centiMent / StockSentimentAnalyser.py
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Update StockSentimentAnalyser.py
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import requests
from bs4 import BeautifulSoup
from transformers import AutoTokenizer, AutoModelForSequenceClassification
from transformers import pipeline
from collections import Counter
import time
import numpy as np
import yfinance as yf
import pandas as pd
from datetime import datetime, timedelta
import json
from typing import Dict, List, Tuple
import re # Add this import
import warnings
warnings.filterwarnings('ignore')
# Load FinBERT
model_name = "yiyanghkust/finbert-tone"
tokenizer = AutoTokenizer.from_pretrained(model_name)
model = AutoModelForSequenceClassification.from_pretrained(model_name)
classifier = pipeline("sentiment-analysis", model=model, tokenizer=tokenizer)
class StockSentimentAnalyzer:
def __init__(self):
self.session = requests.Session()
self.session.headers.update({
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.124 Safari/537.36'
})
# API setup for Indian stock data
self.api_url = "https://indian-stock-exchange-api2.p.rapidapi.com/stock"
self.api_headers = {
"x-rapidapi-host": "indian-stock-exchange-api2.p.rapidapi.com",
"x-rapidapi-key": "a12f59fc40msh153da8fdf3885b6p100406jsn57d1d84b0d06"
}
self.symbol = None
def get_stock_data(self, symbol: str, period: str = "1mo") -> pd.DataFrame:
"""Fetch stock data from Yahoo Finance"""
try:
# Add .NS for NSE stocks if not present
if not symbol.endswith('.NS') and not symbol.endswith('.BO'):
symbol += '.NS'
stock = yf.Ticker(symbol)
data = stock.history(period=period)
return data
except Exception as e:
print(f"Error fetching stock data for {symbol}: {e}")
return pd.DataFrame()
def get_news_from_api(self, company_name: str) -> List[Dict]:
"""Get news articles from the API"""
querystring = {"name": company_name}
try:
response = requests.get(self.api_url, headers=self.api_headers, params=querystring)
data = response.json()
news_data = data.get("recentNews", {})
return news_data
except Exception as e:
print(f"Error fetching news from API: {e}")
return []
def scrape_news_sentiment(self, company_name: str, symbol: str) -> Dict:
"""Scrape news sentiment from multiple sources"""
news_data = {
'headlines': [],
'sources': [],
'sentiment_scores': [],
'dates': [],
'urls': []
}
# Get news from API
api_news = self.get_news_from_api(company_name)
urls = [item["url"] for item in api_news if isinstance(item, dict) and "url" in item]
print(f"Found {len(urls)} news articles from API")
# Process each URL
for i, news_url in enumerate(urls):
try:
print(f"\n[{i+1}/{len(urls)}] Analyzing: {news_url[:60]}...")
html = requests.get(news_url, timeout=10).text
soup = BeautifulSoup(html, "html.parser")
# Get title
title = soup.title.string if soup.title else "No title"
# Grab <p> tags and filter
paragraphs = soup.find_all("p")
if not paragraphs:
print("→ No content found")
continue
content = " ".join(p.get_text() for p in paragraphs if len(p.get_text()) > 40)
content = content.strip()
if len(content) < 100:
print("→ Content too short")
continue
# Truncate to 512 tokens max
content = content[:1000]
result = classifier(content[:512])[0]
label = result['label'].lower()
score = result['score']
# Convert FinBERT sentiment to polarity score (-1 to 1)
polarity = 0
if label == "positive":
polarity = score
elif label == "negative":
polarity = -score
news_data['headlines'].append(title)
news_data['sources'].append('API')
news_data['sentiment_scores'].append(polarity)
news_data['dates'].append(datetime.now())
news_data['urls'].append(news_url)
print(f"→ Sentiment: {label.upper()} (confidence: {score:.1%})")
time.sleep(1.2) # polite delay
except Exception as e:
print(f"❌ Error: {str(e)}")
continue
# Economic Times
try:
et_url = f"https://economictimes.indiatimes.com/topic/{company_name.replace(' ', '-')}"
response = self.session.get(et_url, timeout=10)
soup = BeautifulSoup(response.content, 'html.parser')
headlines = soup.find_all(['h2', 'h3', 'h4'], class_=re.compile('.*title.*|.*headline.*'))
