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main.py
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main.py
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import os
import pickle
import queue
import sys
import threading
import time
import Queue
import pandas as pd
import requests
import EdgarScrape
import logs
import settings
import XMLExtract
# sys.path.append('/Applications/PyVmMonitor.app/Contents/MacOS/public_api')
# import pyvmmonitor
# @pyvmmonitor.profile_method
# pyvmmonitor.connect()
class ScrapeAndExtract:
def __init__(self):
#Scrape Section
self.stock_lists = os.listdir(settings.STOCK_EXCHANGE_LIST_PATH)
self.symbol_keys = []
self.scraped_keys = None
self.finished = False
#Extract Section
self.extracted_keys = None
self.to_extract = queue.Queue()
self.populate_symbol_keys()
self.get_all_keys()
def populate_symbol_keys(self):
'''Grab all the keys from file'''
for xlist in self.stock_lists:
f = pd.read_csv('{0}/{1}'.format(settings.STOCK_EXCHANGE_LIST_PATH, xlist))
for symbol in f[f.columns[0]]:
if symbol not in self.symbol_keys:
self.symbol_keys.append(symbol)
def get_all_keys(self):
scraped_data_log = pickle.load(open(settings.SCRAPE_LOG_FILE_PATH, "rb"))
self.scraped_keys = list(scraped_data_log.keys())
extracted_data_log = pickle.load(open(settings.EXTRACT_LOG_FILE_PATH, "rb"))
self.extracted_keys = list(extracted_data_log.keys())
sk_set = set(self.scraped_keys)
ek_set = set(self.extracted_keys)
to_extract = list(sk_set - ek_set)
for te in to_extract:
self.to_extract.put(te)
@staticmethod
def extract_xml(symbol):
q_path = "{0}/{1}/xml/{2}".format(settings.RAW_DATA_PATH, symbol, '10-Q')
k_path = "{0}/{1}/xml/{2}".format(settings.RAW_DATA_PATH, symbol, '10-K')
q_list = os.listdir(q_path)
k_list = os.listdir(k_path)
#Create directories if they do not exist
if not os.path.exists("{0}/{1}/".format(settings.EXTRACTED_DATA_PATH, symbol)):
os.makedirs("{0}/{1}/".format(settings.EXTRACTED_DATA_PATH, symbol))
if not os.path.exists("{0}/{1}/10-Q/".format(settings.EXTRACTED_DATA_PATH, symbol)):
os.makedirs("{0}/{1}/10-Q/".format(settings.EXTRACTED_DATA_PATH, symbol))
if not os.path.exists("{0}/{1}/10-Q/xml/".format(settings.EXTRACTED_DATA_PATH, symbol)):
os.makedirs("{0}/{1}/10-Q/xml/".format(settings.EXTRACTED_DATA_PATH, symbol))
if not os.path.exists("{0}/{1}/10-K/".format(settings.EXTRACTED_DATA_PATH, symbol)):
os.makedirs("{0}/{1}/10-K/".format(settings.EXTRACTED_DATA_PATH, symbol))
if not os.path.exists("{0}/{1}/10-K/".format(settings.EXTRACTED_DATA_PATH, symbol)):
os.makedirs("{0}/{1}/10-K/xml/".format(settings.EXTRACTED_DATA_PATH, symbol))
xml_10q_path = "{0}/{1}/10-Q/xml/".format(settings.EXTRACTED_DATA_PATH, symbol)
xml_10k_path = "{0}/{1}/10-K/xml/".format(settings.EXTRACTED_DATA_PATH, symbol)
#10-Q Extract
for ql in q_list:
if logs.check_if_extracted(symbol, ql):
continue
if not os.path.exists("{0}/{1}".format(xml_10q_path, ql)):
os.makedirs("{0}/{1}".format(xml_10q_path, ql))
ql_path = "{0}/{1}".format(xml_10q_path, ql)
try:
tmp_xe = XMLExtract.ExtractFilingData(symbol, ql, '10-Q')
except:
logs.add_extract_data(symbol, ql, False)
continue
if settings.OUTPUT_PICKLE:
if tmp_xe.data['error'] == False:
print('about to dump')
