Stock universes

This example module is available in the repository. See the docstring below for its explanation. It’s used by other examples to get lists of stock tickers corresponding to various indexes. We run it periodically to update the lists to the current constituents of each index.

# Copyright 2023 Enzo Busseti
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#    http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""This module contains up-to-date universes of stock tickers.

If you run it attempts to download updated lists from the relevant
Wikipedia pages and it rewrites itself. Be careful when you run it
and check that the results make sense.

We could also save each universe in a ``json`` file.
"""

# This was generated on 2024-05-08 16:50:44.253550+00:00

SP500 = \
['A', 'AAL', 'AAPL', 'ABBV', 'ABNB', 'ABT', 'ACGL', 'ACN', 'ADBE', 'ADI',
 'ADM', 'ADP', 'ADSK', 'AEE', 'AEP', 'AES', 'AFL', 'AIG', 'AIZ', 'AJG', 'AKAM',
 'ALB', 'ALGN', 'ALL', 'ALLE', 'AMAT', 'AMCR', 'AMD', 'AME', 'AMGN', 'AMP',
 'AMT', 'AMZN', 'ANET', 'ANSS', 'AON', 'AOS', 'APA', 'APD', 'APH', 'APTV',
 'ARE', 'ATO', 'AVB', 'AVGO', 'AVY', 'AWK', 'AXON', 'AXP', 'AZO', 'BA', 'BAC',
 'BALL', 'BAX', 'BBWI', 'BBY', 'BDX', 'BEN', 'BF-B', 'BG', 'BIIB', 'BIO', 'BK',
 'BKNG', 'BKR', 'BLDR', 'BLK', 'BMY', 'BR', 'BRK-B', 'BRO', 'BSX', 'BWA', 'BX',
 'BXP', 'C', 'CAG', 'CAH', 'CARR', 'CAT', 'CB', 'CBOE', 'CBRE', 'CCI', 'CCL',
 'CDNS', 'CDW', 'CE', 'CEG', 'CF', 'CFG', 'CHD', 'CHRW', 'CHTR', 'CI', 'CINF',
 'CL', 'CLX', 'CMA', 'CMCSA', 'CME', 'CMG', 'CMI', 'CMS', 'CNC', 'CNP', 'COF',
 'COO', 'COP', 'COR', 'COST', 'CPAY', 'CPB', 'CPRT', 'CPT', 'CRL', 'CRM',
 'CSCO', 'CSGP', 'CSX', 'CTAS', 'CTLT', 'CTRA', 'CTSH', 'CTVA', 'CVS', 'CVX',
 'CZR', 'D', 'DAL', 'DAY', 'DD', 'DE', 'DECK', 'DFS', 'DG', 'DGX', 'DHI',
 'DHR', 'DIS', 'DLR', 'DLTR', 'DOC', 'DOV', 'DOW', 'DPZ', 'DRI', 'DTE', 'DUK',
 'DVA', 'DVN', 'DXCM', 'EA', 'EBAY', 'ECL', 'ED', 'EFX', 'EG', 'EIX', 'EL',
 'ELV', 'EMN', 'EMR', 'ENPH', 'EOG', 'EPAM', 'EQIX', 'EQR', 'EQT', 'ES', 'ESS',
 'ETN', 'ETR', 'ETSY', 'EVRG', 'EW', 'EXC', 'EXPD', 'EXPE', 'EXR', 'F', 'FANG',
 'FAST', 'FCX', 'FDS', 'FDX', 'FE', 'FFIV', 'FI', 'FICO', 'FIS', 'FITB', 'FMC',
 'FOX', 'FOXA', 'FRT', 'FSLR', 'FTNT', 'FTV', 'GD', 'GE', 'GEHC', 'GEN', 'GEV',
 'GILD', 'GIS', 'GL', 'GLW', 'GM', 'GNRC', 'GOOG', 'GOOGL', 'GPC', 'GPN',
 'GRMN', 'GS', 'GWW', 'HAL', 'HAS', 'HBAN', 'HCA', 'HD', 'HES', 'HIG', 'HII',
 'HLT', 'HOLX', 'HON', 'HPE', 'HPQ', 'HRL', 'HSIC', 'HST', 'HSY', 'HUBB',
 'HUM', 'HWM', 'IBM', 'ICE', 'IDXX', 'IEX', 'IFF', 'ILMN', 'INCY', 'INTC',
 'INTU', 'INVH', 'IP', 'IPG', 'IQV', 'IR', 'IRM', 'ISRG', 'IT', 'ITW', 'IVZ',
 'J', 'JBHT', 'JBL', 'JCI', 'JKHY', 'JNJ', 'JNPR', 'JPM', 'K', 'KDP', 'KEY',
 'KEYS', 'KHC', 'KIM', 'KLAC', 'KMB', 'KMI', 'KMX', 'KO', 'KR', 'KVUE', 'L',
 'LDOS', 'LEN', 'LH', 'LHX', 'LIN', 'LKQ', 'LLY', 'LMT', 'LNT', 'LOW', 'LRCX',
 'LULU', 'LUV', 'LVS', 'LW', 'LYB', 'LYV', 'MA', 'MAA', 'MAR', 'MAS', 'MCD',
 'MCHP', 'MCK', 'MCO', 'MDLZ', 'MDT', 'MET', 'META', 'MGM', 'MHK', 'MKC',
 'MKTX', 'MLM', 'MMC', 'MMM', 'MNST', 'MO', 'MOH', 'MOS', 'MPC', 'MPWR', 'MRK',
 'MRNA', 'MRO', 'MS', 'MSCI', 'MSFT', 'MSI', 'MTB', 'MTCH', 'MTD', 'MU',
 'NCLH', 'NDAQ', 'NDSN', 'NEE', 'NEM', 'NFLX', 'NI', 'NKE', 'NOC', 'NOW',
 'NRG', 'NSC', 'NTAP', 'NTRS', 'NUE', 'NVDA', 'NVR', 'NWS', 'NWSA', 'NXPI',
 'O', 'ODFL', 'OKE', 'OMC', 'ON', 'ORCL', 'ORLY', 'OTIS', 'OXY', 'PANW',
 'PARA', 'PAYC', 'PAYX', 'PCAR', 'PCG', 'PEG', 'PEP', 'PFE', 'PFG', 'PG',
 'PGR', 'PH', 'PHM', 'PKG', 'PLD', 'PM', 'PNC', 'PNR', 'PNW', 'PODD', 'POOL',
 'PPG', 'PPL', 'PRU', 'PSA', 'PSX', 'PTC', 'PWR', 'PYPL', 'QCOM', 'QRVO',
 'RCL', 'REG', 'REGN', 'RF', 'RHI', 'RJF', 'RL', 'RMD', 'ROK', 'ROL', 'ROP',
 'ROST', 'RSG', 'RTX', 'RVTY', 'SBAC', 'SBUX', 'SCHW', 'SHW', 'SJM', 'SLB',
 'SMCI', 'SNA', 'SNPS', 'SO', 'SOLV', 'SPG', 'SPGI', 'SRE', 'STE', 'STLD',
 'STT', 'STX', 'STZ', 'SWK', 'SWKS', 'SYF', 'SYK', 'SYY', 'T', 'TAP', 'TDG',
 'TDY', 'TECH', 'TEL', 'TER', 'TFC', 'TFX', 'TGT', 'TJX', 'TMO', 'TMUS', 'TPR',
 'TRGP', 'TRMB', 'TROW', 'TRV', 'TSCO', 'TSLA', 'TSN', 'TT', 'TTWO', 'TXN',
 'TXT', 'TYL', 'UAL', 'UBER', 'UDR', 'UHS', 'ULTA', 'UNH', 'UNP', 'UPS', 'URI',
 'USB', 'V', 'VICI', 'VLO', 'VLTO', 'VMC', 'VRSK', 'VRSN', 'VRTX', 'VST',
 'VTR', 'VTRS', 'VZ', 'WAB', 'WAT', 'WBA', 'WBD', 'WDC', 'WEC', 'WELL', 'WFC',
 'WM', 'WMB', 'WMT', 'WRB', 'WRK', 'WST', 'WTW', 'WY', 'WYNN', 'XEL', 'XOM',
 'XYL', 'YUM', 'ZBH', 'ZBRA', 'ZTS']

NDX100 = \
['AAPL', 'ABNB', 'ADBE', 'ADI', 'ADP', 'ADSK', 'AEP', 'AMAT', 'AMD', 'AMGN',
 'AMZN', 'ANSS', 'ASML', 'AVGO', 'AZN', 'BIIB', 'BKNG', 'BKR', 'CCEP', 'CDNS',
 'CDW', 'CEG', 'CHTR', 'CMCSA', 'COST', 'CPRT', 'CRWD', 'CSCO', 'CSGP', 'CSX',
 'CTAS', 'CTSH', 'DASH', 'DDOG', 'DLTR', 'DXCM', 'EA', 'EXC', 'FANG', 'FAST',
 'FTNT', 'GEHC', 'GFS', 'GILD', 'GOOG', 'GOOGL', 'HON', 'IDXX', 'ILMN', 'INTC',
 'INTU', 'ISRG', 'KDP', 'KHC', 'KLAC', 'LIN', 'LRCX', 'LULU', 'MAR', 'MCHP',
 'MDB', 'MDLZ', 'MELI', 'META', 'MNST', 'MRNA', 'MRVL', 'MSFT', 'MU', 'NFLX',
 'NVDA', 'NXPI', 'ODFL', 'ON', 'ORLY', 'PANW', 'PAYX', 'PCAR', 'PDD', 'PEP',
 'PYPL', 'QCOM', 'REGN', 'ROP', 'ROST', 'SBUX', 'SIRI', 'SNPS', 'TEAM', 'TMUS',
 'TSLA', 'TTD', 'TTWO', 'TXN', 'VRSK', 'VRTX', 'WBA', 'WBD', 'WDAY', 'XEL',
 'ZS']

DOW30 = \
['AAPL', 'AMGN', 'AMZN', 'AXP', 'BA', 'CAT', 'CRM', 'CSCO', 'CVX', 'DIS',
 'DOW', 'GS', 'HD', 'HON', 'IBM', 'INTC', 'JNJ', 'JPM', 'KO', 'MCD', 'MMM',
 'MRK', 'MSFT', 'NKE', 'PG', 'TRV', 'UNH', 'V', 'VZ', 'WMT']

FTSE100 = \
['AAF.L', 'AAL.L', 'ABF.L', 'ADM.L', 'AHT.L', 'ANTO.L', 'AUTO.L', 'AV.L',
 'AZN.L', 'BA.L', 'BARC.L', 'BATS.L', 'BDEV.L', 'BEZ.L', 'BKG.L', 'BME.L',
 'BNZL.L', 'BP.L', 'BRBY.L', 'BT-A.L', 'CCH.L', 'CNA.L', 'CPG.L', 'CRDA.L',
 'CTEC.L', 'DCC.L', 'DGE.L', 'DPLM.L', 'ENT.L', 'EXPN.L', 'EZJ.L', 'FCIT.L',
 'FLTR.L', 'FRAS.L', 'FRES.L', 'GLEN.L', 'GSK.L', 'HIK.L', 'HLMA.L', 'HLN.L',
 'HSBA.L', 'HWDN.L', 'IAG.L', 'ICG.L', 'IHG.L', 'III.L', 'IMB.L', 'IMI.L',
 'INF.L', 'ITRK.L', 'JD.L', 'KGF.L', 'LAND.L', 'LGEN.L', 'LLOY.L', 'LSEG.L',
 'MKS.L', 'MNDI.L', 'MNG.L', 'MRO.L', 'NG.L', 'NWG.L', 'NXT.L', 'OCDO.L',
 'PHNX.L', 'PRU.L', 'PSH.L', 'PSN.L', 'PSON.L', 'REL.L', 'RIO.L', 'RKT.L',
 'RMV.L', 'RR.L', 'RS1.L', 'RTO.L', 'SBRY.L', 'SDR.L', 'SGE.L', 'SGRO.L',
 'SHEL.L', 'SKG.L', 'SMDS.L', 'SMIN.L', 'SMT.L', 'SN.L', 'SPX.L', 'SSE.L',
 'STAN.L', 'STJ.L', 'SVT.L', 'TSCO.L', 'TW.L', 'ULVR.L', 'UTG.L', 'UU.L',
 'VOD.L', 'WEIR.L', 'WPP.L', 'WTB.L']

NIKKEI225 = \
['1332.T', '1605.T', '1721.T', '1801.T', '1802.T', '1803.T', '1808.T',
 '1812.T', '1925.T', '1928.T', '1963.T', '2002.T', '2269.T', '2282.T',
 '2413.T', '2432.T', '2501.T', '2502.T', '2503.T', '2768.T', '2801.T',
 '2802.T', '2871.T', '2914.T', '3086.T', '3092.T', '3099.T', '3289.T',
 '3382.T', '3401.T', '3402.T', '3405.T', '3407.T', '3436.T', '3659.T',
 '3861.T', '3863.T', '4004.T', '4005.T', '4021.T', '4042.T', '4043.T',
 '4061.T', '4063.T', '4151.T', '4183.T', '4188.T', '4208.T', '4324.T',
 '4385.T', '4452.T', '4502.T', '4503.T', '4506.T', '4507.T', '4519.T',
 '4523.T', '4543.T', '4568.T', '4578.T', '4631.T', '4661.T', '4689.T',
 '4704.T', '4751.T', '4755.T', '4901.T', '4902.T', '4911.T', '5019.T',
 '5020.T', '5101.T', '5108.T', '5201.T', '5214.T', '5233.T', '5301.T',
 '5332.T', '5333.T', '5401.T', '5406.T', '5411.T', '5631.T', '5706.T',
 '5711.T', '5713.T', '5714.T', '5801.T', '5802.T', '5803.T', '5831.T',
 '6098.T', '6103.T', '6113.T', '6146.T', '6178.T', '6273.T', '6301.T',
 '6302.T', '6305.T', '6326.T', '6361.T', '6367.T', '6471.T', '6472.T',
 '6473.T', '6479.T', '6501.T', '6503.T', '6504.T', '6506.T', '6526.T',
 '6594.T', '6645.T', '6674.T', '6701.T', '6702.T', '6723.T', '6724.T',
 '6752.T', '6753.T', '6758.T', '6762.T', '6770.T', '6841.T', '6857.T',
 '6861.T', '6902.T', '6920.T', '6952.T', '6954.T', '6971.T', '6976.T',
 '6981.T', '6988.T', '7004.T', '7011.T', '7012.T', '7013.T', '7186.T',
 '7201.T', '7202.T', '7203.T', '7205.T', '7211.T', '7261.T', '7267.T',
 '7269.T', '7270.T', '7272.T', '7731.T', '7733.T', '7735.T', '7741.T',
 '7751.T', '7752.T', '7762.T', '7832.T', '7911.T', '7912.T', '7951.T',
 '7974.T', '8001.T', '8002.T', '8015.T', '8031.T', '8035.T', '8053.T',
 '8058.T', '8233.T', '8252.T', '8253.T', '8267.T', '8304.T', '8306.T',
 '8308.T', '8309.T', '8316.T', '8331.T', '8354.T', '8411.T', '8591.T',
 '8601.T', '8604.T', '8630.T', '8697.T', '8725.T', '8750.T', '8766.T',
 '8795.T', '8801.T', '8802.T', '8804.T', '8830.T', '9001.T', '9005.T',
 '9007.T', '9008.T', '9009.T', '9020.T', '9021.T', '9022.T', '9064.T',
 '9101.T', '9104.T', '9107.T', '9147.T', '9201.T', '9202.T', '9301.T',
 '9432.T', '9433.T', '9434.T', '9501.T', '9502.T', '9503.T', '9531.T',
 '9532.T', '9602.T', '9613.T', '9735.T', '9766.T', '9843.T', '9983.T',
 '9984.T']

if __name__ == '__main__':

    # import json
    from pprint import pprint

    import bs4 as bs
    import pandas as pd
    import requests

    universes = {
        'sp500': {
            'page': "http://en.wikipedia.org/wiki/List_of_S%26P_500_companies",
            'table_number': 0,
            'column_number': 0,
        },
        'ndx100': {
            'page': "https://en.wikipedia.org/wiki/Nasdaq-100",
            'table_number': -1,
            'column_number': 1,
        },
        'dow30': {
         'page': "https://en.wikipedia.org/wiki/Dow_Jones_Industrial_Average",
            'table_number': 0,
            'column_number': 1,
        },
        'ftse100': {
            'page': 'https://en.wikipedia.org/wiki/FTSE_100_Index',
            'table_number': -1,
            'column_number': 1,
            'suffix': '.L',
        },
        'nikkei225': {
            'getter': 'get_nikkei',
            'suffix': '.T',
        }
    }

    def get_column_wikipedia_page(page, table_number, column_number, **kwargs):
        """Get a column as list of strings from a table on wikipedia.

        This is adapted from:

        https://pythonprogramming.net/sp500-company-price-data-python-programming-for-finance/

        :param page: Wikipedia URL.
        :type page: str
        :param table_number: Which table on the page.
        :type table_number: int
        :param column_number: Which column to extract.
        :type column_number: int
        :param kwargs: Unused arguments.
        :type kwargs: dict

        :returns: Sorted strings of the column.
        :rtype: list
        """
        resp = requests.get(page, timeout=10)
        soup = bs.BeautifulSoup(resp.text, 'lxml')
        table = soup.find_all(
            'table', {'class': 'wikitable sortable'})[table_number]
        column = []
        for row in table.findAll('tr')[1:]:
            element = row.findAll('td')[column_number].text
            column.append(element.strip())
        return sorted(column)

    def get_nikkei():
        """Get nikkei components.

        This is a simple scraping of the official webpage.

        :returns: Nikkei225 components.
        :rtype: list
        """
        url = 'https://indexes.nikkei.co.jp/en/nkave/index/component'
        resp = requests.get(url, timeout=10)
        soup = bs.BeautifulSoup(resp.text, 'lxml')
        components = []
        for table in soup.find_all('table'):
            for row in table.findAll('tr')[1:]:
                element = row.findAll('td')[0].text
                components.append(element.strip())
        return sorted(components)

    def adapt_for_yahoo_finance(tickers_list, suffix='', **kwargs):
        """Change tickers to match the spelling of Yahoo Finance.

        :param tickers_list: Tickers from Wikipedia.
        :type tickers_list: list
        :param suffix: Suffix to add to each ticker, default empty string.
        :type suffix: str
        :param kwargs: Unused arguments.
        :type kwargs: dict

        :returns: Adapted tickers.
        :rtype: list
        """

        # this is
        return [el.replace(
                    '.', '-').rstrip('-') + suffix for el in tickers_list]

    # re-write this file

    with open(__loader__.path, 'r', encoding='utf-8') as f:
        this_file_content = f.readlines()

    code_index = this_file_content.index("if __name__ == '__main__':\n")

    with open(__loader__.path, 'w', encoding='utf-8') as f:

        # header
        f.writelines(this_file_content[:13])

        # docstring
        f.write('"""' + __doc__ + '"""\n')

        # timestamp
        f.write("\n# This was generated on " + str(pd.Timestamp.utcnow()) + "\n")

        # universes lists
        for key, value in universes.items():

            tickers = adapt_for_yahoo_finance(
                globals()[value['getter']]() if 'getter' in value
                else get_column_wikipedia_page(**value), **value)
            f.write(f'\n{key.upper()} = \\\n')
            pprint(tickers, compact=True, width=79, stream=f)

            # # also save in json
            # with open(key + '.json', 'w', encoding='utf-8') as f1:
            #     json.dump(tickers, f1)

        # copy everything in the if __name__ == '__main__' clause
        f.write('\n')
        f.writelines(this_file_content[code_index:])