Use Finviz API to screen stocks with python

Do you always feel like you’re rushing to find the next best stock? Well with the Finviz API screener you can let the stocks come to you.

I’m going to show you how to connect to Finviz API and with a defined set of parameters, then you get a list of your preferable stocks and save it as CSV or in your Database.

Finviz makes the URL simple to implement in the code (just add the ticker symbol after http://finviz.com/quote.ashx?t=) although it comes with several limitations I won’t describe here that makes it a harder task than it is and that’s the reason I used Mario Stoev unofficial API as it was rather easy and intuitive to use and didn’t involve many installs like in other API’s out there.

So this is what you need to do to connect to the API

First, you need to install Finviz API

pip install finviz

Then import relevant dependencies

from finviz.screener import Screener

from typing import List, Dict
from sklearn import logger

from stocks_finviz.get_finviz_filtered_list import find_filters_symbols # This one you'll need to create of your own

You’ll need to add your parameters as you would do on the Finviz website. This can be quite tricky as several parameters have the same name and their names convention change when you send them through the API.

In order to have all options available with this API, I took all the filters from here and added them as JSON to a file called finviz_filters.py. Without this file you cannot resolve the filter name Finviz API expects to get.

Say you want to find stocks that answer the following parameters:

1. Industry=Stocks only (ex-Funds),
2. Country=USA
3. Market Cap=-Small (under $2bln)

All you need to do is to add them as an input parameter like the following:

input_filters=Industry,Stocks only (ex-Funds),Country,USA, Market Cap,-Small (under $2bln)

And with the following methods:

def convert_to_dict(lst):
    lst = lst.split(',')
    res_dct = {lst[i]: lst[i + 1] for i in range(0, len(lst), 2)}
    return res_dct
def get_filters(filters):
    # type: (List[Dict]) -> List[str]
    """
    get name filters for screener
    :param filters: list of dict
    :return: str filters values
    """

    if isinstance(filters, str):
        filters = [filters]

    if len(filters) == 0:
        logger.info('No filters')
        return

    filtered_results = find_filters_symbols(filters)

    if filtered_results:
        logger.info(f'The following filters are found: {filtered_results}')
        return filtered_results
    else:
        logger.warning('No filtered results from finviz screener')
        return

You’ll end up with something like this:

filters = convert_to_dict(input_filters)
filters_finviz = get_filters(filters)
print(filters_finviz)
['ind_stocksonly', 'geo_usa', 'fa_eps5years_pos', 'ta_volatility_wo10', 'sh_relvol_o1', 'sh_outstanding_u20', 'sh_float_u20']

Which is what the Finviz screener expects to get.

From here the road is easy, you need to call the API, add the relevant filters you want and save it to a CSV or SQL DB

export_path = YOUR PATH
file_name = YOUR FILE NAME
try:
    stock_list = Screener(filters=filters_finviz, table='Performance', order='price')
except Exception as e:
    print(f'No stocks after screening. {e}')
    stock_list = None
# Either use finviz built in to_csv
stock_list.to_csv("stock.csv")
# Or use pandas to_excel
stock_df = pd.DataFrame(stock_list.data)
stock_df.to_excel(export_path+file_name, sheetname='filtered_stocks', index=False) # You might need to use xlsxwriter
# Or create a SQLite database
stock_list.to_sqlite("stock.sqlite3")

If you would like the entire code for this article, you can visit this GitHub. I hope this article will prove useful to your endeavors in the future. Thank you so much for reading!

Disclaimer: The material in this article is purely educational and should not be taken as professional investment advice. Invest at your own discretion.