Spaces:
Running
Running
File size: 24,801 Bytes
3fe0726 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 |
import requests
from datetime import datetime, date, timedelta
import sys
from pathlib import Path
# Add src to path for database import
sys.path.append(str(Path(__file__).parent.parent.parent))
from calendar_scraper.models.earnings_calendar import EarningsEvent
from calendar_scraper.models.economic_calendar import EconomicEvent
from calendar_scraper.models.ipo_calendar import IPOEvent
from calendar_scraper.models.stock_split_calendar import StockSplitEvent
from calendar_scraper.models.dividend_calendar import DividendEvent
from db.adapters import CalendarAdapter
class NasdaqAdapter():
def __init__(self):
self.base_earnings_url = "https://api.nasdaq.com/api/calendar/earnings"
self.base_ipo_url = "https://api.nasdaq.com/api/ipo/calendar"
self.base_splits_url = "https://api.nasdaq.com/api/calendar/splits"
self.base_economic_url = "https://api.nasdaq.com/api/calendar/economicevents"
self.base_dividends_url = "https://api.nasdaq.com/api/calendar/dividends"
self.headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.124 Safari/537.36",
"Accept": "application/json, text/plain, */*",
"Referer": "https://www.nasdaq.com/market-activity/earnings",
"Origin": "https://www.nasdaq.com"
}
# Initialize database adapter
self.db_adapter = CalendarAdapter()
def get_earning_events(self):
"""Get earnings calendar data from NASDAQ API"""
try:
# Make request to NASDAQ API
response = requests.get(self.base_earnings_url, headers=self.headers)
response.raise_for_status()
# Parse JSON response
data = response.json()
# Verify response structure
if not data or 'data' not in data or 'rows' not in data['data']:
print("Invalid response format from NASDAQ API")
return []
# Extract date from response
as_of_date_str = data['data'].get('asOf', '')
try:
as_of_date = datetime.strptime(as_of_date_str, '%a, %b %d, %Y').date()
except ValueError:
as_of_date = date.today()
# Parse rows into earnings events
events = []
for row in data['data']['rows']:
try:
event = self._parse_row_to_event(row, as_of_date)
if event:
events.append(event)
except Exception as e:
print(f"Error parsing row {row['symbol'] if 'symbol' in row else 'unknown'}: {e}")
print(f"Found {len(events)} earnings events from NASDAQ")
return events
except requests.RequestException as e:
print(f"Error fetching data from NASDAQ API: {e}")
return []
except Exception as e:
print(f"Unexpected error: {e}")
return []
def _parse_row_to_event(self, row, report_date):
"""Convert a row from the NASDAQ API response to an EarningsEvent object"""
# Extract basic information
ticker = row.get('symbol', '')
company = row.get('name', '')
# Skip if missing essential data
if not ticker or not company:
return None
# Parse time of day
time_str = row.get('time', '').lower()
if 'after' in time_str or 'post' in time_str:
time_of_day = 'After Close'
elif 'pre' in time_str or 'before' in time_str:
time_of_day = 'Before Open'
elif 'not-supplied' in time_str:
time_of_day = 'Unknown'
else:
time_of_day = 'During Market'
# Extract EPS information
eps_forecast = row.get('epsForecast', '')
last_year_eps = row.get('lastYearEPS', '')
# Combine EPS data
eps_info = []
if eps_forecast:
eps_info.append(f"Forecast: {eps_forecast}")
if last_year_eps:
eps_info.append(f"Last Year: {last_year_eps}")
eps = " | ".join(eps_info)
# Clean market cap value - remove $ and commas
market_cap = row.get('marketCap', '')
if market_cap and isinstance(market_cap, str):
# Remove $ and commas, then convert to float
market_cap = market_cap.replace('$', '').replace(',', '')
if market_cap.strip(): # Check if it's not just whitespace
try:
market_cap = float(market_cap)
except ValueError:
market_cap = None
# Create earnings event object
event = EarningsEvent(
date=report_date,
time=time_of_day,
company=company,
ticker=ticker,
eps=eps,
revenue="",
market_cap=market_cap
)
try:
self.db_adapter.save_earnings_event(
date=report_date.strftime("%Y-%m-%d"),
ticker=ticker,
event_data={
"company": company,
"time": time_of_day,
"eps": eps,
"revenue": "",
"market_cap": market_cap,
