update cron job
This commit is contained in:
MuslemRahimi
parent
ee69d1564b
commit
ada99daa4f
29
app/main.py
29
app/main.py
@ -3488,7 +3488,7 @@ async def get_fail_to_deliver(data:TickerData, api_key: str = Security(get_api_k
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media_type="application/json",
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headers={"Content-Encoding": "gzip"}
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)
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try:
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with open(f"json/fail-to-deliver/companies/{ticker}.json", 'rb') as file:
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res = orjson.loads(file.read())
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@ -3509,23 +3509,6 @@ async def get_fail_to_deliver(data:TickerData, api_key: str = Security(get_api_k
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headers={"Content-Encoding": "gzip"}
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)
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@app.post("/borrowed-share")
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async def get_borrowed_share(data:TickerData, api_key: str = Security(get_api_key)):
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ticker = data.ticker.upper()
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cache_key = f"borrowed-share-{ticker}"
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cached_result = redis_client.get(cache_key)
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if cached_result:
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return orjson.loads(cached_result)
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try:
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with open(f"json/borrowed-share/companies/{ticker}.json", 'rb') as file:
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res = orjson.loads(file.read())
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except:
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res = []
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redis_client.set(cache_key, orjson.dumps(res))
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redis_client.expire(cache_key, 3600*3600) # Set cache expiration time to 1 day
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return res
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@app.post("/analyst-insight")
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async def get_analyst_insight(data:TickerData, api_key: str = Security(get_api_key)):
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@ -3575,10 +3558,10 @@ async def get_clinical_trial(data:TickerData, api_key: str = Security(get_api_ke
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headers={"Content-Encoding": "gzip"}
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)
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@app.post("/swap-ticker")
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async def get_swap_data(data:TickerData, api_key: str = Security(get_api_key)):
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@app.post("/hottest-contracts")
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async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
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ticker = data.ticker.upper()
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cache_key = f"swap-{ticker}"
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cache_key = f"hottest-contracts-{ticker}"
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cached_result = redis_client.get(cache_key)
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if cached_result:
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return StreamingResponse(
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@ -3588,7 +3571,7 @@ async def get_swap_data(data:TickerData, api_key: str = Security(get_api_key)):
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)
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try:
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with open(f"json/swap/companies/{ticker}.json", 'rb') as file:
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with open(f"json/hottest-contracts/companies/{ticker}.json", 'rb') as file:
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res = orjson.loads(file.read())
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except:
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res = []
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@ -3597,7 +3580,7 @@ async def get_swap_data(data:TickerData, api_key: str = Security(get_api_key)):
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compressed_data = gzip.compress(data)
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redis_client.set(cache_key, compressed_data)
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redis_client.expire(cache_key, 3600*3600)
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redis_client.expire(cache_key, 60*10)
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return StreamingResponse(
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io.BytesIO(compressed_data),
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@ -231,10 +231,8 @@ def run_analyst_rating():
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def run_market_moods():
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week = datetime.today().weekday()
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if week <= 4:
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run_command(["python3", "cron_bull_bear_say.py"])
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run_command(["python3", "cron_wiim.py"])
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def run_db_schedule_job():
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#update db daily
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week = datetime.today().weekday()
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@ -248,12 +246,6 @@ def run_ownership_stats():
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run_command(["python3", "cron_ownership_stats.py"])
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def run_options_net_flow():
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week = datetime.today().weekday()
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if week <= 5:
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run_command(["python3", "cron_options_net_flow.py"])
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def run_options_gex():
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week = datetime.today().weekday()
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if week <= 5:
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@ -404,7 +396,6 @@ schedule.every(20).minutes.do(run_threaded, run_tracker).tag('tracker_job')
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schedule.every(15).minutes.do(run_threaded, run_market_moods).tag('market_moods_job')
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schedule.every(10).minutes.do(run_threaded, run_earnings).tag('earnings_job')
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schedule.every(3).hours.do(run_threaded, run_options_net_flow).tag('options_net_flow_job')
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#schedule.every(4).hours.do(run_threaded, run_share_statistics).tag('share_statistics_job')
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schedule.every(2).hours.do(run_threaded, run_analyst_rating).tag('analyst_job')
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@ -420,8 +411,6 @@ schedule.every(10).seconds.do(run_threaded, run_dark_pool_flow).tag('dark_pool_f
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schedule.every(2).minutes.do(run_threaded, run_dashboard).tag('dashboard_job')
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schedule.every(10).seconds.do(run_threaded, run_if_not_running(run_cron_options_flow, 'options_flow_job')).tag('options_flow_job')
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141
app/test.py
141
app/test.py
@ -1,9 +1,13 @@
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import requests
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import orjson
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import re
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from datetime import datetime
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from dotenv import load_dotenv
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import os
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import sqlite3
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import time
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from tqdm import tqdm
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load_dotenv()
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api_key = os.getenv('UNUSUAL_WHALES_API_KEY')
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@ -13,12 +17,12 @@ con = sqlite3.connect('stocks.db')
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etf_con = sqlite3.connect('etf.db')
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cursor = con.cursor()
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cursor.execute("PRAGMA journal_mode = wal")
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cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
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cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%' AND marketCap > 1E9")
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stocks_symbols = [row[0] for row in cursor.fetchall()]
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etf_cursor = etf_con.cursor()
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etf_cursor.execute("PRAGMA journal_mode = wal")
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etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
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etf_cursor.execute("SELECT DISTINCT symbol FROM etfs WHERE marketCap > 1E9")
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etf_symbols = [row[0] for row in etf_cursor.fetchall()]
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con.close()
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@ -27,99 +31,90 @@ etf_con.close()
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# Combine the lists of stock and ETF symbols
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total_symbols = stocks_symbols + etf_symbols
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print(len(total_symbols))
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def save_json(data, symbol):
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directory = "json/options-stats/companies"
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directory = "json/hottest-contracts/companies"
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os.makedirs(directory, exist_ok=True) # Ensure the directory exists
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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))
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def safe_round(value):
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"""Attempt to convert a value to float and round it. Return the original value if not possible."""
