Metadata-Version: 1.1
Name: stock-analysis-engine
Version: 1.0.19
Summary: Stock Analysis Engine - Use this to get pricing data for tickers (news, quotes and options right now) and archive it in s3 (using minio) and cache it in redis. Analysis tasks coming soon!
Home-page: https://github.com/AlgoTraders/stock-analysis-engine
Author: Jay Johnson
Author-email: jay.p.h.johnson@gmail.com
License: UNKNOWN
Description: Stock Analysis Engine
        =====================
        
        Analyze information about publicly traded companies from `Yahoo <https://finance.yahoo.com/>`__ and `IEX Real-Time Price <https://iextrading.com/developer/docs/>`__ (supported data includes: news, quotes, dividends, daily, intraday, statistics, financials, earnings, options, and more). Once collected the data is archived in s3 (using `minio <https://minio.io>`__) and automatically cached in redis.
        
        It uses `Celery workers to process all tasks <http://www.celeryproject.org/>`__ and is a horizontally scalable worker pool that works with many `transports and backends <https://github.com/celery/celery#transports-and-backends>`__
        
        .. list-table::
           :header-rows: 1
        
           * - `Build <https://travis-ci.org/AlgoTraders/stock-analysis-engine>`__
             - `Docs <https://stock-analysis-engine.readthedocs.io/en/latest/README.html>`__
           * - .. image:: https://api.travis-ci.org/AlgoTraders/stock-analysis-engine.svg
                   :alt: Travis Tests
                   :target: https://travis-ci.org/AlgoTraders/stock-analysis-engine
             - .. image:: https://readthedocs.org/projects/stock-analysis-engine/badge/?version=latest
                   :alt: Read the Docs Stock Analysis Engine
                   :target: https://stock-analysis-engine.readthedocs.io/en/latest/README.html
        
        Getting Started
        ===============
        
        #.  Clone
        
            ::
        
                git clone https://github.com/AlgoTraders/stock-analysis-engine.git /opt/sa
                cd /opt/sa
        
        #.  Start Redis and Minio
        
            .. note:: The Minio container is set up to save data to ``/data`` so S3 files can survive a restart/reboot. On Mac, please make sure to add ``/data`` on the Docker Preferences -> File Sharing tab and let the docker daemon restart before trying to start the containers. If not, you will likely see errors like:
        
               ::
        
                    ERROR: for minio  Cannot start service minio:
                    b'Mounts denied: \r\nThe path /data/minio/data\r\nis not shared from OS X
        
            ::
        
                ./compose/start.sh
        
        #.  Verify Redis and Minio are Running
        
            ::
        
                docker ps
                CONTAINER ID        IMAGE                COMMAND                  CREATED             STATUS                   PORTS                    NAMES
                c2d46e73c355        minio/minio          "/usr/bin/docker-ent…"   4 hours ago         Up 4 hours (healthy)                              minio
                b32838e43edb        redis:4.0.9-alpine   "docker-entrypoint.s…"   4 days ago          Up 4 hours               0.0.0.0:6379->6379/tcp   redis
        
        Running on Ubuntu and CentOS
        ============================
        
        #.  Install Packages
        
            Ubuntu
        
            ::
        
                sudo apt-get install make cmake gcc python3-distutils python3-tk python3 python3-apport python3-certifi python3-dev python3-pip python3-venv python3.6
        
            CentOS
        
            ::
        
                sudo yum install build-essential tkinter curl-devel make cmake python-devel python-setuptools python-pip python-virtualenv
        
        #.  Create and Load Python 3 Virtual Environment
        
            ::
        
                virtualenv -p python3 /opt/venv
                source /opt/venv/bin/activate
                pip install --upgrade pip setuptools
        
        #.  Install Analysis Pip
        
            ::
        
                pip install -e .
        
        
        #.  Verify Pip installed
        
            ::
        
                pip list | grep stock-analysis-engine
        
        Running on Mac OS X
        ===================
        
        #.  Download Python 3.6
        
            .. note:: Python 3.7 is not supported by celery so please ensure it is python 3.6
        
            https://www.python.org/downloads/mac-osx/
        
        #.  Install Packages
        
            ::
        
                brew install openssl
                brew install pyenv-virtualenv
        
        #.  Create and Load Python 3 Virtual Environment
        
            ::
        
                python3 -m venv /opt/venv
                source /opt/venv/bin/activate
                pip install --upgrade pip setuptools
        
        #.  Install Certs
        
            After hitting ssl verify errors, I found `this stack overflow <https://stackoverflow.com/questions/42098126/mac-osx-python-ssl-sslerror-ssl-certificate-verify-failed-certificate-verify>`__ which shows there's an additional step for setting up python 3.6:
        
            ::
        
                /Applications/Python\ 3.6/Install\ Certificates.command
        
        #.  Install PyCurl with OpenSSL
        
            ::
        
                PYCURL_SSL_LIBRARY=openssl LDFLAGS="-L/usr/local/opt/openssl/lib" CPPFLAGS="-I/usr/local/opt/openssl/include" pip install --no-cache-dir pycurl
        
        #.  Install Analysis Pip
        
            ::
        
                pip install --upgrade pip setuptools
                pip install -e .
        
