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community: Add PolygonAggregates tool (#18882)

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**Description:**
In this PR, I am adding a `PolygonAggregates` tool, which can be used to
get historical stock price data (called aggregates by Polygon) for a
given ticker.

Polygon
[docs](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to)
for this endpoint.

**Twitter**: 
[@virattt](https://twitter.com/virattt)
This commit is contained in:
Virat Singh 2024-03-11 14:58:10 -04:00 committed by GitHub
parent 2d172181e0
commit cafffe8a21
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8 changed files with 197 additions and 7 deletions
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60
docs/docs/integrations/tools/polygon.ipynb
View File

@ -41,7 +41,7 @@
},
{
"cell_type": "code",
"execution_count": 11,
"execution_count": 2,
"id": "ac4910f8",
"metadata": {
"id": "ac4910f8",
@ -49,6 +49,7 @@
},
"outputs": [],
"source": [
"from langchain_community.tools.polygon.aggregates import PolygonAggregates\n",
"from langchain_community.tools.polygon.financials import PolygonFinancials\n",
"from langchain_community.tools.polygon.last_quote import PolygonLastQuote\n",
"from langchain_community.tools.polygon.ticker_news import PolygonTickerNews\n",
@ -86,7 +87,7 @@
"name": "stdout",
"output_type": "stream",
"text": [
"Tool output: {\"P\": 181.18, \"S\": 7, \"T\": \"AAPL\", \"X\": 11, \"i\": [604], \"p\": 181.13, \"q\": 704855, \"s\": 3, \"t\": 1709213573791533513, \"x\": 8, \"y\": 1709213573791191178, \"z\": 3}\n"
"Tool output: {\"P\": 170.5, \"S\": 2, \"T\": \"AAPL\", \"X\": 11, \"i\": [604], \"p\": 170.48, \"q\": 106666224, \"s\": 1, \"t\": 1709945992614283138, \"x\": 12, \"y\": 1709945992614268948, \"z\": 3}\n"
]
}
],
@ -116,7 +117,7 @@
},
{
"cell_type": "code",
"execution_count": 7,
"execution_count": 6,
"id": "174e2556-eb3e-48a4-bde6-9a3309fae9c9",
"metadata": {},
"outputs": [
@ -124,7 +125,7 @@
"name": "stdout",
"output_type": "stream",
"text": [
"Latest price for AAPL is $181.13\n"
"Latest price for AAPL is $170.48\n"
]
}
],
@ -134,6 +135,57 @@
"print(f\"Latest price for {ticker} is ${latest_price}\")"
]
},
{
"cell_type": "markdown",
"id": "1f478364-f41b-47f2-ac4b-d3154f1c7faa",
"metadata": {},
"source": [
"### Get aggregates (historical prices) for ticker"
]
},
{
"cell_type": "code",
"execution_count": 20,
"id": "5e14e091-3150-4bd5-bfd3-de17caa75ee1",
"metadata": {},
"outputs": [],
"source": [
"from langchain_community.tools.polygon.aggregates import PolygonAggregatesSchema\n",
"\n",
"# Define param\n",
"params = PolygonAggregatesSchema(\n",
" ticker=ticker,\n",
" timespan=\"day\",\n",
" timespan_multiplier=1,\n",
" from_date=\"2024-03-01\",\n",
" to_date=\"2024-03-08\",\n",
")\n",
"# Get aggregates for ticker\n",
"aggregates_tool = PolygonAggregates(api_wrapper=api_wrapper)\n",
"aggregates = aggregates_tool.run(tool_input=params.dict())\n",
"aggregates_json = json.loads(aggregates)"
]
},
{
"cell_type": "code",
"execution_count": 25,
"id": "a01f3888-d233-400d-b8c4-298d27c8f793",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Total aggregates: 6\n",
"Aggregates: [{'v': 73450582.0, 'vw': 179.0322, 'o': 179.55, 'c': 179.66, 'h': 180.53, 'l': 177.38, 't': 1709269200000, 'n': 911077}, {'v': 81505451.0, 'vw': 174.8938, 'o': 176.15, 'c': 175.1, 'h': 176.9, 'l': 173.79, 't': 1709528400000, 'n': 1167166}, {'v': 94702355.0, 'vw': 170.3234, 'o': 170.76, 'c': 170.12, 'h': 172.04, 'l': 169.62, 't': 1709614800000, 'n': 1108820}, {'v': 68568907.0, 'vw': 169.5506, 'o': 171.06, 'c': 169.12, 'h': 171.24, 'l': 168.68, 't': 1709701200000, 'n': 896297}, {'v': 71763761.0, 'vw': 169.3619, 'o': 169.15, 'c': 169, 'h': 170.73, 'l': 168.49, 't': 1709787600000, 'n': 825405}, {'v': 76267041.0, 'vw': 171.5322, 'o': 169, 'c': 170.73, 'h': 173.7, 'l': 168.94, 't': 1709874000000, 'n': 925213}]\n"
]
}
],
"source": [
"print(f\"Total aggregates: {len(aggregates_json)}\")\n",
"print(f\"Aggregates: {aggregates_json}\")"
]
},
{
"cell_type": "markdown",
"id": "04f1b612-f91f-471c-8264-9cc8c14bdaef",

