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scrape.py
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scrape.py
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import time
from lxml import html
import pandas as pd
import argparse
import shutil
import requests
import pytz
import os
from bs4 import BeautifulSoup
from datetime import datetime, timedelta
# Webdriver
from selenium import webdriver
from selenium.webdriver.common.desired_capabilities import DesiredCapabilities
from selenium.webdriver.support.ui import WebDriverWait
from selenium.webdriver.support import expected_conditions as EC
from selenium.webdriver.common.by import By
from selenium.common.exceptions import TimeoutException
import util
NEW_YORK_TIMEZONE = pytz.timezone('America/New_York')
# Save all outputs to ./output
OUTPUT_DIR = './output'
# Benzinga will stop displaying many news the further days you lookback. We only allow scraping for 3 years max
MAX_LOOKBACK_WINDOW_ALLOWED = int(3 * 365)
# Timeouts + Retries
INITAL_PAGE_LOAD_TIMEOUT = 60
INITAL_PAGE_LOAD_RETRIES = 5
LOAD_MORE_NEWS_BUTTON_TIMEOUT = lambda retry_number: 0.5 * (1.7 ** retry_number)
GET_MORE_NEWS_MAX_RETRIES = 8
# Webdriver elements
LOAD_MORE_BUTTON_EL = '/html/body/div[6]/div/div[2]/div[2]/div[1]/div/div[7]/div/div/div[1]/a/span[1]'
ARTICLE_LIST_ID = "stories-headlines"
# Directory where all results for this run are saved. Make empty initially
ALL_OUTPUT_FOLDER = '{}/LAST_RUN_ALL'.format(OUTPUT_DIR)
ERR_OUTPUT_FOLDER = '{}/ERROR'.format(OUTPUT_DIR)
if os.path.exists(ALL_OUTPUT_FOLDER):
shutil.rmtree(ALL_OUTPUT_FOLDER)
# File where log is saved
LOG_DATA = []
LOG_OUTPUT_DIR = '{}/LOGS'.format(OUTPUT_DIR)
LOG_OUTPUT_FILEPATH = '{}/{}.csv'.format(LOG_OUTPUT_DIR, datetime.now().strftime("%Y_%m_%d_%H_%M"))
# Make dirs
os.makedirs(LOG_OUTPUT_DIR, exist_ok=True)
os.makedirs(ALL_OUTPUT_FOLDER, exist_ok=True)
os.makedirs(ERR_OUTPUT_FOLDER, exist_ok=True)
DEBUG_ON = True
wd = None
def get_date_ny():
return datetime.now(NEW_YORK_TIMEZONE)
def init_webdriver():
global wd
if wd is not None:
return
# Initialize webdriver
# Chrome webdriver
try:
print("Initializing webdriver...", end=' ')
webdriver_opts = webdriver.ChromeOptions()
# Choose to open browser (headless=False) or not (headless=True)
webdriver_opts.headless = False
# Eager page loading strategy so we don't wait on resources we don't need
caps = DesiredCapabilities().CHROME
# caps["pageLoadStrategy"] = "normal" # complete
caps["pageLoadStrategy"] = "none" # undefined
# caps["pageLoadStrategy"] = "eager" # interactive
# Init
wd = webdriver.Chrome(desired_capabilities=caps, options=webdriver_opts)
time.sleep(3)
print("[DONE]")
except Exception as e:
print("Failed to initialize webdriver: {}".format(e))
exit()
def dataset_range_already_exists(symbol, date_start, date_end):
dataset_already_exists = True
i = date_start
while i <= date_end:
fpath = get_dataset_filepath(symbol, i)
if not os.path.exists(fpath):
dataset_already_exists = False
break
i = i + timedelta(days=1)
return dataset_already_exists
def log_scrape_for_stock(symbol, status, err, num_news, runtime):
cur_datestr = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
LOG_DATA.append([cur_datestr, symbol, status, err, num_news, runtime])
pd.DataFrame(
LOG_DATA,
columns = ['Date', 'Symbol', 'Status', 'Error', 'Number of News', 'Runtime Seconds']
).to_csv(LOG_OUTPUT_FILEPATH, index=False)
def get_dataset_filepath(symbol, date):
output_folder = '{}/{}'.format(OUTPUT_DIR, date.strftime("%Y%m%d"))
return '{}/{}.csv'.format(output_folder, symbol)
def debug_print(str):
if DEBUG_ON:
print(str)
def clear_date_time_component(date):
