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268 lines
10 KiB
Python
268 lines
10 KiB
Python
"""
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Stock Screener Service
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Uses yfinance EquityQuery + screen() for real-time stock filtering.
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Results are passed through directly (no DB storage) with Redis caching at the API layer.
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"""
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import time
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import asyncio
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import logging
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from typing import Optional
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logger = logging.getLogger(__name__)
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class ScreenerService:
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# Maps user-facing exchange names to yfinance exchange codes
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EXCHANGE_MAP = {
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"NYSE": ["NYQ"],
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"NASDAQ": ["NMS", "NGM", "NCM"],
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"AMEX": ["ASE"],
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"NYSE_ARCA": ["PCX"],
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}
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# Maps raw yfinance exchange codes back to friendly names
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REVERSE_EXCHANGE_MAP = {
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"NYQ": "NYSE",
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"NMS": "NASDAQ",
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"NGM": "NASDAQ",
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"NCM": "NASDAQ",
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"ASE": "AMEX",
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"PCX": "NYSE_ARCA",
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}
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# Maps API sort_by parameter names to yfinance sort field names
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SORT_FIELD_MAP = {
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"market_cap": "intradaymarketcap",
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"volume": "dayvolume",
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"avg_volume": "avgdailyvol3m",
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"price": "intradayprice",
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"pe_ratio": "peratio.lasttwelvemonths",
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"change_percent": "percentchange",
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"name": "companyshortname",
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"eps": "epstrailingtwelvemonths",
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"dividend_yield": "trailingannualdividendyield",
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"forward_pe": "forwardpricetoearnings",
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"price_to_book": "pricebook",
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}
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def _build_query(
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self,
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market_cap_min: Optional[float],
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market_cap_max: Optional[float],
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exchange: Optional[str],
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min_avg_volume: Optional[int],
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sector: Optional[str],
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pe_min: Optional[float],
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pe_max: Optional[float],
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price_min: Optional[float],
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price_max: Optional[float],
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):
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"""Build EquityQuery from filter parameters."""
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try:
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from yfinance import EquityQuery
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except ImportError:
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raise RuntimeError("yfinance is not installed")
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conditions = []
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# Market cap filter
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if market_cap_min is not None and market_cap_max is not None:
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conditions.append(EquityQuery('btwn', ['intradaymarketcap', market_cap_min, market_cap_max]))
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elif market_cap_min is not None:
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conditions.append(EquityQuery('gt', ['intradaymarketcap', market_cap_min]))
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elif market_cap_max is not None:
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conditions.append(EquityQuery('lt', ['intradaymarketcap', market_cap_max]))
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# Exchange filter
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if exchange:
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exchange_codes = []
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for ex in exchange.split(','):
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ex = ex.strip().upper()
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codes = self.EXCHANGE_MAP.get(ex, [ex])
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exchange_codes.extend(codes)
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if exchange_codes:
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# is-in syntax: field name + values all in one list (not nested)
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conditions.append(EquityQuery('is-in', ['exchange', *exchange_codes]))
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else:
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# Default to US market when no exchange specified
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conditions.append(EquityQuery('eq', ['region', 'us']))
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# Average volume filter
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if min_avg_volume is not None:
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conditions.append(EquityQuery('gt', ['avgdailyvol3m', min_avg_volume]))
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# Sector filter (filtering works, but sector won't appear in response per Yahoo API limits)
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if sector:
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conditions.append(EquityQuery('eq', ['sector', sector]))
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# PE ratio filter
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if pe_min is not None and pe_max is not None:
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conditions.append(EquityQuery('btwn', ['peratio.lasttwelvemonths', pe_min, pe_max]))
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elif pe_min is not None:
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conditions.append(EquityQuery('gt', ['peratio.lasttwelvemonths', pe_min]))
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elif pe_max is not None:
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conditions.append(EquityQuery('lt', ['peratio.lasttwelvemonths', pe_max]))
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# Price filter
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if price_min is not None and price_max is not None:
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conditions.append(EquityQuery('btwn', ['intradayprice', price_min, price_max]))
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elif price_min is not None:
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conditions.append(EquityQuery('gt', ['intradayprice', price_min]))
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elif price_max is not None:
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conditions.append(EquityQuery('lt', ['intradayprice', price_max]))
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if not conditions:
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return EquityQuery('eq', ['region', 'us'])
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if len(conditions) == 1:
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return conditions[0]
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return EquityQuery('and', conditions)
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def _parse_quote(self, quote: dict) -> dict:
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"""Parse a raw yfinance quote dict into our response format."""
