
return []
return f"Error fetching IPO calendar: {str(e)}"