Update README.md #56
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| name: Database Update | |
| on: | |
| push: | |
| schedule: | |
| - cron: '0 12 * * SUN' | |
| jobs: | |
| Add-New-Ticker: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - name: checkout repo content | |
| uses: actions/checkout@v3 | |
| - name: pull changes | |
| run: git pull https://${{secrets.PAT}}@github.com/JerBouma/FinanceDatabase.git main | |
| - name: setup python | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: '3.x' | |
| - run: pip install -r requirements.txt | |
| - run: pip install financedatabase openpyxl | |
| - name: Add New Tickers and Update Old Ones | |
| uses: jannekem/run-python-script-action@v1 | |
| with: | |
| script: | | |
| import numpy as np | |
| import pandas as pd | |
| # Collect NASDAQ data | |
| nasdaq = pd.read_json("https://raw.githubusercontent.com/rreichel3/US-Stock-Symbols/main/nasdaq/nasdaq_full_tickers.json") | |
| nasdaq = nasdaq.set_index('symbol') | |
| nasdaq['exchange'] = 'NMS' | |
| nasdaq['market'] = 'NASDAQ Global Select' | |
| # Collect NYSE data | |
| nyse = pd.read_json("https://raw.githubusercontent.com/rreichel3/US-Stock-Symbols/main/nyse/nyse_full_tickers.json") | |
| nyse = nyse.set_index('symbol') | |
| nyse['exchange'] = 'ASE' | |
| nyse['market'] = 'NYSE MKT' | |
| # Collect AMEX data, since it got acquired this is now the same exchange/market as NYSE | |
| amex = pd.read_json("https://raw.githubusercontent.com/rreichel3/US-Stock-Symbols/main/amex/amex_full_tickers.json") | |
| amex = amex.set_index('symbol') | |
| amex['exchange'] = 'ASE' | |
| amex['market'] = 'NYSE MKT' | |
| # Combine the datasets | |
| exchange_data = pd.concat([nasdaq, nyse, amex]) | |
| # Obtain the categories from the FinanceDatabase for conversion | |
| fd_categories_path = 'compression/categories/github_exchange_categories.xlsx' | |
| fd_sectors = pd.read_excel(fd_categories_path, sheet_name='sector', index_col=1) | |
| fd_industry_groups = pd.read_excel(fd_categories_path, sheet_name='industry_group', index_col=1) | |
| fd_industries = pd.read_excel(fd_categories_path, sheet_name='industry', index_col=1) | |
| # Read the equities database | |
| equities = pd.read_csv('database/equities.csv', index_col=0) | |
| ticker_dict = {} | |
| # Loop over the exchange dataset and create a new object that will be added to the database | |
| for index, row in exchange_data.iterrows(): | |
| if row['marketCap']: | |
| market_cap_value = float(row['marketCap']) | |
| if market_cap_value >= 200_000_000_000: | |
| market_cap = 'Mega Cap' | |
| elif market_cap_value >= 10_000_000_000 and market_cap_value < 200_000_000_000: | |
| market_cap= 'Large Cap' | |
| elif market_cap_value >= 2_000_000_000 and market_cap_value < 10_000_000_000: | |
| market_cap = 'Mid Cap' | |
| elif market_cap_value >= 300_000_000 and market_cap_value < 2_000_000_000: | |
| market_cap = 'Small Cap' | |
| elif market_cap_value >= 50_000_000 and market_cap_value < 300_000_000: | |
| market_cap = 'Micro Cap' | |
| else: | |
| market_cap = 'Nano Cap' | |
| else: | |
| market_cap = np.nan | |
| try: | |
| # Checks if ticker exists, if yes, continue | |
| fd_data = equities.loc[index] | |
| if fd_data['market_cap'] != market_cap and market_cap == market_cap: | |
| ticker_dict[index] = {'symbol': index} | |
| for column, value in fd_data.items(): | |
| if column == 'market_cap': | |
| ticker_dict[index][column] = market_cap | |
| else: | |
| ticker_dict[index][column] = value | |
| continue | |
| except KeyError: | |
| ticker_dict[index] = {} | |
| ticker_dict[index]['name'] = row['name'] | |
| ticker_dict[index]['summary'] = np.nan | |
| ticker_dict[index]['currency'] = "USD" | |
| try: | |
| industry = fd_industries.loc[row['industry']].iloc[0] | |
| if isinstance(industry, pd.Series): | |
| industry = industry[0] | |
| ticker_dict[index]['industry'] = industry | |
| except KeyError: | |
| ticker_dict[index]['industry'] = np.nan | |
| try: | |
| industry_divison = equities[equities['industry'] == ticker_dict[index]['industry']] | |
| industry_group = industry_divison['industry_group'].mode()[0] | |
| ticker_dict[index]['industry_group'] = industry_group | |
| except KeyError: | |
| ticker_dict[index]['industry_group'] = np.nan | |
| try: | |
| sector_division = equities[(equities['industry_group'] == ticker_dict[index]['industry_group']) & (equities['industry'] == ticker_dict[index]['industry'])] | |
| sector = sector_division['sector'].mode()[0] | |
| ticker_dict[index]['sector'] = sector | |
| except Exception: | |
| ticker_dict[index]['sector'] = np.nan | |
| ticker_dict[index]['exchange'] = row['exchange'] | |
| ticker_dict[index]['market'] = row['market'] | |
| ticker_dict[index]['country'] = row['country'] | |