4
libs/community/langchain_community/agent_toolkits/polygon/toolkit.py
View File

@ -3,6 +3,7 @@ from typing import List
from langchain_community.agent_toolkits.base import BaseToolkit
from langchain_community.tools import BaseTool
from langchain_community.tools.polygon import (
PolygonAggregates,
PolygonFinancials,
PolygonLastQuote,
PolygonTickerNews,
@ -20,6 +21,9 @@ class PolygonToolkit(BaseToolkit):
cls, polygon_api_wrapper: PolygonAPIWrapper
) -> "PolygonToolkit":
tools = [
PolygonAggregates(
api_wrapper=polygon_api_wrapper,
),
PolygonLastQuote(
api_wrapper=polygon_api_wrapper,
),

9
libs/community/langchain_community/tools/__init__.py
View File

@ -504,6 +504,12 @@ def _import_plugin() -> Any:
return AIPluginTool
def _import_polygon_tool_PolygonAggregates() -> Any:
from langchain_community.tools.polygon.aggregates import PolygonAggregates
return PolygonAggregates
def _import_polygon_tool_PolygonFinancials() -> Any:
from langchain_community.tools.polygon.financials import PolygonFinancials
@ -973,6 +979,8 @@ def __getattr__(name: str) -> Any:
return _import_playwright_NavigateTool()
elif name == "AIPluginTool":
return _import_plugin()
elif name == "PolygonAggregates":
return _import_polygon_tool_PolygonAggregates()
elif name == "PolygonFinancials":
return _import_polygon_tool_PolygonFinancials()
elif name == "PolygonLastQuote":
@ -1164,6 +1172,7 @@ __all__ = [
"OpenAPISpec",
"OpenWeatherMapQueryRun",
"PubmedQueryRun",
"PolygonAggregates",
"PolygonFinancials",
"PolygonLastQuote",
"PolygonTickerNews",

2
libs/community/langchain_community/tools/polygon/__init__.py
View File

@ -1,10 +1,12 @@
"""Polygon IO tools."""
from langchain_community.tools.polygon.aggregates import PolygonAggregates
from langchain_community.tools.polygon.financials import PolygonFinancials
from langchain_community.tools.polygon.last_quote import PolygonLastQuote
from langchain_community.tools.polygon.ticker_news import PolygonTickerNews
__all__ = [
"PolygonAggregates",
"PolygonFinancials",
"PolygonLastQuote",
"PolygonTickerNews",

77
libs/community/langchain_community/tools/polygon/aggregates.py Normal file
View File

@ -0,0 +1,77 @@
from typing import Optional, Type
from langchain_core.callbacks import CallbackManagerForToolRun
from langchain_core.pydantic_v1 import BaseModel, Field
from langchain_core.tools import BaseTool
from langchain_community.utilities.polygon import PolygonAPIWrapper
class PolygonAggregatesSchema(BaseModel):
"""Input for PolygonAggregates."""
ticker: str = Field(
description="The ticker symbol to fetch aggregates for.",
)
timespan: str = Field(
description="The size of the time window. "
"Possible values are: "
"second, minute, hour, day, week, month, quarter, year. "
"Default is 'day'",
)
timespan_multiplier: int = Field(
description="The number of timespans to aggregate. "
"For example, if timespan is 'day' and "
"timespan_multiplier is 1, the result will be daily bars. "
"If timespan is 'day' and timespan_multiplier is 5, "
"the result will be weekly bars. "
"Default is 1.",
)
from_date: str = Field(
description="The start of the aggregate time window. "
"Either a date with the format YYYY-MM-DD or "
"a millisecond timestamp.",
)
to_date: str = Field(
description="The end of the aggregate time window. "
"Either a date with the format YYYY-MM-DD or "
"a millisecond timestamp.",
)
class PolygonAggregates(BaseTool):
"""
Tool that gets aggregate bars (stock prices) over a
given date range for a given ticker from Polygon.
"""
mode: str = "get_aggregates"
name: str = "polygon_aggregates"
description: str = (
"A wrapper around Polygon's Aggregates API. "
"This tool is useful for fetching aggregate bars (stock prices) for a ticker. "
"Input should be the ticker, date range, timespan, and timespan multiplier"
" that you want to get the aggregate bars for."
)
args_schema: Type[PolygonAggregatesSchema] = PolygonAggregatesSchema
api_wrapper: PolygonAPIWrapper
def _run(
self,
ticker: str,
timespan: str,
timespan_multiplier: int,
from_date: str,
to_date: str,
run_manager: Optional[CallbackManagerForToolRun] = None,
) -> str:
"""Use the Polygon API tool."""
return self.api_wrapper.run(
mode=self.mode,
ticker=ticker,
timespan=timespan,
timespan_multiplier=timespan_multiplier,
from_date=from_date,
to_date=to_date,
)

