optimize options flow job
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841877746f
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6e2096a473
@ -35,10 +35,40 @@ def process_page(page):
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try:
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try:
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data = fin.options_activity(date_from=start_date, date_to=end_date, page=page, pagesize=1000)
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data = fin.options_activity(date_from=start_date, date_to=end_date, page=page, pagesize=1000)
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data = ujson.loads(fin.output(data))['option_activity']
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data = ujson.loads(fin.output(data))['option_activity']
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filtered_data = [{key: value for key, value in item.items() if key not in ['description_extended','updated']} for item in data]
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time.sleep(1)
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return data
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page_list = []
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except Exception as e:
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for item in filtered_data:
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print(e)
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return []
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# Assuming fin, stock_symbols, and etf_symbols are defined elsewhere
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res_list = []
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# Adjust max_workers to control the degree of parallelism
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max_workers = 6
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# Fetch pages concurrently
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with concurrent.futures.ThreadPoolExecutor(max_workers=max_workers) as executor:
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future_to_page = {executor.submit(process_page, page): page for page in range(130)}
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for future in concurrent.futures.as_completed(future_to_page):
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page = future_to_page[future]
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try:
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page_list = future.result()
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res_list += page_list
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except Exception as e:
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print(f"Exception occurred: {e}")
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break
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# res_list now contains the aggregated results from all pages
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#print(res_list)
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def custom_key(item):
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return item['time']
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res_list = [{key: value for key, value in item.items() if key not in ['description_extended','updated']} for item in res_list]
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filtered_list = []
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for item in res_list:
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try:
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if item['underlying_price'] != '':
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if item['underlying_price'] != '':
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ticker = item['ticker']
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ticker = item['ticker']
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if ticker == 'BRK.A':
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if ticker == 'BRK.A':
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@ -62,41 +92,14 @@ def process_page(page):
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item['execution_estimate'] = item['execution_estimate'].replace('_', ' ').title()
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item['execution_estimate'] = item['execution_estimate'].replace('_', ' ').title()
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item['tradeCount'] = item['trade_count']
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item['tradeCount'] = item['trade_count']
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page_list.append(item)
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filtered_list.append(item)
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except:
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pass
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return page_list
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filtered_list = sorted(filtered_list, key=custom_key, reverse =True)
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except Exception as e:
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print(e)
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return []
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# Assuming fin, stock_symbols, and etf_symbols are defined elsewhere
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res_list = []
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# Adjust max_workers to control the degree of parallelism
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max_workers = 6
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# Fetch pages concurrently
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with concurrent.futures.ThreadPoolExecutor(max_workers=max_workers) as executor:
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future_to_page = {executor.submit(process_page, page): page for page in range(150)}
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for future in concurrent.futures.as_completed(future_to_page):
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page = future_to_page[future]
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try:
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page_list = future.result()
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res_list += page_list
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except Exception as e:
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print(f"Exception occurred: {e}")
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break
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# res_list now contains the aggregated results from all pages
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#print(res_list)
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def custom_key(item):
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return item['time']
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res_list = sorted(res_list, key=custom_key, reverse =True)
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with open(f"json/options-flow/feed/data.json", 'w') as file:
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with open(f"json/options-flow/feed/data.json", 'w') as file:
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ujson.dump(res_list, file)
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ujson.dump(filtered_list, file)
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stock_con.close()
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stock_con.close()
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etf_con.close()
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etf_con.close()
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@ -564,7 +564,7 @@ def run_threaded(job_func):
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job_thread.start()
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job_thread.start()
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# Schedule the job to run
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# Schedule the job to run
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'''
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schedule.every().day.at("01:00").do(run_threaded, run_options_bubble_ticker).tag('options_ticker_job')
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schedule.every().day.at("01:00").do(run_threaded, run_options_bubble_ticker).tag('options_ticker_job')
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schedule.every().day.at("02:00").do(run_threaded, run_db_schedule_job)
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schedule.every().day.at("02:00").do(run_threaded, run_db_schedule_job)
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schedule.every().day.at("03:00").do(run_threaded, run_dark_pool)
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schedule.every().day.at("03:00").do(run_threaded, run_dark_pool)
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@ -630,7 +630,7 @@ schedule.every(12).hours.do(run_threaded, run_analyst_rating).tag('analyst_job')
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schedule.every(2).minutes.do(run_threaded, run_dashboard).tag('dashboard_job')
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schedule.every(2).minutes.do(run_threaded, run_dashboard).tag('dashboard_job')
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'''
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schedule.every(20).seconds.do(run_threaded, run_if_not_running(run_cron_options_flow, 'options_flow_job')).tag('options_flow_job')
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schedule.every(20).seconds.do(run_threaded, run_if_not_running(run_cron_options_flow, 'options_flow_job')).tag('options_flow_job')
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