for headline in headlines[:5]: # Limit to 5 headlines
text = headline.get_text().strip()
if text and len(text) > 10:
# Use FinBERT for sentiment analysis
result = classifier(text)[0]
label = result['label'].lower()
score = result['score']
# Convert to polarity
polarity = 0
if label == "positive":
polarity = score
elif label == "negative":
polarity = -score
news_data['headlines'].append(text)
news_data['sources'].append('Economic Times')
news_data['sentiment_scores'].append(polarity)
news_data['dates'].append(datetime.now())
news_data['urls'].append(et_url)
except Exception as e:
print(f"Error scraping Economic Times: {e}")
return news_data
def calculate_news_sentiment_score(self, news_data: Dict) -> Dict:
"""Calculate various sentiment scores from news data"""
if not news_data['sentiment_scores']:
return {
'positive_score': 50,
'negative_score': 50,
'fear_score': 50,
'confidence_score': 50,
'overall_sentiment_score': 50
}
sentiments = news_data['sentiment_scores']
headlines = news_data['headlines']
# Count sentiments
positive_count = sum(1 for s in sentiments if s > 0.1)
negative_count = sum(1 for s in sentiments if s < -0.1)
neutral_count = len(sentiments) - positive_count - negative_count
total = len(sentiments)
positive_score = (positive_count / total) * 100 if total > 0 else 50
negative_score = (negative_count / total) * 100 if total > 0 else 50
# Calculate average confidence
confidence_values = [abs(s) for s in sentiments]
avg_confidence = sum(confidence_values) / len(confidence_values) if confidence_values else 0
confidence_score = avg_confidence * 100
# Fear score based on keywords
fear_keywords = ['fall', 'drop', 'crash', 'loss', 'decline', 'bear', 'sell', 'down', 'negative', 'risk']
confidence_keywords = ['rise', 'gain', 'bull', 'buy', 'up', 'positive', 'growth', 'profit', 'strong']
fear_mentions = sum(1 for headline in headlines
for keyword in fear_keywords
if keyword.lower() in headline.lower())
confidence_mentions = sum(1 for headline in headlines
for keyword in confidence_keywords
if keyword.lower() in headline.lower())
fear_score = min(100, (fear_mentions / len(headlines)) * 200) if headlines else 50
confidence_boost = min(100, (confidence_mentions / len(headlines)) * 200) if headlines else 50
# Overall sentiment score
overall_sentiment = 50 + ((positive_score - negative_score) * 0.3) + ((confidence_boost - fear_score) * 0.2)
return {
'positive_score': round(positive_score, 2),
'negative_score': round(negative_score, 2),
'fear_score': round(fear_score, 2),
'confidence_score': round(confidence_score, 2),
'overall_sentiment_score': round(min(100, max(0, overall_sentiment)), 2)
}
def calculate_volatility_score(self, stock_data: pd.DataFrame) -> float:
"""Calculate innovative volatility score (0-100)"""
if stock_data.empty:
return 0
# Calculate different volatility measures
returns = stock_data['Close'].pct_change().dropna()
# Standard deviation of returns (annualized)
std_vol = returns.std() * np.sqrt(252) * 100
# Average True Range volatility
high_low = stock_data['High'] - stock_data['Low']
high_close = np.abs(stock_data['High'] - stock_data['Close'].shift())
low_close = np.abs(stock_data['Low'] - stock_data['Close'].shift())
true_range = np.maximum(high_low, np.maximum(high_close, low_close))
atr = true_range.rolling(14).mean().iloc[-1]
atr_vol = (atr / stock_data['Close'].iloc[-1]) * 100
# Price range volatility
price_range = ((stock_data['High'].max() - stock_data['Low'].min()) / stock_data['Close'].iloc[-1]) * 100
# Combine and normalize to 0-100 scale
volatility_score = min(100, (std_vol * 0.4 + atr_vol * 0.4 + price_range * 0.2))
return round(volatility_score, 2)
def calculate_momentum_score(self, stock_data: pd.DataFrame) -> float:
"""Calculate momentum score based on price trends (0-100)"""
if stock_data.empty:
return 50
# RSI calculation
delta = stock_data['Close'].diff()
gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
rs = gain / loss
rsi = 100 - (100 / (1 + rs))
current_rsi = rsi.iloc[-1] if not np.isnan(rsi.iloc[-1]) else 50
