bugfixing
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@ -22,13 +22,11 @@ def save_json(data, symbol):
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with open(f"{directory}/{symbol}.json", 'wb') as file: # Use binary mode for orjson
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file.write(orjson.dumps(data, default=convert_numpy))
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# Function to get the last 7 weekdays
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def get_last_7_weekdays():
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def get_last_N_weekdays():
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today = datetime.today()
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weekdays = []
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# Start from today and go back until we have 7 weekdays
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while len(weekdays) < 7:
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while len(weekdays) < 3:
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if today.weekday() < 5: # Monday to Friday are weekdays (0-4)
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weekdays.append(today)
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today -= timedelta(days=1)
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@ -106,7 +104,7 @@ def run():
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total_symbols = stocks_symbols+ etf_symbols
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data = []
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weekdays = get_last_7_weekdays()
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weekdays = get_last_N_weekdays()
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for date in weekdays:
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try:
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with open(f"json/dark-pool/historical-flow/{date}.json", "r") as file:
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