update text
This commit is contained in:
parent
dced7dfb80
commit
00dfe24cdb
@ -192,68 +192,6 @@ def get_market_tide(interval_5m=True):
|
|||||||
|
|
||||||
return data
|
return data
|
||||||
|
|
||||||
def get_top_sector_tickers():
|
|
||||||
keep_elements = ['price', 'ticker', 'name', 'changesPercentage','netPremium','netCallPremium','netPutPremium','gexRatio','gexNetChange','ivRank']
|
|
||||||
sector_list = [
|
|
||||||
"Basic Materials",
|
|
||||||
"Communication Services",
|
|
||||||
"Consumer Cyclical",
|
|
||||||
"Consumer Defensive",
|
|
||||||
"Energy",
|
|
||||||
"Financial Services",
|
|
||||||
"Healthcare",
|
|
||||||
"Industrials",
|
|
||||||
"Real Estate",
|
|
||||||
"Technology",
|
|
||||||
"Utilities",
|
|
||||||
]
|
|
||||||
headers = {
|
|
||||||
"Accept": "application/json, text/plain",
|
|
||||||
"Authorization": api_key
|
|
||||||
}
|
|
||||||
url = "https://api.unusualwhales.com/api/screener/stocks"
|
|
||||||
|
|
||||||
res_list = {}
|
|
||||||
|
|
||||||
for sector in sector_list:
|
|
||||||
querystring = {
|
|
||||||
'order': 'net_premium',
|
|
||||||
'order_direction': 'desc',
|
|
||||||
'sectors[]': sector
|
|
||||||
}
|
|
||||||
|
|
||||||
response = requests.get(url, headers=headers, params=querystring)
|
|
||||||
data = response.json().get('data', [])
|
|
||||||
|
|
||||||
updated_data = []
|
|
||||||
for item in data[:10]:
|
|
||||||
try:
|
|
||||||
new_item = {key: safe_round(value) for key, value in item.items()}
|
|
||||||
with open(f"json/quote/{item['ticker']}.json") as file:
|
|
||||||
quote_data = orjson.loads(file.read())
|
|
||||||
new_item['name'] = quote_data['name']
|
|
||||||
new_item['price'] = round(float(quote_data['price']), 2)
|
|
||||||
new_item['changesPercentage'] = round(float(quote_data['changesPercentage']), 2)
|
|
||||||
|
|
||||||
new_item['ivRank'] = round(float(new_item['iv_rank']),2)
|
|
||||||
new_item['gexRatio'] = new_item['gex_ratio']
|
|
||||||
new_item['gexNetChange'] = new_item['gex_net_change']
|
|
||||||
new_item['netCallPremium'] = new_item['net_call_premium']
|
|
||||||
new_item['netPutPremium'] = new_item['net_put_premium']
|
|
||||||
|
|
||||||
new_item['netPremium'] = abs(new_item['netCallPremium'] - new_item['netPutPremium'])
|
|
||||||
# Filter new_item to keep only specified elements
|
|
||||||
filtered_item = {key: new_item[key] for key in keep_elements if key in new_item}
|
|
||||||
updated_data.append(filtered_item)
|
|
||||||
except Exception as e:
|
|
||||||
print(f"Error processing ticker {item.get('ticker', 'unknown')}: {e}")
|
|
||||||
|
|
||||||
# Add rank to each item
|
|
||||||
for rank, item in enumerate(updated_data, 1):
|
|
||||||
item['rank'] = rank
|
|
||||||
res_list[sector] = updated_data
|
|
||||||
|
|
||||||
return res_list
|
|
||||||
|
|
||||||
|
|
||||||
def get_top_spy_tickers():
|
def get_top_spy_tickers():
|
||||||
@ -282,6 +220,7 @@ def get_top_spy_tickers():
|
|||||||
pass
|
pass
|
||||||
|
|
||||||
# Add rank to each item
|
# Add rank to each item
|
||||||
|
res_list = [item for item in res_list if 'net_call_premium' in item and 'net_put_premium' in item]
|
||||||
res_list = sorted(res_list, key=lambda item: item['net_premium'], reverse=True)
|
res_list = sorted(res_list, key=lambda item: item['net_premium'], reverse=True)
|
||||||
|
|
||||||
for rank, item in enumerate(res_list, 1):
|
for rank, item in enumerate(res_list, 1):
|
||||||
@ -296,9 +235,11 @@ def main():
|
|||||||
|
|
||||||
market_tide = get_market_tide()
|
market_tide = get_market_tide()
|
||||||
top_spy_tickers = get_top_spy_tickers()
|
top_spy_tickers = get_top_spy_tickers()
|
||||||
top_sector_tickers['SPY'] = top_spy_tickers
|
top_neg_spy_tickers = sorted(get_top_spy_tickers(), key=lambda item: item['net_premium'])
|
||||||
|
for rank, item in enumerate(top_neg_spy_tickers, 1):
|
||||||
|
item['rank'] = rank
|
||||||
|
|
||||||
data = {'marketTide': market_tide, 'topSectorTickers': top_sector_tickers}
|
data = {'marketTide': market_tide, 'topPosNetPremium': top_spy_tickers[:10], 'topNegNetPremium': top_neg_spy_tickers[:10]}
|
||||||
|
|
||||||
if data:
|
if data:
|
||||||
save_json(data)
|
save_json(data)
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user