# Price momentum (% change over different periods)
mom_1d = ((stock_data['Close'].iloc[-1] - stock_data['Close'].iloc[-2]) / stock_data['Close'].iloc[-2]) * 100
mom_5d = ((stock_data['Close'].iloc[-1] - stock_data['Close'].iloc[-6]) / stock_data['Close'].iloc[-6]) * 100 if len(stock_data) > 5 else 0
mom_20d = ((stock_data['Close'].iloc[-1] - stock_data['Close'].iloc[-21]) / stock_data['Close'].iloc[-21]) * 100 if len(stock_data) > 20 else 0
# Moving average trends
ma_5 = stock_data['Close'].rolling(5).mean().iloc[-1]
ma_20 = stock_data['Close'].rolling(20).mean().iloc[-1] if len(stock_data) > 20 else ma_5
current_price = stock_data['Close'].iloc[-1]
ma_score = 50
if current_price > ma_5 > ma_20:
ma_score = 75
elif current_price > ma_5:
ma_score = 65
elif current_price < ma_5 < ma_20:
ma_score = 25
elif current_price < ma_5:
ma_score = 35
# Combine scores
momentum_score = (current_rsi * 0.4 + ma_score * 0.3 +
min(max(mom_1d * 2 + 50, 0), 100) * 0.1 +
min(max(mom_5d + 50, 0), 100) * 0.1 +
min(max(mom_20d * 0.5 + 50, 0), 100) * 0.1)
return round(momentum_score, 2)
def calculate_liquidity_score(self, stock_data: pd.DataFrame) -> float:
"""Calculate liquidity score based on volume patterns (0-100)"""
if stock_data.empty:
return 0
# Average volume
avg_volume = stock_data['Volume'].mean()
recent_volume = stock_data['Volume'].tail(5).mean()
# Volume trend
volume_trend = (recent_volume - avg_volume) / avg_volume * 100 if avg_volume > 0 else 0
# Volume-price relationship
price_changes = stock_data['Close'].pct_change()
volume_changes = stock_data['Volume'].pct_change()
correlation = price_changes.corr(volume_changes)
correlation = 0 if np.isnan(correlation) else correlation
# Normalize to 0-100 scale
volume_score = min(100, max(0, 50 + volume_trend * 0.3 + correlation * 25))
return round(volume_score, 2)
def calculate_technical_strength_score(self, stock_data: pd.DataFrame) -> float:
"""Calculate technical strength based on multiple indicators (0-100)"""
if stock_data.empty:
return 50
scores = []
# Support/Resistance levels
highs = stock_data['High'].rolling(20).max()
lows = stock_data['Low'].rolling(20).min()
current_price = stock_data['Close'].iloc[-1]
# Price position within range
price_position = ((current_price - lows.iloc[-1]) / (highs.iloc[-1] - lows.iloc[-1])) * 100
scores.append(min(100, max(0, price_position)))
# Volume-weighted average price deviation
vwap = (stock_data['Close'] * stock_data['Volume']).sum() / stock_data['Volume'].sum()
vwap_score = 50 + ((current_price - vwap) / vwap) * 100
scores.append(min(100, max(0, vwap_score)))
# Bollinger Bands position
ma_20 = stock_data['Close'].rolling(20).mean()
std_20 = stock_data['Close'].rolling(20).std()
upper_band = ma_20 + (std_20 * 2)
lower_band = ma_20 - (std_20 * 2)
if not upper_band.empty and not lower_band.empty:
bb_position = ((current_price - lower_band.iloc[-1]) /
(upper_band.iloc[-1] - lower_band.iloc[-1])) * 100
scores.append(min(100, max(0, bb_position)))
return round(np.mean(scores), 2)
def calculate_market_correlation_score(self, symbol: str, stock_data: pd.DataFrame) -> float:
"""Calculate correlation with major indices (0-100)"""
try:
# Get Nifty 50 data for comparison
nifty = yf.Ticker("^NSEI")
nifty_data = nifty.history(period="1mo")
if nifty_data.empty or stock_data.empty:
return 50
# Align dates
common_dates = stock_data.index.intersection(nifty_data.index)
if len(common_dates) < 5:
return 50
stock_returns = stock_data.loc[common_dates]['Close'].pct_change().dropna()
nifty_returns = nifty_data.loc[common_dates]['Close'].pct_change().dropna()
# Calculate correlation
correlation = stock_returns.corr(nifty_returns)
if np.isnan(correlation):
return 50
# Convert correlation to 0-100 score
# High positive correlation = higher score (follows market)
# Negative correlation = lower score (contrarian)
correlation_score = (correlation + 1) * 50
return round(correlation_score, 2)
except Exception as e:
print(f"Error calculating market correlation: {e}")
return 50
def calculate_growth_potential_score(self, stock_data: pd.DataFrame) -> float:
"""Calculate growth potential based on trend analysis (0-100)"""
if stock_data.empty:
