Polygon stock load (#1757)

* Add in polygon stock load * Add in tests for polygon stock load * Add in a `codes` command to get IDs from polygon * Add controller + website content * update test * didier - you still a pain * oops * this is what happens with your import request Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
2026-10-27 12:40:35 +00:00 · 2022-05-03 11:41:49 -04:00
parent b7f8fbe630
commit 7d55b6fe76
12 changed files with 345 additions and 32 deletions
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -43,7 +43,7 @@ repos:
            "--skip=./tests,.git,*.css,*.csv,*.html,*.ini,*.ipynb,*.js,*.json,*.lock,*.scss,*.txt,*.yaml,build/pyinstaller/*",
          ]
  - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v0.942"
+    rev: "v0.950"
    hooks:
      - id: mypy
        args: ["--ignore-missing-imports", '--exclude=/setup\.py$']
--- a/openbb_terminal/parent_classes.py
+++ b/openbb_terminal/parent_classes.py
@@ -438,7 +438,9 @@ class StockBaseController(BaseController, metaclass=ABCMeta):
            "--source",
            action="store",
            dest="source",
-            choices=["yf", "av", "iex"] if "-i" not in other_args else ["yf"],
+            choices=["yf", "av", "iex", "polygon"]
+            if "-i" not in other_args or "--interval" not in other_args
+            else ["yf", "polygon"],
            default="yf",
            help="Source of historical data.",
        )
--- a/openbb_terminal/stocks/stocks_controller.py
+++ b/openbb_terminal/stocks/stocks_controller.py
@@ -43,6 +43,7 @@ class StocksController(StockBaseController):
        "candle",
        "news",
        "resources",
+        "codes",
    ]
    CHOICES_MENUS = [
        "ta",
@@ -111,7 +112,9 @@ Stock: [/param]{stock_text}
 {self.add_info}[cmds]
    quote       view the current price for a specific stock ticker
    candle      view a candle chart for a specific stock ticker
-    news        latest news of the company[/cmds] [src][News API][/src]
+    news        latest news of the company [src][News API][/src]
+    codes       FIGI, SIK and SIC codes codes[/cmds] [src][Polygon.io][/src]
+
 [menu]
 >   options     options menu,  \t\t\t e.g.: chains, open interest, greeks, parity
 >   disc        discover trending stocks, \t e.g.: map, sectors, high short interest
@@ -224,6 +227,22 @@ Stock: [/param]{stock_text}
            other_args, self.ticker + "." + self.suffix if self.suffix else self.ticker
        )

+    @log_start_end(log=logger)
+    def call_codes(self, _):
+        """Process codes command"""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="codes",
+            description="Show CIK, FIGI and SCI code from polygon for loaded ticker.",
+        )
+        ns_parser = parse_known_args_and_warn(parser, _)
+        if ns_parser:
+            if not self.ticker:
+                console.print("No ticker loaded. First use `load {ticker}`\n")
+                return
+            stocks_helper.show_codes_polygon(self.ticker)
+
    @log_start_end(log=logger)
    def call_candle(self, other_args: List[str]):
        """Process candle command"""
--- a/openbb_terminal/stocks/stocks_helper.py
+++ b/openbb_terminal/stocks/stocks_helper.py
@@ -17,13 +17,14 @@ import pandas_market_calendars as mcal
 import plotly.graph_objects as go
 import pyEX
 import pytz
+import requests
+
 import yfinance as yf
 from alpha_vantage.timeseries import TimeSeries
 from numpy.core.fromnumeric import transpose
 from plotly.subplots import make_subplots
 from scipy import stats

-from openbb_terminal.config_terminal import theme
 from openbb_terminal import config_terminal as cfg
 from openbb_terminal.helper_funcs import (
    export_data,
@@ -238,6 +239,7 @@ def search(
    export_data(export, os.path.dirname(os.path.abspath(__file__)), "search", df)


+# pylint:disable=too-many-return-statements
 def load(
    ticker: str,
    start: datetime = (datetime.now() - timedelta(days=1100)),
@@ -405,42 +407,134 @@ def load(

            df_stock_candidate.sort_index(ascending=True, inplace=True)

