stock-oracle/tests/test_5year_comparison.py

"""
5-Year Quarter-by-Quarter Comparison: Stock Oracle vs YFinance_plus
"""

import requests
import yfinance_plus as yf
from datetime import datetime, timezone
import pandas as pd
import json
from typing import Dict, Any, List

# API configuration
API_URL = "http://localhost:18001/api/v1"

def get_yfinance_plus_5year_data(ticker: str) -> Dict[str, Any]:
    """Get 5 years of quarterly financial data from yfinance_plus"""
    print(f"\n=== Getting 5-year yfinance_plus data for {ticker} ===")
    
    stock = yf.Ticker(ticker)
    
    # Get quarterly financial statements
    quarterly_income = stock.quarterly_income_stmt
    quarterly_balance = stock.quarterly_balance_sheet
    quarterly_cashflow = stock.quarterly_cashflow
    
    # Get company info
    info = stock.info
    print(f"Company: {info.get('longName', 'N/A')}")
    print(f"Shares Outstanding: {info.get('sharesOutstanding', 0):,.0f}")
    
    print(f"Available quarters in income statement: {len(quarterly_income.columns)}")
    print(f"Date range: {quarterly_income.columns[-1]} to {quarterly_income.columns[0]}")
    
    # Process quarterly data
    quarterly_data = []
    for quarter_date in quarterly_income.columns:
        try:
            # Income statement
            revenue = quarterly_income.loc['Total Revenue', quarter_date] if 'Total Revenue' in quarterly_income.index else None
            net_income = quarterly_income.loc['Net Income', quarter_date] if 'Net Income' in quarterly_income.index else None
            gross_profit = quarterly_income.loc['Gross Profit', quarter_date] if 'Gross Profit' in quarterly_income.index else None
            operating_income = quarterly_income.loc['Operating Income', quarter_date] if 'Operating Income' in quarterly_income.index else None
            
            # Balance sheet (if available for this quarter)
            total_assets = None
            total_equity = None
            total_debt = None
            cash = None
            
            if not quarterly_balance.empty and quarter_date in quarterly_balance.columns:
                total_assets = quarterly_balance.loc['Total Assets', quarter_date] if 'Total Assets' in quarterly_balance.index else None
                total_equity = quarterly_balance.loc['Total Equity Gross Minority Interest', quarter_date] if 'Total Equity Gross Minority Interest' in quarterly_balance.index else None
                total_debt = quarterly_balance.loc['Total Debt', quarter_date] if 'Total Debt' in quarterly_balance.index else None
                cash = quarterly_balance.loc['Cash And Cash Equivalents', quarter_date] if 'Cash And Cash Equivalents' in quarterly_balance.index else None
            
            # Cash flow (if available for this quarter)
            operating_cash_flow = None
            capex = None
            
            if not quarterly_cashflow.empty and quarter_date in quarterly_cashflow.columns:
                operating_cash_flow = quarterly_cashflow.loc['Operating Cash Flow', quarter_date] if 'Operating Cash Flow' in quarterly_cashflow.index else None
                capex = quarterly_cashflow.loc['Capital Expenditure', quarter_date] if 'Capital Expenditure' in quarterly_cashflow.index else None
            
            # Calculate EPS
            shares_outstanding = info.get('sharesOutstanding', info.get('impliedSharesOutstanding', 0))
            eps = net_income / shares_outstanding if net_income and shares_outstanding > 0 else None
            
            quarterly_data.append({
                'quarter_date': quarter_date,
                'revenue': revenue,
                'gross_profit': gross_profit,
                'operating_income': operating_income,
                'net_income': net_income,
                'eps': eps,
                'total_assets': total_assets,
                'total_equity': total_equity,
                'total_debt': total_debt,
                'cash': cash,
                'operating_cash_flow': operating_cash_flow,
                'capex': capex,
                'shares_outstanding': shares_outstanding
            })
            
        except Exception as e:
            print(f"Error processing quarter {quarter_date}: {e}")
            continue
    
    return {
        'info': info,
        'quarterly_data': quarterly_data
    }

def get_stock_oracle_5year_data(ticker: str) -> Dict[str, Any]:
    """Get 5 years of quarterly financial data from Stock Oracle"""
    print(f"\n=== Getting 5-year Stock Oracle data for {ticker} ===")
    
