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