getNewsandPriceHist.py

def getNewsAndPrices(ticker, days):
    """
    Retrieves financial news and price history over the course of a 
    specified number of days fora given stock ticker.
    """

    # List of news
    news = []
    
    # How many days back to retrieve
    ago = datetime.now() - timedelta(days=days)

    # Getting news over the course of a year
    for i in tqdm(range(10, days, 10)):

        # Grabbing the news
        resp = client.get_financial_news(
            s=ticker,
            from_=(ago+timedelta(days=i-10)).strftime("%Y-%m-%d"),
            to=(ago+timedelta(days=i)).strftime("%Y-%m-%d"),
            limit=100
        )

        # Adding to the news list
        news.extend(resp)
        
    # Filtering out irrelevant news
    lst = [i for i in news if sum(x in {ticker.lower()} for x in nltk.word_tokenize(i['title'].lower()))>=1]
    
    # Formatting the date
    news = pd.DataFrame(lst)
    
    news['date'] = news['date'].apply(lambda x: x[:10])
    
    # Getting prices
    prices = pd.DataFrame(client.get_prices_eod(ticker, from_=ago.strftime("%Y-%m-%d")))
    
    # Set index
    prices = prices.set_index('date', drop=True)
    
    return news, prices