    # Request 5 years of data
    start_date = "2019-01-01"
    end_date = "2024-12-31"
    
    response = requests.post(
        f"{API_URL}/financial/data",
        json={
            "ticker": ticker,
            "start_date": start_date,
            "end_date": end_date,
            "period_type": "all",
            "include_metrics": True,
            "force_refresh": True  # Force refresh to get latest data
        }
    )
    
    if response.status_code == 200:
        data = response.json()
        print(f"Company: {data['company']['name']}")
        print(f"Number of periods: {len(data['financial_data'])}")
        
        # Check real vs estimated data
        real_data_count = sum(1 for fd in data['financial_data'] if not fd.get('is_estimated', True))
        print(f"Real data periods: {real_data_count}")
        print(f"Estimated data periods: {len(data['financial_data']) - real_data_count}")
        
        return data
    else:
        print(f"Error: {response.status_code} - {response.text}")
        return None

def find_matching_quarters(yfinance_data: List[Dict], oracle_data: List[Dict]) -> List[tuple]:
    """Find quarters that exist in both datasets"""
    
    # Convert YFinance quarter dates to comparable format
    yf_quarters = set()
    for qd in yfinance_data:
        quarter_date = qd['quarter_date']
        if hasattr(quarter_date, 'strftime'):
            yf_quarters.add(quarter_date.strftime('%Y-%m-%d'))
        else:
            yf_quarters.add(str(quarter_date)[:10])
    
    # Convert Oracle quarter dates to comparable format
    oracle_quarters = set()
    for fd in oracle_data:
        period_date = fd['period_date']
        oracle_quarters.add(period_date[:10])  # Take YYYY-MM-DD part
    
    # Find intersection
    common_quarters = yf_quarters.intersection(oracle_quarters)
    print(f"\nCommon quarters found: {len(common_quarters)}")
    print(f"YFinance quarters: {len(yf_quarters)}")
    print(f"Oracle quarters: {len(oracle_quarters)}")
    
    return sorted(list(common_quarters))

def compare_quarter_by_quarter(yfinance_data: Dict, oracle_data: Dict, ticker: str):
    """Compare quarter by quarter for exact matches"""
    print(f"\n=== QUARTER-BY-QUARTER COMPARISON FOR {ticker} ===")
    
    if not oracle_data or 'financial_data' not in oracle_data:
        print("No Stock Oracle data to compare")
        return
    
    yf_quarterly = yfinance_data['quarterly_data']
    oracle_quarterly = oracle_data['financial_data']
    
    # Find matching quarters
    common_quarters = find_matching_quarters(yf_quarterly, oracle_quarterly)
    
    if not common_quarters:
        print("No matching quarters found between datasets")
        return
    
    print(f"\nComparing {len(common_quarters)} matching quarters:")
    print("=" * 100)
    
    total_revenue_diff = 0
    total_net_income_diff = 0
    total_eps_diff = 0
    compared_quarters = 0
    
    for quarter_str in common_quarters[:20]:  # Limit to 20 quarters for readability
        # Find YFinance data for this quarter
        yf_quarter = None
        for qd in yf_quarterly:
            quarter_date = qd['quarter_date']
            if hasattr(quarter_date, 'strftime'):
                qd_str = quarter_date.strftime('%Y-%m-%d')
            else:
                qd_str = str(quarter_date)[:10]
            
            if qd_str == quarter_str:
                yf_quarter = qd
                break
        
        # Find Oracle data for this quarter
        oracle_quarter = None
        for fd in oracle_quarterly:
            if fd['period_date'][:10] == quarter_str:
                oracle_quarter = fd
                break
        
        if not yf_quarter or not oracle_quarter:
            continue
        
        print(f"\n📅 Quarter: {quarter_str}")
        print(f"Oracle Data Source: {oracle_quarter.get('data_source', 'Unknown')}")
        print(f"Oracle Is Estimated: {oracle_quarter.get('is_estimated', 'Unknown')}")
        