+        # Polygon source
+        elif source == "polygon":
+
+            request_url = (
+                f"https://api.polygon.io/v2/aggs/ticker/"
+                f"{ticker.upper()}/range/1/day/{start.strftime('%Y-%m-%d')}/{end.strftime('%Y-%m-%d')}?adjusted=true"
+                f"&sort=desc&limit=49999&apiKey={cfg.API_POLYGON_KEY}"
+            )
+            r = requests.get(request_url)
+            if r.status_code != 200:
+                console.print("[red]Error in polygon request[/red]")
+                return pd.DataFrame()
+
+            r_json = r.json()
+            if "results" not in r_json.keys():
+                console.print("[red]No results found in polygon reply.[/red]")
+                return pd.DataFrame()
+
+            df_stock_candidate = pd.DataFrame(r_json["results"])
+
+            df_stock_candidate = df_stock_candidate.rename(
+                columns={
+                    "o": "Open",
+                    "c": "Adj Close",
+                    "h": "High",
+                    "l": "Low",
+                    "t": "date",
+                    "v": "Volume",
+                    "n": "Transactions",
+                }
+            )
+            df_stock_candidate["date"] = pd.to_datetime(
+                df_stock_candidate.date, unit="ms"
+            )
+            # TODO: Clean up Close vs Adj Close throughout
+            df_stock_candidate["Close"] = df_stock_candidate["Adj Close"]
+            df_stock_candidate = df_stock_candidate.sort_values(by="date")
+            df_stock_candidate = df_stock_candidate.set_index("date")
+
        s_start = df_stock_candidate.index[0]
        s_interval = f"{interval}min"
        int_string = "Daily" if interval == 1440 else "Intraday"

    else:

-        s_int = str(interval) + "m"
-        s_interval = s_int + "in"
-        d_granularity = {"1m": 6, "5m": 59, "15m": 59, "30m": 59, "60m": 729}
+        if source == "yf":
+            s_int = str(interval) + "m"
+            s_interval = s_int + "in"
+            d_granularity = {"1m": 6, "5m": 59, "15m": 59, "30m": 59, "60m": 729}

-        s_start_dt = datetime.utcnow() - timedelta(days=d_granularity[s_int])
-        s_date_start = s_start_dt.strftime("%Y-%m-%d")
+            s_start_dt = datetime.utcnow() - timedelta(days=d_granularity[s_int])
+            s_date_start = s_start_dt.strftime("%Y-%m-%d")

-        df_stock_candidate = yf.download(
-            ticker,
-            start=s_date_start if s_start_dt > start else start.strftime("%Y-%m-%d"),
-            progress=False,
-            interval=s_int,
-            prepost=prepost,
-        )
+            df_stock_candidate = yf.download(
+                ticker,
+                start=s_date_start
+                if s_start_dt > start
+                else start.strftime("%Y-%m-%d"),
+                progress=False,
+                interval=s_int,
+                prepost=prepost,
+            )

-        # Check that loading a stock was not successful
-        if df_stock_candidate.empty:
-            console.print("")
-            return pd.DataFrame()
+            # Check that loading a stock was not successful
+            if df_stock_candidate.empty:
+                console.print()
+                return pd.DataFrame()

-        df_stock_candidate.index = df_stock_candidate.index.tz_localize(None)
+            df_stock_candidate.index = df_stock_candidate.index.tz_localize(None)

-        if s_start_dt > start:
-            s_start = pytz.utc.localize(s_start_dt)
-        else:
-            s_start = start
+            if s_start_dt > start:
+                s_start = pytz.utc.localize(s_start_dt)
+            else:
+                s_start = start

-        df_stock_candidate.index.name = "date"
+            df_stock_candidate.index.name = "date"

