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Added fix for alphavantage key and fraud command (#1660)

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This commit is contained in:
Colin Delahunty
2022-04-08 12:22:49 -04:00
committed by GitHub
parent 99e070d325
commit 002d1a4ce4
2 changed files with 56 additions and 40 deletions
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4
openbb_terminal/decorators.py
View File

@@ -92,7 +92,9 @@ def check_api_key(api_keys):
undefined_apis = []
for key in api_keys:
# Get value of the API Keys
if getattr(cfg, key) == "REPLACE_ME":
if getattr(cfg, key) == "REPLACE_ME" and key not in [
"API_KEY_ALPHAVANTAGE"
]:
undefined_apis.append(key)
if undefined_apis:

92
openbb_terminal/stocks/fundamental_analysis/av_model.py
View File

@@ -393,9 +393,7 @@ def df_values(
if index:
df = df.iloc[index : index + length]
selection = df[item]
values = selection.apply(
lambda x: "N/A" if (not x or x == "None") else int(x)
).values
values = selection.apply(lambda x: 0 if (not x or x == "None") else int(x)).values
return values.tolist()
@@ -449,45 +447,61 @@ def get_fraud_ratios(ticker: str) -> pd.DataFrame:
cfo = df_values(df_cf, "operatingCashflow", i)
ratios: Dict = {}
ratios["DSRI"] = (ar[0] / sales[0]) / (ar[1] / sales[1])
ratios["GMI"] = ((sales[1] - cogs[1]) / sales[1]) / (
(sales[0] - cogs[0]) / sales[0]
)
ratios["AQI"] = (1 - ((ca[0] + ppe[0] + sec[0]) / ta[0])) / (
1 - ((ca[1] + ppe[1] + sec[1]) / ta[1])
)
ratios["SGI"] = sales[0] / sales[1]
ratios["DEPI"] = (dep[1] / (ppe[1] + dep[1])) / (dep[0] / (ppe[0] + dep[0]))
ratios["SGAI"] = (sga[0] / sales[0]) / (sga[1] / sales[1])
ratios["LVGI"] = (tl[0] / ta[0]) / (tl[1] / ta[1])
ratios["TATA"] = (icfo[0] - cfo[0]) / ta[0]
ratios["MSCORE"] = (
-4.84
+ (0.92 * ratios["DSRI"])
+ (0.58 * ratios["GMI"])
+ (0.404 * ratios["AQI"])
+ (0.892 * ratios["SGI"])
+ (0.115 * ratios["DEPI"] - (0.172 * ratios["SGAI"]))
+ (4.679 * ratios["TATA"])
- (0.327 * ratios["LVGI"])
)
try:
ratios["DSRI"] = (ar[0] / sales[0]) / (ar[1] / sales[1])
ratios["GMI"] = ((sales[1] - cogs[1]) / sales[1]) / (
(sales[0] - cogs[0]) / sales[0]
)
ratios["AQI"] = (1 - ((ca[0] + ppe[0] + sec[0]) / ta[0])) / (
1 - ((ca[1] + ppe[1] + sec[1]) / ta[1])
)
ratios["SGI"] = sales[0] / sales[1]
ratios["DEPI"] = (dep[1] / (ppe[1] + dep[1])) / (dep[0] / (ppe[0] + dep[0]))
ratios["SGAI"] = (sga[0] / sales[0]) / (sga[1] / sales[1])
ratios["LVGI"] = (tl[0] / ta[0]) / (tl[1] / ta[1])
ratios["TATA"] = (icfo[0] - cfo[0]) / ta[0]
ratios["MSCORE"] = (
-4.84
+ (0.92 * ratios["DSRI"])
+ (0.58 * ratios["GMI"])
+ (0.404 * ratios["AQI"])
+ (0.892 * ratios["SGI"])
+ (0.115 * ratios["DEPI"] - (0.172 * ratios["SGAI"]))
+ (4.679 * ratios["TATA"])
- (0.327 * ratios["LVGI"])
)
zscore = (
-4.336
- (4.513 * (ni[0] / ta[0]))
+ (5.679 * (tl[0] / ta[0]))
+ (0.004 * (ca[0] / cl[0]))
)
v1 = np.log(ta[0] / 1000)
v2 = ni[0] / ta[0]
v3 = cash[0] / cl[0]
zscore = (
-4.336
- (4.513 * (ni[0] / ta[0]))
+ (5.679 * (tl[0] / ta[0]))
+ (0.004 * (ca[0] / cl[0]))
)
v1 = np.log(ta[0] / 1000)
v2 = ni[0] / ta[0]
v3 = cash[0] / cl[0]
x = ((v1 + 0.85) * v2) - 0.85
y = 1 + v3
x = ((v1 + 0.85) * v2) - 0.85
y = 1 + v3
mckee = x**2 / (x**2 + y**2)
ratios["Zscore"] = zscore
ratios["Mscore"] = mckee
mckee = x**2 / (x**2 + y**2)
ratios["Zscore"] = zscore
ratios["Mscore"] = mckee
except ZeroDivisionError:
for item in [
"DSRI",
"GMI",
"AQI",
"SGI",
"DEPI",
"SGAI",
"LVGI",
"TATA",
"MSCORE",
"Zscore",
"Mscore",
]:
ratios[item] = "N/A"
if fraud_years.empty:
fraud_years.index = ratios.keys()
fraud_years[df_cf.index[i]] = ratios.values()