chore(release): v0.1.0 – initial public release of TradingAgents

tradingagents/dataflows/finnhub_utils.py

@@ -0,0 +1,36 @@
+import json
+import os
+
+
+def get_data_in_range(ticker, start_date, end_date, data_type, data_dir, period=None):
+    """
+    Gets finnhub data saved and processed on disk.
+    Args:
+        start_date (str): Start date in YYYY-MM-DD format.
+        end_date (str): End date in YYYY-MM-DD format.
+        data_type (str): Type of data from finnhub to fetch. Can be insider_trans, SEC_filings, news_data, insider_senti, or fin_as_reported.
+        data_dir (str): Directory where the data is saved.
+        period (str): Default to none, if there is a period specified, should be annual or quarterly.
+    """
+
+    if period:
+        data_path = os.path.join(
+            data_dir,
+            "finnhub_data",
+            data_type,
+            f"{ticker}_{period}_data_formatted.json",
+        )
+    else:
+        data_path = os.path.join(
+            data_dir, "finnhub_data", data_type, f"{ticker}_data_formatted.json"
+        )
+
+    data = open(data_path, "r")
+    data = json.load(data)
+
+    # filter keys (date, str in format YYYY-MM-DD) by the date range (str, str in format YYYY-MM-DD)
+    filtered_data = {}
+    for key, value in data.items():
+        if start_date <= key <= end_date and len(value) > 0:
+            filtered_data[key] = value
+    return filtered_data