        # Compare Revenue
        oracle_revenue = oracle_quarter.get('revenue', 0) or 0
        yf_revenue = yf_quarter.get('revenue', 0) or 0
        
        if oracle_revenue > 0 and yf_revenue > 0:
            revenue_diff = ((oracle_revenue - yf_revenue) / yf_revenue) * 100
            total_revenue_diff += abs(revenue_diff)
            print(f"💰 Revenue:")
            print(f"  Oracle: ${oracle_revenue:,.0f}")
            print(f"  YFinance: ${yf_revenue:,.0f}")
            print(f"  Difference: {revenue_diff:+.2f}%")
        
        # Compare Net Income
        oracle_net = oracle_quarter.get('net_income', 0) or 0
        yf_net = yf_quarter.get('net_income', 0) or 0
        
        if oracle_net != 0 and yf_net != 0:
            net_diff = ((oracle_net - yf_net) / yf_net) * 100
            total_net_income_diff += abs(net_diff)
            print(f"📈 Net Income:")
            print(f"  Oracle: ${oracle_net:,.0f}")
            print(f"  YFinance: ${yf_net:,.0f}")
            print(f"  Difference: {net_diff:+.2f}%")
        
        # Compare EPS
        oracle_eps = oracle_quarter.get('eps', 0) or 0
        yf_eps = yf_quarter.get('eps', 0) or 0
        
        if oracle_eps > 0 and yf_eps > 0:
            eps_diff = ((oracle_eps - yf_eps) / yf_eps) * 100
            total_eps_diff += abs(eps_diff)
            print(f"📊 EPS:")
            print(f"  Oracle: ${oracle_eps:.2f}")
            print(f"  YFinance: ${yf_eps:.2f}")
            print(f"  Difference: {eps_diff:+.2f}%")
        
        # Compare Shares Outstanding
        oracle_shares = oracle_quarter.get('shares_outstanding', 0) or 0
        yf_shares = yf_quarter.get('shares_outstanding', 0) or 0
        
        if oracle_shares > 0 and yf_shares > 0:
            shares_diff = ((oracle_shares - yf_shares) / yf_shares) * 100
            print(f"🏢 Shares Outstanding:")
            print(f"  Oracle: {oracle_shares:,.0f}")
            print(f"  YFinance: {yf_shares:,.0f}")
            print(f"  Difference: {shares_diff:+.2f}%")
        
        compared_quarters += 1
        
        print("-" * 80)
    
    # Summary statistics
    if compared_quarters > 0:
        print(f"\n📊 SUMMARY STATISTICS ({compared_quarters} quarters)")
        print("=" * 50)
        print(f"Average Revenue Difference: {total_revenue_diff/compared_quarters:.2f}%")
        print(f"Average Net Income Difference: {total_net_income_diff/compared_quarters:.2f}%")
        print(f"Average EPS Difference: {total_eps_diff/compared_quarters:.2f}%")

def main():
    """Main comparison function"""
    tickers = ["AAPL", "MSFT"]
    
    for ticker in tickers:
        print(f"\n{'='*100}")
        print(f"5-YEAR QUARTER-BY-QUARTER COMPARISON: {ticker}")
        print(f"{'='*100}")
        
        # Get data from both sources
        yfinance_data = get_yfinance_plus_5year_data(ticker)
        oracle_data = get_stock_oracle_5year_data(ticker)
        
        # Compare quarter by quarter
        compare_quarter_by_quarter(yfinance_data, oracle_data, ticker)
        
        print(f"\n{'='*100}")

if __name__ == "__main__":
    main()