return date.replace(hour=0, minute=0, second=0, microsecond=0)
def get_headline_date_from_url(url):
r = requests.get(url=url)
if r.status_code < 200 or r.status_code >= 300:
raise Exception("Got status code {} for url {}".format(r.status_code, url))
page = r.text
soup = BeautifulSoup(page, 'html.parser')
date = (soup.findAll('span', {'class': 'date'})[0].text)
tree = html.fromstring(page)
title = tree.xpath('//*[@id="title"]')[0].text
date = date.replace("\\n", "")
return title, date
def bazinga_datestring_to_datetime(cur_date, bdate):
if ('-0400' in bdate) or ('-0500' in bdate):
return pd.Timestamp(bdate, tz='America/New_York')
if bdate == 'a day ago':
d = (cur_date - timedelta(days=1))
return clear_date_time_component(d)
if 'ago' in bdate:
timeperiod = bdate[::-1]
timeperiod = timeperiod[timeperiod.find(' ') + 1:][::-1]
d = (cur_date - pd.Timedelta(timeperiod))
return clear_date_time_component(d)
d = pd.Timestamp(bdate, tz='America/New_York')
return clear_date_time_component(d)
def get_benzinga_data(stock, minimum_date, maximum_date=None):
cur_date = get_date_ny()
if maximum_date == None: maximum_date = cur_date
days_to_look_back = (cur_date - minimum_date).days
benzinga_url = 'https://benzinga.com/stock/{}'.format(stock.lower())
if days_to_look_back > MAX_LOOKBACK_WINDOW_ALLOWED:
print("Bazing scraper only supports looking back upto {} days, date provided is {} days ago".format(
MAX_LOOKBACK_WINDOW_ALLOWED,
days_to_look_back
))
exit()
# Load page
try:
timeout = INITAL_PAGE_LOAD_TIMEOUT
debug_print("\n⭐️ Loading Benzinga URL {} [w/ {}s timeout]".format(benzinga_url, round(timeout,2)))
wd.get(benzinga_url)
time.sleep(1)
article_list = WebDriverWait(wd, timeout).until(
EC.presence_of_element_located((By.ID, ARTICLE_LIST_ID))
)
article_list_elements = article_list \
.find_element_by_tag_name('ul') \
.find_elements_by_tag_name("li")
num_articles = article_list_elements is not None and len(article_list_elements) > 0
if num_articles == 0:
return None, "Page for stock {} - {} does not contain any articles".format(stock, benzinga_url)
except TimeoutException as e:
return None, "Request to benzinga page {} timed out".format(benzinga_url)
except Exception as e:
return None, "Request to benzinga page {} received unknown error: {}".format(benzinga_url, str(e))
print(" |---- Done loading")
# Start scraping
analyst_ratings = []
current_index = 0
last_article_count = 0 # Number of article in last iteration
scrape_done = False
article_list_elements = []
time.sleep(5)
while not scrape_done:
# Try clicking into 'Load More button'
num_retry = 0
while num_retry < GET_MORE_NEWS_MAX_RETRIES:
num_retry = num_retry+1
show_more_timeout = LOAD_MORE_NEWS_BUTTON_TIMEOUT(num_retry)
try:
debug_print("\n👈 Clicking 'Show more' button [w/ {}s timeout]".format(round(show_more_timeout, 1)))
wait = WebDriverWait(wd, 10)
elem = wait.until(EC.element_to_be_clickable((By.XPATH, LOAD_MORE_BUTTON_EL)))
wd.execute_script("arguments[0].scrollIntoView();", elem)
time.sleep(0.3)
elem.click()
except: pass
try:
wd.find_element_by_xpath('//*[@id="onesignal-popover-cancel-button"]').click()
except: pass
try:
wd.find_element_by_xpath('/html/body/div[22]/div/div/button').click()
except: pass
try:
wd.find_element_by_xpath('//*[@id="shreveport-ButtonElement--zs4zLUkKVVfSEq8qDkow"]').click()
except: pass
try:
# Check if the laod more button loaded more articles
time.sleep(show_more_timeout)
article_list_elements = wd.find_element_by_id(ARTICLE_LIST_ID) \
.find_element_by_tag_name('ul') \
.find_elements_by_tag_name("li")
# If we managed to get more articles, break the loop. Else we try again
if last_article_count != len(article_list_elements):
