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bugfixing insider tracker

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This commit is contained in:
MuslemRahimi 2024-11-06 17:19:09 +01:00
parent 96263e2810
commit 9ba244dfbc
1 changed files with 19 additions and 1 deletions
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20
app/cron_insider_tracker.py
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@ -10,6 +10,7 @@ from tqdm import tqdm
from dotenv import load_dotenv from dotenv import load_dotenv
import os import os
import time import time
import pandas as pd
load_dotenv() load_dotenv()
api_key = os.getenv('FMP_API_KEY') api_key = os.getenv('FMP_API_KEY')
@ -19,6 +20,17 @@ async def save_json(data):
async with async_open(f"json/tracker/insider/data.json", 'w') as file: async with async_open(f"json/tracker/insider/data.json", 'w') as file:
await file.write(ujson.dumps(data)) await file.write(ujson.dumps(data))
def remove_outliers(group, tolerance=0.5):
# Calculate the median price
median_price = group['price'].median()
# Define the lower and upper bounds within 50% of the median
lower_bound = median_price * (1 - tolerance)
upper_bound = median_price * (1 + tolerance)
# Filter the group based on these bounds
return group[(group['price'] >= lower_bound) & (group['price'] <= upper_bound)]
def format_name(name): def format_name(name):
""" """
@ -113,7 +125,8 @@ async def get_data(session, symbols):
"symbol": item.get("symbol"), "symbol": item.get("symbol"),
"filingDate": item.get("filingDate"), "filingDate": item.get("filingDate"),
"shares": item.get("securitiesTransacted"), "shares": item.get("securitiesTransacted"),
"value": round(item.get("securitiesTransacted") * item.get("price"),2), "value": round(item.get("securitiesTransacted",0) * item.get("price",0),2),
"price": item.get("price",0),
"transactionType": "Buy" if item.get("acquistionOrDisposition") == "A" "transactionType": "Buy" if item.get("acquistionOrDisposition") == "A"
else "Sell" if item.get("acquistionOrDisposition") == "D" else "Sell" if item.get("acquistionOrDisposition") == "D"
else None, # None if neither "A" nor "D" else None, # None if neither "A" nor "D"
@ -129,6 +142,11 @@ async def get_data(session, symbols):
print(f"Error while fetching data: {e}") print(f"Error while fetching data: {e}")
break break
df = pd.DataFrame(res_list)
filtered_df = df.groupby('symbol', group_keys=False).apply(remove_outliers)
res_list = filtered_df.to_dict('records')
res_list = aggregate_transactions(res_list) res_list = aggregate_transactions(res_list)
new_data = [] new_data = []