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Copy pathnasdaq_option_chain_scraper.py
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nasdaq_option_chain_scraper.py
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import pandas as pd
import numpy as np
import sys
import re
import requests
from bs4 import BeautifulSoup
from pandas_datareader import data, wb
import datetime as dt
import time
import warnings
warnings.simplefilter("ignore")
def run_screener():
try:
finviz_url = 'https://finviz.com/screener.ashx?v=111&f=exch_nasd,sh_avgvol_o1000,sh_price_o10,ta_averagetruerange_o4.5,ta_volatility_mo3&ft=4&o=price'
headers = {'User-agent': 'Chrome/41.0.2228.0'}
page = requests.get(finviz_url, headers = headers)
html_text = page.text
soup = BeautifulSoup(html_text, 'lxml')
# screener_list = soup.find_all(class_="screener-body-table-nw")
# Find all tickers in html body
tickers = []
links = soup.find_all('a', class_='screener-link-primary')
for link in links:
tickers.append(link.text)
screen_df = pd.DataFrame(tickers)
screen_df.columns = ['Ticker']
return screen_df
# find prices and % change in html body
# prices = []
# changes = []
# numbers = re.findall('<span style="color:#008800;">(.*?)</span>', html_text)
# for i in range(len(numbers)):
# if i%2==0:
# prices.append(numbers[i])
# else:
# changes.append(numbers[i])
#
# print(len(tickers))
# print(len(prices))
# print(len(changes))
# screener_output = pd.DataFrame()
# screener_output['Ticker'] = tickers
# screener_output['Price'] = prices
# screener_output['Change'] = changes
# print(screener_output.head())
# return screener_output
except Exception as e:
print('Error on line {}'.format(sys.exc_info()[-1].tb_lineno, type(e).__name__, e))
pass
def get_history_test(stock):
try:
# Establish start and end dates
start_date = dt.datetime.today() - dt.timedelta(days=2)
end_date = dt.datetime.today()
# Call historic data from yahoo finance API
test_data = data.DataReader(stock, 'yahoo', start_date, end_date)
#print(test_data.head())
# Assign values for relevant prices/changes
price_close = test_data['Close'].iloc[-1]
close_change = (test_data['Close'].iloc[-1]-test_data['Close'].iloc[-2])/test_data['Close'].iloc[-2]
intraday_change = (test_data['Close'].iloc[-1]-test_data['Open'].iloc[-1])/test_data['Open'].iloc[-1]
price_change_log = np.log(test_data['Close'].iloc[-1]/test_data['Close'].iloc[-2])
# Display API results
print('Closing Price: {}'.format(price_close))
print('Price Close Change: {}'.format(close_change))
print('Intraday Price Change: {}'.format(intraday_change))
print('Log of Price Change: {}'.format(price_change_log))
except Exception as e:
print('Error on line {}'.format(sys.exc_info()[-1].tb_lineno), type(e).__name__, e)
pass
def get_history(df):
try:
# Establish start and end dates
start_date = dt.datetime.today() - dt.timedelta(days=2)
end_date = dt.datetime.today()
# Create filler fields for df
df['Close'] = 0
df['CloseChange'] = 0
df['LogCloseChange'] = 0
df['IntradayChange'] = 0
df['LogIntradayChange'] = 0
# Assign values for relevant prices/changes
for i in range(len(df)):
stock = str(df['Ticker'].iloc[i]).lower()
history = data.DataReader(stock, 'yahoo', start_date, end_date)
df['Close'].iloc[i] = history['Close'].iloc[-1]
df['CloseChange'] = (history['Close'].iloc[-1]-history['Close'].iloc[-2])/history['Close'].iloc[-2]
df['LogCloseChange'] = np.log(history['Close'].iloc[-1]/history['Close'].iloc[-2])
df['IntradayChange'] = (history['Close'].iloc[-1]-history['Open'].iloc[-1])/history['Open'].iloc[-1]
df['LogIntradayChange'] = np.log(history['Close'].iloc[-1]/history['Open'].iloc[-1])
sleeper = np.random.randint(1,15,1)
time.sleep(sleeper[0])
return df
except Exception as e:
print('Error on line {}'.format(sys.exc_info()[-1].tb_lineno), type(e).__name__, e)
pass
if __name__ == "__main__":
# Execute program
print('Fetching stock screener results from finviz.com website...')
screener_list = run_screener()
print('Finviz gave us these top 20 stocks...')
print(screener_list)
# print('Fetching historical quote data for screened stocks...')
# test_stock = str(screener_list['Ticker'].iloc[0]).lower()
# print(test_stock)
# get_history_test(test_stock)
#stocks_to_scan = get_history(screener_list)
# print('Showing stocks with historical data...')
#print(stocks_to_scan)