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Hotfix for SIA menu #4294

Merged
merged 6 commits into from
Feb 20, 2023
Merged

Hotfix for SIA menu #4294

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40b15f1
Make sia function
jmaslek Feb 20, 2023
547b519
Wording
jmaslek Feb 20, 2023
815797a
Fix attrib
JerBouma Feb 20, 2023
141ffb6
Merge branch 'develop' into hotfix/sia
jmaslek Feb 20, 2023
2cd299a
Linting
jmaslek Feb 20, 2023
234058e
port test
jmaslek Feb 20, 2023
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38 changes: 17 additions & 21 deletions openbb_terminal/portfolio/attribution_model.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,22 +10,23 @@

from openbb_terminal.decorators import log_start_end
from openbb_terminal.rich_config import console
from openbb_terminal.etf import fmp_model

logger = logging.getLogger(__name__)


SPY_SECTORS_MAP = {
"S&P 500 Materials (Sector)": "basic_materials",
"S&P 500 Industrials (Sector)": "industrials",
"S&P 500 Consumer Discretionary (Sector)": "consumer_cyclical",
"S&P 500 Consumer Staples (Sector)": "consumer_defensive",
"S&P 500 Health Care (Sector)": "healthcare",
"S&P 500 Financials (Sector)": "financial_services",
"S&P 500 Information Technology (Sector)": "technology",
"S&P 500 Telecommunication Services (Sector)": "communication_services",
"S&P 500 Utilities (Sector)": "utilities",
"S&P 500 Real Estate (Sector)": "realestate",
"S&P 500 Energy (Sector)": "energy",
"S&P 500 Materials (Sector)": "Basic Materials",
"S&P 500 Industrials (Sector)": "Industrials",
"S&P 500 Consumer Discretionary (Sector)": "Consumer Cyclical",
"S&P 500 Consumer Staples (Sector)": "Consumer Defensive",
"S&P 500 Health Care (Sector)": "Healthcare",
"S&P 500 Financials (Sector)": "Financial Services",
"S&P 500 Information Technology (Sector)": "Technology",
"S&P 500 Telecommunication Services (Sector)": "Communication Services",
"S&P 500 Utilities (Sector)": "Utilities",
"S&P 500 Real Estate (Sector)": "Real Estate",
"S&P 500 Energy (Sector)": "Energy",
}

PF_SECTORS_MAP = {
Expand Down Expand Up @@ -64,23 +65,18 @@ def get_spy_sector_contributions(
"""

# Sector Map

sectors_ticker = "SPY"

# Load in info
sp500_tickers_data = get_daily_sector_prices(start_date, end_date)
try:
weight_data = yf.Ticker(sectors_ticker).info["sectorWeightings"]
except Exception as _: # noqa
console.print(
"[red]This functionality is currently unstable and will be removed in the near future."
)
return pd.DataFrame()

weight_data = fmp_model.get_etf_sector_weightings(sectors_ticker)

# reformat Data
weights: Dict[str, dict] = {"SPY": {}}

for sector in weight_data:
weights[sectors_ticker].update(sector)
weight_formatted = float(sector["weightPercentage"].strip("%")) / 100
weights[sectors_ticker][sector['sector']] = weight_formatted

# add the sectors + dates + adj close to the dataframe
records = []
Expand Down
20 changes: 5 additions & 15 deletions openbb_terminal/stocks/sector_industry_analysis/financedatabase_model.py
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@
from typing import Optional

import financedatabase as fd
import yfinance as yf
import yahooquery as yq
from requests.exceptions import ReadTimeout
from tqdm import tqdm

Expand Down Expand Up @@ -179,22 +179,12 @@ def get_json(symbol: str) -> dict:
Dictionary of json data
"""

data_stores = yf.data.TickerData(symbol).get_json_data_stores()

if "QuoteSummaryStore" not in data_stores:
# Problem in data. Either delisted, or Yahoo spam triggered
return {}

data = data_stores["QuoteSummaryStore"]
# add data about Shares Outstanding for companies' tickers if they are available
data = dict()
try:
data["annualBasicAverageShares"] = data_stores["QuoteTimeSeriesStore"][
"timeSeries"
]["annualBasicAverageShares"]
data["summaryProfile"] = yq.Ticker(symbol).summary_profile[symbol]
return data
except Exception:
pass

return data
return data


@log_start_end(log=logger)
Expand Down
40 changes: 39 additions & 1 deletion poetry.lock
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1 change: 1 addition & 0 deletions pyproject.toml
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Expand Up @@ -112,6 +112,7 @@ y-py = "!=0.5.5" # Untraceable third level dependency that requires cargo to be
psutil = "!=5.9.4" # Forecasting menu and IPyKernel dependency broken on MacOs
tenacity = "<8.0.0" # Finviz, papermill and plotly dep. Pinned to avoid pip resolution conflict due to finviz 1.4.5 release bug
intrinio-sdk = "^6.22.2"
yahooquery = "^2.3.0"

[tool.poetry.dev-dependencies]
pytest = "^6.2.2"
Expand Down
2 changes: 2 additions & 0 deletions requirements-full.txt
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Expand Up @@ -260,6 +260,7 @@ quandl==3.7.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and p
rapidfuzz==2.13.7 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
rdflib==6.2.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
regex==2022.10.31 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
requests-futures==1.0.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
requests-oauthlib==1.3.1 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
requests==2.28.2 ; python_version >= "3.8" and python_version < "3.11" and python_full_version != "3.9.7"
retrying==1.3.4 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
Expand Down Expand Up @@ -359,6 +360,7 @@ xarray==2023.1.0 ; python_version >= "3.8" and python_full_version != "3.9.7" an
xgboost==1.7.3 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
xlsxwriter==3.0.8 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
y-py==0.5.4 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
yahooquery==2.3.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
yarl==1.8.2 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
yfinance==0.2.12 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
zipp==3.13.0 ; python_full_version != "3.9.7" and python_version < "3.11" and python_version >= "3.8"
Expand Down
2 changes: 2 additions & 0 deletions requirements.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -187,6 +187,7 @@ quandl==3.7.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and p
rapidfuzz==2.13.7 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
rdflib==6.2.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
regex==2022.10.31 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
requests-futures==1.0.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
requests-oauthlib==1.3.1 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
requests==2.28.2 ; python_version >= "3.8" and python_version < "3.11" and python_full_version != "3.9.7"
retrying==1.3.4 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
Expand Down Expand Up @@ -248,6 +249,7 @@ widgetsnbextension==4.0.5 ; python_version >= "3.8" and python_full_version != "
win32-setctime==1.1.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11" and sys_platform == "win32"
wrapt==1.14.1 ; python_version >= "3.8" and python_version < "3.11" and python_full_version != "3.9.7"
y-py==0.5.4 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
yahooquery==2.3.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
yarl==1.8.2 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
yfinance==0.2.12 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
zipp==3.13.0 ; python_version >= "3.8" and python_full_version != "3.9.7" and python_version < "3.11"
Expand Down