bugfixing

app/cron_sector_flow.py

@@ -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['price'] = round(quote_data.get('price', 0), 2)
-                new_item['changesPercentage'] = round(quote_data.get('changesPercentage',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)

app/utils/helper.py

@@ -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
+        # Get today's date in New York timezone
-        latest_date = None
+        ny_tz = pytz.timezone("America/New_York")
+        today_ny = datetime.now(ny_tz).date()
 
-        # Iterate over files in the directory
+        # Adjust to Friday if today is Saturday or Sunday
-        for filename in os.listdir(directory):
+        if today_ny.weekday() == 5:  # Saturday
-            if filename.endswith('.json'):
+            today_ny -= timedelta(days=1)
-                # Extract date from filename (assumed format 'YYYY-MM-DD.json')
+        elif today_ny.weekday() == 6:  # Sunday
-                file_date = filename.split('.')[0]
+            today_ny -= timedelta(days=2)
 
-                if latest_date is None or file_date > latest_date:
+        # Construct the filename based on the adjusted date
-                    latest_date = file_date
+        target_filename = f"{today_ny}.json"
-                    latest_file = filename
+        target_file_path = os.path.join(directory, target_filename)
 
-        if not latest_file:
+        # Check if the file exists and load it
-            return []  # No files found
+        if os.path.exists(target_file_path):
-        
+            with open(target_file_path, 'rb') as file:
-        latest_file_path = os.path.join(directory, latest_file)
+                return orjson.loads(file.read())
-        with open(latest_file_path, 'rb') as file:
+        else:
-            return orjson.loads(file.read())
+            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}")
+        print(f"Error loading JSON file for the target date: {e}")
         return []