add unusual activity

app/cron_unusual_activity.py

@@ -0,0 +1,140 @@
+from __future__ import print_function
+import asyncio
+import time
+import intrinio_sdk as intrinio
+from intrinio_sdk.rest import ApiException
+from datetime import datetime, timedelta
+import ast
+import orjson
+from tqdm import tqdm
+import aiohttp
+from concurrent.futures import ThreadPoolExecutor
+import sqlite3
+import re
+
+from dotenv import load_dotenv
+import os
+
+load_dotenv()
+
+api_key = os.getenv('INTRINIO_API_KEY')
+
+intrinio.ApiClient().set_api_key(api_key)
+#intrinio.ApiClient().allow_retries(True)
+
+today = datetime.today()
+start_date = (today - timedelta(150)).strftime("%Y-%m-%d")
+end_date = (today + timedelta(30)).strftime("%Y-%m-%d")
+
+next_page = ''
+page_size = 1000
+activity_type = ''
+sentiment = ''
+minimum_total_value = 1E6
+maximum_total_value = 2E10
+
+
+# Database connection and symbol retrieval
+def get_total_symbols():
+    with sqlite3.connect('stocks.db') as con:
+        cursor = con.cursor()
+        cursor.execute("PRAGMA journal_mode = wal")
+        cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
+        stocks_symbols = [row[0] for row in cursor.fetchall()]
+
+    with sqlite3.connect('etf.db') as etf_con:
+        etf_cursor = etf_con.cursor()
+        etf_cursor.execute("PRAGMA journal_mode = wal")
+        etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
+        etf_symbols = [row[0] for row in etf_cursor.fetchall()]
+
+    return stocks_symbols + etf_symbols
+
+
+def get_tickers_from_directory():
+    directory = "json/options-historical-data/companies"
+    try:
+        # Ensure the directory exists
+        if not os.path.exists(directory):
+            raise FileNotFoundError(f"The directory '{directory}' does not exist.")
+        
+        # Get all tickers from filenames
+        return [file.replace(".json", "") for file in os.listdir(directory) if file.endswith(".json")]
+    
+    except Exception as e:
+        print(f"An error occurred: {e}")
+        return []
+
+
+async def save_json(data, symbol):
+    directory = "json/unusual-activity"
+    os.makedirs(directory, exist_ok=True)
+    with open(f"{directory}/{symbol}.json", 'wb') as file:
+        file.write(orjson.dumps(data))
+
+
+def parse_option_symbol(option_symbol):
+    # Define regex pattern to match the symbol structure
+    match = re.match(r"([A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
+    if not match:
+        raise ValueError(f"Invalid option_symbol format: {option_symbol}")
+    
+    ticker, expiration, option_type, strike_price = match.groups()
+    
+    # Convert expiration to datetime
+    date_expiration = datetime.strptime(expiration, "%y%m%d").date().strftime("%Y-%m-%d")
+    
+    # Convert strike price to float
+    strike_price = int(strike_price) / 1000
+
+    return date_expiration, option_type, strike_price
+
+async def get_data(symbol):
+    response = intrinio.OptionsApi().get_unusual_activity_intraday(symbol, next_page=next_page, page_size=page_size, activity_type=activity_type, sentiment=sentiment, start_date=start_date, end_date=end_date, minimum_total_value=minimum_total_value, maximum_total_value=maximum_total_value)
+    data = (response.__dict__['_trades'])
+    
+    res_list = []
+    if len(data) > 0:
+        for item in data:
+            try:
+                trade_data = item.__dict__
+                trade_data = {key.lstrip('_'): value for key, value in trade_data.items()}
+                option_symbol = trade_data['contract'].replace("___","")
+                date_expiration, option_type, strike_price = parse_option_symbol(option_symbol)
+
+                res_list.append({'date': trade_data['timestamp'].strftime("%Y-%m-%d"),
+                    'askprice': trade_data['ask_at_execution'],
+                    'bidPrice': trade_data['bid_at_execution'],
+                    'premium': trade_data['total_value'],
+                    'sentiment': trade_data['sentiment'].capitalize(),
+                    'avgPrice': trade_data['average_price'],
+                    'price': trade_data['underlying_price_at_execution'],
+                    'unusualType': trade_data['type'].capitalize(),
+                    'size': trade_data['total_size'],
+                    'optionSymbol': option_symbol,
+                    'strike': strike_price,
+                    'expiry': date_expiration,
+                    'optionType': option_type.replace("P","Put").replace("C","Call")
+                    })
+            except:
+                pass
+
+        res_list = sorted(res_list, key=lambda x: x['date'], reverse=True)
+        if res_list:
+            await save_json(res_list, symbol)
+
+
+async def main():
+    total_symbols = get_tickers_from_directory()
+    if len(total_symbols) < 3000:
+        total_symbols = get_total_symbols()
+    print(f"Number of tickers: {len(total_symbols)}")
+
+    for symbol in tqdm(['AMD']):
+        try:
+            data = await get_data(symbol)
+        except Exception as e:
+            print(f"Error processing {symbol}: {e}")
+
+if __name__ == "__main__":
+    asyncio.run(main())

app/main.py

@@ -3648,9 +3648,10 @@ async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
         headers={"Content-Encoding": "gzip"}
     )
 
-@app.get("/cramer-tracker")
-async def get_cramer_tracker(api_key: str = Security(get_api_key)):
-    cache_key = f"cramer-tracker"
+@app.post("/unusual-activity")
+async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
+    ticker = data.ticker.upper()
+    cache_key = f"unusual-activity-{ticker}"
     cached_result = redis_client.get(cache_key)
     if cached_result:
         return StreamingResponse(
@@ -3660,7 +3661,7 @@ async def get_cramer_tracker(api_key: str = Security(get_api_key)):
         )
 
     try:
-        with open(f"json/cramer-tracker/data.json", 'rb') as file:
+        with open(f"json/unusual-activity/{ticker}.json", 'rb') as file:
             res = orjson.loads(file.read())
     except:
         res = []
@@ -3669,7 +3670,7 @@ async def get_cramer_tracker(api_key: str = Security(get_api_key)):
     compressed_data = gzip.compress(data)
 
     redis_client.set(cache_key, compressed_data)
-    redis_client.expire(cache_key, 3600*3600)
+    redis_client.expire(cache_key, 60*10)
 
     return StreamingResponse(
         io.BytesIO(compressed_data),