return 50
# Calculate different timeframe growth rates
current_price = stock_data['Close'].iloc[-1]
growth_scores = []
# Weekly growth
if len(stock_data) >= 5:
week_ago_price = stock_data['Close'].iloc[-5]
weekly_growth = ((current_price - week_ago_price) / week_ago_price) * 100
weekly_score = min(100, max(0, 50 + weekly_growth * 2))
growth_scores.append(weekly_score)
# Monthly growth
if len(stock_data) >= 20:
month_ago_price = stock_data['Close'].iloc[-20]
monthly_growth = ((current_price - month_ago_price) / month_ago_price) * 100
monthly_score = min(100, max(0, 50 + monthly_growth))
growth_scores.append(monthly_score)
# Volume growth trend
recent_volume = stock_data['Volume'].tail(5).mean()
earlier_volume = stock_data['Volume'].head(5).mean()
if earlier_volume > 0:
volume_growth = ((recent_volume - earlier_volume) / earlier_volume) * 100
volume_score = min(100, max(0, 50 + volume_growth * 0.5))
growth_scores.append(volume_score)
return round(np.mean(growth_scores) if growth_scores else 50, 2)
def calculate_stability_score(self, stock_data: pd.DataFrame) -> float:
"""Calculate stability score based on price steadiness (0-100)"""
if stock_data.empty:
return 50
# Calculate coefficient of variation
returns = stock_data['Close'].pct_change().dropna()
mean_return = returns.mean()
std_return = returns.std()
if mean_return != 0:
cv = abs(std_return / mean_return)
# Lower CV = higher stability
stability_score = max(0, 100 - cv * 100)
else:
stability_score = 50
# Consider price gaps
gaps = abs(stock_data['Open'] - stock_data['Close'].shift()).dropna()
avg_gap = gaps.mean()
avg_price = stock_data['Close'].mean()
if avg_price > 0:
gap_ratio = avg_gap / avg_price
gap_penalty = min(50, gap_ratio * 1000)
stability_score = max(0, stability_score - gap_penalty)
return round(stability_score, 2)
def calculate_risk_score(self, analysis: Dict) -> float:
"""Calculate risk score based on multiple factors"""
risk_factors = [
analysis['volatility_score'],
analysis['fear_score'],
100 - analysis['liquidity_score'],
100 - analysis['technical_strength_score'],
100 - analysis['stability_score']
]
return round(np.mean(risk_factors), 2)
def calculate_investment_attractiveness(self, analysis: Dict) -> float:
"""Calculate investment attractiveness score"""
attractiveness_factors = [
analysis['overall_sentiment_score'],
analysis['growth_potential_score'],
analysis['momentum_score'],
100 - analysis['risk_score']
]
return round(np.mean(attractiveness_factors), 2)
def get_comprehensive_analysis(self, symbol: str, company_name: str = None) -> Dict:
"""Get comprehensive sentiment analysis for a stock"""
# If company name not provided, try to extract from symbol
self.symbol = symbol
# If company name not provided, try to extract from symbol
if not company_name:
try:
# Add .NS for NSE stocks if not present
if not symbol.endswith('.NS') and not symbol.endswith('.BO'):
symbol_with_suffix = symbol + '.NS'
else:
symbol_with_suffix = symbol
# Get company info from yfinance
ticker = yf.Ticker(symbol_with_suffix)
info = ticker.info
# Extract company name with multiple fallbacks
company_name = (
info.get('longName') or
info.get('shortName') or
info.get('name') or
symbol # Final fallback to symbol
)
# Validate the extracted name
if company_name:
# Remove special characters and check if meaningful
cleaned_name = ''.join(c for c in company_name if c.isalnum() or c in (' ', '-', '&'))
if (len(cleaned_name.strip()) < 2 or # Too short
cleaned_name.strip() == symbol or # Same as symbol
any(x in cleaned_name for x in ['-', ' - ']) or # Contains dashes (likely placeholder)
cleaned_name.isnumeric()): # Just numbers
company_name = symbol # Fallback to symbol if name is invalid
else:
company_name = symbol
except Exception as e:
print(f"⚠️ Could not fetch company name for {symbol}: {str(e)}")
company_name = symbol
# Ensure we have at least the symbol as name
company_name = company_name or symbol
print(company_name)
print(f"\n{'='*80}")
print(f"🔍 ANALYZING: {company_name.upper()} ({symbol})")
print(f"{'='*80}")
# Get stock data
print("📊 Fetching stock data...")
