add earnings cron job

app/cron_earnings.py

@@ -0,0 +1,114 @@
+import aiohttp
+import aiofiles
+import ujson
+import sqlite3
+import asyncio
+import os
+from dotenv import load_dotenv
+from datetime import datetime, timedelta
+from tqdm import tqdm
+
+headers = {"accept": "application/json"}
+url = "https://api.benzinga.com/api/v2.1/calendar/earnings"
+load_dotenv()
+api_key = os.getenv('BENZINGA_API_KEY_EXTRA')
+
+today = datetime.today()
+N_days_ago = today - timedelta(days=10)
+
+# Function to delete all files in a directory
+def delete_files_in_directory(directory):
+    for filename in os.listdir(directory):
+        file_path = os.path.join(directory, filename)
+        try:
+            if os.path.isfile(file_path):
+                os.remove(file_path)
+        except Exception as e:
+            print(f"Failed to delete {file_path}. Reason: {e}")
+
+async def save_json(data, symbol, dir_path):
+    file_path = os.path.join(dir_path, f"{symbol}.json")
+    async with aiofiles.open(file_path, 'w') as file:
+        await file.write(ujson.dumps(data))
+
+async def get_data(session, ticker):
+    querystring = {"token": api_key, "parameters[tickers]": ticker}
+    try:
+        async with session.get(url, params=querystring, headers=headers) as response:
+            if response.status == 200:
+                data = ujson.loads(await response.text())['earnings']
+
+                # Filter for future earnings
+                future_dates = [item for item in data if datetime.strptime(item["date"], "%Y-%m-%d") > today]
+                if future_dates:
+                    nearest_future = min(future_dates, key=lambda x: datetime.strptime(x["date"], "%Y-%m-%d"))
+                    try:
+                        symbol = nearest_future['ticker']
+                        time = nearest_future['time']
+                        date = nearest_future['date']
+                        eps_prior = float(nearest_future['eps_prior']) if nearest_future['eps_prior'] else 0
+                        eps_est = float(nearest_future['eps_est']) if nearest_future['eps_est'] else 0
+                        revenue_est = float(nearest_future['revenue_est']) if nearest_future['revenue_est'] else 0
+                        revenue_prior = float(nearest_future['revenue_prior']) if nearest_future['revenue_prior'] else 0
+                        if revenue_est and revenue_prior and eps_prior and eps_est:
+                            res_list = {
+                                'date': date,
+                                'time': time,
+                                'epsPrior': eps_prior,
+                                'epsEst': eps_est,
+                                'revenuePrior': revenue_prior,
+                                'revenueEst': revenue_est
+                            }
+                            await save_json(res_list, symbol, 'json/earnings/next')
+                    except KeyError:
+                        pass
+
+                # Filter for past earnings within the last 20 days
+                recent_dates = [item for item in data if N_days_ago <= datetime.strptime(item["date"], "%Y-%m-%d") <= today]
+                if recent_dates:
+                    nearest_recent = min(recent_dates, key=lambda x: datetime.strptime(x["date"], "%Y-%m-%d"))
+                    try:
+                        date = nearest_recent['date']
+                        eps_prior = float(nearest_recent['eps_prior']) if nearest_recent['eps_prior'] != '' else 0
+                        eps_surprise = float(nearest_recent['eps_surprise']) if nearest_recent['eps_surprise'] != '' else 0
+                        eps = float(nearest_recent['eps']) if nearest_recent['eps'] != '' else 0
+                        revenue_prior = float(nearest_recent['revenue_prior']) if nearest_recent['revenue_prior'] != '' else 0
+                        revenue_surprise = float(nearest_recent['revenue_surprise']) if nearest_recent['revenue_surprise'] != '' else 0
+                        revenue = float(nearest_recent['revenue']) if nearest_recent['revenue'] != '' else 0
+                        if revenue != 0 and revenue_prior != 0 and eps_prior != 0 and eps != 0 and revenue_surprise != 0 and eps_surprise != 0:
+                            res_list = {
+                                'epsPrior':eps_prior,
+                                'epsSurprise': eps_surprise,
+                                'eps': eps,
+                                'revenuePrior': revenue_prior,
+                                'revenueSurprise': revenue_surprise,
+                                'revenue': revenue,
+                                'date': date,
+                                }
+                            await save_json(res_list, symbol, 'json/earnings/surprise')
+                    except:
+                        pass
+    except Exception as e:
+        pass
+
+async def run(stock_symbols):
+    async with aiohttp.ClientSession() as session:
+        tasks = [get_data(session, symbol) for symbol in stock_symbols]
+        for f in tqdm(asyncio.as_completed(tasks), total=len(stock_symbols)):
+            await f
+
+try:
+    # Delete old files in the directories
+    delete_files_in_directory("json/earnings/next")
+    delete_files_in_directory("json/earnings/surprise")
+    
+    con = sqlite3.connect('stocks.db')
+    cursor = con.cursor()
+    cursor.execute("PRAGMA journal_mode = wal")
+    cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
+    stock_symbols = [row[0] for row in cursor.fetchall()]
+    con.close()
+    asyncio.run(run(stock_symbols))
+
+except Exception as e:
+    print(e)

