from os import name from tracemalloc import start import pandas as pd import numpy as np from collections import defaultdict import time import os pd.set_option('display.max_colwidth', 150) def init_stock_df(cur_stock): if not os.path.exists(f"data/stocks/{cur_stock}.csv"): return pd.DataFrame() COLUMNS_DROP_STOCK = ['volume', 'high', 'low', 'adj close'] df = pd.read_csv(f"data/stocks/{cur_stock}.csv") df = df.drop(columns=COLUMNS_DROP_STOCK) df.rename(columns={'date': 'Date'}, inplace=True) df['Date'] = pd.to_datetime(df.Date) df['Price Change %'] = ((df['close'] - df['open']) / df['open']) * 100 return df def main(): CHUNK_SIZE = 1000 COLUMNS_DROP = ['Unnamed: 0', 'Url', 'Publisher', 'Author', 'Article', 'Lsa_summary', 'Luhn_summary', 'Lexrank_summary'] cur_stock = "" stock = pd.DataFrame() rows_to_add = [] for chunk in pd.read_csv("data/news/nasdaq_exteral_data.csv", chunksize=CHUNK_SIZE, parse_dates=['Date']): chunk = chunk.drop(columns=COLUMNS_DROP) chunk['Date'] = chunk['Date'].dt.date if cur_stock == "": cur_stock = chunk.loc[0, 'Stock_symbol'] stock = init_stock_df(cur_stock) for index, row in chunk.iterrows(): if row['Stock_symbol'] == cur_stock: rows_to_add.append(row) continue # Turn articles into its own data frame # and aggregate articles published in the same day separated by "|" articles = pd.DataFrame(rows_to_add) articles = articles.dropna() if len(articles) != 0 and 'Date' in articles and len(stock) != 0: articles['Date'] = pd.to_datetime(articles.Date) aggregated_articles = articles.groupby('Date').agg({'Article_title': ' | '.join, 'Textrank_summary': ' | '.join}).reset_index() merged_data = pd.merge(stock, aggregated_articles, on='Date', how='left') stock_output_path = f"data/price_movement/{cur_stock}.csv" merged_data.to_csv(stock_output_path, index=False) rows_to_add = [] cur_stock = row['Stock_symbol'] stock = init_stock_df(cur_stock) if __name__ == '__main__': main()