diff --git a/gamestonk_terminal/government/README.md b/gamestonk_terminal/government/README.md
index e9bffc33909..129a9e22cee 100644
--- a/gamestonk_terminal/government/README.md
+++ b/gamestonk_terminal/government/README.md
@@ -25,6 +25,8 @@ This data has been provided by [quiverquant](https://www.quiverquant.com).
* last government contracts
* [sum_contracts](#sum_contracts)
* plot sum of last government contracts
+* [qtr_contracts](#qtr_contracts)
+ * quarterly government contracts best regression
#### WITH TICKER PROVIDED
@@ -44,6 +46,8 @@ This data has been provided by [quiverquant](https://www.quiverquant.com).
* raw contracts on the ticker
* [contracts](#contracts)
* plot sum of contracts on the ticker
+* [qtr_contracts_hist](#qtr_contracts_hist)
+ * quarterly government contracts historical
## last_congress
```text
@@ -174,6 +178,15 @@ Sum latest contracts. [Source: www.quiverquant.com]
+## qtr_contracts
+```text
+usage: qtr_contracts [-t TOP]
+```
+Quarterly government contracts best regression. [Source: www.quiverquant.com]
+
+
+
+
#### WITH TICKER PROVIDED
## raw_congress
@@ -262,3 +275,13 @@ Contracts associated with ticker. [Source: www.quiverquant.com]
* -p : Past transaction months. Default: 10.
+
+
+## qtr_contracts_hist
+```text
+usage: qtr_contracts_hist
+```
+Quarterly government contracts historical. [Source: www.quiverquant.com]
+
+
+
diff --git a/gamestonk_terminal/government/gov_controller.py b/gamestonk_terminal/government/gov_controller.py
index 70edad786dd..c90613a5f28 100644
--- a/gamestonk_terminal/government/gov_controller.py
+++ b/gamestonk_terminal/government/gov_controller.py
@@ -38,6 +38,8 @@ class GovController:
"sum_contracts",
"raw_contracts",
"contracts",
+ "qtr_contracts",
+ "qtr_contracts_hist",
]
def __init__(
@@ -61,28 +63,30 @@ class GovController:
print(" quit quit to abandon program")
print("")
print("Explore:")
- print(" last_congress last congress trading")
- print(" buy_congress plot top buy congress tickers")
- print(" sell_congress plot top sell congress tickers")
- print(" last_senate last senate trading")
- print(" buy_senate plot top buy senate tickers")
- print(" sell_senate plot top sell senate tickers")
- print(" last_house last house trading")
- print(" buy_house plot top buy house tickers")
- print(" sell_house plot top sell house tickers")
- print(" last_contracts last government contracts")
- print(" sum_contracts plot sum of last government contracts")
+ print(" last_congress last congress trading")
+ print(" buy_congress plot top buy congress tickers")
+ print(" sell_congress plot top sell congress tickers")
+ print(" last_senate last senate trading")
+ print(" buy_senate plot top buy senate tickers")
+ print(" sell_senate plot top sell senate tickers")
+ print(" last_house last house trading")
+ print(" buy_house plot top buy house tickers")
+ print(" sell_house plot top sell house tickers")
+ print(" last_contracts last government contracts")
+ print(" sum_contracts plot sum of last government contracts")
+ print(" qtr_contracts quarterly government contracts best regression")
print("")
if self.ticker:
print(f"Ticker: {self.ticker}")
- print(" raw_congress raw congress trades on the ticker")
- print(" congress plot congress trades on the ticker")
- print(" raw_senate raw senate trades on the ticker")
- print(" senate plot senate trades on the ticker")
- print(" raw_house raw house trades on the ticker")
- print(" house plot house trades on the ticker")
- print(" raw_contracts raw contracts on the ticker")
- print(" contracts plot sum of contracts on the ticker")
+ print(" raw_congress raw congress trades on the ticker")
+ print(" congress plot congress trades on the ticker")
+ print(" raw_senate raw senate trades on the ticker")