| ticker_dict[index]['state'] = np.nan | |
| ticker_dict[index]['city'] = np.nan | |
| ticker_dict[index]['zipcode'] = np.nan | |
| ticker_dict[index]['website'] = np.nan | |
| ticker_dict[index]['market_cap'] = market_cap | |
| ticker_dict[index]['isin'] = np.nan | |
| ticker_dict[index]['cusip'] = np.nan | |
| ticker_dict[index]['figi'] = np.nan | |
| ticker_dict[index]['composite_figi'] = np.nan | |
| ticker_dict[index]['shareclass_figi'] = np.nan | |
| # Create a DataFrame out of the created dictionary | |
| updated_companies = pd.DataFrame.from_dict(ticker_dict, orient='index') | |
| updated_companies.index.name = 'symbol' | |
| print(f"There are {len(updated_companies)} new updates!") | |
| if not updated_companies.empty: | |
| # Loop over all acquired values and update data | |
| for index, values in updated_companies.iterrows(): | |
| try: | |
| equities.loc[index] = updated_companies.loc[index] | |
| except KeyError: | |
| equities = pd.concat([equities, values]) | |
| # Sort the index | |
| equities = equities.sort_index() | |
| # Send to CSV | |
| equities.to_csv('database/equities.csv') | |
| - name: Commit files and log | |
| run: | | |
| git config --global user.name 'GitHub Action' | |
| git config --global user.email '[email protected]' | |
| git add -A | |
| git checkout main | |
| git diff-index --quiet HEAD || git commit -am "Update database with new tickers" | |
| git push | |
| - name: Check run status | |
| if: steps.run.outputs.status != '0' | |
| run: exit "${{ steps.run.outputs.status }}" | |
| Update-Compression-Files: | |
| needs: Add-New-Ticker | |
| runs-on: ubuntu-latest | |
| steps: | |
| - name: checkout repo content | |
| uses: actions/checkout@v3 | |
| - name: pull changes | |
| run: git pull https://${{secrets.PAT}}@github.com/JerBouma/FinanceDatabase.git main | |
| - name: setup python | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: '3.x' | |
| - run: pip install -r requirements.txt | |
| - run: pip install financedatabase | |
| - run : pip install openpyxl | |
| - name: Update Compressions | |
| uses: jannekem/run-python-script-action@v1 | |
| with: | |
| script: | | |
| import financedatabase as fd | |
| import pandas as pd | |
| cryptos = pd.read_csv('database/cryptos.csv') | |
| cryptos.to_csv('compression/cryptos.bz2', index=False, compression='bz2') | |
| currencies = pd.read_csv('database/currencies.csv') | |
| currencies.to_csv('compression/currencies.bz2', index=False, compression='bz2') | |
| equities = pd.read_csv('database/equities.csv') | |
| equities.to_csv('compression/equities.bz2', index=False, compression='bz2') | |
| etfs = pd.read_csv('database/etfs.csv') | |
| etfs.to_csv('compression/etfs.bz2', index=False, compression='bz2') | |
| funds = pd.read_csv('database/funds.csv') | |
| funds.to_csv('compression/funds.bz2', index=False, compression='bz2') | |
| indices = pd.read_csv('database/indices.csv') | |
| indices.to_csv('compression/indices.bz2', index=False, compression='bz2') | |
| moneymarkets = pd.read_csv('database/moneymarkets.csv') | |
| moneymarkets.to_csv('compression/moneymarkets.bz2', index=False, compression='bz2') | |
| - name: Commit files and log | |
| run: | | |
| git config --global user.name 'GitHub Action' | |
| git config --global user.email '[email protected]' | |
| git add -A | |
| git checkout main | |
| git diff-index --quiet HEAD || git commit -am "Update Compression Files" | |
| git push | |
| - name: Check run status | |
| if: steps.run.outputs.status != '0' | |
| run: exit "${{ steps.run.outputs.status }}" | |
| Update-Categorization-Files: | |
| needs: [Add-New-Ticker, Update-Compression-Files] | |
| runs-on: ubuntu-latest | |
| steps: | |
| - name: checkout repo content | |
| uses: actions/checkout@v3 | |
| - name: pull changes | |
| run: git pull https://${{secrets.PAT}}@github.com/JerBouma/FinanceDatabase.git main | |
| - name: setup python | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: '3.x' | |
| - run: pip install -r requirements.txt | |
| - run: pip install financedatabase | |
| - name: Update categories | |
| uses: jannekem/run-python-script-action@v1 | |
| with: | |
| script: | | |
| import financedatabase as fd | |
| import pandas as pd | |
| cryptos = pd.read_csv("database/cryptos.csv", index_col=0) | |
| cryptos_categories = {} | |
| for column in cryptos: | |
| if column in ['name', 'summary']: | |
| continue | |
| cryptos_categories[column] = cryptos[column].dropna().unique() | |
| cryptos_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(cryptos_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/cryptos_categories.gzip', index=False, compression='gzip') | |
| currencies = pd.read_csv("database/currencies.csv", index_col=0) | |
