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Diffstat (limited to 'screener.js')
| -rw-r--r-- | screener.js | 320 |
1 files changed, 320 insertions, 0 deletions
diff --git a/screener.js b/screener.js new file mode 100644 index 0000000..12567c2 --- /dev/null +++ b/screener.js @@ -0,0 +1,320 @@ +const { parse } = require('node:path'); + +fs = require('node:fs'); + +// this gets the HTML page of the SP500 list from slickcharts.com +const getSPHTML = async () => { + + const response = await fetch('https://www.slickcharts.com/sp500'); + if (!response.ok) { + throw new Error('Network response was not ok'); + } + const text = await response.text(); + return text; +} + +// this parses the HTML of the SP500 list to tickers +const parseHTMLToTickers = (html) => { + // get the tickers by slicing on all `/symbol/` occurrences + // (with the special format before it to only get one occurance) + const tickers = []; + html.split('nowrap;"><a href="/symbol/').slice(1).forEach(item => { + // get the ticker from the item (before the next ")" + const ticker = item.split('"')[0]; + const name = item.split('">')[1].split('</a>')[0]; + + // get weight of item using the % + let weight = item.search(/<td>([\d.]+)%<\/td>/); + if (weight === -1) { + console.warn(`Ticker ${ticker} does not have a valid weight, skipping.`); + return; + } + weight = parseFloat(item.slice(weight + 4, item.indexOf('</td>', weight))); + + if (ticker && name && weight) { + tickers.push({ name, symbol: ticker, weight }); + } + }); + + // update the tickers file with the new tickers + if (fs.existsSync('sp500_tickers.json')) { + fs.unlinkSync('sp500_tickers.json'); + } + fs.writeFileSync('sp500_tickers.json', JSON.stringify(tickers, null, 2)); + console.log(`Saved ${tickers.length} tickers to sp500_tickers.json`); + return tickers; +} + +const getTickersFromFile = () => { + if (!fs.existsSync('sp500_tickers.json')) { + console.error('sp500_tickers.json file does not exist. Please run the script to fetch tickers first.'); + return []; + } + const data = fs.readFileSync('sp500_tickers.json', 'utf8'); + return JSON.parse(data); +} + +// get the JSON history data from the symbol +const getSymbolHistory = async (symbol) => { + // clean the symbol (reaplce . with dash) + symbol = symbol.replace(/\./g, '-'); + const parameters = 'interval=1d&includePrePost=true&events=div%7Csplit%7Cearn&lang=en-US®ion=US&range=6mo'; + const response = await fetch(`https://query1.finance.yahoo.com/v8/finance/chart/${symbol}?${parameters}`); + if (!response.ok) { + console.error(`Network response was not ok for symbol: ${symbol}. Status: ${response.status}`); + return {}; + } + const data = await response.json(); + + return data; +} + +const getHistoriesForEachTicker = async (tickers) => { + // use Promise.all to fetch all histories concurrently + const histories = await Promise.all(tickers.map(ticker => getSymbolHistory(ticker.symbol))); + + // zip the histories with the tickers + const zippedHistories = histories.map((history, index) => ({ + ...tickers[index], + history + })); + return zippedHistories; +} + +// test getting the histories for all the symbols +const testGetHistories = async () => { + try { + // const html = await getSPHTML(); + // const tickers = parseHTMLToTickers(html); + // console.log('SP500 Tickers:', tickers); + + // get tickers from file + const tickers = getTickersFromFile(); + if (tickers.length === 0) { + console.error('No tickers found. Please ensure sp500_tickers.json exists and is populated.'); + return; + } + console.log(`Found ${tickers.length} tickers in sp500_tickers.json`); + + // get histories for each symbol + const histories = await getHistoriesForEachTicker(tickers); + console.log('Histories fetched for all symbols:', histories.length); + + // save histories to a file + if (fs.existsSync('sp500_histories.json')) { + fs.unlinkSync('sp500_histories.json'); + } + fs.writeFileSync('sp500_histories.json', JSON.stringify(histories, null, 2)); + console.log(`Saved ${histories.length} histories to sp500_histories.json`); + + // print first 5 and last 5 histories + console.log('First 5 histories:'); + histories.slice(0, 5).forEach(h => console.log(h.symbol, h.history)); + // console.log('Last 5 histories:', histories.slice(-5)); + } catch (error) { + console.error('Error fetching SP500 histories:', error); + } +}; + +const formatDataFromHistories = (histories) => { + // format the data from the histories to a more readable format + const csv_headers = ['Ticker', 'Name', '% Weight', 'Sector', 'RSI (14)', 'MACD (Histogram Value)', '1W', '1M', '3M', '6M']; + + const csv_final = [csv_headers]; + const formattedData = histories.forEach(history => { + + // Tickern, name weight, sector from html pull + const { symbol, name, weight } = history; + const sector = 'TODO'; + + // Get RSI, MACD from helper + const timestamps = history.history.chart.result[0].timestamp; + const prices = history.history.chart.result[0].indicators.quote[0].close; + const rsi = calculateRSI(prices); + const macd = calculateMACD(prices); + + // print first 5 timestamps and prices for debugging + console.log('First 5 timestamps:', timestamps.slice(0, 5).map(ts => new Date(ts * 1000).toLocaleDateString())); + console.log('First 5 prices:', prices.slice(0, 5)); + + const currentPrice = prices[prices.length - 1]; + // Directly calculate the percentage changes for 1W, 1M, 3M, and 6M\ + const oneWeekAgoPrice = prices[prices.length - 6]; // 7 days ago + const oneWeekChange = ((currentPrice - oneWeekAgoPrice) / oneWeekAgoPrice) * 100; + + const oneMonthAgoPrice = prices[prices.length - 21]; // 21 days ago (trading days in a month) + const oneMonthChange = ((currentPrice - oneMonthAgoPrice) / oneMonthAgoPrice) * 100; + + const threeMonthsAgoPrice = prices[prices.length - 63]; // 63 days ago (trading days in 3 months) + const threeMonthChange = ((currentPrice - threeMonthsAgoPrice) / threeMonthsAgoPrice) * 100; + + const sixMonthsAgoPrice = prices[0]; // last 6 months is the first price in the array + const sixMonthChange = ((currentPrice - sixMonthsAgoPrice) / sixMonthsAgoPrice) * 100; + + const mappedValues = { + Ticker: symbol, + Name: name, + '% Weight': weight, + 'Sector': sector, + 'RSI (14)': rsi, + 'MACD (Histogram Value)': macd, + '1W': oneWeekChange.toFixed(3) + '%', + '1M': oneMonthChange.toFixed(3) + '%', + '3M': threeMonthChange.toFixed(3) + '%', + '6M': sixMonthChange.toFixed(3) + '%' + }; + + // pushed the mapped values to the formatted data + csv_final.push(Object.values(mappedValues)); + }); + + // write the formatted data to a CSV file + const csvContent = csv_final.map(e => e.join(',')).join('\n'); + if (fs.existsSync('sp500_formatted_data.csv')) { + fs.unlinkSync('sp500_formatted_data.csv'); + } + fs.writeFileSync('sp500_formatted_data.csv', csvContent); + console.log('Formatted data saved to sp500_formatted_data.csv'); + return csv_final; +}; +// testGetHistories(); + +const main = async () => { + try { + // gt the test histories from the file + // const histories = fs.readFileSync('sp500_histories.json', 'utf8'); + // const parsedHistories = JSON.parse(histories); + // console.log(`Loaded ${parsedHistories.length} histories from sp500_histories.json`); + + // get tickers from file + const tickers = getTickersFromFile(); + if (tickers.length === 0) { + console.error('No tickers found. Please ensure sp500_tickers.json exists and is populated.'); + return; + } + console.log(`Found ${tickers.length} tickers in sp500_tickers.json`); + // get histories for each symbol + const parsedHistories = await getHistoriesForEachTicker(tickers); + console.log(`Fetched histories for ${parsedHistories.length} symbols.