Create holdings' performance for ETFs

openbb_terminal/etf/etf_controller.py

@@ -4,7 +4,7 @@ __docformat__ = "numpy"
 import argparse
 import logging
 import os
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, date
 from typing import List, Optional
 
 import yfinance as yf
@@ -50,6 +50,7 @@ class ETFController(BaseController):
         "load",
         "overview",
         "holdings",
+        "holding_perf",
         "news",
         "candle",
         "weights",
@@ -106,6 +107,7 @@ class ETFController(BaseController):
         mt.add_raw("\n")
         mt.add_cmd("overview", self.etf_name)
         mt.add_cmd("holdings", self.etf_name)
+        mt.add_cmd("holding_perf", self.etf_name)
         mt.add_cmd("weights", self.etf_name)
         mt.add_cmd("news", self.etf_name)
         mt.add_cmd("candle", self.etf_name)
@@ -638,3 +640,53 @@ class ETFController(BaseController):
                 if ns_parser.sheet_name
                 else None,
             )
+
+    @log_start_end(log=logger)
+    def call_holding_perf(self, other_args: List[str]):
+        print(self.etf_holdings)
+        """Process holdings performance command"""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="holding_perf",
+            description="Look at ETF company holdings' performance",
+        )
+        parser.add_argument(
+            "-s",
+            "--start",
+            type=valid_date,
+            default=(datetime.now().date() - timedelta(days=366)),
+            dest="start",
+            help="The starting date (format YYYY-MM-DD) to get each holding's price"
+        )
+        parser.add_argument(
+            "-e",
+            "--end",
+            type=valid_date,
+            default=datetime.now().date(),
+            dest="end",
+            help="The ending date (format YYYY-MM-DD) to get each holding's price"
+        )
+        parser.add_argument(
+            "-l",
+            "--limit",
+            type=check_positive,
+            dest="limit",
+            help="Number of holdings to get",
+            default=20,
+        )
+
+        if other_args and "-" not in other_args[0][0]:
+            other_args.insert(0, "-l")
+
+        ns_parser = self.parse_known_args_and_warn(parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES, raw= True)
+        if ns_parser:
+            if self.etf_name:
+                fmp_view.view_etf_holdings_performance(
+                    ticker=self.etf_name,
+                    start_date=ns_parser.start,
+                    end_date=ns_parser.end,
+                    limit=ns_parser.limit,
+                )
+            else:
+                console.print("Please load a ticker using <load name>. \n")

openbb_terminal/etf/fmp_model.py

@@ -3,12 +3,14 @@ __docformat__ = "numpy"
 
 import json
 import logging
-from typing import Dict
+from typing import Dict, List
 from urllib.error import HTTPError
 from urllib.request import urlopen
+import pandas as pd
 
 from openbb_terminal.core.session.current_user import get_current_user
-from openbb_terminal.decorators import log_start_end
+from openbb_terminal.decorators import check_api_key, log_start_end
+from openbb_terminal.helper_funcs import request
 from openbb_terminal.rich_config import console
 
 logger = logging.getLogger(__name__)
@@ -47,3 +49,106 @@ def get_etf_sector_weightings(name: str) -> Dict:
         raise ValueError(data["Error Message"])
 