        #.  Verify Pip installed
        
            ::
        
                pip list | grep stock-analysis-engine
        
        Start Workers
        =============
        
        ::
        
            ./start-workers.sh
        
        Get and Publish Pricing data
        ============================
        
        Please refer to the lastest API docs in the repo:
        
        https://github.com/AlgoTraders/stock-analysis-engine/blob/master/analysis_engine/api_requests.py
        
        Run Ticker Analysis
        ===================
        
        Run the ticker analysis using the `./analysis_engine/scripts/run_ticker_analysis.py <https://github.com/AlgoTraders/stock-analysis-engine/blob/master/analysis_engine/scripts/run_ticker_analysis.py>`__:
        
        ::
        
            run_ticker_analysis.py -t SPY -g all -e 2018-10-19 -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 4 -n SPY_demo -P 1 -N 1 -O 1 -U 1 -R 1
        
        ::
        
            usage: run_ticker_analysis.py [-h] -t TICKER [-g FETCH_MODE] [-i TICKER_ID]
                                      [-e EXP_DATE_STR] [-l LOG_CONFIG_PATH]
                                      [-b BROKER_URL] [-B BACKEND_URL]
                                      [-k S3_ACCESS_KEY] [-s S3_SECRET_KEY]
                                      [-a S3_ADDRESS] [-S S3_SECURE]
                                      [-u S3_BUCKET_NAME] [-G S3_REGION_NAME]
                                      [-p REDIS_PASSWORD] [-r REDIS_ADDRESS]
                                      [-n KEYNAME] [-m REDIS_DB] [-x REDIS_EXPIRE]
                                      [-z STRIKE] [-c CONTRACT_TYPE] [-P GET_PRICING]
                                      [-N GET_NEWS] [-O GET_OPTIONS] [-U S3_ENABLED]
                                      [-R REDIS_ENABLED] [-d]
        
            Download and store the latest stock pricing, news, and options chain data and
            store it in S3 and Redis. Once stored, this will also start the buy and sell
            trading analysis.
        
            optional arguments:
            -h, --help          show this help message and exit
            -t TICKER           ticker
            -g FETCH_MODE       optional - fetch mode: all = fetch from all data sources
                                (default), yahoo = fetch from just Yahoo sources, iex =
                                fetch from just IEX sources
            -i TICKER_ID        optional - ticker id not used without a database
            -e EXP_DATE_STR     optional - options expiration date
            -l LOG_CONFIG_PATH  optional - path to the log config file
            -b BROKER_URL       optional - broker url for Celery
            -B BACKEND_URL      optional - backend url for Celery
            -k S3_ACCESS_KEY    optional - s3 access key
            -s S3_SECRET_KEY    optional - s3 secret key
            -a S3_ADDRESS       optional - s3 address format: <host:port>
            -S S3_SECURE        optional - s3 ssl or not
            -u S3_BUCKET_NAME   optional - s3 bucket name
            -G S3_REGION_NAME   optional - s3 region name
            -p REDIS_PASSWORD   optional - redis_password
            -r REDIS_ADDRESS    optional - redis_address format: <host:port>
            -n KEYNAME          optional - redis and s3 key name
            -m REDIS_DB         optional - redis database number (4 by default)
            -x REDIS_EXPIRE     optional - redis expiration in seconds
            -z STRIKE           optional - strike price
            -c CONTRACT_TYPE    optional - contract type "C" for calls "P" for puts
            -P GET_PRICING      optional - get pricing data if "1" or "0" disabled
            -N GET_NEWS         optional - get news data if "1" or "0" disabled
            -O GET_OPTIONS      optional - get options data if "1" or "0" disabled
            -U S3_ENABLED       optional - s3 enabled for publishing if "1" or "0" is
                                disabled
            -R REDIS_ENABLED    optional - redis enabled for publishing if "1" or "0" is
                                disabled
            -d                  debug
        
        Run Publish from an Existing S3 Key to Redis
        ============================================
        
        #.  Upload Integration Test Key to S3
        
            ::
        
                export INT_TESTS=1
                python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_integration_s3_upload
        