+        elif source == "polygon":
+            request_url = (
+                f"https://api.polygon.io/v2/aggs/ticker/"
+                f"{ticker.upper()}/range/{interval}/minute/{start.strftime('%Y-%m-%d')}/{end.strftime('%Y-%m-%d')}"
+                f"?adjusted=true&sort=desc&limit=49999&apiKey={cfg.API_POLYGON_KEY}"
+            )
+            r = requests.get(request_url)
+            if r.status_code != 200:
+                console.print("[red]Error in polygon request[/red]")
+                return pd.DataFrame()
+
+            r_json = r.json()
+            if "results" not in r_json.keys():
+                console.print("[red]No results found in polygon reply.[/red]")
+                return pd.DataFrame()
+
+            df_stock_candidate = pd.DataFrame(r_json["results"])
+
+            df_stock_candidate = df_stock_candidate.rename(
+                columns={
+                    "o": "Open",
+                    "c": "Close",
+                    "h": "High",
+                    "l": "Low",
+                    "t": "date",
+                    "v": "Volume",
+                    "n": "Transactions",
+                }
+            )
+            df_stock_candidate["date"] = pd.to_datetime(
+                df_stock_candidate.date, unit="ms"
+            )
+            df_stock_candidate["Adj Close"] = df_stock_candidate.Close
+            df_stock_candidate = df_stock_candidate.sort_values(by="date")
+
+            df_stock_candidate = df_stock_candidate.set_index("date")
+            # Check that loading a stock was not successful
+            if df_stock_candidate.empty:
+                console.print()
+                return pd.DataFrame()
+
+            df_stock_candidate.index = df_stock_candidate.index.tz_localize(None)
+            s_start_dt = df_stock_candidate.index[0]
+
+            if s_start_dt > start:
+                s_start = pytz.utc.localize(s_start_dt)
+            else:
+                s_start = start
+            s_interval = f"{interval}min"
        int_string = "Intraday"
+
    s_intraday = (f"Intraday {s_interval}", int_string)[interval == 1440]

    console.print(
@@ -496,7 +590,7 @@ def display_candle(
                ap0.append(
                    mpf.make_addplot(
                        df_stock["OC_High_trend"],
-                        color=theme.up_color,
+                        color=cfg.theme.up_color,
                        secondary_y=False,
                    ),
                )
@@ -505,17 +599,17 @@ def display_candle(
                ap0.append(
                    mpf.make_addplot(
                        df_stock["OC_Low_trend"],
-                        color=theme.down_color,
+                        color=cfg.theme.down_color,
                        secondary_y=False,
                    ),
                )

        candle_chart_kwargs = {
            "type": "candle",
-            "style": theme.mpf_style,
+            "style": cfg.theme.mpf_style,
            "volume": True,
            "addplot": ap0,
-            "xrotation": theme.xticks_rotation,
+            "xrotation": cfg.theme.xticks_rotation,
            "scale_padding": {"left": 0.3, "right": 1, "top": 0.8, "bottom": 0.8},
            "update_width_config": {
                "candle_linewidth": 0.6,
@@ -549,13 +643,13 @@ def display_candle(
                colors = []

                for i, _ in enumerate(ma):
-                    colors.append(theme.get_colors()[i])
+                    colors.append(cfg.theme.get_colors()[i])

                lines = [Line2D([0], [0], color=c) for c in colors]
                labels = ["MA " + str(label) for label in ma]
                ax[0].legend(lines, labels)