stock_data = self.get_stock_data(symbol)
if stock_data.empty:
print("❌ Could not fetch stock data. Please check the symbol.")
return {}
# Get news sentiment
print("📰 Scraping news sentiment...")
news_data = self.scrape_news_sentiment(company_name, symbol)
# Calculate all scores
print("🧮 Calculating sentiment scores...")
# Basic stock info
current_price = stock_data['Close'].iloc[-1]
prev_close = stock_data['Close'].iloc[-2] if len(stock_data) > 1 else current_price
price_change = current_price - prev_close
price_change_pct = (price_change / prev_close) * 100 if prev_close != 0 else 0
analysis = {
'symbol': symbol,
'company_name': company_name,
'analysis_date': datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
'current_price': round(current_price, 2),
'price_change': round(price_change, 2),
'price_change_pct': round(price_change_pct, 2),
'volume': int(stock_data['Volume'].iloc[-1]),
'market_cap_approx': 'N/A', # Would need additional API for exact market cap
# Innovative Scores
'volatility_score': self.calculate_volatility_score(stock_data),
'momentum_score': self.calculate_momentum_score(stock_data),
'liquidity_score': self.calculate_liquidity_score(stock_data),
'technical_strength_score': self.calculate_technical_strength_score(stock_data),
'market_correlation_score': self.calculate_market_correlation_score(symbol, stock_data),
'growth_potential_score': self.calculate_growth_potential_score(stock_data),
'stability_score': self.calculate_stability_score(stock_data),
# News sentiment scores
**self.calculate_news_sentiment_score(news_data),
# Additional metrics
'news_count': len(news_data['headlines']),
'recent_headlines': news_data['headlines'][:5] # Top 5 headlines
}
# Calculate risk score
analysis['risk_score'] = self.calculate_risk_score(analysis)
# Calculate risk level based on risk score
if analysis['risk_score'] >= 75:
analysis['risk_level'] = "VERY HIGH"
elif analysis['risk_score'] >= 60:
analysis['risk_level'] = "HIGH"
elif analysis['risk_score'] >= 40:
analysis['risk_level'] = "MODERATE"
elif analysis['risk_score'] >= 25:
analysis['risk_level'] = "LOW"
else:
analysis['risk_level'] = "VERY LOW"
# Add risk factors based on analysis
analysis['risk_factors'] = []
if analysis['volatility_score'] > 70:
analysis['risk_factors'].append("High market volatility")
if analysis['fear_score'] > 60:
analysis['risk_factors'].append("Elevated market fear")
if analysis['negative_score'] > 60:
analysis['risk_factors'].append("Negative sentiment trend")
if analysis['market_correlation_score'] < 30:
analysis['risk_factors'].append("Low market correlation")
if analysis['stability_score'] < 40:
analysis['risk_factors'].append("Low stability indicators")
# Calculate investment attractiveness
analysis['investment_attractiveness_score'] = self.calculate_investment_attractiveness(analysis)
return analysis
def generate_recommendation(self, analysis: Dict) -> str:
"""Generate trading recommendation based on analysis"""
if not analysis:
return "Unable to generate recommendation - insufficient data"
sentiment = analysis['overall_sentiment_score']
risk = analysis['risk_score']
momentum = analysis['momentum_score']
volatility = analysis['volatility_score']
attractiveness = analysis['investment_attractiveness_score']
if sentiment > 70 and risk < 40 and momentum > 60 and attractiveness > 65:
return "🟢 STRONG BUY - High sentiment, low risk, strong momentum"
elif sentiment > 60 and risk < 50 and attractiveness > 55:
return "🟢 BUY - Positive sentiment with manageable risk"
elif sentiment > 40 and sentiment < 60 and risk < 60:
return "🟡 HOLD - Neutral sentiment, monitor closely"
elif sentiment < 40 and risk > 60:
return "🔴 SELL - Negative sentiment with high risk"
