TradingAgents/tradingagents/dataflows/stockstats_utils.py

65 lines
2.0 KiB
Python

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)"