last_article_count = len(article_list_elements)
break
except Exception as e:
debug_print("Get number of articles exception: '{}'".format(e))
pass
if num_retry==GET_MORE_NEWS_MAX_RETRIES:
return None, "Maximum retries for the Load More News button exceded"
# Get articles
while current_index < last_article_count:
try:
article = article_list_elements[current_index]
headline = article.find_element_by_tag_name("a").text
url = article.find_element_by_tag_name("a").get_attribute('href')
try:
publisher = article.find_element_by_class_name("author").text
except:
publisher = article.find_elements_by_tag_name("span")[0].text
try:
datestr = article.find_element_by_class_name("date").text
except:
datestr = article.find_elements_by_tag_name("span")[1].text
# Parse datestring into actual date
date = bazinga_datestring_to_datetime(cur_date, datestr)
print(" |--- {} -> '{}'".format(date, headline), end='')
if date > maximum_date + timedelta(days=1):
print(" [🔽SKIPPING]")
current_index += 1
continue
else:
print(" [✅]")
if date < minimum_date:
debug_print("\n🛑 Date {} is older than min_date {}. Stopping scrape\n".format(date, minimum_date))
scrape_done = True
break
analyst_ratings.append([headline, url, publisher, date])
current_index += 1
except Exception as e:
return None, "Get articles exception {}".format(e)
# We stop the infinite loop when we ran out of articles we can pull
break
analyst_ratings = pd.DataFrame(analyst_ratings, columns = ['title', 'url', 'publisher', 'date'])
# Correct title and date from article source itself
corrected_data = []
debug_print("Correcting article dates by pulling from source...")
for i in analyst_ratings.index:
row = analyst_ratings.iloc[i]
debug_print(" |--- Correcting '{}'".format(row['title']))
try:
corrected_title, corrected_date = get_headline_date_from_url(row['url'], row['title'], row['date'])
corrected_data.append([corrected_title, corrected_date])
except Exception as e:
continue
debug_print("")
# Correct DF with data
corrected_data = pd.DataFrame(corrected_data, columns = ['title', 'date'])
analyst_ratings[corrected_data.columns] = corrected_data
# Make date localized to NY time
analyst_ratings['date'] = pd.to_datetime(analyst_ratings['date']).dt.tz_localize("America/New_York")
return analyst_ratings, None
def save_data(data, scrape_err, symbol, start_date, end_date):
start_date = start_date.replace(hour=0, minute=0, second=0, microsecond=0)
end_date = end_date.replace(hour=23, minute=59, second=59, microsecond=0)
err_output_filepath = '{}/{}.txt'.format(ERR_OUTPUT_FOLDER, symbol)
# If we have no data, save into ERROR folder
if scrape_err is not None:
with open(err_output_filepath, 'w') as f:
f.write(scrape_err)
return
# Save all data first
data.to_csv('{}/{}.csv'.format(ALL_OUTPUT_FOLDER, symbol))
# Save all data in dates subsets
i = start_date
while i <= end_date:
# Get the filepath
filepath = get_dataset_filepath(symbol, i, backtesting=False)
# If we already have news for this stock for this day saved on our harddrive, skip
if os.path.exists(filepath):
debug_print("|---- Dataset '{}' already exists. Won't save for this date.".format(filepath))
i = i + timedelta(days=1)
continue
# Get subset of news found that fit this date range and save to file
this_range_start = i.replace(hour=0, minute=0, second=0)
this_range_end = i.replace(hour=23, minute=59, second=59)
data_sub = data.loc[(data['date'] >= this_range_start) & (data['date'] < this_range_end)]
# Save data to folder
os.makedirs(os.path.dirname(filepath), exist_ok=True)
data_sub.to_csv(filepath)
# Next iteration
i = i + timedelta(days=1)
