import warnings warnings.filterwarnings("ignore") import json import requests import pandas as pd from lxml import etree from tqdm import tqdm from datetime import datetime from finnlp.data_sources.news._base import News_Downloader class SeekingAlpha_Date_Range(News_Downloader): def __init__(self, args = {}): super().__init__(args) def download_date_range_stock(self, start_date, end_date, stock = "AAPL", proxies = None): self.dataframe = pd.DataFrame() start_timestamp = int(datetime.strptime(start_date+'-13', "%Y-%m-%d-%H").timestamp()) end_timestamp = int(datetime.strptime(end_date+'-13', "%Y-%m-%d-%H").timestamp()) # Downloading First Page data, totalpages = self._gather_by_page(start_timestamp, end_timestamp, stock, 1, proxies) self.dataframe = pd.concat([self.dataframe, data]) # Downloading Other Pages with tqdm(total=totalpages, desc= "Downloading Titles") as bar: bar.update(1) for page in range(2, totalpages+1): data,_ = self._gather_by_page(start_timestamp, end_timestamp, stock, page, proxies) self.dataframe = pd.concat([self.dataframe, data]) bar.update(1) self.dataframe = self.dataframe.reset_index(drop = True) def _gather_by_page(self, start_timestamp, end_timestamp, stock, page = 1, proxies = None): url = f"https://seekingalpha.com/api/v3/symbols/{stock}/news?filter[since]={start_timestamp}&filter[until]={end_timestamp}&id={stock}&include=author%2CprimaryTickers%2CsecondaryTickers%2Csentiments&isMounting=true&page[size]=40&page[number]={page}" headers = { 'User-Agent':'Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:109.0) Gecko/20100101 Firefox/113.0', 'Referer':f'https://seekingalpha.com/symbol/aapl/news?from=2009-12-31T16%3A00%3A00.000Z&to=2022-01-01T15%3A59%3A59.999Z' } response = requests.get(url, headers=headers, proxies=proxies) if response.status_code != 200: print(f"stock: {stock}, page: {page} went wrong!") return pd.DataFrame(), 1 else: res = json.loads(response.text) data = pd.DataFrame(res["data"]) # make new features new_columns = ["publishOn", "isLockedPro", "commentCount", "gettyImageUrl", "videoPreviewUrl", "themes", "title", "isPaywalled"] data[new_columns] = data.apply(lambda x:list(x.attributes.values()), axis = 1,result_type ="expand" ) new_columns = ["author", "sentiments", "primaryTickers", "secondaryTickers", "otherTags"] data[new_columns] = data.apply(lambda x:list(x.relationships.values()), axis = 1,result_type ="expand" ) # total pages totalpages = res["meta"]["page"]["totalPages"] return data, totalpages