Python Quantitative Trading

Posted on 2020-03-18 Edited on 2024-09-06 In Tech , Python , Projects , Python

Python Tutorial

Preparation

Shell

1	pip install iexfinance

get_quote

{'symbol': 'JBLU',
 'companyName': 'JetBlue Airways Corp.',
 'primaryExchange': 'NASDAQ',
 'calculationPrice': 'tops',
 'open': None,
 'openTime': None,
 'openSource': 'official',
 'close': None,
 'closeTime': None,
 'closeSource': 'official',
 'high': 8.28,
 'highTime': 1584637697564,
 'highSource': '15 minute delayed price',
 'low': 6.701,
 'lowTime': 1584625544398,
 'lowSource': '15 minute delayed price',
 'latestPrice': 7.97,
 'latestSource': 'IEX real time price',
 'latestTime': '1:22:48 PM',
 'latestUpdate': 1584638568770,
 'latestVolume': 6906560,
 'iexRealtimePrice': 7.97,
 'iexRealtimeSize': 2,
 'iexLastUpdated': 1584638568770,
 'delayedPrice': None,
 'delayedPriceTime': None,
 'oddLotDelayedPrice': None,
 'oddLotDelayedPriceTime': None,
 'extendedPrice': None,
 'extendedChange': None,
 'extendedChangePercent': None,
 'extendedPriceTime': None,
 'previousClose': 7.66,
 'previousVolume': 18738725,
 'change': 0.31,
 'changePercent': 0.04047,
 'volume': 6906560,
 'iexMarketPercent': 0.03486612727609693,
 'iexVolume': 240805,
 'avgTotalVolume': 10662834,
 'iexBidPrice': 7.15,
 'iexBidSize': 200,
 'iexAskPrice': 0,
 'iexAskSize': 0,
 'iexOpen': None,
 'iexOpenTime': None,
 'iexClose': 7.98,
 'iexCloseTime': 1584638568770,
 'marketCap': 2249149940,
 'peRatio': 4.12,
 'week52High': 21.65,
 'week52Low': 7.01,
 'ytdChange': -0.554024,
 'lastTradeTime': 1584638568770,
 'isUSMarketOpen': True}

get_balance_sheet

{'symbol': 'JBLU',
 'balancesheet': [{'reportDate': '2019-12-31',
   'fiscalDate': '2019-12-31',
   'currency': 'USD',
   'currentCash': 959000000, # 现金及现金等价物
   'shortTermInvestments': 369000000, # 短期投资
   'receivables': 231000000, # 应收账款
   'inventory': 81000000, # 存货
   'otherCurrentAssets': 146000000,
   'currentAssets': 1786000000, # 流动资产合计
   'longTermInvestments': 100000000,
   'propertyPlantEquipment': 9526000000,
   'goodwill': None,
   'intangibleAssets': 102000000,
   'otherAssets': 404000000,
   'totalAssets': 11918000000, # 总资产
   'accountsPayable': 401000000,
   'currentLongTermDebt': 344000000,
   'otherCurrentLiabilities': 1790000000,
   'totalCurrentLiabilities': 2663000000, # 流动负债合计
   'longTermDebt': 2680000000,
   'otherLiabilities': 525000000,
   'minorityInterest': 0,
   'totalLiabilities': 7119000000, # 负债合计
   'commonStock': 282000000, # 总股本
   'retainedEarnings': 4322000000,
   'treasuryStock': 1782000000,
   'capitalSurplus': 2253000000,
   'shareholderEquity': 4799000000,
   'netTangibleAssets': 4799000000}]} # 净资产合计

get_cash_flow

{'symbol': 'JBLU',
 'cashflow': [{'reportDate': '2019-12-31',
   'fiscalDate': '2019-12-31',
   'currency': 'USD',
   'netIncome': 161000000,
   'depreciation': 140000000,
   'changesInReceivables': 20000000,
   'changesInInventories': None,
   'cashChange': 261000000,
   'cashFlow': 251000000,
   'capitalExpenditures': -479000000,
   'investments': -71000000,
   'investingActivityOther': -2000000,
   'totalInvestingCashFlows': -552000000,
   'dividendsPaid': None,
   'netBorrowings': 698000000,
   'otherFinancingCashFlows': 1000000,
   'cashFlowFinancing': 562000000,
   'exchangeRateEffect': None}]}

get_key_stats

{'week52change': -0.53911,
    'week52high': 21.65,
    'week52low': 7.01,
    'marketcap': 2161667320,
    'employees': None,
    'day200MovingAvg': 18.26,
    'day50MovingAvg': 17.82,
    'float': 280299112,
    'avg10Volume': 18431030.9,
    'avg30Volume': 10662834.4,
    'ttmEPS': 1.933,
    'ttmDividendRate': None,
    'companyName': 'JetBlue Airways Corp.',
    'sharesOutstanding': 282202000,
    'maxChangePercent': -0.3675,
    'year5ChangePercent': -0.6019,
    'year2ChangePercent': -0.6545,
    'year1ChangePercent': -0.53911,
    'ytdChangePercent': -0.594494,
    'month6ChangePercent': -0.552309,
    'month3ChangePercent': -0.594494,
    'month1ChangePercent': -0.631908,
    'day30ChangePercent': -0.629773,
    'day5ChangePercent': -0.333333,
    'nextDividendDate': None,
    'dividendYield': None,
    'nextEarningsDate': '2020-04-28',
    'exDividendDate': None,
    'peRatio': 3.98,
    'beta': 0.8397660279666561}