benjaminmgross / automated_stock_data_downloads

automated_stock_data_downloads

##Installation

To install the automated_stock_data_downloads module onto your computer, go into your desired folder of choice (say Downloads), and:

1. Clone the repository

    $ cd ~/Downloads
    $ git clone https://github.com/robertdavidwest/automated_stock_data_downloads
   

2. cd into the automated_stock_data_downloads directory

    $ cd automated_stock_data_downloads
   

3. Install the package

    $python setup.py install
   

4. Check your install. From anywhere on your machine, be able to open iPython and import the library, for example:

    $ cd ~/
    $ ipython
   
    IPython 1.1.0 -- An enhanced Interactive Python.
    ?         -> Introduction and overview of IPython's features.
    %quickref -> Quick reference.
    help      -> Python's own help system.
    object?   -> Details about 'object', use 'object??' for extra details.
   
    In [1]: import get_stock_data
   

##Documentation

The module 'get_stock_data' contains three functions: adj_close(), sp500_tickers() and russell3000_tickers().

• adjclose()

    def adj_close(interface_filename='get_stocks_for_tsr.xlsx', assumptions_first_row=4, ticker_first_row=8, assumptions_columns='B:C', ticker_columns='C'):
  

  Given a Vaulation Date, Lookback Period and a list of tickers, this function will output a matrix of adjusted daily close stock price data for each ticker provided, as well as the annualised volatility of the log returns of each ticker.

  All user inputs are entered via the interface file

    default interface_filename:	 get_stock_data.xlsx
    sheet name:	Assumptions
    
    	|	A	|			B				|		C			|
    --------------------------------------------------------------------------
    1	|		|							|					|
    2	|		|							|					|
    3	|		|							|					|
    4	|		|	Valuation Date	 		|	MM/DD/YYYY	|
    5	|		|	Lookback Period (years)	|	3				|
    6	|		|							|					|
    7	|		|							|	Tickers			|
    											----------------
    8	|		|						1	|	A				|
    9	|		|						2	|	AA				|
    10	|		|						3	|	AAPL			|		
    :									:		:
    
  
    		
    :ARGS:
    
    	interface_filename: :meth:`str` The name of the excel interface file. The default name is <get_stock_data.xlsx>
    
    	assumptions_first_row :meth: `int` The first row in the excel interface of input data. Do not change from the default 
    	value unless the interface file has been modified
    	
    	ticker_first_row  :meth: `int` The first row in the excel interface of ticker data. Do not change from the default 
    	value unless the interface file has been modified
    	
    	 assumptions_columns :meth:`str` A string showing the columns within the excel interface file holding the general
    	 assumptions. Do not change from the default value unless the interface file has been modified
    	 
    	 ticker_columns  :meth:`str` A string showing the column within the excel interface file holding the tickers. Do not
    	 change from the default value unless the interface file has been modified
    
    :RETURNS:
    
    The function will add 3 new sheets to the existing interface file
  
    1. 	Adj Close data: 	Adjusted close daily stock price data over the 
    			specified period for all tickers
    2. 	Volatility:		The volatility of every ticker
    3.	No Data: 		A list of tickers that do not have any stock price 
    			history over specified period 
  
    .. warning:: Requires Internet Connectivity
  
    Because the function calls the `Yahoo! API <http://www.finance.yahoo.com>` internet connectivity is required for the function to work
  

• sp500_tickers()

    def sp500_tickers():
  

  Obtain all current S&P contituent tickers from wikipedia.

  The results will be output into a csv file

• russell3000_tickers()

    def russell3000_tickers():
  

  Obtain all current Russell 3000 contituent tickers from www.marketvolume.com.

  The results will be output into a csv file