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bugfixing cron job

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This commit is contained in:
MuslemRahimi 2025-02-18 22:10:12 +01:00
parent 0a8bbcb8d2
commit 52420a61cf
4 changed files with 9 additions and 14 deletions
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2
app/cron_dark_pool_flow.py
View File

@ -82,7 +82,7 @@ def get_data():
sources = ['utp_delayed', 'cta_a_delayed', 'cta_b_delayed'] sources = ['utp_delayed', 'cta_a_delayed', 'cta_b_delayed']
page_size = 50000 page_size = 50000
min_size = 2000 min_size = 2000
threshold = 1E6 # Define threshold threshold = 1E5 # Define threshold
for source in tqdm(sources): for source in tqdm(sources):
try: try:

11
app/cron_dark_pool_level.py
View File

@ -103,18 +103,11 @@ def run():
etf_con.close() etf_con.close()
total_symbols = stocks_symbols+ etf_symbols total_symbols = stocks_symbols+ etf_symbols
data = [] with open(f"json/dark-pool/feed/data.json", "r") as file:
weekdays = get_last_N_weekdays()
for date in weekdays:
try:
with open(f"json/dark-pool/historical-flow/{date}.json", "r") as file:
raw_data = orjson.loads(file.read()) raw_data = orjson.loads(file.read())
data +=raw_data
except:
pass
for symbol in tqdm(total_symbols): for symbol in tqdm(total_symbols):
try: try:
res_list = [item for item in data if isinstance(item, dict) and item['ticker'] == symbol] res_list = [item for item in raw_data if isinstance(item, dict) and item['ticker'] == symbol]
dark_pool_levels = analyze_dark_pool_levels( dark_pool_levels = analyze_dark_pool_levels(
trades=res_list, trades=res_list,
size_threshold=0.8, # Look for levels with volume in top 20% size_threshold=0.8, # Look for levels with volume in top 20%

2
app/main.py
View File

@ -3022,6 +3022,8 @@ async def get_dark_pool_feed(api_key: str = Security(get_api_key)):
with open(f"json/dark-pool/feed/data.json", "r") as file: with open(f"json/dark-pool/feed/data.json", "r") as file:
res_list = orjson.loads(file.read()) res_list = orjson.loads(file.read())
res_list = [item for item in res_list if float(item['premium']) >= 1E6]
except: except:
res_list = [] res_list = []

6
app/primary_cron_job.py
View File

@ -81,7 +81,7 @@ def run_dark_pool_level():
now = datetime.now(ny_tz) now = datetime.now(ny_tz)
week = now.weekday() week = now.weekday()
hour = now.hour hour = now.hour
if week <= 4 and 8 <= hour < 20: if week <= 4 and 8 <= hour <= 22:
run_command(["python3", "cron_dark_pool_level.py"]) run_command(["python3", "cron_dark_pool_level.py"])
def run_dark_pool_ticker(): def run_dark_pool_ticker():
@ -421,8 +421,8 @@ schedule.every(5).minutes.do(run_threaded, run_list).tag('stock_list_job')
#schedule.every(30).minutes.do(run_threaded, run_dark_pool_level).tag('dark_pool_level_job') schedule.every(30).minutes.do(run_threaded, run_dark_pool_level).tag('dark_pool_level_job')
schedule.every(5).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job') schedule.every(10).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job')
schedule.every(2).minutes.do(run_threaded, run_dashboard).tag('dashboard_job') schedule.every(2).minutes.do(run_threaded, run_dashboard).tag('dashboard_job')