     return data
+
+@log_start_end(log=logger)
+@check_api_key(['API_KEY_FINANCIALMODELINGPREP'])
+def get_stock_price_change(ticker: str, start_date: str, end_date: str) -> float:
+    """Get stock's price percent change over specified time period.
+
+    Parameters
+    ----------
+    ticker : str
+        Ticker to get information from.
+    start: str
+        Date from which data is fetched in format YYYY-MM-DD
+    end: str
+        Date from which data is fetched in format YYYY-MM-DD
+
+    Returns
+    -------
+    float
+        Percent change of closing price over time period
+    """
+    current_user = get_current_user()
+    url = f'''https://financialmodelingprep.com/api/v3/historical-price-full/{ticker}?from={start_date}&to={end_date}&serietype=line&apikey={current_user.credentials.API_KEY_FINANCIALMODELINGPREP}'''
+
+    response = request(url)
+    if response.status_code != 200 or "Error Message" in response.json():
+        message = f"Error, Status Code: {response.status_code}."
+        message = (
+            message
+            if "Error Message" not in response.json()
+            else message + "\n" + response.json()["Error Message"] + ".\n"
+        )
+        console.print(message)
+        return None
+    data = response.json()
+
+    close_end = data['historical'][0]['close']
+    close_start = data['historical'][-1]['close']
+    pct_change = 100 * (close_end - close_start) / close_start
+
+    return pct_change
+
+@log_start_end(log=logger)
+@check_api_key(['API_KEY_FINANCIALMODELINGPREP'])
+def get_etf_holdings(ticker: str) -> List[Dict[str,any]]:
+    """This endpoint returns all stocks held by a specific ETF.
+
+    Parameters
+    ----------
+    ticker : str
+        ETF ticker.
+
+    Returns
+    -------
+    List[Dict[str,any]]
+        Info for stock holdings in the ETF.
+    """
+
+    current_user = get_current_user()
+    url = f'''https://financialmodelingprep.com/api/v3/etf-holder/{ticker}?apikey={current_user.credentials.API_KEY_FINANCIALMODELINGPREP}'''
+    response = request(url)
+    if response.status_code != 200 or "Error Message" in response.json():
+        message = f"Error, Status Code: {response.status_code}."
+        message = (
+            message
+            if "Error Message" not in response.json()
+            else message + "\n" + response.json()["Error Message"] + ".\n"
+        )
+        console.print(message)
+        return None
+
+    return response.json()
+
+@log_start_end(log=logger)
+@check_api_key(['API_KEY_FINANCIALMODELINGPREP'])
+def get_holdings_pct_change(ticker: str, start_date: str, end_date: str) -> pd.DataFrame:
+    """Calculate percent change for each holding in ETF.
+
+    Parameters
+    ----------
+    ticker : str
+        ETF ticker.
+
+    Returns
+    -------
+    pd.DataFrame
+        Calculated percentage change for each stock in the ETF, in descending order.
+    """
+    holdings = get_etf_holdings(ticker=ticker)
+    data_list = []
+    for stock in holdings:
+        if stock['asset']:
+            pct_change = get_stock_price_change(ticker=stock['asset'],
+                start_date=start_date, end_date=end_date)
+            data_list.append({"Ticker": stock['asset'], "Name": stock["name"],
+                "Percent Change": pct_change})
+        else:
+            data_list.append({"Ticker": '', "Name": stock["name"],
+                "Percent Change": 0})
+
+    df = pd.DataFrame(data_list)
+    df.sort_values(by='Percent Change',ascending=False, inplace=True)
+
+    return df

openbb_terminal/etf/fmp_view.py

@@ -6,9 +6,11 @@ import os
 from typing import Optional
 
 import pandas as pd
+import seaborn as sns
+import matplotlib.pyplot as plt
 
 from openbb_terminal import OpenBBFigure, theme
-from openbb_terminal.decorators import log_start_end
+from openbb_terminal.decorators import check_api_key, log_start_end
 from openbb_terminal.etf import fmp_model
 from openbb_terminal.helper_funcs import (
     export_data,
@@ -120,3 +122,39 @@ def display_etf_weightings(
         )
 
     return fig.show(external=external_axes)
+
+
+@log_start_end(log=logger)
+@check_api_key(['API_KEY_FINANCIALMODELINGPREP'])
+def view_etf_holdings_performance(ticker: str, start_date: str, end_date: str, limit: int = 10, raw: bool = False, export: str = "", sheet_name: Optional[str] = None):
+
+    data = fmp_model.get_holdings_pct_change(ticker, start_date, end_date)[0:limit]
+
+    colors = ['g' if x > 0 else 'r' for x in data['Percent Change']]
+
+    sns.barplot(
+        x= 'Percent Change',
+        y= 'Name',
+        data=data,
+        palette=colors,
+    )
+    if raw:
+        print_rich_table(
+            data,
+            show_index=False,
+            headers=["Ticker", "Name", "Percent Change"],
+            title="ETF Holdings' Performance",
+            limit=limit,
+            export=bool(export),
+        )
+
+    if export:
+        export_data(
+            export,
+            os.path.dirname(os.path.abspath(__file__)),
+            "holdings_perf",
+            data,
+            sheet_name,
+        )
+
+    return plt.show()

openbb_terminal/miscellaneous/i18n/en.yml

@@ -702,6 +702,7 @@ en:
   etf/scr: screener ETFs                 overview/performance, using preset filters
   etf/overview: get overview
   etf/holdings: top company holdings
+  etf/holding_perf: Performance of holdings in ETF.
   etf/weights: sector weights allocation
   etf/candle: view a candle chart for ETF
   etf/news: latest news of the company