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update options 0dte flow

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This commit is contained in:
MuslemRahimi 2024-07-11 20:01:15 +02:00
parent 3d22151e3f
commit 10e61eb2a9
2 changed files with 3 additions and 1 deletions
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4
app/cron_options_zero_dte.py
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@ -35,7 +35,7 @@ def process_page(page):
try: try:
data = fin.options_activity(date_from=start_date, date_to=end_date, page=page, pagesize=1000) data = fin.options_activity(date_from=start_date, date_to=end_date, page=page, pagesize=1000)
data = ujson.loads(fin.output(data))['option_activity'] data = ujson.loads(fin.output(data))['option_activity']
filtered_data = [{key: value for key, value in item.items() if key in ['ticker','time', 'id','sentiment','underlying_price', 'cost_basis', 'underlying_price','option_activity_type','date', 'date_expiration', 'open_interest','price', 'put_call','strike_price', 'volume']} for item in data] filtered_data = [{key: value for key, value in item.items() if key not in ['description_extended','updated']} for item in data]
time.sleep(1) time.sleep(1)
page_list = [] page_list = []
for item in filtered_data: for item in filtered_data:
@ -59,6 +59,8 @@ def process_page(page):
item['underlying_price'] = round(float(item['underlying_price']), 2) item['underlying_price'] = round(float(item['underlying_price']), 2)
item['type'] = item['option_activity_type'].capitalize() item['type'] = item['option_activity_type'].capitalize()
item['sentiment'] = item['sentiment'].capitalize() item['sentiment'] = item['sentiment'].capitalize()
item['executionEstimate'] = item['execution_estimate'].replace('_', ' ').title()
item['tradeCount'] = item['trade_count']
if item['date_expiration'] == start_date: if item['date_expiration'] == start_date:
page_list.append(item) page_list.append(item)

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app/ml_models/__pycache__/classification.cpython-310.pyc
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