+ print(" senate plot senate trades on the ticker")
+ print(" raw_house raw house trades on the ticker")
+ print(" house plot house trades on the ticker")
+ print(" raw_contracts raw contracts on the ticker")
+ print(" contracts plot sum of contracts on the ticker")
+ print(" qtr_contracts_hist quarterly government contracts historical")
print("")
return
@@ -190,6 +194,14 @@ class GovController:
"""Process contracts command"""
quiverquant_view.contracts(other_args, self.ticker)
+ def call_qtr_contracts(self, other_args: List[str]):
+ """Process qtr_contracts command"""
+ quiverquant_view.call_qtr_contracts(other_args)
+
+ def call_qtr_contracts_hist(self, other_args: List[str]):
+ """Process qtr_contracts_hist command"""
+ quiverquant_view.call_qtr_contracts_hist(other_args, self.ticker)
+
def menu(ticker: str):
"""Government Menu"""
diff --git a/gamestonk_terminal/government/quiverquant_model.py b/gamestonk_terminal/government/quiverquant_model.py
index 7c625c71086..9fedb5cb801 100644
--- a/gamestonk_terminal/government/quiverquant_model.py
+++ b/gamestonk_terminal/government/quiverquant_model.py
@@ -2,7 +2,9 @@ import requests
import pandas as pd
# Provided by Quiverquant guys to GST users
-API_QUIVERQUANT_KEY = "5cd2a65e96d0486efbe926a7cdbc1e8d8ab6c7b3"
+API_QUIVERQUANT_KEY = (
+ "5cd2a65e96d0486efbe926a7cdbc1e8d8ab6c7b3" # pragma: allowlist secret
+)
def get_government_trading(gov_type: str, ticker: str = "") -> pd.DataFrame:
@@ -11,7 +13,7 @@ def get_government_trading(gov_type: str, ticker: str = "") -> pd.DataFrame:
Parameters
----------
gov_type: str
- Type of government data between: Congress, Senate, House and Contracts
+ Type of government data between: Congress, Senate, House, Contracts and Quarter-Contracts
ticker : str
Ticker to get congress trading data from
@@ -49,12 +51,18 @@ def get_government_trading(gov_type: str, ticker: str = "") -> pd.DataFrame:
else:
url = "https://api.quiverquant.com/beta/live/govcontractsall"
+ elif gov_type == "quarter-contracts":
+ if ticker:
+ url = f"https://api.quiverquant.com/beta/historical/govcontracts/{ticker}"
+ else:
+ url = "https://api.quiverquant.com/beta/live/govcontracts"
+
else:
return pd.DataFrame()
headers = {
"accept": "application/json",
- "X-CSRFToken": "TyTJwjuEC7VV7mOqZ622haRaaUr0x0Ng4nrwSRFKQs7vdoBcJlK9qjAS69ghzhFu",
+ "X-CSRFToken": "TyTJwjuEC7VV7mOqZ622haRaaUr0x0Ng4nrwSRFKQs7vdoBcJlK9qjAS69ghzhFu", # pragma: allowlist secret
"Authorization": f"Token {API_QUIVERQUANT_KEY}",
}
response = requests.get(url, headers=headers)
@@ -63,7 +71,6 @@ def get_government_trading(gov_type: str, ticker: str = "") -> pd.DataFrame:
return pd.DataFrame(response.json()).rename(
columns={"Date": "TransactionDate", "Senator": "Representative"}
)
- else:
- return pd.DataFrame(response.json())
+ return pd.DataFrame(response.json())
return pd.DataFrame()
diff --git a/gamestonk_terminal/government/quiverquant_view.py b/gamestonk_terminal/government/quiverquant_view.py
index 6bb0c866a4d..03ceade274c 100644
--- a/gamestonk_terminal/government/quiverquant_view.py
+++ b/gamestonk_terminal/government/quiverquant_view.py
@@ -1,6 +1,8 @@
import argparse
from typing import List
from datetime import datetime, timedelta
+import numpy as np
+from sklearn import linear_model
import pandas as pd
from matplotlib import pyplot as plt
import matplotlib.dates as mdates
@@ -761,3 +763,168 @@ def contracts(other_args: List[str], ticker: str):
except Exception as e:
print(e, "\n")
+
+
+def call_qtr_contracts(other_args: List[str]):
+ """Quarter contracts
+
+ Parameters
+ ----------
+ other_args : List[str]
+ Command line arguments to be processed with argparse
+ """
+ parser = argparse.ArgumentParser(
+ add_help=False,
+ prog="qtr_contracts",