elif sentiment < 30 or risk > 75:
return "🔴 STRONG SELL - Very negative sentiment or very high risk"
else:
return "🟡 HOLD - Mixed signals, proceed with caution"
def display_analysis(self, analysis: Dict):
"""Display comprehensive analysis in a formatted way"""
if not analysis:
print("❌ No analysis data available")
return
print(f"\n{'='*80}")
print(f"📈 COMPREHENSIVE STOCK ANALYSIS REPORT")
print(f"{'='*80}")
# Basic Info
print(f"\n📊 BASIC INFORMATION:")
print(f"Company: {analysis['company_name']}")
print(f"Symbol: {analysis['symbol']}")
print(f"Current Price: ₹{analysis['current_price']}")
print(f"Price Change: ₹{analysis['price_change']} ({analysis['price_change_pct']:+.2f}%)")
print(f"Volume: {analysis['volume']:,}")
print(f"Analysis Date: {analysis['analysis_date']}")
# Sentiment Scores
print(f"\n🎯 SENTIMENT SCORES (0-100):")
print(f"Overall Sentiment Score: {analysis['overall_sentiment_score']}/100")
print(f"Positive Score: {analysis['positive_score']}/100")
print(f"Negative Score: {analysis['negative_score']}/100")
print(f"Fear Score: {analysis['fear_score']}/100")
print(f"Confidence Score: {analysis['confidence_score']}/100")
# Technical Scores
print(f"\n⚙️ TECHNICAL SCORES (0-100):")
print(f"Volatility Score: {analysis['volatility_score']}/100")
print(f"Momentum Score: {analysis['momentum_score']}/100")
print(f"Technical Strength: {analysis['technical_strength_score']}/100")
print(f"Liquidity Score: {analysis['liquidity_score']}/100")
print(f"Market Correlation: {analysis['market_correlation_score']}/100")
# Advanced Scores
print(f"\n🚀 ADVANCED SCORES (0-100):")
print(f"Growth Potential: {analysis['growth_potential_score']}/100")
print(f"Stability Score: {analysis['stability_score']}/100")
print(f"Risk Score: {analysis['risk_score']}/100")
print(f"Investment Attractiveness: {analysis['investment_attractiveness_score']}/100")
# Recommendation
recommendation = self.generate_recommendation(analysis)
print(f"\n💡 RECOMMENDATION:")
print(f"{recommendation}")
# News Analysis
print(f"\n📰 NEWS ANALYSIS:")
print(f"Headlines Analyzed: {analysis['news_count']}")
if analysis['recent_headlines']:
print(f"\n📋 Recent Headlines:")
for i, headline in enumerate(analysis['recent_headlines'], 1):
print(f"{i}. {headline}")
# Risk Assessment
print(f"\n⚠️ RISK ASSESSMENT:")
print(f"Risk Level: {analysis['risk_level']}")
print(f"Key Risk Factors:")
for risk_factor in analysis['risk_factors']:
print(f"- {risk_factor}")
# Save analysis to JSON
output_file = f"analysis_{self.symbol}_{datetime.now().strftime('%Y%m%d_%H%M%S')}.json"
with open(output_file, 'w') as f:
json.dump(analysis, f, indent=4)
print(f"\n💾 Analysis saved to {output_file}")
def main():
"""Main function to run the stock analysis"""
analyzer = StockSentimentAnalyzer()
print("🚀 Welcome to Stock Sentiment Analyzer!")
print("Enter stock symbols (e.g., RELIANCE, TCS, HDFCBANK)")
print("The system will automatically add .NS for NSE stocks")
print("Type 'quit' to exit\n")
while True:
try:
# Get user input
user_input = input("Enter stock symbol: ").strip().upper()
if user_input.lower() == 'quit':
print("👋 Thank you for using Stock Sentiment Analyzer!")
break
if not user_input:
print("❌ Please enter a valid stock symbol")
continue
# Get company name (optional)
company_name = input("Enter company name (optional, press Enter to skip): ").strip()
# Perform analysis
analysis = analyzer.get_comprehensive_analysis(user_input, company_name if company_name else None)
# Display results
if analysis:
analyzer.display_analysis(analysis)
except Exception as e:
print(f"❌ Error: {str(e)}")
print("Please try again with a different stock symbol")
if __name__ == "__main__":
main()