| currencies_categories = {} | |
| for column in currencies: | |
| if column in ['name']: | |
| continue | |
| currencies_categories[column] = currencies[column].dropna().unique() | |
| currencies_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(currencies_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/currencies_categories.gzip', index=False, compression='gzip') | |
| equities = pd.read_csv("database/equities.csv", index_col=0) | |
| equities_categories = {} | |
| for column in equities: | |
| if column in ['name', 'summary', 'website']: | |
| continue | |
| equities_categories[column] = equities[column].dropna().unique() | |
| equities_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(equities_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/equities_categories.gzip', index=False, compression='gzip') | |
| etfs = pd.read_csv("database/etfs.csv", index_col=0) | |
| etfs_categories = {} | |
| for column in etfs: | |
| if column in ['name', 'summary']: | |
| continue | |
| etfs_categories[column] = etfs[column].dropna().unique() | |
| etfs_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(etfs_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/etfs_categories.gzip', index=False, compression='gzip') | |
| funds = pd.read_csv("database/funds.csv", index_col=0) | |
| funds_categories = {} | |
| for column in funds: | |
| if column in ['name', 'summary', 'manager_name', 'manager_bio']: | |
| continue | |
| funds_categories[column] = funds[column].dropna().unique() | |
| funds_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(funds_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/funds_categories.gzip', index=False, compression='gzip') | |
| indices = pd.read_csv("database/indices.csv", index_col=0) | |
| indices_categories = {} | |
| for column in indices: | |
| if column in ['name']: | |
| continue | |
| indices_categories[column] = indices[column].dropna().unique() | |
| indices_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(indices_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/indices_categories.gzip', index=False, compression='gzip') | |
| moneymarkets = pd.read_csv("database/moneymarkets.csv", index_col=0) | |
| moneymarkets_categories = {} | |
| for column in moneymarkets: | |
| if column in ['name']: | |
| continue | |
| moneymarkets_categories[column] = moneymarkets[column].dropna().unique() | |
| moneymarkets_categories[column].sort() | |
| df_temp = pd.DataFrame.from_dict(moneymarkets_categories, orient='index').reset_index() | |
| df_temp.to_csv('compression/categories/moneymarkets_categories.gzip', index=False, compression='gzip') | |
| - name: Commit files and log | |
| run: | | |
| git config --global user.name 'GitHub Action' | |
| git config --global user.email '[email protected]' | |
| git add -A | |
| git checkout main | |
| git diff-index --quiet HEAD || git commit -am "Update Categorization Files" | |
| git push | |
| - name: Check run status | |
| if: steps.run.outputs.status != '0' | |
| run: exit "${{ steps.run.outputs.status }}" | |
| Check-GICS-Categorisation: | |
| needs: [Add-New-Ticker, Update-Compression-Files, Update-Categorization-Files] | |
| runs-on: ubuntu-latest | |
| steps: | |
| - name: checkout repo content | |
| uses: actions/checkout@v3 | |
| - name: setup python | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: '3.x' | |
| - run: pip install -r requirements.txt | |
| - run: pip install financedatabase | |
| - name: Check GICS Categorisation | |
| uses: jannekem/run-python-script-action@v1 | |
| with: | |
| script: | | |
| import pandas as pd | |
| import json | |
| invalid_rows = pd.DataFrame() | |
| errors = [] | |
| gics = json.load(open("compression/categories/gics_categories.json", "r")) | |
| equities = pd.read_csv("database/equities.csv", index_col=0) | |
| filtered_data = equities[equities['sector'].notna() & equities['industry_group'].notna() & equities['industry'].notna()] | |
| for index, row in filtered_data.iterrows(): | |
| sector, industry_group, industry = row['sector'], row['industry_group'], row['industry'] | |
| try: | |
| # Search whether it can find the combination | |
| gics[sector][industry_group][industry] | |
| except KeyError as error: | |
| # If it can't, add to invalid_rows DataFrame | |
| row['error'] = error | |
| invalid_rows = pd.concat([invalid_rows, row], axis=1) | |
| if not invalid_rows.empty: | |
| invalid_rows = invalid_rows.T | |
| print("Invalid Rows for:") | |
| for index, row in invalid_rows.iterrows(): | |
| print(f"{index}: {row['error']}") | |
| raise ValueError("There are invalid sector, industry groups and/or industries found. " | |
| "Please check if it adheres to https://www.msci.com/our-solutions/indexes/gics") |