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bugfixing greek by strike

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This commit is contained in:
MuslemRahimi 2025-01-09 22:04:36 +01:00
parent 86621dd303
commit 55311d6bbf
1 changed files with 9 additions and 4 deletions
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13
app/main.py
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@ -2017,7 +2017,6 @@ async def etf_holdings(data: TickerData, api_key: str = Security(get_api_key)):
)
@app.post("/etf-sector-weighting")
async def etf_holdings(data: TickerData, api_key: str = Security(get_api_key)):
ticker = data.ticker.upper()
@ -2684,10 +2683,16 @@ async def get_data(data:ParamsData, api_key: str = Security(get_api_key)):
try:
with open(f"json/gex-dex/{category}/{ticker}.json", 'rb') as file:
res = orjson.loads(file.read())
data = orjson.loads(file.read())
if category == 'strike':
key_element = 'gex'
val_sums = [item[f"call_{key_element}"] + item[f"put_{key_element}"] for item in data]
threshold = np.percentile(val_sums, 85)
data = [item for item in data if (item[f"call_{key_element}"] + item[f"put_{key_element}"]) >= threshold]
except:
res = []
data = orjson.dumps(res)
data = []
data = orjson.dumps(data)
compressed_data = gzip.compress(data)
redis_client.set(cache_key, compressed_data)
redis_client.expire(cache_key, 3600*60)