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bugfixing

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This commit is contained in:
MuslemRahimi 2024-12-27 15:51:50 +01:00
parent 06f8a3ec79
commit 2831b0916c
3 changed files with 128 additions and 31 deletions
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111
app/cron_sector_flow.py
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@ -3,7 +3,7 @@ import pandas as pd
import orjson
from dotenv import load_dotenv
import sqlite3
from datetime import datetime
from datetime import datetime, timedelta
import pytz
import requests # Add missing import
@ -16,12 +16,23 @@ headers = {
}
def save_json(data):
directory = "json/sector-flow"
os.makedirs(directory, exist_ok=True) # Ensure the directory exists
with open(f"{directory}/data.json", 'wb') as file: # Use binary mode for orjson
file.write(orjson.dumps(data))
def convert_tape_time(data_list):
# Iterate through the list and update the 'tape_time' field for each dictionary
for item in data_list:
utc_time = datetime.strptime(item['tape_time'], "%Y-%m-%dT%H:%M:%SZ").replace(tzinfo=pytz.UTC)
new_york_tz = pytz.timezone("America/New_York")
ny_time = utc_time.astimezone(new_york_tz)
item['tape_time'] = ny_time.strftime("%Y-%m-%d %H:%M:%S")
return data_list
def safe_round(value):
"""Attempt to convert a value to float and round it. Return the original value if not possible."""
try:
@ -44,24 +55,38 @@ def calculate_neutral_premium(data_item):
def get_sector_data():
try:
url ="https://api.unusualwhales.com/api/market/sector-etfs"
url = "https://api.unusualwhales.com/api/market/sector-etfs"
response = requests.get(url, headers=headers)
data = response.json().get('data',[])
data = response.json().get('data', [])
res_list = []
processed_data = []
for item in data:
symbol = item['ticker']
bearish_premium = float(item['bearish_premium'])
bullish_premium = float(item['bullish_premium'])
neutral_premium = calculate_neutral_premium(item)
# Step 1: Replace 'full_name' with 'name' if needed
new_item = {
key if key != 'full_name' else 'name': safe_round(value)
'name' if key == 'full_name' else key: safe_round(value)
for key, value in item.items()
if key != 'in_out_flow'
}
# Step 2: Replace 'name' values
if str(new_item.get('name')) == 'Consumer Staples':
new_item['name'] = 'Consumer Defensive'
elif str(new_item.get('name')) == 'Consumer Discretionary':
new_item['name'] = 'Consumer Cyclical'
elif str(new_item.get('name')) == 'Health Care':
new_item['name'] = 'Healthcare'
elif str(new_item.get('name')) == 'Financials':
new_item['name'] = 'Financial Services'
elif str(new_item.get('name')) == 'Materials':
new_item['name'] = 'Basic Materials'
new_item['premium_ratio'] = [
safe_round(bearish_premium),
neutral_premium,
@ -70,8 +95,8 @@ def get_sector_data():
with open(f"json/quote/{symbol}.json") as file:
quote_data = orjson.loads(file.read())
new_item['price'] = round(quote_data.get('price',0),2)
new_item['changesPercentage'] = round(quote_data.get('changesPercentage',0),2)
new_item['price'] = round(quote_data.get('price', 0), 2)
new_item['changesPercentage'] = round(quote_data.get('changesPercentage', 0), 2)
processed_data.append(new_item)
@ -80,8 +105,78 @@ def get_sector_data():
print(e)
return []
def generate_time_intervals(start_time, end_time):
"""Generate 1-minute intervals from start_time to end_time."""
intervals = []
current_time = start_time
while current_time <= end_time:
intervals.append(current_time.strftime('%Y-%m-%d %H:%M:%S'))
current_time += timedelta(minutes=1)
return intervals
def get_net_prem_ticks(symbol):
# Fetch data from the API
url = f"https://api.unusualwhales.com/api/stock/{symbol}/net-prem-ticks"
response = requests.get(url, headers=headers)
data = response.json().get('data', [])
# Sort data by date in descending order
data = sorted(data, key=lambda x: datetime.fromisoformat(x['date'].replace('Z', '+00:00')), reverse=True)
# Convert tape_time if necessary
data = convert_tape_time(data)
# Load price list
with open(f"json/one-day-price/{symbol}.json") as file:
price_list = orjson.loads(file.read())
# Get the start time from the earliest tape_time in data
if not data:
return []
start_time = datetime.strptime(data[0]['tape_time'], '%Y-%m-%d %H:%M:%S')
end_time = datetime.combine(start_time.date(), datetime.strptime('22:00:00', '%H:%M:%S').time())
# Generate 1-minute intervals
intervals = generate_time_intervals(start_time, end_time)
# Create a dictionary for fast lookups of existing tape_time
data_dict = {entry['tape_time']: entry for entry in data}
# Populate data with 1-minute intervals
populated_data = []
for time in intervals:
if time in data_dict:
populated_data.append(data_dict[time])
else:
populated_data.append({
'date': time.split(' ')[0],
'net_call_premium': None,
'net_call_volume': None,
'net_put_premium': None,
'net_put_volume': None,
'tape_time': time,
'close': None
})
# Add 'close' values if matches found in price_list
matched = False
for entry in populated_data:
for price in price_list:
if entry['tape_time'] == price['time']:
entry['close'] = price['close']
matched = True
break # Exit inner loop once a match is found
# Return the populated data if matches exist; otherwise, return an empty list
print(populated_data)
return populated_data if matched else []
def main():
sector_data = get_sector_data()
#sector_data = get_sector_data()
sector_data = []
net_premium_tick_data = get_net_prem_ticks('XLC')
if len(sector_data) > 0:
save_json(sector_data)

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app/utils/__pycache__/helper.cpython-310.pyc
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48
app/utils/helper.py
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@ -1,4 +1,4 @@
from datetime import datetime, timedelta, time
from datetime import datetime, timedelta, time, date
import os
import orjson
import pytz
@ -33,27 +33,29 @@ def check_market_hours():
def load_latest_json(directory: str):
"""Load the latest JSON file from a directory based on the filename (assumed to be a date)."""
"""Load the JSON file corresponding to today's date (New York time) or the last Friday if today is a weekend."""
try:
latest_file = None
latest_date = None
# Iterate over files in the directory
for filename in os.listdir(directory):
if filename.endswith('.json'):
# Extract date from filename (assumed format 'YYYY-MM-DD.json')
file_date = filename.split('.')[0]
if latest_date is None or file_date > latest_date:
latest_date = file_date
latest_file = filename
if not latest_file:
return [] # No files found
latest_file_path = os.path.join(directory, latest_file)
with open(latest_file_path, 'rb') as file:
return orjson.loads(file.read())
# Get today's date in New York timezone
ny_tz = pytz.timezone("America/New_York")
today_ny = datetime.now(ny_tz).date()
# Adjust to Friday if today is Saturday or Sunday
if today_ny.weekday() == 5: # Saturday
today_ny -= timedelta(days=1)
elif today_ny.weekday() == 6: # Sunday
today_ny -= timedelta(days=2)
# Construct the filename based on the adjusted date
target_filename = f"{today_ny}.json"
target_file_path = os.path.join(directory, target_filename)
# Check if the file exists and load it
if os.path.exists(target_file_path):
with open(target_file_path, 'rb') as file:
return orjson.loads(file.read())
else:
print(f"No JSON file found for the target date: {target_filename}")
return [] # File for the target date not found
except Exception as e:
print(f"Error loading latest JSON file: {e}")
return []
print(f"Error loading JSON file for the target date: {e}")
return []