pickle.dump(tmp_xe.data, open("{0}/{1}.p".format(ql_path, tmp_xe.format_str), "wb"))
logs.add_extract_data(symbol, ql, True)
pass
elif tmp_xe.data['error'] == True:
print('Error Extracting: {0}|{1}|{2}'.format(symbol, ql, '10-K'))
logs.add_extract_data(symbol, ql, False)
pass
if settings.OUTPUT_JSON:
pass
for kl in k_list:
if logs.check_if_extracted(symbol, kl):
continue
if not os.path.exists("{0}/{1}".format(xml_10k_path, kl)):
os.makedirs("{0}/{1}".format(xml_10k_path, kl))
kl_path = "{0}/{1}".format(xml_10k_path, kl)
try:
tmp_xe = XMLExtract.ExtractFilingData(symbol, kl, '10-K')
except:
logs.add_extract_data(symbol, ql, False)
continue
if settings.OUTPUT_PICKLE:
if tmp_xe.data['error'] == False:
pickle.dump(tmp_xe.data, open("{0}/{1}.p".format(kl_path, tmp_xe.format_str), "wb"))
logs.add_extract_data(symbol, kl, True)
pass
elif tmp_xe.data['error'] == True:
print('Error Extracting: {0}|{1}|{2}'.format(symbol, kl, '10-K'))
logs.add_extract_data(symbol, kl, False)
pass
if settings.OUTPUT_JSON:
pass
@staticmethod
def scrape_symbol(symbol):
sym_gf = EdgarScrape.GetFilings(symbol) #################################
if sym_gf.filings['errors']['count'] > 0:
soe_error_data = sym_gf.filings['errors']
logs.add_scrape_data(symbol, soe_error_data, False)
if sym_gf.filings['success']['count'] > 0:
soe_success_data = sym_gf.filings['success']
logs.add_scrape_data(symbol, soe_success_data, True)
else:
logs.add_scrape_data(symbol, None, True)
def scrape_list(self):
"""Scrape all symbols in list."""
for symbol in self.symbol_keys:
if symbol in self.scraped_keys:
continue
self.scrape_symbol(symbol)
self.scraped_keys.append(symbol)
self.to_extract.put(symbol)
self.finished = True
def extract_all(self):
while not self.finished:
if self.to_extract.qsize() > 0:
sym = self.to_extract.get()
try:
self.extract_xml(sym)
except OSError:
pass
scrape_and_extract = ScrapeAndExtract()
class ScrapeThread(threading.Thread):
def __init__(self, name):
threading.Thread.__init__(self)
self.name = name
def run(self):
try:
scrape_and_extract.scrape_list()
except (requests.exceptions.ConnectionError, OSError, IOError):
os.execv(sys.executable, [sys.executable] + [os.path.abspath(__file__)])
class ExtractThread(threading.Thread):
def __init__(self, name):
threading.Thread.__init__(self)
self.name = name
def run(self):
scrape_and_extract.extract_all()
def run_main():
scrape_thread = ScrapeThread(name='Scrape Thread')
scrape_thread.daemon = True
extract_thread = ExtractThread(name='Extract Thread')
extract_thread.daemon = True
scrape_thread.start()
extract_thread.start()
scrape_thread.join()
extract_thread.join()
def run_main_threaded():
'''Runs the threaded downloader'''
sc = ScrapeAndExtract()
symbolqueue = Queue.Queue()
downloadqueue = Queue.Queue()
class FilingsThread(threading.Thread):
'''Threads the accumulation of filing urls'''
def __init__(self, symbol_queue, download_queue):
threading.Thread.__init__(self)
self.symbol_queue = symbol_queue
self.download_queue = download_queue
def run(self):
while True:
# Grabs symbol from queue
symbol = self.symbol_queue.get()
# Runs the symbol scraper to generate download urls and filepath
sc.scrape_symbol(symbol)
if __name__ == '__main__':
run_main()