Update pages/data-feed.py

pages/data-feed.py

@@ -5,6 +5,8 @@ import pandas as pd
 import streamlit as st
 import os 
 import re
+import yfinance as yf
+
 
 def get_finnhub_data(example: str) -> json:
     """
@@ -120,4 +122,29 @@ if ticker:
     t_bill_data = get_alpha_vantage_data(q)
     
     df_t_bills = pd.DataFrame(t_bill_data['data'], columns = [['date','t_bill_as_pct']])
-    st.write(df_t_bills)
+    st.write(df_t_bills)
+
+
+    # ------------------------ yfinance API --------------------------------- #
+    # index and ticker price data (beta calculations)
+    # 
+
+    sp = yf.Ticker("^GSPC")
+    sp_hist = sp.history(period="1y")['Close']
+    
+    sp = yf.Ticker(f'{ticker}')
+    ticker_hist = sp.history(period="1y")['Close']
+
+    sp500 = sp_hist.reset_index().rename(columns={'Close':'sp500_Close'})
+    sp500['sp500_variance'] = sp500['sp500_Close'].var()
+
+    merged_df = sp500.merge(ticker_hist, how='outer', on='Date')
+
+    beta = merged_df.cov().loc['sp500_Close']['Close'] / sp500['sp500_variance'].max()
+    max_date = merged_df['Date'].max()
+    
+    d = {'Date': max_date, 'Beta': beta, 'Symbol': ticker}
+    df_beta = pd.DataFrame(d, index = [0])
+    st.write(df_beta)
+
+