app/cron_next_earnings.py

@@ -1,70 +0,0 @@
-import aiohttp
-import aiofiles
-import ujson
-import sqlite3
-import asyncio
-import os
-from dotenv import load_dotenv
-from datetime import datetime
-from tqdm import tqdm
-
-headers = {"accept": "application/json"}
-url = "https://api.benzinga.com/api/v2.1/calendar/earnings"
-load_dotenv()
-benzinga_api_key_extra = os.getenv('BENZINGA_API_KEY_EXTRA')
-
-today = datetime.today()
-
-async def save_json(data, symbol):
-    async with aiofiles.open(f"json/next-earnings/companies/{symbol}.json", 'w') as file:
-        await file.write(ujson.dumps(data))
-
-async def get_data(session, ticker):
-    querystring = {"token": benzinga_api_key_extra, "parameters[tickers]": ticker}
-    try:
-        async with session.get(url, params=querystring, headers=headers) as response:
-            if response.status == 200:
-                data = ujson.loads(await response.text())['earnings']
-                future_dates = [item for item in data if datetime.strptime(item["date"], "%Y-%m-%d") > today]
-                if future_dates:
-                    data = min(future_dates, key=lambda x: datetime.strptime(x["date"], "%Y-%m-%d"))
-                    try:
-                        symbol = data['ticker']
-                        time = data['time']
-                        date = data['date']
-                        eps_prior = float(data['eps_prior']) if data['eps_prior'] else 0
-                        eps_est = float(data['eps_est']) if data['eps_est'] else 0
-                        revenue_est = float(data['revenue_est']) if data['revenue_est'] else 0
-                        revenue_prior = float(data['revenue_prior']) if data['revenue_prior'] else 0
-                        if revenue_est and revenue_prior and eps_prior and eps_est:
-                            res_list = {
-                            	'date': date,
-                                'time': time,
-                                'epsPrior': eps_prior,
-                                'epsEst': eps_est,
-                                'revenuePrior': revenue_prior,
-                                'revenueEst': revenue_est
-                            }
-                            await save_json(res_list, symbol)
-                    except KeyError:
-                        pass
-    except Exception as e:
-        pass
-
-async def run(stock_symbols):
-    async with aiohttp.ClientSession() as session:
-        tasks = [get_data(session, symbol) for symbol in stock_symbols]
-        for f in tqdm(asyncio.as_completed(tasks), total=len(stock_symbols)):
-            await f
-
-try:
-    con = sqlite3.connect('stocks.db')
-    cursor = con.cursor()
-    cursor.execute("PRAGMA journal_mode = wal")
-    cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
-    stock_symbols = [row[0] for row in cursor.fetchall()]
-    con.close()
-    asyncio.run(run(stock_symbols))
-
-except Exception as e:
-    print(e)

app/main.py

@@ -3587,14 +3587,14 @@ async def get_economic_indicator(api_key: str = Security(get_api_key)):
     )
 
 @app.post("/next-earnings")
-async def get_economic_indicator(data:TickerData, api_key: str = Security(get_api_key)):
+async def get_next_earnings(data:TickerData, api_key: str = Security(get_api_key)):
     ticker = data.ticker
     cache_key = f"next-earnings-{ticker}"
     cached_result = redis_client.get(cache_key)
     if cached_result:
         return orjson.loads(cached_result)
     try:
-        with open(f"json/next-earnings/companies/{ticker}.json", 'rb') as file:
+        with open(f"json/earnings/next/{ticker}.json", 'rb') as file:
             res = orjson.loads(file.read())
     except:
         res = {}
@@ -3604,6 +3604,24 @@ async def get_economic_indicator(data:TickerData, api_key: str = Security(get_ap
 
     return res
 
+@app.post("/earnings-surprise")
+async def get_surprise_earnings(data:TickerData, api_key: str = Security(get_api_key)):
+    ticker = data.ticker
+    cache_key = f"earnings-surprise{ticker}"
+    cached_result = redis_client.get(cache_key)
+    if cached_result:
+        return orjson.loads(cached_result)
+    try:
+        with open(f"json/earnings/surprise/{ticker}.json", 'rb') as file:
+            res = orjson.loads(file.read())
+    except:
+        res = {}
+
+    redis_client.set(cache_key, orjson.dumps(res))
+    redis_client.expire(cache_key,15*60)
+
+    return res
+
 @app.get("/newsletter")
 async def get_newsletter():
     try:

app/primary_cron_job.py

@@ -556,6 +556,15 @@ def run_dividends():
     ]
     run_command(command)
 
+def run_earnings():
+    run_command(["python3", "cron_earnings.py"])
+    command = [
+        "sudo", "rsync", "-avz", "-e", "ssh",
+        "/root/backend/app/json/earnings",
+        f"root@{useast_ip_address}:/root/backend/app/json"
+    ]
+    run_command(command)
+
 def run_economy_indicator():
     run_command(["python3", "cron_economic_indicator.py"])
     command = [
@@ -625,6 +634,7 @@ schedule.every(10).minutes.do(run_threaded, run_tracker).tag('tracker_job')
 schedule.every(1).minutes.do(run_threaded, run_cron_quote).tag('quote_job')
 schedule.every(1).minutes.do(run_threaded, run_cron_price_alert).tag('price_alert_job')
 schedule.every(15).minutes.do(run_threaded, run_market_moods).tag('market_moods_job')
+schedule.every(30).minutes.do(run_threaded, run_earnings).tag('earnings_job')
 #schedule.every(10).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job')
 
 schedule.every(2).hours.do(run_threaded, run_fda_calendar).tag('fda_calendar_job')