`); + + + // format the data from the histories + const formattedData = formatDataFromHistories(parsedHistories); + console.log('Formatted data:', formattedData.slice(0, 5)); // Print first 5 entries for brevity + + } catch (error) { + console.error('Error in main function:', error); + } +} + +const calculateMACD = (prices, shortPeriod = 12, longPeriod = 26, signalPeriod = 9) => { + // Helper function to calculate the Exponential Moving Average (EMA) + const exponentialMovingAverage = (data, period) => { + const k = 2 / (period + 1); + let ema = [data[0]]; // Start with the first price as the initial EMA + + for (let i = 1; i < data.length; i++) { + const currentEma = (data[i] * k) + (ema[i - 1] * (1 - k)); + ema.push(currentEma); + } + return ema; + } + + // Calculate the short and long periods + const ema12 = exponentialMovingAverage(prices, shortPeriod); + const ema26 = exponentialMovingAverage(prices, longPeriod); + + // Calcualte the MACD line + const macdLine = ema12.map((value, index) => value - ema26[index]) + + // Calculate the signal line + const signalLine = exponentialMovingAverage(macdLine, signalPeriod); + + // Calculate the MACD histogram + const macdHistogram = macdLine.map((value, index) => value - signalLine[index]); + + // Return the last value of the MACD histogram + return macdHistogram[macdHistogram.length - 1]; +} + + +const calculateRSI = (prices, period = 14) => { + // calculate the first RSI within our period + let gains = []; + let losses = []; + + for (let i = 0; i < period; i++) { + const change = prices[i + 1] - prices[i]; + if (change > 0) { + gains.push(change); + losses.push(0); + } else { + losses.push(Math.abs(change)); + gains.push(0); + } + } + + const averageGain = gains.reduce((a, b) => a + b, 0) / period; + const averageLoss = losses.reduce((a, b) => a + b, 0) / period; + if (averageLoss === 0) { + console.log('No losses in the period, RSI is 100'); + return 100; // RSI is 100 if there are no losses + } + const firstRSI = 100 - (100 / (1 + (averageGain / averageLoss))); + if (isNaN(firstRSI)) { + console.error('Calculated RSI is NaN, returning 0'); + return 0; // Return 0 if RSI calculation fails + } + + const RSIs = [firstRSI]; + console.log(`Initial RSI for the first ${period} data points: ${firstRSI}`); + + // Calculate the RSI for the rest of the data points + let previousAverageGain = averageGain; + let previousAverageLoss = averageLoss; + + for (let i = period; i < prices.length - 1; i++) { + const change = prices[i + 1] - prices[i]; + let gain = 0; + let loss = 0; + + if (change > 0) { + gain = change; + } else { + loss = Math.abs(change); + } + + // Calculate the new average gain and loss + previousAverageGain = (previousAverageGain * (period - 1) + gain) / period; + previousAverageLoss = (previousAverageLoss * (period - 1) + loss) / period; + if (previousAverageLoss === 0) { + console.log('No losses in the period, RSI is 100'); + return 100; // RSI is 100 if there are no losses + } + + // add this RSI to the list + const rsi = 100 - (100 / (1 + (previousAverageGain / previousAverageLoss))); + RSIs.push(rsi); + } + + // Return the last calculated RSI + return RSIs[RSIs.length - 1]; +} + +// test rsi calculation on one stock +const testRSI = async () => { + const symbol = 'NVDA'; + const history = await getSymbolHistory(symbol); + if (!history.chart || !history.chart.result || history.chart.result.length === 0) { + console.error(`No data found for symbol: ${symbol}`); + return; + } + const prices = history.chart.result[0].indicators.quote[0].close; + const timestamps = history.chart.result[0].timestamp; + // print the last 10 prices and dates + const rsi = calculateRSI(prices); + console.log(`RSI for ${symbol}:`, rsi); +} + +main(); + |