alphaforge-quant-system / news_data_integration.py
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Add real news API integration: NewsAPI, RSS feeds, GDELT, social media
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"""News Data Integration - Real-Time Sentiment Pipeline
Connects to real news APIs and RSS feeds for live sentiment signals.
Replaces synthetic news with actual financial headlines.
Supports:
- NewsAPI (https://newsapi.org/) - Free tier available
- RSS feeds (Yahoo Finance, Seeking Alpha, etc.)
- GDELT Project (global news database)
- Reddit/StockTwits social feeds
"""
import numpy as np
import pandas as pd
from datetime import datetime, timedelta
from typing import Dict, List, Optional, Tuple
import time
import warnings
warnings.filterwarnings('ignore')
try:
import feedparser
FEEDPARSER_AVAILABLE = True
except ImportError:
FEEDPARSER_AVAILABLE = False
class NewsAPIClient:
"""
NewsAPI.org client for financial news retrieval.
Free tier: 100 requests/day
Paid tier: $449/month for 1M requests
Use free tier for prototyping, upgrade for production.
"""
def __init__(self, api_key: Optional[str] = None):
self.api_key = api_key
self.base_url = "https://newsapi.org/v2"
self.last_request_time = 0
self.min_interval = 1.2 # Free tier: ~80 requests/minute max
def _rate_limit(self):
"""Enforce rate limiting"""
elapsed = time.time() - self.last_request_time
if elapsed < self.min_interval:
time.sleep(self.min_interval - elapsed)
self.last_request_time = time.time()
def fetch_everything(self,
query: str,
from_date: Optional[str] = None,
to_date: Optional[str] = None,
language: str = 'en',
sort_by: str = 'publishedAt',
page_size: int = 100,
page: int = 1) -> List[Dict]:
"""
Fetch news articles matching query.
Args:
query: Search query (e.g., "AAPL Apple stock earnings")
from_date: Start date (YYYY-MM-DD)
to_date: End date (YYYY-MM-DD)
language: 'en', 'es', 'fr', etc.
sort_by: 'relevancy', 'popularity', 'publishedAt'
page_size: Max 100
page: Page number
"""
if self.api_key is None:
print("WARNING: No API key provided. Using mock data.")
return self._mock_news(query)
try:
import requests
except ImportError:
print("WARNING: requests library not available. Using mock data.")
return self._mock_news(query)
self._rate_limit()
params = {
'q': query,
'apiKey': self.api_key,
'language': language,
'sortBy': sort_by,
'pageSize': min(page_size, 100),
'page': page
}
if from_date:
params['from'] = from_date
if to_date:
params['to'] = to_date
try:
response = requests.get(
f"{self.base_url}/everything",
params=params,
timeout=30
)
response.raise_for_status()
data = response.json()
if data.get('status') != 'ok':
print(f"API Error: {data.get('message', 'Unknown error')}")
return self._mock_news(query)
articles = data.get('articles', [])
return [{
'title': a.get('title', ''),
'description': a.get('description', ''),
'content': a.get('content', ''),
'published_at': a.get('publishedAt', ''),
'source': a.get('source', {}).get('name', 'Unknown'),
'url': a.get('url', ''),
'author': a.get('author', '')
} for a in articles]
except Exception as e:
print(f"Error fetching news: {e}")
return self._mock_news(query)
def fetch_for_ticker(self,
ticker: str,
company_name: str,
from_date: Optional[str] = None,
to_date: Optional[str] = None,
page_size: int = 100) -> pd.DataFrame:
"""
Fetch news for a specific ticker and return formatted DataFrame.
"""
query = f"{ticker} {company_name} stock"
articles = self.fetch_everything(
query=query,
from_date=from_date,
to_date=to_date,
page_size=page_size
)
df = pd.DataFrame(articles)
df['ticker'] = ticker
df['query'] = query
# Combine title and content for analysis
df['text'] = df['title'].fillna('') + '. ' + df['description'].fillna('') + ' ' + df['content'].fillna('')
df['text'] = df['text'].str.strip()
# Parse dates
df['date'] = pd.to_datetime(df['published_at'], errors='coerce')
return df
def fetch_multiple_tickers(self,
ticker_map: Dict[str, str],
from_date: Optional[str] = None,
to_date: Optional[str] = None) -> pd.DataFrame:
"""
Fetch news for multiple tickers.