        #.  Confirm the Integration Test Key is in S3
        
            http://localhost:9000/minio/integration-tests/
        
        #.  Run an analysis with an existing S3 key using `./analysis_engine/scripts/publish_from_s3_to_redis.py <https://github.com/AlgoTraders/stock-analysis-engine/blob/master/analysis_engine/scripts/publish_from_s3_to_redis.py>`__
        
            ::
        
                publish_from_s3_to_redis.py -t SPY -u integration-tests -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 4 -n integration-test-v1
        
        #.  Confirm the Key is now in Redis
        
            ::
        
                redis-cli
                127.0.0.1:6379> select 4
                OK
                127.0.0.1:6379[4]> keys *
                keys *
                1) "SPY_demo_daily"
                2) "SPY_demo_minute"
                3) "SPY_demo_company"
                4) "integration-test-v1"
                5) "SPY_demo_stats"
                6) "SPY_demo"
                7) "SPY_demo_tick"
                8) "SPY_demo_peers"
                9) "SPY_demo_dividends"
                10) "SPY_demo_news1"
                11) "SPY_demo_news"
                12) "SPY_demo_options"
                13) "SPY_demo_pricing"
                127.0.0.1:6379[4]>
        
        View Archives in S3 - Minio
        ===========================
        
        http://localhost:9000/minio/pricing/
        
        Login
        
        - username: ``trexaccesskey``
        - password: ``trex123321``
        
        Using the AWS CLI to List the Pricing Bucket
        
        Please refer to the official steps for using the ``awscli`` pip with minio:
        
        https://docs.minio.io/docs/aws-cli-with-minio.html
        
        #.  Export Credentials
        
            ::
        
                export AWS_SECRET_ACCESS_KEY=trex123321
                export AWS_ACCESS_KEY_ID=trexaccesskey
        
        #.  List Buckets
        
            ::
        
                aws --endpoint-url http://localhost:9000 s3 ls
                2018-10-02 22:24:06 company
                2018-10-02 22:24:02 daily
                2018-10-02 22:24:06 dividends
                2018-10-02 22:33:15 integration-tests
                2018-10-02 22:24:03 minute
                2018-10-02 22:24:05 news
                2018-10-02 22:24:04 peers
                2018-10-02 22:24:06 pricing
                2018-10-02 22:24:04 stats
                2018-10-02 22:24:04 tick
        
        #.  List Pricing Bucket Contents
        
            ::
        
                aws --endpoint-url http://localhost:9000 s3 ls s3://pricing
        
        #.  Get the Latest SPY Pricing Key
        
            ::
        
                aws --endpoint-url http://localhost:9000 s3 ls s3://pricing | grep -i spy_demo
                SPY_demo
        
        View Caches in Redis
        ====================
        
        ::
        
            redis-cli
            127.0.0.1:6379> select 4
            OK
            127.0.0.1:6379[4]> keys *
            1) "SPY_demo"
        
        Testing
        =======
        
        .. note:: There is a known `pandas issue that logs a warning about _timelex <https://github.com/pandas-dev/pandas/issues/18141>`__, and it will show as a warning until it is fixed in pandas. Please ignore this warning for now.
        
           ::
        
                DeprecationWarning: _timelex is a private class and may break without warning, it will be moved and or renamed in future versions.
        
        Run all
        
        ::
        
            py.test --maxfail=1
        
        Run a test case
        
        ::
        
            python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_success_publish_pricing_data
        
        Test Publishing
        ---------------
        
        S3 Upload
        ---------
        
        ::
        
            python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_success_s3_upload
        
        Publish from S3 to Redis
        ------------------------
        
        ::
        
            python -m unittest tests.test_publish_from_s3_to_redis.TestPublishFromS3ToRedis.test_success_publish_from_s3_to_redis
        
        Redis Cache Set
        ---------------
        
        ::
        
            python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_success_redis_set
        
        Prepare Dataset
        ---------------
        
        ::
        
            python -m unittest tests.test_prepare_pricing_dataset.TestPreparePricingDataset.test_prepare_pricing_data_success
        
        End-to-End Integration Testing
        ==============================
        
        Start all the containers for full end-to-end integration testing with real docker containers with the script:
        
        ::
        
            ./compose/start.sh -a
            -------------
            starting end-to-end integration stack: redis, minio, workers and jupyter
            Creating network "compose_default" with the default driver
            Creating redis ... done
            Creating minio ... done
            Creating sa-jupyter ... done
            Creating sa-workers ... done
            started end-to-end integration stack: redis, minio, workers and jupyter
        
        Verify Containers are running:
        