"eps_forecast": eps_forecast,
"last_year_eps": last_year_eps
}
)
# print(f"✅ Saved {ticker} earnings event to database for {report_date.strftime('%Y-%m-%d')}")
except Exception as e:
print(f"⚠️ Failed to save {ticker} to database: {e}")
return event
# ==================== IPO EVENTS ====================
def get_ipo_events(self, date_str: str = None) -> list:
"""
Get IPO calendar data from NASDAQ API
Args:
date_str: Date in format YYYY-MM (e.g., "2025-11")
Returns:
List of IPOEvent objects
"""
if not date_str:
date_str = datetime.now().strftime("%Y-%m")
try:
url = f"{self.base_ipo_url}?date={date_str}"
response = requests.get(url, headers=self.headers)
response.raise_for_status()
data = response.json()
if not data or 'data' not in data:
print("Invalid response format from NASDAQ IPO API")
return []
events = []
# Parse priced IPOs
if 'priced' in data['data'] and 'rows' in data['data']['priced']:
for row in data['data']['priced']['rows']:
event = self._parse_ipo_row(row, 'priced')
if event:
events.append(event)
# Parse upcoming IPOs (nested under upcomingTable)
if 'upcoming' in data['data'] and data['data']['upcoming']:
upcoming_data = data['data']['upcoming']
if 'upcomingTable' in upcoming_data and upcoming_data['upcomingTable']:
upcoming_table = upcoming_data['upcomingTable']
if 'rows' in upcoming_table and upcoming_table['rows']:
for row in upcoming_table['rows']:
event = self._parse_ipo_row(row, 'upcoming')
if event:
events.append(event)
# Parse filed IPOs
if 'filed' in data['data'] and data['data']['filed']:
filed_data = data['data']['filed']
# Check if rows are directly under filed or nested
if 'rows' in filed_data and filed_data['rows']:
for row in filed_data['rows']:
event = self._parse_ipo_row(row, 'filed')
if event:
events.append(event)
print(f"Found {len(events)} IPO events from NASDAQ")
return events
except requests.RequestException as e:
print(f"Error fetching IPO data from NASDAQ API: {e}")
return []
except Exception as e:
print(f"Unexpected error in get_ipo_events: {e}")
return []
def _parse_ipo_row(self, row, status):
"""Parse IPO row data"""
try:
company = row.get('companyName', '')
ticker = row.get('proposedTickerSymbol', '')
exchange = row.get('proposedExchange', '')
if not company or not ticker:
return None
# Parse date
date_str = row.get('expectedPriceDate', '') or row.get('pricedDate', '')
if date_str:
try:
event_date = datetime.strptime(date_str, '%m/%d/%Y').date()
except:
event_date = datetime.now().date()
else:
event_date = datetime.now().date()
# Get shares and clean if string (remove commas)
shares_raw = row.get('sharesOffered', '')
shares = 0
if shares_raw:
try:
# Remove commas and convert to int
shares = int(str(shares_raw).replace(',', ''))
except:
shares = 0
price_range = row.get('proposedSharePrice', '')
offer_amount = row.get('dollarValueOfSharesOffered', '')
deal_status = row.get('dealStatus', status)
# Calculate market cap from offer amount or price range
market_cap = None
try:
# Try to get from offer amount first
if offer_amount:
# Remove $, commas, and convert (e.g., "$1,014,999,994")
offer_clean = str(offer_amount).replace('$', '').replace(',', '')
market_cap = float(offer_clean)
elif shares and price_range:
# Extract average price from range (e.g., "4.00-6.00")
if '-' in str(price_range):
prices = str(price_range).replace('$', '').split('-')
avg_price = (float(prices[0].strip()) + float(prices[1].strip())) / 2
market_cap = shares * avg_price
elif price_range:
# Single price
price = float(str(price_range).replace('$', ''))
market_cap = shares * price
except:
pass
event = IPOEvent(
date=event_date,
company=company,
ticker=ticker,
exchange=exchange,
shares=str(shares) if shares else "",
price_range=str(price_range) if price_range else "",
market_cap=market_cap,
expected_to_trade=deal_status
)
# Save to database
try:
from db.local_database import DatabaseEntry, DataType
entry = DatabaseEntry(
date=event_date.strftime("%Y-%m-%d"),
data_type=DataType.IPO.value,
ticker=ticker,
data={
"event_type": "ipo",
"status": deal_status,
"company": company,
"exchange": exchange,
"shares": str(shares) if shares else "",