+ description="Quarterly-contracts, best regression slope. [Source: www.quiverquant.com]",
+ )
+ parser.add_argument(
+ "-t",
+ "--top",
+ action="store",
+ dest="top",
+ type=check_positive,
+ default=5,
+ help="Top promising stocks with best quarterly-contracts momentum",
+ )
+
+ try:
+ ns_parser = parse_known_args_and_warn(parser, other_args)
+ if not ns_parser:
+ return
+
+ df_contracts = quiverquant_model.get_government_trading("quarter-contracts")
+
+ if df_contracts.empty:
+ print("No quarterly government contracts found\n")
+ return
+
+ df_coef = pd.DataFrame(columns=["Ticker", "Coef"])
+
+ for symbol in df_contracts["Ticker"].unique():
+ # Create linear regression object
+ regr = linear_model.LinearRegression()
+
+ amounts = (
+ df_contracts[df_contracts["Ticker"] == symbol]
+ .sort_values(by=["Year", "Qtr"])["Amount"]
+ .values
+ )
+
+ # Train the model using the training sets
+ regr.fit(np.arange(0, len(amounts)).reshape(-1, 1), amounts)
+
+ df_coef = df_coef.append(
+ {"Ticker": symbol, "Coef": regr.coef_[0]}, ignore_index=True
+ )
+
+ plt.figure(figsize=plot_autoscale(), dpi=PLOT_DPI)
+
+ tickers = df_coef.sort_values(by=["Coef"], ascending=False).head(ns_parser.top)[
+ "Ticker"
+ ]
+
+ max_amount = 0
+ quarter_ticks = list()
+ for symbol in tickers:
+ amounts = (
+ df_contracts[df_contracts["Ticker"] == symbol]
+ .sort_values(by=["Year", "Qtr"])["Amount"]
+ .values
+ )
+
+ qtr = (
+ df_contracts[df_contracts["Ticker"] == symbol]
+ .sort_values(by=["Year", "Qtr"])["Qtr"]
+ .values
+ )
+ year = (
+ df_contracts[df_contracts["Ticker"] == symbol]
+ .sort_values(by=["Year", "Qtr"])["Year"]
+ .values
+ )
+
+ plt.plot(np.arange(0, len(amounts)), amounts / 1000, "-*", lw=2, ms=15)
+
+ if len(amounts) > max_amount:
+ max_amount = len(amounts)
+ quarter_ticks = [
+ f"{quarter[0]} - {quarter[1]} Qtr" for quarter in zip(year, qtr)
+ ]
+
+ plt.xlim([-0.5, max_amount - 0.5])
+ plt.xticks(np.arange(0, max_amount), quarter_ticks)
+ plt.grid()
+ plt.legend(tickers)
+ plt.title("Quarterly Government Contracts - Top promising stocks")
+ plt.xlabel("Date")
+ plt.ylabel("Amount [1k $]")
+ plt.show()
+
+ if gtff.USE_ION:
+ plt.ion()
+
+ plt.show()
+ print("")
+
+ except Exception as e:
+ print(e, "\n")
+
+
+def call_qtr_contracts_hist(other_args: List[str], ticker: str):
+ """Quarter contracts
+
+ Parameters
+ ----------
+ other_args : List[str]
+ Command line arguments to be processed with argparse
+ ticker: str
+ Ticker to get congress trading data from
+ """
+ parser = argparse.ArgumentParser(
+ add_help=False,
+ prog="qtr_contracts_hist",
+ description="Quarterly-contracts historical [Source: www.quiverquant.com]",
+ )
+ try:
+ ns_parser = parse_known_args_and_warn(parser, other_args)
+ if not ns_parser:
+ return
+
+ df_contracts = quiverquant_model.get_government_trading(
+ "quarter-contracts", ticker=ticker
+ )
+
+ if df_contracts.empty:
+ print("No quarterly government contracts found\n")
+ return
+
+ plt.figure(figsize=plot_autoscale(), dpi=PLOT_DPI)
+
+ amounts = df_contracts.sort_values(by=["Year", "Qtr"])["Amount"].values
+
+ qtr = df_contracts.sort_values(by=["Year", "Qtr"])["Qtr"].values
+ year = df_contracts.sort_values(by=["Year", "Qtr"])["Year"].values
+
+ quarter_ticks = [
+ f"{quarter[0]}" if quarter[1] == 1 else "" for quarter in zip(year, qtr)
+ ]
+
+ plt.plot(np.arange(0, len(amounts)), amounts / 1000, "-*", lw=2, ms=15)
+
+ plt.xlim([-0.5, len(amounts) - 0.5])
+ plt.xticks(np.arange(0, len(amounts)), quarter_ticks)
+ plt.grid()
+ plt.title(f"Quarterly Government Contracts Historical on {ticker.upper()}")
+ plt.xlabel("Date")
+ plt.ylabel("Amount [1k $]")
+ plt.show()
+
+ if gtff.USE_ION:
+ plt.ion()
+
+ plt.show()
+ print("")
+
+ except Exception as e:
+ print(e, "\n")