mirror of
https://github.com/hwchase17/langchain
synced 2024-11-02 09:40:22 +00:00
cafffe8a21
**Description:** In this PR, I am adding a `PolygonAggregates` tool, which can be used to get historical stock price data (called aggregates by Polygon) for a given ticker. Polygon [docs](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to) for this endpoint. **Twitter**: [@virattt](https://twitter.com/virattt)
133 lines
4.2 KiB
Python
133 lines
4.2 KiB
Python
"""
|
|
Util that calls several of Polygon's stock market REST APIs.
|
|
Docs: https://polygon.io/docs/stocks/getting-started
|
|
"""
|
|
import json
|
|
from typing import Any, Dict, Optional
|
|
|
|
import requests
|
|
from langchain_core.pydantic_v1 import BaseModel, root_validator
|
|
from langchain_core.utils import get_from_dict_or_env
|
|
|
|
POLYGON_BASE_URL = "https://api.polygon.io/"
|
|
|
|
|
|
class PolygonAPIWrapper(BaseModel):
|
|
"""Wrapper for Polygon API."""
|
|
|
|
polygon_api_key: Optional[str] = None
|
|
|
|
@root_validator()
|
|
def validate_environment(cls, values: Dict) -> Dict:
|
|
"""Validate that api key in environment."""
|
|
polygon_api_key = get_from_dict_or_env(
|
|
values, "polygon_api_key", "POLYGON_API_KEY"
|
|
)
|
|
values["polygon_api_key"] = polygon_api_key
|
|
|
|
return values
|
|
|
|
def get_financials(self, ticker: str) -> Optional[dict]:
|
|
"""
|
|
Get fundamental financial data, which is found in balance sheets,
|
|
income statements, and cash flow statements for a given ticker.
|
|
|
|
/vX/reference/financials
|
|
"""
|
|
url = (
|
|
f"{POLYGON_BASE_URL}vX/reference/financials?"
|
|
f"ticker={ticker}&"
|
|
f"apiKey={self.polygon_api_key}"
|
|
)
|
|
response = requests.get(url)
|
|
data = response.json()
|
|
|
|
status = data.get("status", None)
|
|
if status != "OK":
|
|
raise ValueError(f"API Error: {data}")
|
|
|
|
return data.get("results", None)
|
|
|
|
def get_last_quote(self, ticker: str) -> Optional[dict]:
|
|
"""
|
|
Get the most recent National Best Bid and Offer (Quote) for a ticker.
|
|
|
|
/v2/last/nbbo/{ticker}
|
|
"""
|
|
url = f"{POLYGON_BASE_URL}v2/last/nbbo/{ticker}?apiKey={self.polygon_api_key}"
|
|
response = requests.get(url)
|
|
data = response.json()
|
|
|
|
status = data.get("status", None)
|
|
if status != "OK":
|
|
raise ValueError(f"API Error: {data}")
|
|
|
|
return data.get("results", None)
|
|
|
|
def get_ticker_news(self, ticker: str) -> Optional[dict]:
|
|
"""
|
|
Get the most recent news articles relating to a stock ticker symbol,
|
|
including a summary of the article and a link to the original source.
|
|
|
|
/v2/reference/news
|
|
"""
|
|
url = (
|
|
f"{POLYGON_BASE_URL}v2/reference/news?"
|
|
f"ticker={ticker}&"
|
|
f"apiKey={self.polygon_api_key}"
|
|
)
|
|
response = requests.get(url)
|
|
data = response.json()
|
|
|
|
status = data.get("status", None)
|
|
if status != "OK":
|
|
raise ValueError(f"API Error: {data}")
|
|
|
|
return data.get("results", None)
|
|
|
|
def get_aggregates(self, ticker: str, **kwargs: Any) -> Optional[dict]:
|
|
"""
|
|
Get aggregate bars for a stock over a given date range
|
|
in custom time window sizes.
|
|
|
|
/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}
|
|
"""
|
|
timespan = kwargs.get("timespan", "day")
|
|
multiplier = kwargs.get("timespan_multiplier", 1)
|
|
from_date = kwargs.get("from_date", None)
|
|
to_date = kwargs.get("to_date", None)
|
|
adjusted = kwargs.get("adjusted", True)
|
|
sort = kwargs.get("sort", "asc")
|
|
|
|
url = (
|
|
f"{POLYGON_BASE_URL}v2/aggs"
|
|
f"/ticker/{ticker}"
|
|
f"/range/{multiplier}"
|
|
f"/{timespan}"
|
|
f"/{from_date}"
|
|
f"/{to_date}"
|
|
f"?apiKey={self.polygon_api_key}"
|
|
f"&adjusted={adjusted}"
|
|
f"&sort={sort}"
|
|
)
|
|
response = requests.get(url)
|
|
data = response.json()
|
|
|
|
status = data.get("status", None)
|
|
if status != "OK":
|
|
raise ValueError(f"API Error: {data}")
|
|
|
|
return data.get("results", None)
|
|
|
|
def run(self, mode: str, ticker: str, **kwargs: Any) -> str:
|
|
if mode == "get_financials":
|
|
return json.dumps(self.get_financials(ticker))
|
|
elif mode == "get_last_quote":
|
|
return json.dumps(self.get_last_quote(ticker))
|
|
elif mode == "get_ticker_news":
|
|
return json.dumps(self.get_ticker_news(ticker))
|
|
elif mode == "get_aggregates":
|
|
return json.dumps(self.get_aggregates(ticker, **kwargs))
|
|
else:
|
|
raise ValueError(f"Invalid mode {mode} for Polygon API.")
|