Args:
ticker_map: {ticker: company_name}
"""
all_news = []
for ticker, company in ticker_map.items():
print(f"Fetching news for {ticker} ({company})...")
try:
df = self.fetch_for_ticker(
ticker, company, from_date, to_date
)
all_news.append(df)
except Exception as e:
print(f" Error for {ticker}: {e}")
if all_news:
return pd.concat(all_news, ignore_index=True)
return pd.DataFrame()
def _mock_news(self, query: str) -> List[Dict]:
"""Generate mock news for testing without API key"""
import random
templates = [
{"title": "{company} reports strong quarterly earnings, beating expectations",
"sentiment": "positive"},
{"title": "{company} faces regulatory scrutiny over data practices",
"sentiment": "negative"},
{"title": "Analysts upgrade {company} to buy rating",
"sentiment": "positive"},
{"title": "{company} announces major product launch",
"sentiment": "positive"},
{"title": "{company} stock falls amid market volatility",
"sentiment": "negative"},
{"title": "Market awaits {company} earnings report next week",
"sentiment": "neutral"},
]
company = query.split()[0] if query else "Company"
articles = []
for i, template in enumerate(random.sample(templates, min(3, len(templates)))):
articles.append({
'title': template['title'].format(company=company),
'description': f"Analysis of {company} stock performance.",
'content': f"Detailed article about {company} and market conditions.",
'published_at': (datetime.now() - timedelta(hours=i*6)).isoformat(),
'source': f'MockSource{i}',
'url': f'https://example.com/article{i}',
'author': 'MockAuthor'
})
return articles
class RSSFeedClient:
"""
RSS Feed client for real-time financial news.
No API key needed! Just RSS feeds from financial websites.
"""
FINANCIAL_FEEDS = {
'yahoo_finance': 'https://finance.yahoo.com/news/rssindex',
'marketwatch': 'https://www.marketwatch.com/rss/topstories',
'seeking_alpha': 'https://seekingalpha.com/market_currents.xml',
'investing_com': 'https://www.investing.com/rss/news.rss',
'barrons': 'https://www.barrons.com/articles/rss',
'wall_street_journal': 'https://feeds.a.dj.com/rss/WSJcomUSBusiness.xml',
'reuters_business': 'https://www.reutersagency.com/feed/?taxonomy=markets&post_type=reuters-best',
'benzinga': 'https://www.benzinga.com/feed',
'the_street': 'https://www.thestreet.com/.rss/full/',
}
def __init__(self):
self.feeds = {}
def fetch_feed(self, feed_url: str, max_entries: int = 50) -> List[Dict]:
"""Fetch and parse an RSS feed"""
if not FEEDPARSER_AVAILABLE:
print("WARNING: feedparser not available. Install with: pip install feedparser")
return []
try:
feed = feedparser.parse(feed_url)
articles = []
for entry in feed.entries[:max_entries]:
articles.append({
'title': entry.get('title', ''),
'description': entry.get('summary', entry.get('description', '')),
'content': entry.get('summary', ''),
'published_at': entry.get('published', entry.get('updated', '')),
'source': feed.feed.get('title', 'Unknown'),
'url': entry.get('link', ''),
'author': entry.get('author', '')
})
return articles
except Exception as e:
print(f"Error fetching RSS feed {feed_url}: {e}")
return []
def fetch_all_feeds(self, max_entries_per_feed: int = 20) -> pd.DataFrame:
"""Fetch all configured financial feeds"""
all_articles = []
for name, url in self.FINANCIAL_FEEDS.items():
print(f"Fetching {name}...")
articles = self.fetch_feed(url, max_entries_per_feed)
for a in articles:
a['feed_source'] = name
all_articles.extend(articles)
if not all_articles:
return pd.DataFrame()
df = pd.DataFrame(all_articles)
df['text'] = df['title'].fillna('') + '. ' + df['description'].fillna('')
df['date'] = pd.to_datetime(df['published_at'], errors='coerce')
return df
def add_custom_feed(self, name: str, url: str):
"""Add a custom RSS feed"""
self.FINANCIAL_FEEDS[name] = url
class GDELTClient:
"""
GDELT Project (Global Database of Events, Language, and Tone) client.
Free, massive global news database.
