Query Finance API for Stocks

utils/portfolio.hpp

@@ -0,0 +1,86 @@
+#ifndef CPORTFOLIO_HPP
+#define CPORTFOLIO_HPP
+
+#define PY_SSIZE_T_CLEAN
+#include <Python.h>
+#include <string>
+
+int PortFolio(const std::vector<std::string>& stocks,
+              const std::string& dataSource,
+              const std::string& start,
+              const std::string& end,
+              const std::string& filePath = "portfolio.csv")
+{
+  PyObject *pName, *pModule, *pFunc;
+  PyObject *pArgs, *pValue;
+  int i;
+
+  Py_Initialize();
+  PyRun_SimpleString("import sys");
+  PyRun_SimpleString("sys.path.append(\".\")");
+  PyRun_SimpleString("sys.path.append(\"/srv/conda/envs/notebook/include/\")");
+  pName = PyUnicode_DecodeFSDefault("portfolio");
+
+  pModule = PyImport_Import(pName);
+  Py_DECREF(pName);
+
+  if (pModule != NULL)
+  {
+    pFunc = PyObject_GetAttrString(pModule, "cportfolio");
+    size_t numStocks = stocks.size();
+    if (pFunc && PyCallable_Check(pFunc))
+    {
+      pArgs = PyTuple_New(numStocks + 4);
+
+      for(size_t idx = 0; idx < numStocks; ++idx)
+      {
+        PyObject* pValueCurrentStock = PyUnicode_FromString(stocks[idx].c_str());
+        PyTuple_SetItem(pArgs, idx, pValueCurrentStock);
+      }
+
+      PyObject* pValueSource= PyUnicode_FromString(dataSource.c_str());
+      PyTuple_SetItem(pArgs, numStocks, pValueSource);
+
+      PyObject* pValueStart = PyUnicode_FromString(start.c_str());
+      PyTuple_SetItem(pArgs, numStocks + 1, pValueStart);
+
+      PyObject* pValueEnd = PyUnicode_FromString(end.c_str());
+      PyTuple_SetItem(pArgs, numStocks + 2, pValueEnd);
+
+      PyObject* pValueFilePath = PyUnicode_FromString(filePath.c_str());
+      PyTuple_SetItem(pArgs, numStocks + 3, pValueFilePath);
+
+      pValue = PyObject_CallObject(pFunc, pArgs);
+      Py_DECREF(pArgs);
+      if (pValue != NULL)
+      {
+        Py_DECREF(pValue);
+      }
+      else
+      {
+        Py_DECREF(pFunc);
+        Py_DECREF(pModule);
+        PyErr_Print();
+        fprintf(stderr,"Call failed\n");
+        return 1;
+      }
+    }
+    else
+    {
+      if (PyErr_Occurred())
+        PyErr_Print();
+    }
+
+    Py_XDECREF(pFunc);
+    Py_DECREF(pModule);
+  }
+  else
+  {
+    PyErr_Print();
+    return 1;
+  }
+
+  return 0;
+}
+
+#endif

utils/portfolio.py

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+import numpy as np
+import pandas as pd
+import os
+from pandas_datareader import data
+
+def cportfolio(stocks, dataSource, start, end, filePath='portfolio.csv'):
+  test = data.DataReader(stocks , dataSource, start=start, end=end)
+  test = test['Adj Close']
+
+  returns = np.log(test/test.shift(1))
+  returns.reset_index(inplace=True)
+  # Drop the first row since it contains NaN.
+  returns = returns.iloc[1:]
+  # Normalize dates.
+  returns['Date'] = returns['Date'].apply(lambda x : x.strftime('%Y%m%d'))
+
+  # Create directory if doesn't exist.
+  directory = os.path.dirname(filePath)
+  if not os.path.exists(directory):
+    os.makedirs(directory)
+
+  returns.to_csv(filePath, header=False, index=False)