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This commit is contained in:
MuslemRahimi 2025-02-07 17:05:05 +01:00
parent 00dfe24cdb
commit 1682e32c48
5 changed files with 17 additions and 20 deletions
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5
app/cron_earnings_price_reaction.py
View File

@ -31,11 +31,6 @@ async def save_json(data, symbol, dir_path):
await file.write(ujson.dumps(data)) await file.write(ujson.dumps(data))
from datetime import datetime, timedelta
import pytz
ny_tz = pytz.timezone("America/New_York")
async def compute_rsi(price_history, time_period=14): async def compute_rsi(price_history, time_period=14):
df_price = pd.DataFrame(price_history) df_price = pd.DataFrame(price_history)
df_price['rsi'] = rsi(df_price['close'], window=time_period) df_price['rsi'] = rsi(df_price['close'], window=time_period)

17
app/cron_options_gex_dex.py
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@ -83,11 +83,10 @@ def prepare_data(data, symbol, directory_path, sort_by = "date"):
def get_overview_data(): def get_overview_data():
print("Starting to download overview data...") print("Starting to download overview data...")
directory_path = "json/gex-dex/overview" directory_path = "json/gex-dex/overview"
total_symbols = get_tickers_from_directory(directory_path) total_symbols = stocks_symbols+etf_symbols
if len(total_symbols) < 100:
total_symbols = stocks_symbols+etf_symbols
counter = 0 counter = 0
#Test mode #Test mode
#total_symbols = ['GME','SPY'] #total_symbols = ['GME','SPY']
for symbol in tqdm(total_symbols): for symbol in tqdm(total_symbols):
@ -111,13 +110,10 @@ def get_overview_data():
print(f"Error for {symbol}:{e}") print(f"Error for {symbol}:{e}")
def get_strike_data(): def get_strike_data():
print("Starting to download strike data...") print("Starting to download strike data...")
directory_path = "json/gex-dex/strike" directory_path = "json/gex-dex/strike"
total_symbols = get_tickers_from_directory(directory_path) total_symbols = stocks_symbols+etf_symbols
if len(total_symbols) < 100:
total_symbols = stocks_symbols+etf_symbols
counter = 0 counter = 0
#Test mode #Test mode
@ -145,9 +141,7 @@ def get_strike_data():
def get_expiry_data(): def get_expiry_data():
print("Starting to download expiry data...") print("Starting to download expiry data...")
directory_path = "json/gex-dex/expiry" directory_path = "json/gex-dex/expiry"
total_symbols = get_tickers_from_directory(directory_path) total_symbols = stocks_symbols+etf_symbols
if len(total_symbols) < 100:
total_symbols = stocks_symbols+etf_symbols
counter = 0 counter = 0
#total_symbols = ['GME','SPY'] #total_symbols = ['GME','SPY']
@ -175,8 +169,9 @@ def get_expiry_data():
if __name__ == '__main__': if __name__ == '__main__':
get_overview_data() get_overview_data()
'''
time.sleep(60) time.sleep(60)
get_strike_data() get_strike_data()
time.sleep(60) time.sleep(60)
get_expiry_data() get_expiry_data()
'''

7
app/cron_options_historical_volume.py
View File

@ -44,6 +44,10 @@ def aggregate_data_by_date(symbol):
"put_open_interest": 0, "put_open_interest": 0,
"call_premium": 0, "call_premium": 0,
"put_premium": 0, "put_premium": 0,
"call_gex": 0,
"put_gex": 0,
"call_dex": 0,
"put_dex": 0,
"iv": 0.0, # Sum of implied volatilities "iv": 0.0, # Sum of implied volatilities
"iv_count": 0, # Count of entries for IV "iv_count": 0, # Count of entries for IV
}) })
@ -77,6 +81,9 @@ def aggregate_data_by_date(symbol):
open_interest = entry.get('open_interest', 0) or 0 open_interest = entry.get('open_interest', 0) or 0
total_premium = entry.get('total_premium', 0) or 0 total_premium = entry.get('total_premium', 0) or 0
implied_volatility = entry.get('implied_volatility', 0) or 0 implied_volatility = entry.get('implied_volatility', 0) or 0
gamma = entry.get('gamma',0) or 0
delta = entry.get('delta',0) or 0
gex = 100 * open_interest *
daily_data = data_by_date[date] daily_data = data_by_date[date]
daily_data["date"] = date daily_data["date"] = date

2
app/main.py
View File

@ -2763,7 +2763,7 @@ async def get_options_stats_ticker(data:TickerData, api_key: str = Security(get_
data = orjson.dumps(res) data = orjson.dumps(res)
compressed_data = gzip.compress(data) compressed_data = gzip.compress(data)
redis_client.set(cache_key, compressed_data) redis_client.set(cache_key, compressed_data)
redis_client.expire(cache_key, 60*5) redis_client.expire(cache_key, 60*1)
return StreamingResponse( return StreamingResponse(
io.BytesIO(compressed_data), io.BytesIO(compressed_data),
media_type="application/json", media_type="application/json",

4
app/primary_cron_job.py
View File

@ -71,8 +71,8 @@ def run_market_flow():
current_time = now.time() current_time = now.time()
hour = now.hour hour = now.hour
if week <= 4 and 8 <= hour < 17: if week <= 4 and 8 <= hour < 17:
run_command(["python3", "cron_market_flow.py"])
run_command(["python3", "cron_option_stats.py"]) run_command(["python3", "cron_option_stats.py"])
run_command(["python3", "cron_market_flow.py"])
run_command(["python3", "cron_unusual_activity.py"]) run_command(["python3", "cron_unusual_activity.py"])
@ -358,7 +358,7 @@ def run_threaded(job_func):
# Schedule the job to run # Schedule the job to run
schedule.every().day.at("01:00").do(run_threaded, run_db_schedule_job) schedule.every().day.at("01:00").do(run_threaded, run_db_schedule_job)
schedule.every().day.at("01:00").do(run_threaded, run_options_jobs).tag('options_job') schedule.every().day.at("22:30").do(run_threaded, run_options_jobs).tag('options_job')
schedule.every().day.at("05:00").do(run_threaded, run_options_historical_flow).tag('options_historical_flow_job') schedule.every().day.at("05:00").do(run_threaded, run_options_historical_flow).tag('options_historical_flow_job')