# Remove any error folder for this stock if one exists
if os.path.exists(err_output_filepath):
os.remove(err_output_filepath)
def main():
parser = argparse.ArgumentParser()
parser.add_argument("stock_list", help="Enter the directory for the file containing stock list OR enter stocks seperated by comma", type=str)
parser.add_argument("-d", help="Enter time for single day search (in format YYYY-MM-DD)")
parser.add_argument("-start", help="Enter time start (in format YYYY-MM-DD)")
parser.add_argument("-end", help="Enter time end (in format YYYY-MM-DD)")
args = parser.parse_args()
# Date start is required (unless single day search -d is provided)
if not args.d and not args.start:
print("-start argument is required (in format YYYY-MM-DD)")
exit()
if not args.stock_list:
print("stock_list argument is required")
exit()
if args.d:
args.start = args.d
args.end = args.d
date_start = NEW_YORK_TIMEZONE.localize(datetime.strptime(args.start, "%Y-%m-%d")) \
.replace(hour=0, minute=0, second=0, microsecond=0)
if util.is_valid_trading_day(date_start):
# Get the previous trading day from date_start
date_start = util.get_previous_trading_day_close(date_start) \
.replace(hour=0, minute=0, second=0, microsecond=0)
# Date end is optional
if args.end:
date_end = datetime.strptime(args.end, "%Y-%m-%d").replace(hour=12) \
.astimezone(NEW_YORK_TIMEZONE) \
.replace(hour=23, minute=59, second=59, microsecond=0)
else:
date_end = get_date_ny()
# Get stock list
if "csv" in args.stock_list or "txt" in args.stock_list:
stock_list = util.get_stock_list_from_file(args.stock_list)
else:
stock_list = args.stock_list.split(',')
symbol_no = 0
for symbol in stock_list:
symbol_no += 1
# Make the stock always upper case without any slashes
symbol = symbol.replace('/', '.').upper()
scrape_start_time = time.time()
print()
print("-------------------------------------------------------------")
print("Scraping news for {} ({} of {})".format(symbol, symbol_no, len(stock_list)))
print(" |--- Starting at {}".format(date_start))
print(" |--- Ending at {}".format(date_end))
print()
# If we already have a dataset for the whole date range, skip this stock
exists = dataset_range_already_exists(symbol, date_start, date_end)
if exists:
log_scrape_for_stock(symbol, "SKIPPED", "", 0, 0)
print("⏩ We already have a {} dataset with this date range. Skipping...".format(symbol))
continue
# Init webdriver if not done so already
init_webdriver()
# Scrape data
result, scrape_err = get_benzinga_data(symbol, date_start, date_end)
if (scrape_err is None) and (result is None):
scrape_err = "Unknown error occured. Try running script again?"
if scrape_err is not None:
debug_print("\nGot err: {}\n".format(scrape_err))
print("🛑 Error fetching news for {}".format(symbol))
else:
print("✅ Done fetching news for {}".format(symbol))
# Save data into CSVs
save_data(result, scrape_err, symbol, date_start, date_end)
if scrape_err is not None:
print("💽 Saved log message in ./outputs/ERR/{}.txt".format(symbol))
else:
print("💽 Done saving dataset files for {}".format(symbol))
# Add this entry to log
runtime = round(time.time() - scrape_start_time)
status = "SUCCESS" if scrape_err is None else "FAIL"
num_news = 0 if (result is None) else len(result)
log_scrape_for_stock(symbol, status, scrape_err, num_news, runtime)
print()
print("-------------------------------------------------------------")
print()
print("👍 Finished fetching all")
print("🔽 Saved report to {}".format(LOG_OUTPUT_FILEPATH))
if wd is not None:
wd.quit()
if __name__ == '__main__':
try:
main()
except Exception as e:
print("Unknown error occured:\n{}".format(e))
print(util.get_traceback(e))