"price_range": str(price_range) if price_range else "",
"market_cap": market_cap,
"offer_amount": offer_amount
},
metadata={
"source": "calendar_scraper",
"scraper": "nasdaq_ipo"
}
)
self.db_adapter.db.save(entry, expiry_days=90)
# print(f"✅ Saved {ticker} IPO event to database")
except Exception as e:
print(f"⚠️ Failed to save {ticker} IPO to database: {e}")
return event
except Exception as e:
print(f"Error parsing IPO row: {e}")
return None
# ==================== STOCK SPLIT EVENTS ====================
def get_stock_split_events(self, date_str: str = None) -> list:
"""
Get stock split calendar data from NASDAQ API
Args:
date_str: Date in format YYYY-MM-DD (optional)
Returns:
List of StockSplitEvent objects
"""
try:
url = self.base_splits_url
if date_str:
url = f"{url}?date={date_str}"
response = requests.get(url, headers=self.headers)
response.raise_for_status()
data = response.json()
if not data or 'data' not in data or 'rows' not in data['data']:
print("Invalid response format from NASDAQ Stock Split API")
return []
events = []
for row in data['data']['rows']:
event = self._parse_stock_split_row(row)
if event:
events.append(event)
print(f"Found {len(events)} stock split events from NASDAQ")
return events
except requests.RequestException as e:
print(f"Error fetching stock split data from NASDAQ API: {e}")
return []
except Exception as e:
print(f"Unexpected error in get_stock_split_events: {e}")
return []
def _parse_stock_split_row(self, row):
"""Parse stock split row data"""
try:
# API returns: symbol, name, ratio, executionDate
company = row.get('name', '')
ticker = row.get('symbol', '')
ratio = row.get('ratio', '')
if not ticker or not ratio:
return None
# Parse execution date (effective date)
ex_date_str = row.get('executionDate', '')
if ex_date_str:
try:
ex_date = datetime.strptime(ex_date_str, '%m/%d/%Y').date()
except:
ex_date = datetime.now().date()
else:
ex_date = datetime.now().date()
event = StockSplitEvent(
date=ex_date,
company=company,
ticker=ticker,
ratio=ratio,
option_symbol="",
announcement_date=None,
ex_date=ex_date
)
# Save to database
try:
from db.local_database import DatabaseEntry, DataType
entry = DatabaseEntry(
date=ex_date.strftime("%Y-%m-%d"),
data_type=DataType.STOCK_SPLIT.value,
ticker=ticker,
data={
"event_type": "stock_split",
"company": company,
"ratio": ratio,
"execution_date": ex_date.strftime("%Y-%m-%d")
},
metadata={
"source": "calendar_scraper",
"scraper": "nasdaq_splits"
}
)
self.db_adapter.db.save(entry, expiry_days=90)
# print(f"✅ Saved {ticker} stock split event to database")
except Exception as e:
print(f"⚠️ Failed to save {ticker} stock split to database: {e}")
return event
except Exception as e:
print(f"Error parsing stock split row: {e}")
return None
# ==================== ECONOMIC EVENTS ====================
def get_economic_events(self, date_str: str = None, country_list:list[str]=['UNITED_STATES','United States']) -> list:
"""
Get economic events calendar data from NASDAQ API
Args:
date_str: Date in format YYYY-MM-DD (e.g., "2025-11-06")
Returns:
List of EconomicEvent objects
"""
if not date_str:
date_str = datetime.now().strftime("%Y-%m-%d")
try:
url = f"{self.base_economic_url}?date={date_str}"
response = requests.get(url, headers=self.headers)
response.raise_for_status()
data = response.json()
if not data or 'data' not in data or 'rows' not in data['data']:
print("Invalid response format from NASDAQ Economic Events API")
return []
events = []
for row in data['data']['rows']:
event = self._parse_economic_event_row(row, date_str, country_list)
if event:
events.append(event)
print(f"Found {len(events)} economic events from NASDAQ")
return events
except requests.RequestException as e:
print(f"Error fetching economic events data from NASDAQ API: {e}")
return []
except Exception as e:
print(f"Unexpected error in get_economic_events: {e}")
return []
def _parse_economic_event_row(self, row, date_str, country_list) :
"""Parse economic event row data"""
try:
event_name = row.get('eventName', '')
country = row.get('country', 'US')
if not event_name:
return None
if event_name.lower() in ['n/a', 'not available']:
