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Upload data_fetcher.py
Browse files- src/data_fetcher.py +93 -15
src/data_fetcher.py
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@@ -4,6 +4,7 @@ import yfinance as yf
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import pandas as pd
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import finnhub
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import streamlit as st
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from dotenv import load_dotenv
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from datetime import datetime, timedelta
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@@ -11,31 +12,108 @@ from datetime import datetime, timedelta
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load_dotenv()
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class DataFetcher:
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def __init__(self, ticker="^GSPC", vix_ticker="
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self.ticker = ticker
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self.vix_ticker = vix_ticker
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#
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raise ValueError("β FINNHUB_API_KEY not found in .env file!")
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self.
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def fetch_market_data(self, days=
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"""
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backup_path = "data/market_data_backup.csv"
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if not os.path.exists(backup_path):
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print(
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return pd.DataFrame()
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df = pd.read_csv(backup_path, index_col=0, parse_dates=True)
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return df.tail(days)
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import pandas as pd
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import finnhub
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import streamlit as st
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import requests
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from dotenv import load_dotenv
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from datetime import datetime, timedelta
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load_dotenv()
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class DataFetcher:
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def __init__(self, ticker="^GSPC", vix_ticker="%5EVIX"):
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self.ticker = ticker
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self.vix_ticker = vix_ticker
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# Load API Keys
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self.finnhub_key = os.getenv("FINNHUB_API_KEY")
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self.fmp_key = os.getenv("FMP_API_KEY")
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if not self.finnhub_key or not self.fmp_key:
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print("β οΈ Warning: API Keys missing! Check your .env file or HF Secrets.")
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# Initialize Finnhub Client for News
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self.finnhub_client = finnhub.Client(api_key=self.finnhub_key)
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def fetch_market_data(self, days=60):
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"""Fetches live SPY data from the NEW FMP Stable API and merges VIX."""
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if not self.fmp_key:
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return self._load_backup(days)
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try:
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print(f"π‘ Fetching live data for {self.ticker} from FMP Stable API...")
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spy_url = f"https://financialmodelingprep.com/stable/historical-price-eod/full?symbol={self.ticker}&apikey={self.fmp_key}"
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spy_res = requests.get(spy_url, timeout=10).json()
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if isinstance(spy_res, dict) and "Error Message" in spy_res:
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print(f"π¨ FMP Error: {spy_res['Error Message']}")
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return self._load_backup(days)
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if not isinstance(spy_res, list) or len(spy_res) == 0:
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return self._load_backup(days)
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# Format main DataFrame
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df = pd.DataFrame(spy_res)
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# π‘οΈ THE FIX: Convert to datetime, strip timezones, and set to midnight
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df['date'] = pd.to_datetime(df['date'])
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if df['date'].dt.tz is not None:
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df['date'] = df['date'].dt.tz_localize(None)
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df['date'] = df['date'].dt.normalize()
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df.set_index('date', inplace=True)
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df = df.sort_index()[['open', 'high', 'low', 'close', 'volume']]
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df.columns = [c.capitalize() for c in df.columns]
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# Add VIX
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df['VIX'] = self._get_vix_data()
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df['VIX'] = df['VIX'].ffill().bfill()
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print("β
Live market data fetched and merged successfully!")
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return df.tail(days)
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except Exception as e:
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print(f"π¨ Major Fetch Error: {e}")
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return self._load_backup(days)
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def _get_vix_data(self):
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"""Attempts to fetch VIX from Stable API, falls back to CSV if blocked."""
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print("π‘ Attempting to fetch VIX from FMP Stable API...")
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try:
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vix_url = f"https://financialmodelingprep.com/stable/historical-price-eod/full?symbol={self.vix_ticker}&apikey={self.fmp_key}"
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vix_res = requests.get(vix_url, timeout=5).json()
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if isinstance(vix_res, list) and len(vix_res) > 0:
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vix_df = pd.DataFrame(vix_res)
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# π‘οΈ THE FIX: Strip timezones for VIX so it perfectly matches SPY
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vix_df['date'] = pd.to_datetime(vix_df['date'])
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if vix_df['date'].dt.tz is not None:
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vix_df['date'] = vix_df['date'].dt.tz_localize(None)
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vix_df['date'] = vix_df['date'].dt.normalize()
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vix_df.set_index('date', inplace=True)
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vix_df = vix_df.sort_index()
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print("β
VIX fetched successfully from FMP!")
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return vix_df['close']
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except Exception as e:
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print(f"β οΈ VIX API request failed: {e}")
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print("β οΈ Pulling VIX from local backup...")
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backup_path = "data/market_data_backup.csv"
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if os.path.exists(backup_path):
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backup_df = pd.read_csv(backup_path, index_col=0, parse_dates=True)
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# Strip timezones from the backup CSV index as well!
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if backup_df.index.tz is not None:
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backup_df.index = backup_df.index.tz_localize(None)
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backup_df.index = backup_df.index.normalize()
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if 'VIX' in backup_df.columns:
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return backup_df['VIX']
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return 18.0
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def _load_backup(self, days):
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"""Failsafe method to load local CSV if API entirely blocks the request."""
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print(f"π System: Loading localized market data backup...")
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backup_path = "data/market_data_backup.csv"
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if not os.path.exists(backup_path):
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print("π¨ Market backup CSV not found!")
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return pd.DataFrame()
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df = pd.read_csv(backup_path, index_col=0, parse_dates=True)
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return df.tail(days)
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