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Pk13055/current_ratio.py

Forked from hsauers5/current_ratio.py
Created December 20, 2019 11:34
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  1. @hsauers5 hsauers5 created this gist Dec 12, 2019.
    72 changes: 72 additions & 0 deletions current_ratio.py
    View file
    Original file line number Diff line number Diff line change
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    import requests
    import json
    import alpaca_trade_api

    tickers_list = []

    with open('tickers.txt', 'r+') as tickers_file:
    tickers_list = tickers_file.read().splitlines()

    tenquant_key = 'FAKE_KEY'
    tenquant_base_url = 'https://api.tenquant.io'

    import alpaca_trade_api as tradeapi
    key = 'FAKE_KEY'
    secret = 'FAKE_SECRET'
    base_url = 'https://paper-api.alpaca.markets'

    api = tradeapi.REST(key, secret, base_url, api_version='v2')
    account = api.get_account()
    print(account.status)

    all_stocks_data = {}

    for stock in tickers_list:
    request_url = (tenquant_base_url + '/data?ticker={TICKER}&key={KEY}').replace('{TICKER}', stock).replace('{KEY}', tenquant_key)

    stock_json = requests.get(request_url).content

    try:
    stock_data = dict(json.loads(stock_json))
    except:
    print('BAD!!! ' + stock)
    continue
    if 'error' in stock_data.keys():
    print('BAD!!! ' + stock)
    continue # skip this ticker if there is an error

    current_assets = stock_data['currentassets']
    current_liabilities = stock_data['currentliabilities']

    current_ratio = current_assets / current_liabilities

    print(stock)
    print(current_ratio)

    stocks_data = sorted(stocks_data.items(), key=lambda x: x[1])
    shorts = stocks_data[:int(len(stocks_data)/5) + 1]

    portfolio_val = float(account.portfolio_value)

    weightings = {}
    portfolio_value = float(account.portfolio_value)

    for stock, current_ratio in shorts:
    price = api.get_barset(stock, "minute", 1)[sym][0].c

    weightings[stock] = ((portfolio_value/2) / len(shorts.keys())) / price

    qqq_price = api.get_barset('QQQ', "minute", 1)['QQQ'][0].c
    weightings['QQQ'] = (portfolio_value/2) / qqq_price

    print('weightings: ')
    print(weightings)

    for short_stock in weightings.keys():
    qty = weightings[short_stock]
    side = 'sell'
    try:
    api.submit_order(short_stock, qty, side, "market", "day")
    print("Market order of | " + str(qty) + " " + short_stock + " " + side + " | completed.")
    except:
    print("Order of | " + str(qty) + " " + short_stock + " " + side + " | did not go through.")