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exchange_code = quote.get('exchange', '')
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exchange_friendly = self.REVERSE_EXCHANGE_MAP.get(exchange_code, exchange_code)
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# Volume fields may be float from yfinance; cast to int if present
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volume = quote.get('regularMarketVolume')
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avg_volume_3m = quote.get('averageDailyVolume3Month')
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return {
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'symbol': quote.get('symbol', ''),
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'name': quote.get('shortName') or quote.get('longName'),
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'exchange': exchange_friendly,
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'exchange_code': exchange_code,
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'quote_type': quote.get('quoteType'),
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'market_cap': quote.get('marketCap'),
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'price': quote.get('regularMarketPrice'),
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'change_percent': quote.get('regularMarketChangePercent'),
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'volume': int(volume) if volume is not None else None,
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'avg_volume_3m': int(avg_volume_3m) if avg_volume_3m is not None else None,
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'shares_outstanding': quote.get('sharesOutstanding'),
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'pe_ratio': quote.get('trailingPE'),
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'forward_pe': quote.get('forwardPE'),
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'eps_ttm': quote.get('epsTrailingTwelveMonths'),
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'dividend_yield': quote.get('trailingAnnualDividendYield'),
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'fifty_two_week_high': quote.get('fiftyTwoWeekHigh'),
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'fifty_two_week_low': quote.get('fiftyTwoWeekLow'),
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'analyst_rating': quote.get('averageAnalystRating'),
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'book_value': quote.get('bookValue'),
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'price_to_book': quote.get('priceToBook'),
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}
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def _screen_sync(self, query, offset: int, size: int, sort_field: str, sort_asc: bool) -> dict:
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"""Synchronous yfinance screen() call — must run in executor."""
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import yfinance as yf
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return yf.screen(query, offset=offset, size=size, sortField=sort_field, sortAsc=sort_asc)
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async def screen_stocks(
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self,
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market_cap_min: Optional[float] = None,
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market_cap_max: Optional[float] = None,
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exchange: Optional[str] = None,
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min_avg_volume: Optional[int] = None,
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exclude_types: Optional[str] = None,
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sector: Optional[str] = None,
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pe_min: Optional[float] = None,
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pe_max: Optional[float] = None,
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price_min: Optional[float] = None,
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price_max: Optional[float] = None,
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page: int = 1,
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page_size: int = 100,
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sort_by: str = "market_cap",
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sort_ascending: bool = False,
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) -> dict:
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"""Screen stocks with the given filters and return paginated results."""
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start_time = time.time()
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page_size = max(1, min(page_size, 250))
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page = max(1, page)
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query = self._build_query(
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market_cap_min=market_cap_min,
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market_cap_max=market_cap_max,
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exchange=exchange,
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min_avg_volume=min_avg_volume,
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sector=sector,
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pe_min=pe_min,
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pe_max=pe_max,
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price_min=price_min,
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price_max=price_max,
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)
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sort_field = self.SORT_FIELD_MAP.get(sort_by, "intradaymarketcap")
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offset = (page - 1) * page_size
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loop = asyncio.get_event_loop()
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raw = await loop.run_in_executor(
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None,
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self._screen_sync,
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query,
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offset,
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page_size,
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sort_field,
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sort_ascending,
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)
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quotes = raw.get('quotes', [])
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# yfinance may return total count under 'count' or 'total'
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total_available = raw.get('count') or raw.get('total') or len(quotes)
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# Post-filter: remove non-equity types if requested
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exclude_type_set = set()
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if exclude_types:
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exclude_type_set = {t.strip().upper() for t in exclude_types.split(',')}
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stocks = []
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for quote in quotes:
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if exclude_type_set:
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qt = (quote.get('quoteType') or '').upper()
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if qt in exclude_type_set:
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continue
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stocks.append(self._parse_quote(quote))
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query_time = time.time() - start_time
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total_pages = max(1, (total_available + page_size - 1) // page_size)
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filters_applied = {}
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if market_cap_min is not None:
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filters_applied['market_cap_min'] = market_cap_min
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if market_cap_max is not None:
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filters_applied['market_cap_max'] = market_cap_max
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if exchange:
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filters_applied['exchange'] = exchange
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if min_avg_volume is not None:
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filters_applied['min_avg_volume'] = min_avg_volume
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if exclude_types:
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filters_applied['exclude_types'] = exclude_types
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if sector:
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filters_applied['sector'] = sector
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if pe_min is not None:
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filters_applied['pe_min'] = pe_min
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if pe_max is not None:
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filters_applied['pe_max'] = pe_max
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if price_min is not None:
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filters_applied['price_min'] = price_min
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if price_max is not None:
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filters_applied['price_max'] = price_max
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return {
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'stocks': stocks,
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'total_available': total_available,
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'returned_count': len(stocks),
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'page': page,
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'page_size': page_size,
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'total_pages': total_pages,
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'query_time_seconds': round(query_time, 3),
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'metadata': {
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'filters_applied': filters_applied,
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'sort_by': sort_by,
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'sort_ascending': sort_ascending,
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'source': 'yfinance_screen',
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'note': 'sector/industry not included in per-stock response (Yahoo API limitation)',
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},
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}
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screener_service = ScreenerService()
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