-            theme.visualize_output(force_tight_layout=False)
+            cfg.theme.visualize_output(force_tight_layout=False)
        else:
            if len(external_axes) != 2:
                logger.error("Expected list of one axis item.")
@@ -1176,3 +1270,33 @@ def show_quick_performance(stock_df: pd.DataFrame, ticker: str):
        df, show_index=False, headers=df.columns, title=f"{ticker.upper()} Performance"
    )
    console.print()
+
+
+def show_codes_polygon(ticker: str):
+    """Show FIGI, SIC and SIK codes for ticker
+
+    Parameters
+    ----------
+    ticker: str
+        Stock ticker
+    """
+    link = f"https://api.polygon.io/v3/reference/tickers/{ticker.upper()}?apiKey={cfg.API_POLYGON_KEY}"
+    r = requests.get(link)
+    if r.status_code != 200:
+        console.print("[red]Error in polygon request[/red]\n")
+        return
+    r_json = r.json()
+    if "results" not in r_json.keys():
+        console.print("[red]Results not found in polygon request[/red]")
+        return
+    r_json = r_json["results"]
+    cols = ["cik", "composite_figi", "share_class_figi", "sic_code"]
+    vals = []
+    for col in cols:
+        vals.append(r_json[col])
+    df = pd.DataFrame({"codes": [c.upper() for c in cols], "vals": vals})
+    df.codes = df.codes.apply(lambda x: x.replace("_", " "))
+    print_rich_table(
+        df, show_index=False, headers=["", ""], title=f"{ticker.upper()} Codes"
+    )
+    console.print()
--- a/tests/openbb_terminal/stocks/cassettes/test_stocks_helper/test_load[1440-polygon].yaml
+++ b/tests/openbb_terminal/stocks/cassettes/test_stocks_helper/test_load[1440-polygon].yaml
@@ -0,0 +1,45 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+      User-Agent:
+      - python-requests/2.27.1
+    method: GET
+    uri: https://api.polygon.io/v2/aggs/ticker/GME/range/1/day/2021-12-01/2021-12-02?adjusted=true&apiKey=MOCK_API_KEY2&limit=49999&sort=desc
+  response:
+    body:
+      string: !!binary |
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+        P0QBYVwfdv4JAAD///xwuyVhAQAA
+    headers:
+      Connection:
+      - keep-alive
+      Content-Encoding:
+      - gzip
+      Content-Length:
+      - '249'
+      Content-Type:
+      - application/json
+      Date:
+      - Tue, 03 May 2022 01:55:58 GMT
+      Server:
+      - nginx/1.19.2
+      Strict-Transport-Security:
+      - max-age=15724800; includeSubDomains
+      Vary:
+      - Accept-Encoding
+      X-Request-Id:
+      - 1c03d93b1c9924ad2103d49365e66a81
+    status:
+      code: 200
+      message: OK
+version: 1
--- a/tests/openbb_terminal/stocks/cassettes/test_stocks_helper/test_load[60-polygon].yaml
+++ b/tests/openbb_terminal/stocks/cassettes/test_stocks_helper/test_load[60-polygon].yaml
@@ -0,0 +1,57 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+      User-Agent:
+      - python-requests/2.27.1
+    method: GET
+    uri: https://api.polygon.io/v2/aggs/ticker/GME/range/60/minute/2021-12-01/2021-12-02?adjusted=true&apiKey=MOCK_API_KEY2&limit=49999&sort=desc
+  response:
+    body:
+      string: !!binary |
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+      - gzip
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+      Content-Type:
+      - application/json
+      Date:
+      - Tue, 03 May 2022 01:56:32 GMT
+      Server:
+      - nginx/1.19.2
+      Strict-Transport-Security:
+      - max-age=15724800; includeSubDomains
+      Vary:
+      - Accept-Encoding
+      X-Request-Id:
+      - da0964eca4d6bb0a72b7ac79a7fc5c8c
+    status:
+      code: 200
+      message: OK
+version: 1
--- a/tests/openbb_terminal/stocks/csv/test_stocks_helper/test_load[1440-polygon].csv
+++ b/tests/openbb_terminal/stocks/csv/test_stocks_helper/test_load[1440-polygon].csv
@@ -0,0 +1,3 @@
+date,Volume,vw,Open,Adj Close,High,Low,Transactions,Close
+2021-12-01 05:00:00,2355535.0,185.9658,199.4,179.84,200.105,177.01,80717,179.84
+2021-12-02 05:00:00,2087100.0,181.0212,185.0,181.56,187.43,173.07,65920,181.56
--- a/tests/openbb_terminal/stocks/csv/test_stocks_helper/test_load[60-polygon].csv
+++ b/tests/openbb_terminal/stocks/csv/test_stocks_helper/test_load[60-polygon].csv
@@ -0,0 +1,30 @@
+date,Volume,vw,Open,Close,High,Low,Transactions,Adj Close
+2021-12-01 09:00:00,546,198.3936,198.53,198.6,198.6,198.53,32,198.6
+2021-12-01 11:00:00,542,198.3895,198.4,198.15,198.4,198.15,23,198.15
+2021-12-01 12:00:00,784,197.7727,197.62,198.0,198.0,197.11,46,198.0
+2021-12-01 13:00:00,4301,199.0332,199.0728,199.0,199.4,198.9,226,199.0
+2021-12-01 14:00:00,180326,197.0425,198.8,195.95,200.105,194.88,6634,195.95
+2021-12-01 15:00:00,214650,195.0177,195.86,193.58,197.9565,192.28,7382,193.58
+2021-12-01 16:00:00,119345,192.7876,193.77,191.17,194.4,190.94,5522,191.17
+2021-12-01 17:00:00,223232,189.4917,191.435,186.44,192.5155,186.44,9288,186.44
+2021-12-01 18:00:00,343818,186.3801,186.24,186.28,189.05,184.0,13527,186.28
+2021-12-01 19:00:00,339142,184.2188,185.99,183.0,186.84,181.865,11115,183.0
+2021-12-01 20:00:00,864827,180.2043,183.16,179.71,183.2569,177.01,23637,179.71
+2021-12-01 21:00:00,11246,182.1564,179.0,184.0,186.0,179.0,485,184.0
+2021-12-01 22:00:00,632,182.0535,181.0,181.9,184.0,181.0,29,181.9
+2021-12-01 23:00:00,944,183.3905,183.2,183.6,183.9,183.2,29,183.6
+2021-12-02 00:00:00,1076,182.3794,182.7,182.5,182.7,182.2,24,182.5
+2021-12-02 09:00:00,867,184.7675,186.0,183.95,186.0,183.95,56,183.95
+2021-12-02 10:00:00,163,184.0249,184.0,184.0,184.0,184.0,5,184.0
+2021-12-02 12:00:00,6263,181.5567,184.0,180.88,184.0,180.0,347,180.88
+2021-12-02 13:00:00,8118,181.6179,184.0,180.51,184.5,180.1,271,180.51
+2021-12-02 14:00:00,382310,184.5475,181.48,184.01,187.43,179.15,11846,184.01
+2021-12-02 15:00:00,633595,178.0774,184.15,181.01,184.24,173.07,19771,181.01
+2021-12-02 16:00:00,235354,181.2923,181.545,181.66,183.1699,179.1,7784,181.66
+2021-12-02 17:00:00,212161,183.4819,181.9,183.72,184.999,181.545,6308,183.72
+2021-12-02 18:00:00,212153,180.3668,183.73,180.0,183.814,177.94,6299,180.0
+2021-12-02 19:00:00,117544,180.7968,180.38,181.65,181.8,179.41,4017,181.65
+2021-12-02 20:00:00,233546,181.2516,182.15,181.71,183.3599,180.24,7042,181.71
+2021-12-02 21:00:00,1088,181.7202,181.56,182.0,182.0,181.56,46,182.0
+2021-12-02 22:00:00,796,182.0643,182.05,182.45,182.45,181.35,25,182.45
+2021-12-02 23:00:00,300,181.5,181.5,181.5,181.5,181.5,1,181.5
--- a/tests/openbb_terminal/stocks/test_stocks_helper.py
+++ b/tests/openbb_terminal/stocks/test_stocks_helper.py
@@ -20,6 +20,7 @@ def vcr_config():
            ("date", "MOCK_DATE"),
            ("token", "MOCK_TOKEN"),
            ("apikey", "MOCK_API_KEY"),
+            ("apiKey", "MOCK_API_KEY2"),
        ]
    }

