Merge branch 'main' into patch-2

This commit is contained in:
DidierRLopes
2021-02-25 06:46:40 +00:00
committed by GitHub
4 changed files with 150 additions and 36 deletions

7
.gitignore vendored Normal file
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@@ -0,0 +1,7 @@
__pycache__/
*.pyc
.DS_Store
.env
.venv
env/
venv/

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@@ -125,7 +125,7 @@ financing cash flow financing activities of the company
Yahoo Finance API
info information scope of the company
shrs hareholders of the company
shrs shareholders of the company
sust sustainability values of the company
cal calendar earnings and estimates of the company
@@ -208,18 +208,12 @@ In order to install all libraries used by this repository, you must run
```
pip install -r requirements.txt
```
and then:
```
pip install git+https://github.com/DidierRLopes/TimeSeriesCrossValidation
```
where the latest is a library that I made to split the time-series data for training, validation and testing. See more information at https://github.com/DidierRLopes/TimeSeriesCrossValidation.
Note: The libraries specified in the [requirements.txt](/requirements.txt) file have been tested and work for the purpose of this project, however, these may be older versions. Hence, it is recommended for the user to set up a virtual python environment previous to install these. This allows to keep dependencies required by different projects in separate places.
## API Keys <a name="API_Keys"></a>
The project is build around several different API calls, whether it is to access historical data or finantials.
The project is build around several different API calls, whether it is to access historical data or financials.
These are the ones where a key is necessary:
* Alpha Vantage: https://www.alphavantage.co
@@ -228,7 +222,18 @@ These are the ones where a key is necessary:
* Reddit: https://www.reddit.com/prefs/apps
* Twitter: https://developer.twitter.com
When these are obtained, don't forget to update [config_terminal.txt](/config_terminal.py)
When these are obtained, don't forget to update [config_terminal.py](/config_terminal.py). Alternatively, you can also set them to the following environment variables:
* GT_API_KEY_ALPHAVANTAGE
* GT_API_KEY_FINANCIALMODELINGPREP
* GT_API_KEY_QUANDL
* GT_API_REDDIT_CLIENT_ID
* GT_API_REDDIT_CLIENT_SECRET
* GT_API_REDDIT_USERNAME
* GT_API_REDDIT_USER_AGENT
* GT_API_REDDIT_PASSWORD
* GT_API_TWITTER_KEY
* GT_API_TWITTER_SECRET_KEY
* GT_API_TWITTER_BEARER_TOKEN.
## Disclaimer <a name="Disclaimer"></a>

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@@ -1,20 +1,22 @@
import os
# https://www.alphavantage.co
API_KEY_ALPHAVANTAGE = "REPLACE_ME"
API_KEY_ALPHAVANTAGE = os.getenv("GT_API_KEY_ALPHAVANTAGE") or "REPLACE_ME"
# https://financialmodelingprep.com/developer
API_KEY_FINANCIALMODELINGPREP = "REPLACE_ME"
API_KEY_FINANCIALMODELINGPREP = os.getenv("GT_API_KEY_FINANCIALMODELINGPREP") or "REPLACE_ME"
# https://www.quandl.com/tools/api
API_KEY_QUANDL = "REPLACE_ME"
API_KEY_QUANDL = os.getenv("GT_API_KEY_QUANDL") or "REPLACE_ME"
# https://www.reddit.com/prefs/apps
API_REDDIT_CLIENT_ID = "REPLACE_ME"
API_REDDIT_CLIENT_SECRET = "REPLACE_ME"
API_REDDIT_USERNAME = "REPLACE_ME"
API_REDDIT_USER_AGENT = "REPLACE_ME"
API_REDDIT_PASSWORD = "REPLACE_ME"
API_REDDIT_CLIENT_ID = os.getenv("GT_API_REDDIT_CLIENT_ID") or "REPLACE_ME"
API_REDDIT_CLIENT_SECRET = os.getenv("GT_API_REDDIT_CLIENT_SECRET") or "REPLACE_ME"
API_REDDIT_USERNAME = os.getenv("GT_API_REDDIT_USERNAME") or "REPLACE_ME"
API_REDDIT_USER_AGENT = os.getenv("GT_API_REDDIT_USER_AGENT") or "REPLACE_ME"
API_REDDIT_PASSWORD = os.getenv("GT_API_REDDIT_PASSWORD") or "REPLACE_ME"
# https://developer.twitter.com
API_TWITTER_KEY = "REPLACE_ME"
API_TWITTER_SECRET_KEY = "REPLACE_ME"
API_TWITTER_BEARER_TOKEN = "REPLACE_ME"
API_TWITTER_KEY = os.getenv("GT_API_TWITTER_KEY") or "REPLACE_ME"
API_TWITTER_SECRET_KEY = os.getenv("GT_API_TWITTER_SECRET_KEY") or "REPLACE_ME"
API_TWITTER_BEARER_TOKEN = os.getenv("GT_API_TWITTER_BEARER_TOKEN") or "REPLACE_ME"

