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@ -192,68 +192,6 @@ def get_market_tide(interval_5m=True):
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return data
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def get_top_sector_tickers():
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keep_elements = ['price', 'ticker', 'name', 'changesPercentage','netPremium','netCallPremium','netPutPremium','gexRatio','gexNetChange','ivRank']
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sector_list = [
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"Basic Materials",
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"Communication Services",
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"Consumer Cyclical",
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"Consumer Defensive",
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"Energy",
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"Financial Services",
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"Healthcare",
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"Industrials",
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"Real Estate",
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"Technology",
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"Utilities",
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]
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headers = {
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"Accept": "application/json, text/plain",
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"Authorization": api_key
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}
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url = "https://api.unusualwhales.com/api/screener/stocks"
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res_list = {}
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for sector in sector_list:
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querystring = {
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'order': 'net_premium',
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'order_direction': 'desc',
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'sectors[]': sector
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}
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response = requests.get(url, headers=headers, params=querystring)
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data = response.json().get('data', [])
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updated_data = []
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for item in data[:10]:
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try:
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new_item = {key: safe_round(value) for key, value in item.items()}
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with open(f"json/quote/{item['ticker']}.json") as file:
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quote_data = orjson.loads(file.read())
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new_item['name'] = quote_data['name']
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new_item['price'] = round(float(quote_data['price']), 2)
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new_item['changesPercentage'] = round(float(quote_data['changesPercentage']), 2)
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new_item['ivRank'] = round(float(new_item['iv_rank']),2)
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new_item['gexRatio'] = new_item['gex_ratio']
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new_item['gexNetChange'] = new_item['gex_net_change']
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new_item['netCallPremium'] = new_item['net_call_premium']
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new_item['netPutPremium'] = new_item['net_put_premium']
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new_item['netPremium'] = abs(new_item['netCallPremium'] - new_item['netPutPremium'])
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# Filter new_item to keep only specified elements
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filtered_item = {key: new_item[key] for key in keep_elements if key in new_item}
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updated_data.append(filtered_item)
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except Exception as e:
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print(f"Error processing ticker {item.get('ticker', 'unknown')}: {e}")
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# Add rank to each item
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for rank, item in enumerate(updated_data, 1):
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item['rank'] = rank
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res_list[sector] = updated_data
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return res_list
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def get_top_spy_tickers():
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@ -282,6 +220,7 @@ def get_top_spy_tickers():
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pass
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# Add rank to each item
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res_list = [item for item in res_list if 'net_call_premium' in item and 'net_put_premium' in item]
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res_list = sorted(res_list, key=lambda item: item['net_premium'], reverse=True)
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for rank, item in enumerate(res_list, 1):
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@ -296,9 +235,11 @@ def main():
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market_tide = get_market_tide()
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top_spy_tickers = get_top_spy_tickers()
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top_sector_tickers['SPY'] = top_spy_tickers
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top_neg_spy_tickers = sorted(get_top_spy_tickers(), key=lambda item: item['net_premium'])
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for rank, item in enumerate(top_neg_spy_tickers, 1):
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item['rank'] = rank
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data = {'marketTide': market_tide, 'topSectorTickers': top_sector_tickers}
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data = {'marketTide': market_tide, 'topPosNetPremium': top_spy_tickers[:10], 'topNegNetPremium': top_neg_spy_tickers[:10]}
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if data:
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save_json(data)
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