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bugfixing

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This commit is contained in:
MuslemRahimi 2024-07-23 13:49:34 +02:00
parent 8b8f8dd5b5
commit b7909036d2
1 changed files with 65 additions and 50 deletions
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49
app/cron_dark_pool_flow.py
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@ -23,9 +23,9 @@ def save_json(data):
identifier = 'GME' identifier = 'GME'
source = 'cta_a_delayed' source = 'cta_a_delayed'
#start_date, end_date = GetStartEndDate().run() start_date, end_date = GetStartEndDate().run()
start_date = '2024-07-22' #start_date.strftime("%Y-%m-%d") start_date = start_date.strftime("%Y-%m-%d")
end_date = '2024-07-22' #end_date.strftime("%Y-%m-%d") end_date = end_date.strftime("%Y-%m-%d")
start_time = '' start_time = ''
end_time = '' end_time = ''
timezone = 'UTC' timezone = 'UTC'
@ -34,20 +34,22 @@ darkpool_only = True
min_size = 100 min_size = 100
count = 0 count = 0
def get_data(): def get_data():
data = [] data = []
count = 0 count = 0
while True: while True:
if count == 0: if count == 0:
next_page = '' next_page = ''
try: try:
response = intrinio.SecurityApi().get_security_trades_by_symbol(identifier, source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page) response = intrinio.SecurityApi().get_security_trades_by_symbol(
identifier, source, start_date=start_date, start_time=start_time,
end_date=end_date, end_time=end_time, timezone=timezone,
page_size=page_size, darkpool_only=darkpool_only, min_size=min_size,
next_page=next_page
)
filtered_entries = [ filtered_entries = [entry.__dict__ for entry in response.trades]
entry.__dict__ for entry in response.trades
#if int(entry._price * entry._total_volume) >= 2E9
]
data.extend(filtered_entries) data.extend(filtered_entries)
next_page = response.next_page next_page = response.next_page
@ -63,35 +65,48 @@ def get_data():
return data return data
def run(): def run():
con = sqlite3.connect('stocks.db') con = sqlite3.connect('stocks.db')
cursor = con.cursor() cursor = con.cursor()
cursor.execute("SELECT DISTINCT symbol, name FROM stocks") cursor.execute("SELECT DISTINCT symbol, name FROM stocks")
stocks = cursor.fetchall() stocks = cursor.fetchall()
con.close() con.close()
symbol_name_map = {row[0]: row[1] for row in stocks} symbol_name_map = {row[0]: row[1] for row in stocks}
stock_symbols = list(symbol_name_map.keys()) stock_symbols = list(symbol_name_map.keys())
data = get_data()
print(data)
# Filter the data data = get_data()
filtered_data = [entry for entry in data if entry['_symbol'] in stock_symbols] filtered_data = [entry for entry in data if entry['_symbol'] in stock_symbols]
res = [
filtered_data = [
{ {
'symbol': entry['_symbol'], 'symbol': entry['_symbol'],
'name': symbol_name_map[entry['_symbol']], 'name': symbol_name_map[entry['_symbol']],
'date': (entry['_timestamp']-timedelta(hours=4)).isoformat(), 'date': (entry['_timestamp']-timedelta(hours=4)).isoformat(),
'price': entry['_price'], 'price': entry['_price'],
'volume': entry['_total_volume'], 'total_volume': entry['_total_volume'],
'size': entry['_size'] 'size': entry['_size']
} }
for entry in filtered_data for entry in filtered_data
] ]
sorted_data = sorted(filtered_data, key=lambda x: x['date'])
if len(res) > 0: previous_total_volume = None
save_json(res)
for entry in sorted_data:
if previous_total_volume is not None:
entry["volume"] = int(entry["total_volume"]) - previous_total_volume
else:
entry["volume"] = int(entry["total_volume"]) #if you prefer to keep the first volume as is
previous_total_volume = int(entry["total_volume"])
sorted_data = sorted(sorted_data, key=lambda x: x['date'], reverse=True)
if len(sorted_data) > 0:
save_json(sorted_data)
if __name__ == "__main__": if __name__ == "__main__":