community: Add PolygonAggregates tool (#18882)

**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
8 changed files with 197 additions and 7 deletions

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.")