update insider cron job

This commit is contained in:
MuslemRahimi 2024-07-24 13:22:59 +02:00
parent b7909036d2
commit 4ab4a7e70c
2 changed files with 14 additions and 30 deletions

View File

@ -4,13 +4,18 @@ import aiohttp
import sqlite3
from datetime import datetime
from aiofiles import open as async_open
from tqdm import tqdm
from dotenv import load_dotenv
import os
load_dotenv()
api_key = os.getenv('FMP_API_KEY')
keys_to_remove_insider_history = {"symbol", "link", "filingDate", "reportingCik"}
keys_to_remove_insider_statistics = {"symbol", "cik", "purchases", "sales", "pPurchases", "sSales"}
# Function to check if the year is at least 2015
def is_at_least_2015(date_string):
year = datetime.strptime(date_string, "%Y-%m-%d").year
@ -39,6 +44,8 @@ async def get_insider_trading_endpoints(session, symbol):
filtered_data = [item for item in aggregated_data if is_at_least_2015(item["transactionDate"][:10])]
if len(filtered_data) > 0:
filtered_data = [{k: v for k, v in item.items() if k not in keys_to_remove_insider_history} for item in filtered_data]
await save_insider_trading_as_json(symbol, filtered_data)
@ -51,28 +58,6 @@ async def save_insider_trading_as_json(symbol, data):
async with async_open(f"json/insider-trading/history/{symbol}.json", 'w') as file:
await file.write(ujson.dumps(data))
async def aggregate_statistics(symbol, data):
aggregated_data = {}
for entry in data:
year = entry['year']
if year >= 2015:
if year not in aggregated_data:
aggregated_data[year] = {
'year': year,
'totalBought': 0,
'totalSold': 0,
'purchases': 0,
'sales': 0
}
aggregated_data[year]['totalBought'] += entry['totalBought']
aggregated_data[year]['totalSold'] += entry['totalSold']
aggregated_data[year]['purchases'] += entry['purchases']
aggregated_data[year]['sales'] += entry['sales']
res = list(aggregated_data.values())
await save_statistics_as_json(symbol, res)
async def process_symbols(session, symbols):
#History
@ -85,7 +70,8 @@ async def process_symbols(session, symbols):
results = await asyncio.gather(*tasks)
for symbol, data in results:
if data:
await aggregate_statistics(symbol, data)
filtered_data = [{k: v for k, v in item.items() if k not in keys_to_remove_insider_statistics} for item in data]
await save_statistics_as_json(symbol, filtered_data)
async def run():
@ -100,11 +86,9 @@ async def run():
chunks = [stock_symbols[i:i + chunk_size] for i in range(0, len(stock_symbols), chunk_size)]
async with aiohttp.ClientSession() as session:
for chunk in chunks:
for chunk in tqdm(chunks):
await process_symbols(session, chunk)
await asyncio.sleep(60)
print('sleep')
try:
asyncio.run(run())

View File

@ -2236,9 +2236,9 @@ async def get_insider_trading_statistics(data:TickerData, api_key: str = Securit
try:
with open(f"json/insider-trading/statistics/{ticker}.json", 'rb') as file:
res = orjson.loads(file.read())
res = orjson.loads(file.read())[0]
except:
res = []
res = {}
redis_client.set(cache_key, orjson.dumps(res))
redis_client.expire(cache_key, 3600 * 24) # Set cache expiration time to 1 day