add retail volume

app/cron_retail_volume.py

@@ -0,0 +1,102 @@
+import ujson
+import asyncio
+import aiohttp
+import sqlite3
+from datetime import datetime,timedelta
+from tqdm import tqdm
+from dotenv import load_dotenv
+import os
+load_dotenv()
+api_key = os.getenv('NASDAQ_API_KEY')
+
+
+# Get today's date
+today = datetime.now()
+# Calculate the date six months ago
+six_months_ago = today - timedelta(days=6*30)  # Rough estimate, can be refined
+
+
+async def save_json(symbol, data):
+    with open(f"json/retail-volume/companies/{symbol}.json", 'w') as file:
+        ujson.dump(data, file)
+
+
+# Function to filter the list
+def filter_past_six_months(data):
+    filtered_data = []
+    for entry in data:
+        entry_date = datetime.strptime(entry['date'], '%Y-%m-%d')
+        if entry_date >= six_months_ago:
+            filtered_data.append(entry)
+    sorted_data = sorted(filtered_data, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'))
+    return sorted_data
+
+
+async def get_data(ticker_list):
+    ticker_str = ','.join(ticker_list)
+    async with aiohttp.ClientSession() as session:
+        url = f"https://data.nasdaq.com/api/v3/datatables/NDAQ/RTAT?api_key={api_key}&ticker={ticker_str}"
+        async with session.get(url) as response:
+            if response.status == 200:
+                data = (await response.json())['datatable']['data']
+                return data
+            else:
+                return []
+
+
+
+async def run():
+    con = sqlite3.connect('stocks.db')
+    etf_con = sqlite3.connect('etf.db')
+
+    cursor = con.cursor()
+    cursor.execute("PRAGMA journal_mode = wal")
+    cursor.execute("SELECT DISTINCT symbol FROM stocks")
+    stocks_symbols = [row[0] for row in cursor.fetchall()]
+
+    etf_cursor = etf_con.cursor()
+    etf_cursor.execute("PRAGMA journal_mode = wal")
+    etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
+    etf_symbols = [row[0] for row in etf_cursor.fetchall()]
+
+    con.close()
+    etf_con.close()
+
+    
+    total_symbols = stocks_symbols+etf_symbols
+    
+    chunk_size = len(total_symbols) // 70  # Divide the list into N chunks
+    chunks = [total_symbols[i:i + chunk_size] for i in range(0, len(total_symbols), chunk_size)]
+    
+    most_retail_volume = []
+
+    for chunk in tqdm(chunks):
+        data = await get_data(chunk)
+        # Transforming the list of lists into a list of dictionaries
+        transformed_data = [
+            {
+                'date': entry[0],
+                'symbol': entry[1],
+                'traded': entry[2]*30*10**9, #data is normalized to $30B per day
+                'sentiment': entry[3]
+            }
+            for entry in data
+        ]
+        for symbol in chunk:
+            try:
+                filtered_data = [item for item in transformed_data if symbol == item['symbol']]
+                res = filter_past_six_months(filtered_data)
+                most_retail_volume.append({'assetType': 'stocks' if res[-1]['symbol'] in stocks_symbols else 'etf','symbol': res[-1]['symbol'], 'traded': res[-1]['traded'], 'sentiment': res[-1]['sentiment']})
+                await save_json(symbol, res)
+            except:
+                pass
+
+        most_retail_volume = sorted(most_retail_volume, key=lambda x: x['traded'], reverse=True)[:100] # top 100 retail volume stocks
+
+        with open(f"json/retail-volume/data.json", 'w') as file:
+            ujson.dump(most_retail_volume, file)
+
+try:
+    asyncio.run(run())
+except Exception as e:
+    print(e)

app/main.py

@@ -2820,6 +2820,24 @@ async def get_most_shorted_stocks():
     except:
         res = []
 
+    redis_client.set(cache_key, ujson.dumps(res))
+    redis_client.expire(cache_key, 3600*3600)  # Set cache expiration time to 1 day
+    return res
+
+
+@app.post("/retail-volume")
+async def get_retail_volume(data:TickerData):
+    ticker = data.ticker.upper()
+    cache_key = f"retail-volume-{ticker}"
+    cached_result = redis_client.get(cache_key)
+    if cached_result:
+        return ujson.loads(cached_result)
+    try:
+        with open(f"json/retail-volume/companies/{ticker}.json", 'r') as file:
+            res = ujson.load(file)
+    except:
+        res = []
+
     redis_client.set(cache_key, ujson.dumps(res))
     redis_client.expire(cache_key, 3600*3600)  # Set cache expiration time to 1 day
     return res