50
libs/community/langchain_community/utilities/polygon.py
View File

@ -3,7 +3,7 @@ Util that calls several of Polygon's stock market REST APIs.
Docs: https://polygon.io/docs/stocks/getting-started
"""
import json
from typing import Dict, Optional
from typing import Any, Dict, Optional
import requests
from langchain_core.pydantic_v1 import BaseModel, root_validator
@ -31,6 +31,8 @@ class PolygonAPIWrapper(BaseModel):
"""
Get fundamental financial data, which is found in balance sheets,
income statements, and cash flow statements for a given ticker.
/vX/reference/financials
"""
url = (
f"{POLYGON_BASE_URL}vX/reference/financials?"
@ -47,7 +49,11 @@ class PolygonAPIWrapper(BaseModel):
return data.get("results", None)
def get_last_quote(self, ticker: str) -> Optional[dict]:
"""Get the most recent National Best Bid and Offer (Quote) for a ticker."""
"""
Get the most recent National Best Bid and Offer (Quote) for a ticker.
/v2/last/nbbo/{ticker}
"""
url = f"{POLYGON_BASE_URL}v2/last/nbbo/{ticker}?apiKey={self.polygon_api_key}"
response = requests.get(url)
data = response.json()
@ -62,6 +68,8 @@ class PolygonAPIWrapper(BaseModel):
"""
Get the most recent news articles relating to a stock ticker symbol,
including a summary of the article and a link to the original source.
/v2/reference/news
"""
url = (
f"{POLYGON_BASE_URL}v2/reference/news?"
@ -77,12 +85,48 @@ class PolygonAPIWrapper(BaseModel):
return data.get("results", None)
def run(self, mode: str, ticker: str) -> str:
def get_aggregates(self, ticker: str, **kwargs: Any) -> Optional[dict]:
"""
Get aggregate bars for a stock over a given date range
in custom time window sizes.
/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}
"""
timespan = kwargs.get("timespan", "day")
multiplier = kwargs.get("timespan_multiplier", 1)
from_date = kwargs.get("from_date", None)
to_date = kwargs.get("to_date", None)
adjusted = kwargs.get("adjusted", True)
sort = kwargs.get("sort", "asc")
url = (
f"{POLYGON_BASE_URL}v2/aggs"
f"/ticker/{ticker}"
f"/range/{multiplier}"
f"/{timespan}"
f"/{from_date}"
f"/{to_date}"
f"?apiKey={self.polygon_api_key}"
f"&adjusted={adjusted}"
f"&sort={sort}"
)
response = requests.get(url)
data = response.json()
status = data.get("status", None)
if status != "OK":
raise ValueError(f"API Error: {data}")
return data.get("results", None)
def run(self, mode: str, ticker: str, **kwargs: Any) -> str:
if mode == "get_financials":
return json.dumps(self.get_financials(ticker))
elif mode == "get_last_quote":
return json.dumps(self.get_last_quote(ticker))
elif mode == "get_ticker_news":
return json.dumps(self.get_ticker_news(ticker))
elif mode == "get_aggregates":
return json.dumps(self.get_aggregates(ticker, **kwargs))
else:
raise ValueError(f"Invalid mode {mode} for Polygon API.")

1
libs/community/tests/unit_tests/tools/test_imports.py
View File

@ -84,6 +84,7 @@ EXPECTED_ALL = [
"OpenAPISpec",
"OpenWeatherMapQueryRun",
"PubmedQueryRun",
"PolygonAggregates",
"PolygonFinancials",
"PolygonLastQuote",
"PolygonTickerNews",

1
libs/community/tests/unit_tests/tools/test_public_api.py
View File

@ -86,6 +86,7 @@ _EXPECTED = [
"OpenAPISpec",
"OpenWeatherMapQueryRun",
"PubmedQueryRun",
"PolygonAggregates",
"PolygonFinancials",
"PolygonLastQuote",
"PolygonTickerNews",