        ::
        
            docker ps
            CONTAINER ID        IMAGE                                     COMMAND                  CREATED             STATUS                    PORTS                    NAMES
            f1b81a91c215        jayjohnson/stock-analysis-engine:latest   "/opt/antinex/core/d…"   35 seconds ago      Up 34 seconds                                      sa-jupyter
            183b01928d1f        jayjohnson/stock-analysis-engine:latest   "/bin/sh -c 'cd /opt…"   35 seconds ago      Up 34 seconds                                      sa-workers
            11d46bf1f0f7        minio/minio:latest                        "/usr/bin/docker-ent…"   36 seconds ago      Up 35 seconds (healthy)                            minio
            9669494b49a2        redis:4.0.9-alpine                        "docker-entrypoint.s…"   36 seconds ago      Up 35 seconds             0.0.0.0:6379->6379/tcp   redis
        
        Stop End-to-End Stack:
        
        ::
        
            ./compose/stop.sh -a
            -------------
            stopping integration stack: redis, minio, workers and jupyter
            Stopping sa-jupyter ... done
            Stopping sa-workers ... done
            Stopping minio      ... done
            Stopping redis      ... done
            Removing sa-jupyter ... done
            Removing sa-workers ... done
            Removing minio      ... done
            Removing redis      ... done
            Removing network compose_default
            stopped end-to-end integration stack: redis, minio, workers and jupyter
        
        Integration UnitTests
        =====================
        
        .. note:: please start redis and minio before running these tests.
        
        Please enable integration tests
        
        ::
        
            export INT_TESTS=1
        
        Redis
        -----
        
        ::
        
            python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_integration_redis_set
        
        S3 Upload
        ---------
        
        ::
        
            python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_integration_s3_upload
        
        
        Publish from S3 to Redis
        ------------------------
        
        ::
        
            python -m unittest tests.test_publish_from_s3_to_redis.TestPublishFromS3ToRedis.test_integration_publish_from_s3_to_redis
        
        Prepare Dataset
        ---------------
        
        ::
        
            python -m unittest tests.test_prepare_pricing_dataset.TestPreparePricingDataset.test_integration_prepare_pricing_dataset
        
        IEX Test - Fetching All Datasets
        --------------------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data
        
        IEX Test - Fetch Daily
        ----------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_daily
        
        IEX Test - Fetch Minute
        -----------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_minute
        
        IEX Test - Fetch Stats
        ----------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_stats
        
        IEX Test - Fetch Peers
        ----------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_peers
        
        IEX Test - Fetch News
        ---------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_news
        
        IEX Test - Fetch Financials
        ---------------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_financials
        
        IEX Test - Fetch Earnings
        -------------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_earnings
        
        IEX Test - Fetch Dividends
        --------------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_dividends
        
        IEX Test - Fetch Company
        ------------------------
        
        ::
        
            python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_company
        
        Prepare a Dataset
        =================
        
        ::
        
            ticker=SPY
            sa.py -t ${ticker} -f -o ${ticker}_latest_v1 -j prepared -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 4 -n ${ticker}_demo
        
        Debugging
        =========
        
        Most of the scripts support running without Celery workers. To run without workers in a synchronous mode use the command:
        
        ::
        
            export CELERY_DISABLED=1
        
        ::
        
            ticker=SPY
            publish_from_s3_to_redis.py -t ${ticker} -u integration-tests -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 4 -n integration-test-v1
            sa.py -t ${ticker} -f -o ${ticker}_latest_v1 -j prepared -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 4 -n ${ticker}_demo
            run_ticker_analysis.py -t ${ticker} -g all -e 2018-10-19 -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 4 -n ${ticker}_demo -P 1 -N 1 -O 1 -U 1 -R 1
        
        Linting
        -------
        
        flake8 .
        
        pycodestyle .
        
        License
        =======
        
        Apache 2.0 - Please refer to the LICENSE_ for more details
        
        .. _License: https://github.com/AlgoTraders/stock-analysis-engine/blob/master/LICENSE
        
        Terms of Service
        ================
        
        Data Attribution
        ================
        
        This repository currently uses yahoo and `IEX <https://iextrading.com/developer/docs/>`__ for pricing data. Usage of these feeds require the following agreements in the terms of service.
        
        IEX Real-Time Price
        ===================
        
        If you redistribute our API data:
        
        - Cite IEX using the following text and link: "Data provided for free by IEX."
        - Provide a link to https://iextrading.com/api-exhibit-a in your terms of service.
        - Additionally, if you display our TOPS price data, cite "IEX Real-Time Price" near the price.
        
        
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: Implementation :: PyPy
Classifier: Topic :: Software Development :: Libraries :: Python Modules