https://www.gdeltproject.org/
GDELT provides:
- Every news article worldwide (updated every 15 minutes)
- Sentiment scoring (tone)
- Event coding
- Geographic tagging
"""
GDELT_URL = "http://data.gdeltproject.org/gdeltv2/lastupdate.txt"
def __init__(self):
pass
def fetch_latest_updates(self) -> pd.DataFrame:
"""Fetch latest GDELT update URLs"""
try:
import requests
response = requests.get(self.GDELT_URL, timeout=30)
response.raise_for_status()
lines = response.text.strip().split('\n')
updates = []
for line in lines:
parts = line.split()
if len(parts) >= 3:
updates.append({
'timestamp': parts[0],
'url': parts[2],
'type': 'events' if 'export' in parts[2] else 'mentions' if 'mentions' in parts[2] else 'gkg'
})
return pd.DataFrame(updates)
except Exception as e:
print(f"Error fetching GDELT updates: {e}")
return pd.DataFrame()
def fetch_gdelt_csv(self, url: str) -> pd.DataFrame:
"""Fetch and parse a GDELT CSV file"""
try:
import requests
import zipfile
import io
response = requests.get(url, timeout=60)
response.raise_for_status()
# GDELT files are ZIP archives
with zipfile.ZipFile(io.BytesIO(response.content)) as z:
csv_name = z.namelist()[0]
with z.open(csv_name) as f:
df = pd.read_csv(f, sep='\t', header=None, low_memory=False)
# Add column names based on type
if 'export' in url:
# CAMEO event data
columns = ['GlobalEventID', 'Day', 'MonthYear', 'Year', 'FractionDate',
'Actor1Code', 'Actor1Name', 'Actor1CountryCode', 'Actor1KnownGroupCode',
'Actor1EthnicCode', 'Actor1Religion1Code', 'Actor1Religion2Code',
'Actor1Type1Code', 'Actor1Type2Code', 'Actor1Type3Code',
'Actor2Code', 'Actor2Name', 'Actor2CountryCode', 'Actor2KnownGroupCode',
'Actor2EthnicCode', 'Actor2Religion1Code', 'Actor2Religion2Code',
'Actor2Type1Code', 'Actor2Type2Code', 'Actor2Type3Code',
'IsRootEvent', 'EventCode', 'EventBaseCode', 'EventRootCode',
'QuadClass', 'GoldsteinScale', 'NumMentions', 'NumSources',
'NumArticles', 'AvgTone', 'Actor1Geo_Type', 'Actor1Geo_FullName',
'Actor1Geo_CountryCode', 'Actor1Geo_ADM1Code', 'Actor1Geo_Lat',
'Actor1Geo_Long', 'Actor1Geo_FeatureID', 'Actor2Geo_Type',
'Actor2Geo_FullName', 'Actor2Geo_CountryCode', 'Actor2Geo_ADM1Code',
'Actor2Geo_Lat', 'Actor2Geo_Long', 'Actor2Geo_FeatureID',
'ActionGeo_Type', 'ActionGeo_FullName', 'ActionGeo_CountryCode',
'ActionGeo_ADM1Code', 'ActionGeo_Lat', 'ActionGeo_Long',
'ActionGeo_FeatureID', 'DATEADDED', 'SOURCEURL']
df.columns = columns[:len(df.columns)]
return df
except Exception as e:
print(f"Error fetching GDELT data: {e}")
return pd.DataFrame()
class SocialMediaScraper:
"""
Social media sentiment scraper (Reddit, StockTwits, Twitter/X).
Note: Twitter API now requires paid access ($100/month basic tier).
Reddit API has rate limits but free tier available.
StockTwits has free API for basic usage.
"""
REDDIT_SUBREDDITS = [
'wallstreetbets', 'stocks', 'investing', 'StockMarket',
'options', 'pennystocks', 'SecurityAnalysis', 'algotrading'
]
def __init__(self):
pass
def fetch_reddit_posts(self,
subreddit: str,
limit: int = 100,
time_filter: str = 'day') -> pd.DataFrame:
"""
Fetch Reddit posts from a subreddit.
Requires: pip install praw
You need Reddit API credentials (free at reddit.com/prefs/apps)
"""
try:
import praw
except ImportError:
print("WARNING: praw not available. Install with: pip install praw")
return pd.DataFrame()
# Note: User must provide their own credentials
# This is a placeholder showing the pattern
print("REDDIT INTEGRATION PATTERN:")
print(" 1. Create app at https://www.reddit.com/prefs/apps")
print(" 2. Get client_id and client_secret")
print(" 3. Initialize: praw.Reddit(client_id='...', client_secret='...', user_agent='...')")
print(" 4. Fetch: reddit.subreddit('wallstreetbets').hot(limit=100)")
return pd.DataFrame()
def fetch_stocktwits_feed(self,
ticker: str,
limit: int = 30) -> pd.DataFrame:
"""
Fetch StockTwits messages for a ticker.
StockTwits API: https://api.stocktwits.com/developers/docs
Free tier available for basic usage.
"""
try:
import requests
except ImportError:
print("WARNING: requests not available")
return pd.DataFrame()
url = f"https://api.stocktwits.com/api/2/streams/symbol/{ticker}.json"
try:
response = requests.get(url, timeout=30)
response.raise_for_status()
data = response.json()
messages = data.get('messages', [])
return pd.DataFrame([{
'text': m.get('body', ''),
'created_at': m.get('created_at', ''),
'username': m.get('user', {}).get('username', ''),
'sentiment': m.get('entities', {}).get('sentiment', {}).get('basic', 'neutral'),
'likes': m.get('likes', {}).get('total', 0),
'ticker': ticker
} for m in messages])
except Exception as e:
print(f"Error fetching StockTwits: {e}")
return pd.DataFrame()
class NewsPipeline:
"""
Complete news pipeline: fetch -> preprocess -> sentiment -> aggregate.