@@ -59,6 +60,8 @@ def test_search(mocker, use_tab):
        (1440, "iex"),
        (1440, "yf"),
        (60, "yf"),
+        (1440, "polygon"),
+        (60, "polygon"),
    ],
 )
 def test_load(interval, recorder, source):
--- a/tests/openbb_terminal/stocks/txt/test_stocks_controller/test_print_help.txt
+++ b/tests/openbb_terminal/stocks/txt/test_stocks_controller/test_print_help.txt
@@ -14,6 +14,8 @@ Company:
    quote       view the current price for a specific stock ticker
    candle      view a candle chart for a specific stock ticker
    news        latest news of the company [News API]
+    codes       FIGI, SIK and SIC codes codes [Polygon.io]
+

 >   options     options menu,  			 e.g.: chains, open interest, greeks, parity
 >   disc        discover trending stocks, 	 e.g.: map, sectors, high short interest
--- a/website/content/terminal/stocks/codes/_index.md
+++ b/website/content/terminal/stocks/codes/_index.md
@@ -0,0 +1,26 @@
+```
+usage: codes [-h]
+```
+
+Show CIK, FIGI and SCI code from polygon for loaded ticker.
+```
+options:
+  -h, --help  show this help message (default: False)
+```
+
+Sample usage:
+```
+2022 May 03, 08:35 (🦋) /stocks/ $ codes
+            AAPL Codes             
+┏━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┓
+┃                  ┃              ┃
+┡━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━┩
+│ CIK              │ 0000320193   │
+├──────────────────┼──────────────┤
+│ COMPOSITE FIGI   │ BBG000B9XRY4 │
+├──────────────────┼──────────────┤
+│ SHARE CLASS FIGI │ BBG001S5N8V8 │
+├──────────────────┼──────────────┤
+│ SIC CODE         │ 3571         │
+└──────────────────┴──────────────┘
+```
--- a/website/data/menu/main.yml
+++ b/website/data/menu/main.yml
@@ -16,6 +16,8 @@ main:
            ref: "/terminal/stocks/quote"
          - name: news
            ref: "/terminal/stocks/news"
+          - name: codes
+            ref: "terminal/stocks/codes"
          - name: discovery
            ref: "/terminal/stocks/discovery"
            sub: