added US stock list function

automate_stock_screener_demo.ipynb

@@ -6,7 +6,7 @@
       "name": "automate-stock-screener-demo.ipynb",
       "provenance": [],
       "collapsed_sections": [],
-      "authorship_tag": "ABX9TyMo4Pda++Ca65VaPKVaB3SM",
+      "authorship_tag": "ABX9TyPclecTAnBBunNXKyPKq9Lh",
       "include_colab_link": true
     },
     "kernelspec": {
@@ -52,7 +52,8 @@
         "import requests\n",
         "from bs4 import BeautifulSoup\n",
         "import yfinance as yf\n",
-        "import email"
+        "import email\n",
+        "import pandas as pd"
       ],
       "execution_count": null,
       "outputs": []
@@ -100,7 +101,6 @@
         "          candle1['Low'] > candle1 ['EMA50']\n",
         "  return cond1 and cond2 and cond3\n",
         "\n",
-        "\n",
         "# a list to store the screened results\n",
         "screened_list = [] \n",
         "# get the full stock list\n",
@@ -110,7 +110,7 @@
         "  print(stock_code) # remove this if you dont want the ticker to be printed\n",
         "  try: \n",
         "    # Step 1: get stock price for each stock\n",
-        "    price_chart_df = get_stock_price(stock_code + \".KL\")\n",
+        "    price_chart_df = get_stock_price(stock_code + \".KL\") # edit/remove \".KL\" for other exchange market\n",
         "\n",
         "    # Step 2: add technical indicators (in this case EMA)\n",
         "    close = price_chart_df['Close']\n",
@@ -159,6 +159,46 @@
       ],
       "execution_count": null,
       "outputs": []
+    },
+    {
+      "cell_type": "code",
+      "metadata": {
+        "id": "vcIveOlyI3h_"
+      },
+      "source": [
+        "# for US stock list\n",
+        "# credit to https://github.com/shilewenuw/get_all_tickers/issues/12\n",
+        "def get_US_stock_list(exchange):\n",
+        "  headers = {\n",
+        "      'authority': 'api.nasdaq.com',\n",
+        "      'accept': 'application/json, text/plain, */*',\n",
+        "      'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.141 Safari/537.36',\n",
+        "      'origin': 'https://www.nasdaq.com',\n",
+        "      'sec-fetch-site': 'same-site',\n",
+        "      'sec-fetch-mode': 'cors',\n",
+        "      'sec-fetch-dest': 'empty',\n",
+        "      'referer': 'https://www.nasdaq.com/',\n",
+        "      'accept-language': 'en-US,en;q=0.9',\n",
+        "  }\n",
+        "\n",
+        "  params = (\n",
+        "      ('tableonly', 'true'),\n",
+        "      ('limit', '25'),\n",
+        "      ('offset', '0'),\n",
+        "      ('download', 'true'),\n",
+        "      ('exchange', exchange)\n",
+        "  )\n",
+        "\n",
+        "  r = requests.get('https://api.nasdaq.com/api/screener/stocks', headers=headers, params=params)\n",
+        "  data = r.json()['data']\n",
+        "  df = pd.DataFrame(data['rows'], columns=data['headers'])\n",
+        "  df_filtered = df[~df['symbol'].str.contains(\"\\.|\\^|\\s\")]\n",
+        "  return df_filtered['symbol'].tolist()\n",
+        "\n",
+        "stock_list = get_US_stock_list('nyse') # or 'nasdaq' or 'amex'"
+      ],
+      "execution_count": null,
+      "outputs": []
     }
   ]
 }