return None
if country not in country_list:
return None
# Parse event date
try:
event_date = datetime.strptime(date_str, '%Y-%m-%d').date()
except:
event_date = datetime.now().date()
time = row.get('time', '')
actual = row.get('actual', '')
consensus = row.get('consensus', '')
previous = row.get('previous', '')
event = EconomicEvent(
date=event_date,
time=time,
country=country,
importance=row.get('importance', 0),
event=event_name,
actual=actual,
forecast=consensus,
previous=previous
)
# Save to database
try:
self.db_adapter.save_economic_event(
date=event_date.strftime("%Y-%m-%d"),
event_data={
"country": country,
"time": time,
"event": event_name,
"actual": actual,
"forecast": consensus,
"previous": previous
}
)
# print(f"✅ Saved {event_name} economic event to database")
except Exception as e:
print(f"⚠️ Failed to save {event_name} economic event to database: {e}")
return event
except Exception as e:
print(f"Error parsing economic event row: {e}")
return None
# ==================== DIVIDEND EVENTS ====================
def get_dividend_events(self, date_str: str = None) -> list:
"""
Get dividend calendar data from NASDAQ API
Args:
date_str: Date in format YYYY-MM-DD (e.g., "2025-11-06")
Returns:
List of DividendEvent objects
"""
if not date_str:
date_str = datetime.now().strftime("%Y-%m-%d")
try:
url = f"{self.base_dividends_url}?date={date_str}"
response = requests.get(url, headers=self.headers)
response.raise_for_status()
data = response.json()
if not data or 'data' not in data or 'calendar' not in data['data']:
print("Invalid response format from NASDAQ Dividends API")
return []
calendar_data = data['data']['calendar']
if 'rows' not in calendar_data:
print("No rows in calendar data")
return []
events = []
for row in calendar_data['rows']:
event = self._parse_dividend_row(row, date_str)
if event:
events.append(event)
print(f"Found {len(events)} dividend events from NASDAQ")
return events
except requests.RequestException as e:
print(f"Error fetching dividend data from NASDAQ API: {e}")
return []
except Exception as e:
print(f"Unexpected error in get_dividend_events: {e}")
return []
def _parse_dividend_row(self, row, date_str):
"""Parse dividend row data"""
try:
# API returns: companyName, symbol, dividend_Ex_Date, payment_Date, record_Date,
# dividend_Rate, indicated_Annual_Dividend, announcement_Date
company = row.get('companyName', '')
ticker = row.get('symbol', '')
dividend_rate = row.get('dividend_Rate', 0)
if not company or not ticker:
return None
# Use ex-dividend date as the event date
ex_date_str = row.get('dividend_Ex_Date', '')
if ex_date_str:
try:
event_date = datetime.strptime(ex_date_str, '%m/%d/%Y').date()
except:
event_date = datetime.now().date()
else:
event_date = datetime.now().date()
annual_dividend = row.get('indicated_Annual_Dividend', '')
ex_date = row.get('dividend_Ex_Date', '')
record_date = row.get('record_Date', '')
payment_date = row.get('payment_Date', '')
announcement_date = row.get('announcement_Date', '')
event = DividendEvent(
date=event_date,
company=company,
ticker=ticker,
dividend_rate=str(dividend_rate),
annual_dividend=str(annual_dividend) if annual_dividend else "",
ex_date=ex_date,
record_date=record_date,
payment_date=payment_date,
announcement_date=announcement_date
)
# Save to database
try:
from db.local_database import DatabaseEntry, DataType
entry = DatabaseEntry(
date=event_date.strftime("%Y-%m-%d"),
data_type=DataType.DIVIDENDS.value,
ticker=ticker,
data={
"event_type": "dividend",
"company": company,
"dividend_rate": str(dividend_rate),
"annual_dividend": str(annual_dividend) if annual_dividend else "",
"ex_date": ex_date,
"record_date": record_date,
"payment_date": payment_date,
"announcement_date": announcement_date
},
metadata={
"source": "calendar_scraper",
"scraper": "nasdaq_dividends"
}
)
self.db_adapter.db.save(entry, expiry_days=90)
# print(f"✅ Saved {ticker} dividend event to database")
except Exception as e:
print(f"⚠️ Failed to save {ticker} dividend to database: {e}")
return event
except Exception as e:
print(f"Error parsing dividend row: {e}")
return None
|