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def parse_option_symbol(option_symbol):
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# Define regex pattern to match the symbol structure
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match = re.match(r"([A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
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if not match:
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raise ValueError(f"Invalid option_symbol format: {option_symbol}")
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ticker, expiration, option_type, strike_price = match.groups()
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# Convert expiration to datetime
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date_expiration = datetime.strptime(expiration, "%y%m%d").date()
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# Convert strike price to float
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strike_price = int(strike_price) / 1000
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return date_expiration, option_type, strike_price
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def safe_round(value, decimals=2):
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try:
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return round(float(value), 2)
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return round(float(value), decimals)
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except (ValueError, TypeError):
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return value
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def calculate_neutral_premium(data_item):
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"""Calculate the neutral premium for a data item."""
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call_premium = float(data_item['call_premium'])
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put_premium = float(data_item['put_premium'])
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bearish_premium = float(data_item['bearish_premium'])
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bullish_premium = float(data_item['bullish_premium'])
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total_premiums = bearish_premium + bullish_premium
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observed_premiums = call_premium + put_premium
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neutral_premium = observed_premiums - total_premiums
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return safe_round(neutral_premium)
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def prepare_data(data, symbol):
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highest_volume = sorted(data, key=lambda x: x['volume'], reverse=True)[:20]
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res_list = []
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for item in highest_volume:
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if float(item['volume']) > 0:
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# Parse option_symbol
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date_expiration, option_type, strike_price = parse_option_symbol(item['option_symbol'])
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# Round numerical and numerical-string values
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new_item = {
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key: safe_round(value) if isinstance(value, (int, float, str)) else value
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for key, value in item.items()
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}
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# Add parsed fields
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new_item['date_expiration'] = date_expiration
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new_item['option_type'] = option_type
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new_item['strike_price'] = strike_price
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# Calculate open_interest_change
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new_item['open_interest_change'] = safe_round(
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new_item.get('open_interest', 0) - new_item.get('prev_oi', 0)
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)
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res_list.append(new_item)
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if res_list:
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save_json(res_list, symbol)
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def prepare_data(data):
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for item in data:
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symbol = item['ticker']
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bearish_premium = float(item['bearish_premium'])
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bullish_premium = float(item['bullish_premium'])
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neutral_premium = calculate_neutral_premium(item)
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new_item = {
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key: safe_round(value)
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for key, value in item.items()
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if key != 'in_out_flow'
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}
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new_item['premium_ratio'] = [
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safe_round(bearish_premium),
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neutral_premium,
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safe_round(bullish_premium)
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]
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try:
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new_item['open_interest_change'] = new_item['total_open_interest'] - (new_item.get('prev_call_oi',0) + new_item.get('prev_put_oi',0))
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except:
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new_item['open_interest_change'] = None
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if len(new_item) > 0:
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save_json(new_item, symbol)
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def chunk_symbols(symbols, chunk_size=50):
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for i in range(0, len(symbols), chunk_size):
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yield symbols[i:i + chunk_size]
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chunks = chunk_symbols(total_symbols)
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chunk_counter = 0 # To keep track of how many chunks have been processed
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for chunk in chunks:
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counter = 0
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for symbol in tqdm(total_symbols):
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try:
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chunk_str = ",".join(chunk)
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print(chunk_str)
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url = "https://api.unusualwhales.com/api/screener/stocks"
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querystring = {"ticker": chunk_str}
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url = f"https://api.unusualwhales.com/api/stock/{symbol}/option-contracts"
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headers = {
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"Accept": "application/json, text/plain",
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"Authorization": api_key
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}
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response = requests.get(url, headers=headers, params=querystring)
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response = requests.get(url, headers=headers)
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if response.status_code == 200:
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data = response.json()['data']
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prepare_data(data)
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print(f"Chunk processed. Number of results: {len(data)}")
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else:
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print(f"Error fetching data for chunk {chunk_str}: {response.status_code}")
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# Increment the chunk counter
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chunk_counter += 1
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prepare_data(data, symbol)
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counter +=1
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# If 50 chunks have been processed, sleep for 60 seconds
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if chunk_counter == 50:
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print("Processed 50 chunks. Sleeping for 60 seconds...")
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time.sleep(60) # Sleep for 60 seconds
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chunk_counter = 0 # Reset the chunk counter after sleep
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if counter == 200:
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print("Sleeping...")
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time.sleep(45) # Sleep for 60 seconds
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counter = 0
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except Exception as e:
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print(f"Error processing chunk {chunk_str}: {e}")
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print(f"Error for {symbol}:{e}")
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