Connects NewsAPI + RSS feeds + Social media into one unified feed.
"""
def __init__(self,
news_api_key: Optional[str] = None,
use_rss: bool = True,
use_gdelt: bool = False,
use_social: bool = False):
self.news_api = NewsAPIClient(news_api_key)
self.rss_client = RSSFeedClient()
self.gdelt_client = GDELTClient()
self.social_scraper = SocialMediaScraper()
self.use_rss = use_rss
self.use_gdelt = use_gdelt
self.use_social = use_social
def fetch_all(self,
tickers: List[str],
company_names: Optional[Dict[str, str]] = None,
from_date: Optional[str] = None,
to_date: Optional[str] = None) -> pd.DataFrame:
"""
Fetch news from ALL sources for given tickers.
Returns unified DataFrame with all articles.
"""
all_news = []
# NewsAPI
if company_names:
ticker_map = {t: company_names.get(t, t) for t in tickers}
else:
ticker_map = {t: t for t in tickers}
print("[NewsAPI] Fetching financial news...")
try:
news_api_df = self.news_api.fetch_multiple_tickers(
ticker_map, from_date, to_date
)
if not news_api_df.empty:
news_api_df['source_type'] = 'newsapi'
all_news.append(news_api_df)
except Exception as e:
print(f" NewsAPI error: {e}")
# RSS Feeds
if self.use_rss:
print("[RSS] Fetching financial feeds...")
try:
rss_df = self.rss_client.fetch_all_feeds(max_entries_per_feed=10)
if not rss_df.empty:
rss_df['source_type'] = 'rss'
# Tag with tickers using simple keyword matching
rss_df['ticker'] = rss_df['text'].apply(
lambda x: self._extract_tickers(str(x), tickers)
)
rss_df = rss_df[rss_df['ticker'].notna()]
if not rss_df.empty:
all_news.append(rss_df)
except Exception as e:
print(f" RSS error: {e}")
# Combine
if all_news:
combined = pd.concat(all_news, ignore_index=True)
combined['text'] = combined['text'].fillna('')
combined['date'] = pd.to_datetime(combined['date'], errors='coerce')
return combined.sort_values('date', ascending=False)
return pd.DataFrame()
def _extract_tickers(self, text: str, tickers: List[str]) -> Optional[str]:
"""Simple keyword matching to tag articles with tickers"""
text_upper = text.upper()
for ticker in tickers:
if f' {ticker} ' in text_upper or f'${ticker}' in text_upper:
return ticker
return None
def aggregate_daily_sentiment(self,
news_df: pd.DataFrame,
sentiment_fn: Optional[Callable] = None) -> pd.DataFrame:
"""
Aggregate news into daily sentiment scores per ticker.
Requires sentiment_fn that takes text -> dict with 'sentiment_score'.
If not provided, returns raw counts only.
"""
if news_df.empty:
return pd.DataFrame()
# Ensure date is datetime
news_df['date'] = pd.to_datetime(news_df['date'], errors='coerce')
news_df['date'] = news_df['date'].dt.date
if sentiment_fn is not None:
print("Computing sentiment scores...")
sentiments = []
for text in news_df['text']:
try:
result = sentiment_fn(str(text))
sentiments.append(result.get('sentiment_score', 0))
except:
sentiments.append(0)
news_df['sentiment_score'] = sentiments
else:
news_df['sentiment_score'] = 0
# Aggregate by date and ticker
daily = news_df.groupby(['date', 'ticker']).agg({
'sentiment_score': ['mean', 'std', 'count'],
'text': 'first'
}).reset_index()
# Flatten multi-index columns
daily.columns = ['date', 'ticker', 'sentiment_mean', 'sentiment_std',
'article_count', 'sample_text']
# Confidence weighting: more articles = more confident
daily['confidence'] = np.minimum(daily['article_count'] / 5, 1.0)
daily['sentiment_alpha'] = daily['sentiment_mean'] * daily['confidence']
return daily
if __name__ == '__main__':
# Test news pipeline
pipeline = NewsPipeline()
# Fetch mock news (no API key)
news = pipeline.news_api.fetch_for_ticker('AAPL', 'Apple', page_size=5)
print(f"Fetched {len(news)} articles for AAPL")
print(news[['title', 'source', 'date']].head())