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@@ -1,32 +1,132 @@
matplotlib==3.1.1
flair==0.7
finviz==1.3.4
praw==7.1.4
pandas_ta==0.2.23b0
numpy==1.19.2
iso8601==0.1.14
absl-py==0.11.0
aiohttp==3.7.3
alpha-vantage==2.3.1
appscript==1.1.2
astunparse==1.6.3
async-timeout==3.0.1
attrs==20.3.0
beautifulsoup4==4.9.3
bpemb==0.3.2
cachetools==4.2.1
certifi==2020.12.5
chardet==3.0.4
click==7.1.2
cloudpickle==1.6.0
config==0.5.0.post0
prettytable==2.0.0
pandas==1.1.5
yahoo_fin==0.8.4
pmdarima==1.8.0
holidays==0.10.5.2
convertdate==2.3.1
cssselect==1.1.0
cycler==0.10.0
Cython==0.29.17
decorator==4.4.2
Deprecated==1.2.11
filelock==3.0.12
finviz==1.3.4
flair==0.7
flatbuffers==1.12
ftfy==5.9
FundamentalAnalysis==0.2.6
future==0.18.2
fuzzywuzzy==0.18.0
gast==0.3.3
gdown==3.12.2
gensim==3.8.3
google-auth==1.27.0
google-auth-oauthlib==0.4.2
google-pasta==0.2.0
grpcio==1.32.0
h5py==2.10.0
hijri-converter==2.1.1
holidays==0.10.5.2
hyperopt==0.2.5
idna==2.10
importlib-metadata==3.7.0
inflection==0.5.1
iso8601==0.1.14
Janome==0.4.1
joblib==1.0.1
Keras-Preprocessing==1.1.2
kiwisolver==1.3.1
konoha==4.6.2
korean-lunar-calendar==0.2.1
langdetect==1.0.8
lxml==4.6.2
Markdown==3.3.4
matplotlib==3.1.1
more-itertools==8.7.0
mpld3==0.3
multidict==5.1.0
multitasking==0.0.9
networkx==2.5
numpy==1.19.2
oauthlib==3.1.0
opt-einsum==3.3.0
overrides==3.0.0
packaging==20.9
pandas==1.1.5
pandas-ta==0.2.23b0
patsy==0.5.1
pmdarima==1.8.0
praw==7.1.4
prawcore==1.5.0
prettytable==2.0.0
protobuf==3.15.2
psaw==0.0.12
alpha_vantage==2.3.1
psutil==5.8.0
pyasn1==0.4.8
pyasn1-modules==0.2.8
PyMeeus==0.4.2
pyparsing==2.4.7
PySocks==1.7.1
python-dateutil==2.8.1
python-Levenshtein==0.12.2
pytrends==4.7.3
requests>=2.7.0
Quandl==3.6.0
pytz==2019.3
xlwings==0.16.4
Quandl==3.6.0
regex==2020.11.13
requests==2.25.1
requests-oauthlib==1.3.0
rsa==4.7.2
sacremoses==0.0.43
scikit-learn==0.24.1
scipy==1.6.1
segtok==1.5.10
sentencepiece==0.1.91
six==1.15.0
smart-open==4.2.0
soupsieve==2.2
sqlitedict==1.7.0
statsmodels==0.12.2
tabulate==0.8.9
tensorboard==2.4.1
tensorboard-plugin-wit==1.8.0
tensorflow==2.4.1
tensorflow-estimator==2.4.0
termcolor==1.1.0
threadpoolctl==2.1.0
TimeSeriesCrossValidation @ git+https://github.com/DidierRLopes/TimeSeriesCrossValidation@1e29d393204abb3bde23ff3f15258ed85d3b263e
tokenizers==0.9.3
torch==1.7.1
tqdm==4.57.0
transformers==3.5.1
typing-extensions==3.7.4.3
update-checker==0.18.0
urllib3==1.26.3
user-agent==0.1.9
wcwidth==0.2.5
websocket-client==0.57.0
Werkzeug==1.0.1
wrapt==1.12.1
XlsxWriter==1.2.7
xlwings==0.16.4
yahoo-fin==0.8.4
yarl==1.6.3
yfinance==0.1.55
beautifulsoup4==4.9.3
FundamentalAnalysis==0.2.6
python_dateutil==2.8.1
scikit_learn==0.24.1
tensorflow==2.4.1
zipp==3.4.0
lunarcalendar
fbprophet
levenshtein